Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from March 26, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 VALE 12.02 19.2M 3 May '24 38 11.50 C 0.80 1 2.33 0.354 2.50%
2 VALE 12.02 19.2M 26 Apr '24 31 11.50 C 0.74 0 1.83 0.354 1.95%
3 VALE 12.02 19.2M 5 Apr '24 10 11.50 C 0.56 0 0.33 0.337 0.35%
4 VALE 12.02 19.2M 19 Jul '24 115 12.00 C 0.90 54 7.32 0.328 7.91%
5 VALE 12.02 19.2M 21 Jun '24 87 12.00 C 0.77 1,624 6.24 0.326 6.67%
6 VALE 12.02 19.2M 17 May '24 52 12.00 C 0.59 45 4.74 0.323 4.99%
7 VALE 12.02 19.2M 5 Apr '24 10 13.00 C 0.01 71 0.08 0.319 8.24%
8 VALE 12.02 19.2M 3 May '24 38 12.50 C 0.27 12 2.25 0.318 6.38%
9 VALE 12.02 19.2M 19 Jul '24 115 13.00 C 0.48 70 3.99 0.314 12.65%
10 VALE 12.02 19.2M 26 Apr '24 31 12.00 C 0.44 83 3.49 0.314 3.63%
11 VALE 12.02 19.2M 3 May '24 38 13.00 C 0.13 68 1.08 0.313 9.34%
12 VALE 12.02 19.2M 16 Aug '24 143 13.00 C 0.54 0 4.49 0.312 13.24%
13 VALE 12.02 19.2M 17 May '24 52 13.00 C 0.22 170 1.83 0.311 10.17%
14 VALE 12.02 19.2M 12 Apr '24 17 13.00 C 0.04 41 0.33 0.310 8.51%
15 VALE 12.02 19.2M 12 Apr '24 17 11.50 C 0.62 2 0.83 0.309 0.88%
16 VALE 12.02 19.2M 26 Apr '24 31 13.00 C 0.11 9 0.92 0.309 9.15%
17 VALE 12.02 19.2M 19 Apr '24 24 12.00 C 0.38 994 3.00 0.308 3.09%
18 VALE 12.02 19.2M 21 Jun '24 87 13.00 C 0.36 1,694 3.00 0.308 11.49%
19 VALE 12.02 19.2M 20 Sep '24 178 13.00 C 0.67 52 5.57 0.306 14.54%
20 VALE 12.02 19.2M 20 Sep '24 178 12.00 C 1.06 1 8.65 0.302 9.49%
21 VALE 12.02 19.2M 19 Apr '24 24 12.50 C 0.18 288 1.50 0.300 5.57%
22 VALE 12.02 19.2M 26 Apr '24 31 12.50 C 0.22 434 1.83 0.299 5.93%
23 VALE 12.02 19.2M 19 Apr '24 24 13.00 C 0.07 910 0.58 0.296 8.79%
24 VALE 12.02 19.2M 12 Apr '24 17 12.00 C 0.30 22 2.33 0.294 2.39%
25 VALE 12.02 19.2M 20 Dec '24 269 12.00 C 1.32 90 10.82 0.291 12.15%
26 VALE 12.02 19.2M 17 Jan '25 297 12.00 C 1.35 1,795 11.06 0.290 12.46%
27 VALE 12.02 19.2M 5 Apr '24 10 12.00 C 0.21 1,683 1.58 0.290 1.61%
28 VALE 12.02 19.2M 5 Apr '24 10 12.50 C 0.06 392 0.50 0.283 4.52%
29 VALE 12.02 19.2M 16 Aug '24 143 12.00 C 0.65 0 5.24 0.282 5.54%
30 VALE 12.02 19.2M 20 Dec '24 269 13.00 C 0.88 865 7.32 0.278 16.70%
31 VALE 12.02 19.2M 12 Apr '24 17 12.50 C 0.10 57 0.83 0.273 4.87%
32 VALE 12.02 19.2M 16 Jan '26 661 12.00 C 1.95 21 16.06 0.094 19.17%
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.