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 September 20, 2019. You must subscribe 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 VIAV 14.66 2.6M 20 Mar '20 182 13.00 C 2.31 0 4.43 0.418 5.26%
2 VIAV 14.66 2.6M 20 Mar '20 182 14.00 C 1.87 3 8.25 0.397 9.46%
3 VIAV 14.66 2.6M 20 Dec '19 91 13.00 C 1.96 4 2.05 0.384 2.36%
4 VIAV 14.66 2.6M 20 Mar '20 182 15.00 C 1.35 12 9.21 0.379 12.70%
5 VIAV 14.66 2.6M 17 Jan '20 119 13.00 C 2.03 0 2.52 0.377 2.93%
6 VIAV 14.66 2.6M 20 Dec '19 91 15.00 C 0.92 51 6.28 0.374 9.17%
7 VIAV 14.66 2.6M 20 Mar '20 182 16.00 C 0.92 0 6.28 0.360 16.45%
8 VIAV 14.66 2.6M 20 Dec '19 91 14.00 C 1.32 3 4.50 0.360 4.95%
9 VIAV 14.66 2.6M 20 Dec '19 91 16.00 C 0.51 12 3.48 0.359 13.07%
10 VIAV 14.66 2.6M 17 Jan '20 119 16.00 C 0.65 6 4.43 0.357 14.20%
11 VIAV 14.66 2.6M 17 Jan '20 119 15.00 C 1.03 12 7.03 0.355 10.05%
12 VIAV 14.66 2.6M 17 Jan '20 119 14.00 C 1.43 1 5.25 0.350 5.82%
13 VIAV 14.66 2.6M 18 Oct '19 28 15.00 C 0.39 1,904 2.66 0.334 5.12%
14 VIAV 14.66 2.6M 20 Sep '19 0 13.00 C 0.23 40 -9.75 0.321 -9.91%
15 VIAV 14.66 2.6M 20 Sep '19 0 14.00 C 0.60 87 -0.41 0.321 -0.43%
16 VIAV 14.66 2.6M 20 Sep '19 0 16.00 C  0 1 0.00 0.321 9.14%
17 VIAV 14.66 2.6M 20 Sep '19 0 15.00 C  0 1 0.00 0.321 2.32%
18 VIAV 14.66 2.6M 18 Oct '19 28 16.00 C 0.10 5 0.68 0.314 9.89%
19 VIAV 14.66 2.6M 18 Oct '19 28 14.00 C 0.87 42 1.43 0.302 1.52%
20 VIAV 14.66 2.6M 18 Oct '19 28 13.00 C 0.22 2 -9.82 0.257 -9.97%
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.