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 November 13, 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 AMSC 36.65 1.7M 15 Nov '24 2 38.00 C 0.80 37 2.18 1.351 6.00%
2 AMSC 36.65 1.7M 15 Nov '24 2 37.00 C 1.15 139 3.14 1.286 4.23%
3 AMSC 36.65 1.7M 15 Nov '24 2 36.00 C 1.65 45 2.73 1.283 2.86%
4 AMSC 36.65 1.7M 15 Nov '24 2 35.00 C 2.20 12 1.50 1.242 1.60%
5 AMSC 36.65 1.7M 17 Apr '25 155 37.00 C 8.50 17 23.19 1.024 31.44%
6 AMSC 36.65 1.7M 20 Dec '24 37 38.00 C 3.80 11 10.37 0.999 15.68%
7 AMSC 36.65 1.7M 17 Apr '25 155 36.00 C 8.90 0 22.51 0.991 29.73%
8 AMSC 36.65 1.7M 20 Dec '24 37 37.00 C 4.30 7 11.73 0.980 14.37%
9 AMSC 36.65 1.7M 20 Dec '24 37 36.00 C 4.70 7 11.05 0.970 12.68%
10 AMSC 36.65 1.7M 20 Dec '24 37 35.00 C 5.10 31 9.41 0.964 10.94%
11 AMSC 36.65 1.7M 21 Feb '25 100 38.00 C 6.70 0 18.28 0.960 26.88%
12 AMSC 36.65 1.7M 21 Feb '25 100 37.00 C 7.00 0 19.10 0.955 24.79%
13 AMSC 36.65 1.7M 21 Feb '25 100 36.00 C 7.40 0 18.42 0.955 23.08%
14 AMSC 36.65 1.7M 21 Feb '25 100 35.00 C 7.80 26 16.78 0.951 21.32%
15 AMSC 36.65 1.7M 17 Jan '25 65 36.00 C 5.80 38 14.05 0.929 16.69%
16 AMSC 36.65 1.7M 17 Jan '25 65 38.00 C 5.00 10 13.64 0.925 20.06%
17 AMSC 36.65 1.7M 17 Apr '25 155 38.00 C 8.10 0 22.10 0.925 33.10%
18 AMSC 36.65 1.7M 20 Jun '25 219 36.00 C 10.50 0 26.88 0.923 37.67%
19 AMSC 36.65 1.7M 17 Jan '25 65 35.00 C 6.20 17 12.41 0.920 14.94%
20 AMSC 36.65 1.7M 20 Jun '25 219 37.00 C 10.10 11 27.56 0.919 39.36%
21 AMSC 36.65 1.7M 17 Jan '25 65 37.00 C 5.40 2 14.73 0.917 18.40%
22 AMSC 36.65 1.7M 15 Aug '25 275 37.00 C 11.10 16 30.29 0.899 44.81%
23 AMSC 36.65 1.7M 17 Apr '25 155 35.00 C 8.00 0 17.33 0.881 22.16%
24 AMSC 36.65 1.7M 16 Jan '26 429 35.00 C 14.10 2 33.97 0.853 55.21%
25 AMSC 36.65 1.7M 16 Jan '26 429 37.00 C 13.40 0 36.56 0.851 59.14%
26 AMSC 36.65 1.7M 15 Jan '27 793 37.00 C 16.50 0 45.02 0.707 83.62%
27 AMSC 36.65 1.7M 15 Jan '27 793 35.00 C 17.50 1 43.25 0.703 82.77%
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.