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 CRON 2.64 6.3M 19 Apr '24 24 2.00 C 0.60 403 -1.52 1.440 -1.96%
2 CRON 2.64 6.3M 19 Apr '24 24 3.50 C  0 13 0.00 0.807 32.58%
3 CRON 2.64 6.3M 17 May '24 52 3.00 C 0.15 15,082 5.68 0.803 20.48%
4 CRON 2.64 6.3M 17 May '24 52 3.50 C 0.05 50 1.89 0.778 35.14%
5 CRON 2.64 6.3M 17 May '24 52 2.00 C 0.65 35 0.38 0.761 0.50%
6 CRON 2.64 6.3M 19 Apr '24 24 2.50 C 0.25 11,386 4.17 0.750 4.60%
7 CRON 2.64 6.3M 21 Jun '24 87 2.00 C 0.70 20 2.27 0.744 3.09%
8 CRON 2.64 6.3M 19 Apr '24 24 3.00 C 0.05 6,377 1.89 0.741 15.83%
9 CRON 2.64 6.3M 19 Jul '24 115 2.50 C 0.40 373 9.85 0.735 11.61%
10 CRON 2.64 6.3M 21 Jun '24 87 3.50 C 0.10 18 3.79 0.712 37.80%
11 CRON 2.64 6.3M 17 May '24 52 2.50 C 0.30 318 6.06 0.708 6.84%
12 CRON 2.64 6.3M 21 Jun '24 87 2.50 C 0.40 780 9.85 0.696 11.61%
13 CRON 2.64 6.3M 19 Jul '24 115 2.00 C 0.75 1 4.17 0.691 5.82%
14 CRON 2.64 6.3M 19 Jul '24 115 3.50 C 0.10 22 3.79 0.667 37.80%
15 CRON 2.64 6.3M 18 Oct '24 206 2.50 C 0.50 77 13.64 0.667 16.82%
16 CRON 2.64 6.3M 17 Jan '25 297 2.50 C 0.65 2 19.32 0.647 25.63%
17 CRON 2.64 6.3M 17 Jan '25 297 2.00 C 0.90 98 9.85 0.647 14.94%
18 CRON 2.64 6.3M 18 Oct '24 206 3.00 C 0.35 129 13.26 0.640 31.00%
19 CRON 2.64 6.3M 19 Jul '24 115 3.00 C 0.20 58 7.58 0.637 22.95%
20 CRON 2.64 6.3M 18 Oct '24 206 3.50 C 0.20 252 7.58 0.626 43.44%
21 CRON 2.64 6.3M 17 Jan '25 297 3.50 C 0.15 148 5.68 0.593 40.56%
22 CRON 2.64 6.3M 21 Jun '24 87 3.00 C 0.10 2,283 3.79 0.587 18.11%
23 CRON 2.64 6.3M 18 Oct '24 206 2.00 C 0.40 100 -9.09 0.581 -10.71%
24 CRON 2.64 6.3M 16 Jan '26 661 3.00 C 0.75 172 28.41 0.576 58.73%
25 CRON 2.64 6.3M 17 Jan '25 297 3.00 C 0.35 209 13.26 0.552 31.00%
26 CRON 2.64 6.3M 16 Jan '26 661 3.50 C 0.60 1 22.73 0.540 71.57%
27 CRON 2.64 6.3M 16 Jan '26 661 2.50 C 0.90 53 28.79 0.536 43.68%
28 CRON 2.64 6.3M 16 Jan '26 661 2.00 C 1.00 40 13.64 0.504 21.95%
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.