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 April 12, 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 SE 53.28 5.0M 17 May '24 35 55.00 C 4.05 140 7.60 0.734 11.72%
2 SE 53.28 5.0M 24 May '24 42 55.00 C 4.45 25 8.35 0.729 12.64%
3 SE 53.28 5.0M 24 May '24 42 54.00 C 4.80 0 9.01 0.727 11.39%
4 SE 53.28 5.0M 24 May '24 42 53.00 C 4.25 0 7.45 0.657 8.10%
5 SE 53.28 5.0M 21 Jun '24 70 55.00 C 5.15 52 9.67 0.634 14.27%
6 SE 53.28 5.0M 16 Aug '24 126 55.00 C 7.15 0 13.42 0.627 19.23%
7 SE 53.28 5.0M 20 Sep '24 161 55.00 C 7.10 3 13.33 0.619 19.10%
8 SE 53.28 5.0M 15 Nov '24 217 55.00 C 9.55 6 17.92 0.613 25.77%
9 SE 53.28 5.0M 17 Jan '25 280 55.00 C 10.45 22 19.61 0.595 28.41%
10 SE 53.28 5.0M 20 Jun '25 434 55.00 C 13.95 2 26.18 0.580 39.84%
11 SE 53.28 5.0M 19 Dec '25 616 55.00 C 16.95 0 31.81 0.545 51.39%
12 SE 53.28 5.0M 12 Apr '24 0 54.00 C  0 97 0.00 0.544 1.35%
13 SE 53.28 5.0M 12 Apr '24 0 55.00 C  0 2,206 0.00 0.544 3.23%
14 SE 53.28 5.0M 12 Apr '24 0 52.00 C 1.06 21 -0.41 0.544 -0.42%
15 SE 53.28 5.0M 12 Apr '24 0 53.00 C 0.10 30 -0.34 0.544 -0.34%
16 SE 53.28 5.0M 19 Apr '24 7 55.00 C 0.85 9,338 1.60 0.533 4.90%
17 SE 53.28 5.0M 19 Apr '24 7 52.00 C 2.25 81 1.82 0.532 1.90%
18 SE 53.28 5.0M 10 May '24 28 54.00 C 1.08 1 2.03 0.530 3.45%
19 SE 53.28 5.0M 19 Apr '24 7 53.00 C 1.67 163 2.61 0.530 2.69%
20 SE 53.28 5.0M 26 Apr '24 14 52.00 C 2.68 3 2.63 0.527 2.77%
21 SE 53.28 5.0M 19 Apr '24 7 54.00 C 1.20 384 2.25 0.524 3.69%
22 SE 53.28 5.0M 10 May '24 28 52.00 C 3.60 20 4.35 0.522 4.67%
23 SE 53.28 5.0M 10 May '24 28 55.00 C 2.27 22 4.26 0.522 7.82%
24 SE 53.28 5.0M 3 May '24 21 54.00 C 2.25 22 4.22 0.521 5.82%
25 SE 53.28 5.0M 26 Apr '24 14 53.00 C 2.15 1 3.51 0.519 3.66%
26 SE 53.28 5.0M 26 Apr '24 14 54.00 C 1.62 3 3.04 0.518 4.53%
27 SE 53.28 5.0M 26 Apr '24 14 55.00 C 1.30 34 2.44 0.500 5.81%
28 SE 53.28 5.0M 16 Jan '26 644 55.00 C 15.05 4 28.25 0.489 43.87%
29 SE 53.28 5.0M 3 May '24 21 55.00 C 1.37 3 2.57 0.465 5.95%
30 SE 53.28 5.0M 3 May '24 21 53.00 C 2.15 0 3.51 0.460 3.66%
31 SE 53.28 5.0M 10 May '24 28 53.00 C 2.35 0 3.89 0.456 4.06%
32 SE 53.28 5.0M 3 May '24 21 52.00 C 2.36 0 2.03 0.427 2.12%
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.