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 19, 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 SLG 49.58 1.6M 19 Apr '24 0 52.50 C  0 25 0.00 0.577 5.89%
2 SLG 49.58 1.6M 19 Apr '24 0 50.00 C  0 77 0.00 0.577 0.85%
3 SLG 49.58 1.6M 19 Apr '24 0 47.50 C 1.80 6 -0.56 0.577 -0.59%
4 SLG 49.58 1.6M 19 Apr '24 0 45.00 C 4.10 0 -0.97 0.577 -1.06%
5 SLG 49.58 1.6M 21 Jun '24 63 45.00 C 6.00 0 2.86 0.519 3.26%
6 SLG 49.58 1.6M 17 May '24 28 45.00 C 5.40 29 1.65 0.494 1.86%
7 SLG 49.58 1.6M 16 Aug '24 119 45.00 C 7.40 0 5.69 0.489 6.69%
8 SLG 49.58 1.6M 21 Jun '24 63 50.00 C 3.70 0 7.46 0.488 8.98%
9 SLG 49.58 1.6M 17 May '24 28 47.50 C 3.70 50 3.27 0.485 3.53%
10 SLG 49.58 1.6M 21 Jun '24 63 47.50 C 5.00 10 5.89 0.483 6.55%
11 SLG 49.58 1.6M 17 May '24 28 50.00 C 2.35 15 4.74 0.482 5.86%
12 SLG 49.58 1.6M 19 Jul '24 91 45.00 C 7.10 0 5.08 0.480 5.93%
13 SLG 49.58 1.6M 21 Jun '24 63 52.50 C 2.70 0 5.45 0.478 11.99%
14 SLG 49.58 1.6M 17 May '24 28 52.50 C 1.40 25 2.82 0.476 8.97%
15 SLG 49.58 1.6M 19 Jul '24 91 50.00 C 4.40 29 8.87 0.472 10.67%
16 SLG 49.58 1.6M 19 Jul '24 91 47.50 C 5.60 0 7.10 0.472 8.00%
17 SLG 49.58 1.6M 19 Jul '24 91 52.50 C 3.40 0 6.86 0.469 13.69%
18 SLG 49.58 1.6M 16 Aug '24 119 52.50 C 3.90 0 7.87 0.450 14.93%
19 SLG 49.58 1.6M 15 Nov '24 210 52.50 C 5.60 62 11.29 0.437 19.37%
20 SLG 49.58 1.6M 15 Nov '24 210 47.50 C 7.40 0 10.73 0.423 12.61%
21 SLG 49.58 1.6M 16 Aug '24 119 50.00 C 4.20 0 8.47 0.423 10.18%
22 SLG 49.58 1.6M 17 Jan '25 273 52.50 C 6.30 24 12.71 0.413 21.30%
23 SLG 49.58 1.6M 17 Jan '25 273 50.00 C 7.30 14 14.72 0.411 18.26%
24 SLG 49.58 1.6M 17 Jan '25 273 47.50 C 8.50 0 12.95 0.409 15.63%
25 SLG 49.58 1.6M 15 Nov '24 210 50.00 C 5.00 0 10.08 0.404 12.16%
26 SLG 49.58 1.6M 16 Aug '24 119 47.50 C 4.90 0 5.69 0.398 6.31%
27 SLG 49.58 1.6M 15 Nov '24 210 45.00 C 7.80 0 6.49 0.386 7.71%
28 SLG 49.58 1.6M 17 Jan '25 273 45.00 C 9.00 1 8.91 0.371 10.89%
29 SLG 49.58 1.6M 16 Jan '26 637 47.50 C 11.40 18 18.80 0.258 24.41%
30 SLG 49.58 1.6M 16 Jan '26 637 52.50 C 8.30 0 16.74 0.256 27.18%
31 SLG 49.58 1.6M 16 Jan '26 637 50.00 C 9.40 1 18.96 0.245 24.44%
32 SLG 49.58 1.6M 16 Jan '26 637 45.00 C 10.50 0 11.94 0.159 15.15%
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.