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 January 5, 2021. 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 DDD 10.89 2.1M 8 Jan '21 3 11.50 P 0.65 10 0.37 0.845 0.39%
2 DDD 10.89 2.1M 8 Jan '21 3 10.00 P  0 36 0.00 0.828 8.17%
3 DDD 10.89 2.1M 18 Jun '21 164 10.00 P 1.70 0 15.61 0.795 28.18%
4 DDD 10.89 2.1M 21 May '21 136 10.00 P 1.50 0 13.77 0.790 25.45%
5 DDD 10.89 2.1M 21 May '21 136 11.00 P 2.05 0 17.81 0.784 21.95%
6 DDD 10.89 2.1M 29 Jan '21 24 11.00 P 0.85 0 6.80 0.777 7.37%
7 DDD 10.89 2.1M 18 Jun '21 164 11.00 P 2.25 10 19.65 0.776 24.77%
8 DDD 10.89 2.1M 20 Aug '21 227 10.00 P 2.00 0 18.37 0.772 32.51%
9 DDD 10.89 2.1M 15 Jan '21 10 10.00 P 0.15 122 1.38 0.770 9.68%
10 DDD 10.89 2.1M 29 Jan '21 24 10.00 P 0.40 0 3.67 0.768 12.30%
11 DDD 10.89 2.1M 5 Feb '21 31 10.00 P 0.50 0 4.59 0.766 13.38%
12 DDD 10.89 2.1M 20 Aug '21 227 11.00 P 2.60 0 22.87 0.766 30.04%
13 DDD 10.89 2.1M 21 Jan '22 381 10.00 P 2.55 18 23.42 0.759 41.25%
14 DDD 10.89 2.1M 5 Feb '21 31 11.00 P 0.90 3 7.25 0.759 7.91%
15 DDD 10.89 2.1M 22 Jan '21 17 11.50 P 1.00 0 3.58 0.758 3.94%
16 DDD 10.89 2.1M 15 Jan '21 10 11.00 P 0.55 40 4.04 0.752 4.26%
17 DDD 10.89 2.1M 15 Jan '21 10 10.50 P 0.30 23 2.75 0.740 6.52%
18 DDD 10.89 2.1M 8 Jan '21 3 11.00 P 0.30 4 1.74 0.737 1.79%
19 DDD 10.89 2.1M 29 Jan '21 24 10.50 P 0.55 15 5.05 0.737 9.09%
20 DDD 10.89 2.1M 22 Jan '21 17 10.50 P 0.45 13 4.13 0.736 8.05%
21 DDD 10.89 2.1M 15 Jan '21 10 11.50 P 0.85 14 2.20 0.733 2.39%
22 DDD 10.89 2.1M 19 Feb '21 45 10.00 P 0.65 13 5.97 0.731 15.04%
23 DDD 10.89 2.1M 5 Feb '21 31 10.50 P 0.65 0 5.97 0.731 10.16%
24 DDD 10.89 2.1M 29 Jan '21 24 11.50 P 1.10 0 4.50 0.730 5.01%
25 DDD 10.89 2.1M 20 Jan '23 745 10.00 P 3.20 0 29.38 0.730 53.19%
26 DDD 10.89 2.1M 22 Jan '21 17 10.00 P 0.25 15 2.30 0.725 10.71%
27 DDD 10.89 2.1M 8 Jan '21 3 10.50 P 0.10 75 0.92 0.718 4.54%
28 DDD 10.89 2.1M 22 Jan '21 17 11.00 P 0.65 13 4.96 0.684 5.27%
29 DDD 10.89 2.1M 19 Feb '21 45 11.00 P 1.05 17 8.63 0.683 9.55%
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.