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 3, 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 NVAX 4.54 3.5M 5 Apr '24 2 5.50 P 0.93 1 -0.66 1.517 -0.83%
2 NVAX 4.54 3.5M 5 Apr '24 2 5.00 P 0.46 54 -0.00 1.488 0.00%
3 NVAX 4.54 3.5M 16 Jan '26 653 4.50 P 0.95 0 20.93 1.234 27.58%
4 NVAX 4.54 3.5M 16 Jan '26 653 5.00 P 1.43 0 21.37 1.177 31.19%
5 NVAX 4.54 3.5M 16 Jan '26 653 5.50 P 0.71 0 -5.51 1.155 -6.53%
6 NVAX 4.54 3.5M 5 Apr '24 2 4.00 P  0 0 0.00 1.127 11.89%
7 NVAX 4.54 3.5M 12 Apr '24 9 5.50 P 0.95 3 -0.22 1.114 -0.28%
8 NVAX 4.54 3.5M 16 Jan '26 653 4.00 P 1.53 0 33.70 1.112 68.77%
9 NVAX 4.54 3.5M 17 Jan '25 289 5.00 P 1.64 1 25.99 1.025 40.69%
10 NVAX 4.54 3.5M 17 Jan '25 289 5.50 P 1.52 1 12.33 1.001 18.54%
11 NVAX 4.54 3.5M 17 Jan '25 289 4.00 P 0.99 1 21.81 0.984 43.10%
12 NVAX 4.54 3.5M 17 Jan '25 289 4.50 P 0.72 0 15.86 0.954 19.90%
13 NVAX 4.54 3.5M 17 May '24 44 4.50 P 0.07 0 1.54 0.933 2.46%
14 NVAX 4.54 3.5M 17 May '24 44 4.00 P 0.15 33 3.30 0.916 15.72%
15 NVAX 4.54 3.5M 17 May '24 44 5.50 P 1.17 3 4.63 0.913 6.23%
16 NVAX 4.54 3.5M 18 Oct '24 198 5.00 P 1.39 0 20.48 0.913 29.52%
17 NVAX 4.54 3.5M 10 May '24 37 4.50 P 0.25 0 5.51 0.911 6.76%
18 NVAX 4.54 3.5M 18 Oct '24 198 4.50 P 1.07 3 23.57 0.908 31.99%
19 NVAX 4.54 3.5M 18 Oct '24 198 5.50 P 1.74 0 17.18 0.905 27.86%
20 NVAX 4.54 3.5M 17 May '24 44 5.00 P 0.70 8 5.29 0.904 6.25%
21 NVAX 4.54 3.5M 19 Jul '24 107 5.50 P 1.40 0 9.69 0.900 14.01%
22 NVAX 4.54 3.5M 18 Oct '24 198 4.00 P 0.79 1 17.40 0.897 35.47%
23 NVAX 4.54 3.5M 10 May '24 37 4.00 P 0.22 1 4.85 0.896 17.59%
24 NVAX 4.54 3.5M 20 Sep '24 170 5.00 P 1.30 0 18.50 0.891 25.93%
25 NVAX 4.54 3.5M 20 Sep '24 170 4.00 P 0.71 0 15.64 0.889 32.64%
26 NVAX 4.54 3.5M 20 Sep '24 170 4.50 P 0.99 30 21.81 0.875 29.01%
27 NVAX 4.54 3.5M 20 Sep '24 170 5.50 P 1.65 0 15.20 0.866 23.88%
28 NVAX 4.54 3.5M 19 Jul '24 107 4.50 P 0.75 1 16.52 0.860 20.84%
29 NVAX 4.54 3.5M 3 May '24 30 5.00 P 0.63 0 3.74 0.856 4.35%
30 NVAX 4.54 3.5M 19 Jul '24 107 5.00 P 1.05 0 13.00 0.838 16.91%
31 NVAX 4.54 3.5M 19 Jul '24 107 4.00 P 0.49 0 10.79 0.819 25.43%
32 NVAX 4.54 3.5M 26 Apr '24 23 4.00 P 0.09 0 1.98 0.810 14.16%
33 NVAX 4.54 3.5M 26 Apr '24 23 5.50 P 0.99 0 0.66 0.769 0.85%
34 NVAX 4.54 3.5M 3 May '24 30 4.00 P 0.13 0 2.86 0.759 15.19%
35 NVAX 4.54 3.5M 19 Apr '24 16 5.00 P 0.50 54 0.88 0.742 0.99%
36 NVAX 4.54 3.5M 26 Apr '24 23 4.50 P 0.27 0 5.95 0.730 7.26%
37 NVAX 4.54 3.5M 12 Apr '24 9 5.00 P 0.49 21 0.66 0.726 0.74%
38 NVAX 4.54 3.5M 12 Apr '24 9 4.00 P 0.02 13 0.44 0.708 12.39%
39 NVAX 4.54 3.5M 3 May '24 30 4.50 P 0.32 4 7.05 0.698 8.53%
40 NVAX 4.54 3.5M 19 Apr '24 16 4.00 P 0.05 107 1.10 0.693 13.14%
41 NVAX 4.54 3.5M 5 Apr '24 2 4.50 P 0.06 105 1.32 0.664 2.23%
42 NVAX 4.54 3.5M 19 Apr '24 16 4.50 P 0.22 54 4.85 0.662 6.02%
43 NVAX 4.54 3.5M 12 Apr '24 9 4.50 P 0.15 14 3.30 0.651 4.33%
44 NVAX 4.54 3.5M 19 Apr '24 16 5.50 P 0.81 2 -3.30 0.624 -4.02%
45 NVAX 4.54 3.5M 26 Apr '24 23 5.00 P 0.37 0 -1.98 0.426 -2.16%
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.