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 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 BWXT 95.99 583K 17 May '24 21 100.00 C 1.25 37 1.30 0.319 5.55%
2 BWXT 95.99 583K 17 May '24 21 105.00 C 0.35 1 0.36 0.317 9.79%
3 BWXT 95.99 583K 17 May '24 21 95.00 C 2.25 7 1.31 0.303 1.34%
4 BWXT 95.99 583K 16 Aug '24 112 105.00 C 2.30 4 2.40 0.269 12.07%
5 BWXT 95.99 583K 21 Jun '24 56 100.00 C 2.30 5 2.40 0.269 6.73%
6 BWXT 95.99 583K 15 Nov '24 203 95.00 C 8.20 0 7.51 0.269 8.21%
7 BWXT 95.99 583K 20 Dec '24 238 90.00 C 11.30 0 5.53 0.266 6.27%
8 BWXT 95.99 583K 16 Aug '24 112 90.00 C 7.60 10 1.68 0.263 1.82%
9 BWXT 95.99 583K 20 Dec '24 238 95.00 C 9.20 0 8.55 0.262 9.46%
10 BWXT 95.99 583K 16 Aug '24 112 95.00 C 5.10 0 4.28 0.261 4.52%
11 BWXT 95.99 583K 21 Jun '24 56 105.00 C 1.00 5 1.04 0.260 10.54%
12 BWXT 95.99 583K 17 May '24 21 90.00 C 5.10 25 -0.93 0.259 -0.98%
13 BWXT 95.99 583K 15 Nov '24 203 90.00 C 11.10 0 5.32 0.257 6.02%
14 BWXT 95.99 583K 20 Dec '24 238 100.00 C 6.90 1 7.19 0.257 12.25%
15 BWXT 95.99 583K 20 Dec '24 238 105.00 C 5.00 1 5.21 0.257 15.40%
16 BWXT 95.99 583K 15 Nov '24 203 100.00 C 5.30 25 5.52 0.249 10.27%
17 BWXT 95.99 583K 21 Jun '24 56 95.00 C 2.75 3 1.83 0.243 1.89%
18 BWXT 95.99 583K 16 Aug '24 112 100.00 C 2.65 0 2.76 0.239 7.14%
19 BWXT 95.99 583K 15 Nov '24 203 105.00 C 2.90 0 3.02 0.235 12.79%
20 BWXT 95.99 583K 21 Jun '24 56 90.00 C 6.20 0 0.22 0.178 0.23%
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.