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 November 9, 2020. 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 CALA 3.90 432K 20 Nov '20 11 7.50 C  0 0 0.00 2.056 92.31%
2 CALA 3.90 432K 18 Jun '21 221 5.00 C 0.40 0 10.26 1.681 42.86%
3 CALA 3.90 432K 19 Mar '21 130 5.00 C 0.90 0 23.08 1.563 66.67%
4 CALA 3.90 432K 19 Mar '21 130 7.50 C 0.35 48 8.97 1.544 111.27%
5 CALA 3.90 432K 18 Dec '20 39 7.50 C 0.05 0 1.28 1.535 94.81%
6 CALA 3.90 432K 18 Jun '21 221 2.50 C 1.80 0 10.26 1.529 19.05%
7 CALA 3.90 432K 19 Mar '21 130 2.50 C 1.25 10 -3.85 1.452 -5.66%
8 CALA 3.90 432K 18 Dec '20 39 5.00 C 0.30 27 7.69 1.362 38.89%
9 CALA 3.90 432K 18 Jun '21 221 7.50 C 0.15 11 3.85 1.344 100.00%
10 CALA 3.90 432K 20 Nov '20 11 5.00 C 0.05 5 1.28 1.251 29.87%
11 CALA 3.90 432K 18 Dec '20 39 2.50 C 0.80 0 -15.38 0.938 -19.35%
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.