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 10, 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 COTY 10.47 29.6M 12 Nov '21 2 9.50 C 0.84 10 -1.24 1.519 -1.35%
2 COTY 10.47 29.6M 19 Nov '21 9 9.50 C 1.09 105 1.15 0.900 1.28%
3 COTY 10.47 29.6M 19 Nov '21 9 10.00 C 0.74 8,256 2.58 0.798 2.77%
4 COTY 10.47 29.6M 19 Nov '21 9 11.00 C 0.29 1,999 2.77 0.794 8.06%
5 COTY 10.47 29.6M 23 Dec '21 43 9.50 C 1.25 0 2.67 0.790 3.04%
6 COTY 10.47 29.6M 19 Nov '21 9 10.50 C 0.49 18,390 4.68 0.777 5.21%
7 COTY 10.47 29.6M 26 Nov '21 16 11.00 C 0.38 255 3.63 0.703 9.02%
8 COTY 10.47 29.6M 12 Nov '21 2 11.00 C 0.04 1,629 0.38 0.697 5.47%
9 COTY 10.47 29.6M 26 Nov '21 16 10.00 C 0.78 17 2.96 0.685 3.20%
10 COTY 10.47 29.6M 26 Nov '21 16 9.50 C 1.02 1 0.48 0.667 0.53%
11 COTY 10.47 29.6M 3 Dec '21 23 10.50 C 0.59 16 5.64 0.663 6.28%
12 COTY 10.47 29.6M 20 May '22 191 10.00 C 2.08 20 15.38 0.661 19.19%
13 COTY 10.47 29.6M 12 Nov '21 2 10.50 C 0.17 2,822 1.62 0.661 1.94%
14 COTY 10.47 29.6M 18 Feb '22 100 11.00 C 1.18 99 11.27 0.654 18.41%
15 COTY 10.47 29.6M 10 Dec '21 30 10.00 C 0.93 36 4.39 0.652 4.82%
16 COTY 10.47 29.6M 3 Dec '21 23 10.00 C 0.86 7 3.72 0.648 4.06%
17 COTY 10.47 29.6M 26 Nov '21 16 10.50 C 0.47 271 4.49 0.645 5.00%
18 COTY 10.47 29.6M 10 Dec '21 30 9.50 C 1.21 10 2.29 0.640 2.59%
19 COTY 10.47 29.6M 20 May '22 191 11.00 C 1.60 25 15.28 0.636 24.01%
20 COTY 10.47 29.6M 3 Dec '21 23 11.00 C 0.42 243 4.01 0.636 9.45%
21 COTY 10.47 29.6M 10 Dec '21 30 11.00 C 0.49 38 4.68 0.633 10.22%
22 COTY 10.47 29.6M 3 Dec '21 23 9.50 C 1.16 50 1.81 0.631 2.04%
23 COTY 10.47 29.6M 18 Feb '22 100 10.00 C 1.58 104 10.60 0.631 12.49%
24 COTY 10.47 29.6M 23 Dec '21 43 11.00 C 0.61 19 5.83 0.628 11.56%
25 COTY 10.47 29.6M 17 Dec '21 37 10.00 C 1.02 300 5.25 0.619 5.82%
26 COTY 10.47 29.6M 20 Jan '23 436 10.00 C 2.90 141 23.21 0.618 32.10%
27 COTY 10.47 29.6M 23 Dec '21 43 10.50 C 0.79 3 7.55 0.617 8.47%
28 COTY 10.47 29.6M 17 Dec '21 37 11.00 C 0.56 3,254 5.35 0.616 11.00%
29 COTY 10.47 29.6M 19 Jan '24 800 10.00 C 3.15 0 25.60 0.607 36.61%
30 COTY 10.47 29.6M 23 Dec '21 43 10.00 C 1.06 14 5.64 0.604 6.27%
31 COTY 10.47 29.6M 21 Jan '22 72 10.00 C 1.26 611 7.55 0.597 8.58%
32 COTY 10.47 29.6M 21 Jan '22 72 11.00 C 0.82 3,769 7.83 0.583 13.99%
33 COTY 10.47 29.6M 12 Nov '21 2 10.00 C 0.45 149 -0.19 0.568 -0.20%
34 COTY 10.47 29.6M 10 Dec '21 30 10.50 C 0.61 43 5.83 0.563 6.49%
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.