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 18, 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 GS 403.11 2.8M 3 May '24 15 400.00 C 9.45 13 1.57 0.242 1.61%
2 GS 403.11 2.8M 17 May '24 29 400.00 C 12.35 84 2.29 0.241 2.36%
3 GS 403.11 2.8M 10 May '24 22 400.00 C 10.90 3 1.93 0.240 1.99%
4 GS 403.11 2.8M 3 May '24 15 402.50 C 8.05 10 1.85 0.240 1.88%
5 GS 403.11 2.8M 15 Nov '24 211 400.00 C 33.75 3 7.60 0.240 8.30%
6 GS 403.11 2.8M 19 Jul '24 92 400.00 C 21.15 20 4.48 0.239 4.72%
7 GS 403.11 2.8M 16 Aug '24 120 400.00 C 21.90 8 4.66 0.239 4.93%
8 GS 403.11 2.8M 19 Jul '24 92 405.00 C 18.40 1 4.56 0.239 5.27%
9 GS 403.11 2.8M 24 May '24 36 400.00 C 13.20 11 2.50 0.237 2.59%
10 GS 403.11 2.8M 3 May '24 15 405.00 C 6.65 31 1.65 0.237 2.15%
11 GS 403.11 2.8M 26 Apr '24 8 400.00 C 7.20 259 1.01 0.236 1.03%
12 GS 403.11 2.8M 3 May '24 15 407.50 C 5.60 43 1.39 0.236 2.51%
13 GS 403.11 2.8M 17 Jan '25 274 400.00 C 39.25 6 8.97 0.235 9.93%
14 GS 403.11 2.8M 24 May '24 36 405.00 C 10.80 21 2.68 0.235 3.23%
15 GS 403.11 2.8M 26 Apr '24 8 402.50 C 5.70 82 1.26 0.235 1.28%
16 GS 403.11 2.8M 10 May '24 22 405.00 C 8.20 1 2.03 0.234 2.56%
17 GS 403.11 2.8M 18 Oct '24 183 400.00 C 30.10 3 6.70 0.233 7.24%
18 GS 403.11 2.8M 18 Oct '24 183 405.00 C 27.60 4 6.85 0.232 7.85%
19 GS 403.11 2.8M 20 Dec '24 246 400.00 C 36.40 1,827 8.26 0.231 9.08%
20 GS 403.11 2.8M 17 May '24 29 405.00 C 9.60 174 2.38 0.231 2.92%
21 GS 403.11 2.8M 20 Sep '24 155 400.00 C 27.25 0 5.99 0.231 6.42%
22 GS 403.11 2.8M 31 May '24 43 405.00 C 11.20 0 2.78 0.231 3.34%
23 GS 403.11 2.8M 26 Apr '24 8 407.50 C 3.40 126 0.84 0.230 1.95%
24 GS 403.11 2.8M 20 Sep '24 155 405.00 C 24.35 3 6.04 0.228 6.93%
25 GS 403.11 2.8M 26 Apr '24 8 405.00 C 4.40 239 1.09 0.228 1.58%
26 GS 403.11 2.8M 31 May '24 43 400.00 C 13.95 0 2.69 0.227 2.79%
27 GS 403.11 2.8M 21 Jun '24 64 400.00 C 16.20 117 3.25 0.220 3.38%
28 GS 403.11 2.8M 21 Mar '25 337 400.00 C 43.00 6 9.90 0.218 11.08%
29 GS 403.11 2.8M 21 Jun '24 64 405.00 C 13.85 39 3.44 0.218 4.04%
30 GS 403.11 2.8M 19 Apr '24 1 400.00 C 3.90 103 0.20 0.213 0.20%
31 GS 403.11 2.8M 19 Apr '24 1 402.50 C 2.30 459 0.42 0.213 0.42%
32 GS 403.11 2.8M 19 Apr '24 1 405.00 C 1.21 1,529 0.30 0.213 0.77%
33 GS 403.11 2.8M 19 Apr '24 1 407.50 C 0.57 977 0.14 0.213 1.23%
34 GS 403.11 2.8M 18 Dec '26 974 405.00 C 69.50 0 17.24 0.213 21.40%
35 GS 403.11 2.8M 18 Dec '26 974 400.00 C 71.10 0 16.87 0.213 20.48%
36 GS 403.11 2.8M 20 Jun '25 428 400.00 C 49.80 0 11.58 0.194 13.22%
37 GS 403.11 2.8M 19 Dec '25 610 400.00 C 58.85 0 13.83 0.090 16.19%
38 GS 403.11 2.8M 16 Jan '26 638 400.00 C 59.95 0 14.10 0.048 16.56%
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.