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 March 30, 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 IAU 16.02 35.3M 9 Apr '21 10 15.50 C 0.30 0 -1.37 1.177 -1.40%
2 IAU 16.02 35.3M 1 Apr '21 2 17.00 C  0 0 0.00 0.540 6.12%
3 IAU 16.02 35.3M 23 Apr '21 24 15.50 C 0.20 0 -2.00 0.492 -2.02%
4 IAU 16.02 35.3M 1 Apr '21 2 16.50 C  0 3 0.00 0.363 3.00%
5 IAU 16.02 35.3M 1 Apr '21 2 15.50 C 0.45 0 -0.44 0.257 -0.45%
6 IAU 16.02 35.3M 9 Apr '21 10 17.00 C  0 0 0.00 0.255 6.12%
7 IAU 16.02 35.3M 23 Apr '21 24 17.00 C  0 0 0.00 0.240 6.12%
8 IAU 16.02 35.3M 20 Jan '23 661 16.00 C 1.85 107 11.42 0.219 12.91%
9 IAU 16.02 35.3M 20 Jan '23 661 17.00 C 1.40 53 8.74 0.214 16.28%
10 IAU 16.02 35.3M 30 Apr '21 31 16.00 C 0.30 1 1.75 0.193 1.78%
11 IAU 16.02 35.3M 16 Apr '21 17 15.50 C 0.55 0 0.19 0.193 0.19%
12 IAU 16.02 35.3M 21 Jan '22 297 17.00 C 0.65 53 4.06 0.192 10.61%
13 IAU 16.02 35.3M 1 Apr '21 2 16.00 C 0.05 3 0.19 0.190 0.19%
14 IAU 16.02 35.3M 21 Jan '22 297 16.00 C 1.05 9 6.43 0.189 6.88%
15 IAU 16.02 35.3M 16 Apr '21 17 17.00 C  0 7 0.00 0.185 6.12%
16 IAU 16.02 35.3M 30 Apr '21 31 17.00 C 0.05 0 0.31 0.184 6.45%
17 IAU 16.02 35.3M 15 Oct '21 199 16.00 C 0.85 31 5.18 0.183 5.47%
18 IAU 16.02 35.3M 15 Oct '21 199 17.00 C 0.40 0 2.50 0.181 8.83%
19 IAU 16.02 35.3M 16 Jul '21 108 17.00 C 0.25 285 1.56 0.180 7.80%
20 IAU 16.02 35.3M 9 Apr '21 10 16.00 C 0.15 26 0.81 0.180 0.82%
21 IAU 16.02 35.3M 23 Apr '21 24 16.00 C 0.20 25 1.12 0.177 1.14%
22 IAU 16.02 35.3M 21 May '21 52 17.00 C 0.05 123 0.31 0.175 6.45%
23 IAU 16.02 35.3M 16 Apr '21 17 16.00 C 0.20 54 1.12 0.174 1.14%
24 IAU 16.02 35.3M 16 Apr '21 17 16.50 C 0.05 2 0.31 0.174 3.32%
25 IAU 16.02 35.3M 21 May '21 52 16.00 C 0.40 3 2.37 0.172 2.43%
26 IAU 16.02 35.3M 16 Jul '21 108 16.00 C 0.55 15 3.31 0.170 3.43%
27 IAU 16.02 35.3M 23 Apr '21 24 16.50 C 0.05 4 0.31 0.166 3.32%
28 IAU 16.02 35.3M 9 Apr '21 10 16.50 C  0 22 0.00 0.162 3.00%
29 IAU 16.02 35.3M 30 Apr '21 31 16.50 C 0.10 2 0.62 0.159 3.64%
30 IAU 16.02 35.3M 7 May '21 38 17.00 C  0 0 0.00 0.157 6.12%
31 IAU 16.02 35.3M 7 May '21 38 16.50 C 0.10 4 0.62 0.150 3.64%
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.