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 July 14, 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 IVR 3.33 6.0M 16 Jul '21 2 2.50 C 0.78 2 -1.50 2.333 -1.96%
2 IVR 3.33 6.0M 16 Jul '21 2 4.00 C  0 109 0.00 1.558 20.12%
3 IVR 3.33 6.0M 27 Aug '21 44 2.50 C 0.80 0 -0.90 1.410 -1.19%
4 IVR 3.33 6.0M 23 Jul '21 9 4.00 C 0.02 206 0.60 0.914 20.85%
5 IVR 3.33 6.0M 30 Jul '21 16 4.00 C 0.04 257 1.20 0.816 21.58%
6 IVR 3.33 6.0M 20 Aug '21 37 2.50 C 0.81 4 -0.60 0.786 -0.79%
7 IVR 3.33 6.0M 6 Aug '21 23 4.00 C 0.06 252 1.80 0.772 22.32%
8 IVR 3.33 6.0M 27 Aug '21 44 3.00 C 0.32 0 -0.30 0.703 -0.33%
9 IVR 3.33 6.0M 13 Aug '21 30 4.00 C 0.06 50 1.80 0.694 22.32%
10 IVR 3.33 6.0M 20 Aug '21 37 4.00 C 0.08 615 2.40 0.689 23.08%
11 IVR 3.33 6.0M 16 Jul '21 2 3.50 C 0.01 605 0.30 0.686 5.42%
12 IVR 3.33 6.0M 23 Jul '21 9 3.00 C 0.32 15 -0.30 0.685 -0.33%
13 IVR 3.33 6.0M 23 Jul '21 9 2.50 C 0.78 42 -1.50 0.634 -1.96%
14 IVR 3.33 6.0M 15 Oct '21 93 4.00 C 0.18 404 5.41 0.610 26.98%
15 IVR 3.33 6.0M 27 Aug '21 44 4.00 C 0.06 46 1.80 0.603 22.32%
16 IVR 3.33 6.0M 6 Aug '21 23 3.50 C 0.12 86 3.60 0.597 9.03%
17 IVR 3.33 6.0M 23 Jul '21 9 3.50 C 0.05 320 1.50 0.569 6.71%
18 IVR 3.33 6.0M 20 Aug '21 37 3.50 C 0.16 540 4.80 0.555 10.41%
19 IVR 3.33 6.0M 21 Jan '22 191 4.00 C 0.30 1,655 9.01 0.553 32.01%
20 IVR 3.33 6.0M 15 Oct '21 93 3.00 C 0.49 57 4.80 0.552 5.63%
21 IVR 3.33 6.0M 13 Aug '21 30 3.50 C 0.13 65 3.90 0.549 9.38%
22 IVR 3.33 6.0M 15 Oct '21 93 3.50 C 0.28 584 8.41 0.538 14.75%
23 IVR 3.33 6.0M 30 Jul '21 16 2.50 C 0.75 2 -2.40 0.532 -3.10%
24 IVR 3.33 6.0M 13 Aug '21 30 3.00 C 0.31 5 -0.60 0.530 -0.66%
25 IVR 3.33 6.0M 30 Jul '21 16 3.50 C 0.07 266 2.10 0.526 7.36%
26 IVR 3.33 6.0M 27 Aug '21 44 3.50 C 0.16 12 4.80 0.520 10.41%
27 IVR 3.33 6.0M 20 Jan '23 555 4.00 C 0.57 317 17.12 0.505 44.93%
28 IVR 3.33 6.0M 16 Dec '22 520 4.00 C 0.55 6 16.52 0.503 43.88%
29 IVR 3.33 6.0M 21 Jan '22 191 3.50 C 0.40 404 12.01 0.500 19.45%
30 IVR 3.33 6.0M 13 Aug '21 30 2.50 C 0.77 0 -1.80 0.498 -2.34%
31 IVR 3.33 6.0M 16 Dec '22 520 3.50 C 0.64 114 19.22 0.486 30.11%
32 IVR 3.33 6.0M 20 Aug '21 37 3.00 C 0.38 86 1.50 0.477 1.69%
33 IVR 3.33 6.0M 6 Aug '21 23 3.00 C 0.35 12 0.60 0.477 0.67%
34 IVR 3.33 6.0M 16 Jul '21 2 3.00 C 0.31 52 -0.60 0.464 -0.66%
35 IVR 3.33 6.0M 20 Jan '23 555 3.50 C 0.67 521 20.12 0.458 31.58%
36 IVR 3.33 6.0M 21 Jan '22 191 3.00 C 0.56 681 6.91 0.455 8.30%
37 IVR 3.33 6.0M 21 Jan '22 191 2.50 C 0.89 22 1.80 0.455 2.46%
38 IVR 3.33 6.0M 16 Dec '22 520 3.00 C 0.82 0 14.71 0.450 19.52%
39 IVR 3.33 6.0M 30 Jul '21 16 3.00 C 0.25 55 -2.40 0.449 -2.60%
40 IVR 3.33 6.0M 20 Jan '23 555 2.50 C 1.06 29 6.91 0.445 10.13%
41 IVR 3.33 6.0M 20 Jan '23 555 3.00 C 0.81 287 14.41 0.435 19.05%
42 IVR 3.33 6.0M 16 Dec '22 520 2.50 C 1.03 0 6.01 0.434 8.70%
43 IVR 3.33 6.0M 15 Oct '21 93 2.50 C 0.80 2 -0.90 0.398 -1.19%
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.