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 23, 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 NG 9.04 924K 21 Jan '22 304 10.00 C 1.25 0 13.83 0.551 28.37%
2 NG 9.04 924K 16 Apr '21 24 11.00 C  0 0 0.00 0.544 21.68%
3 NG 9.04 924K 20 Jan '23 668 10.00 C 2.15 6 23.78 0.539 45.14%
4 NG 9.04 924K 17 Sep '21 178 8.00 C 1.65 0 6.75 0.490 8.25%
5 NG 9.04 924K 18 Jun '21 87 8.00 C 1.35 0 3.43 0.484 4.03%
6 NG 9.04 924K 17 Sep '21 178 11.00 C 0.50 0 5.53 0.481 28.81%
7 NG 9.04 924K 21 May '21 59 11.00 C 0.05 2 0.55 0.475 22.36%
8 NG 9.04 924K 16 Apr '21 24 8.00 C 1.05 0 0.11 0.474 0.13%
9 NG 9.04 924K 18 Jun '21 87 9.00 C 0.80 30 8.41 0.473 9.22%
10 NG 9.04 924K 17 Sep '21 178 10.00 C 0.75 0 8.30 0.472 20.63%
11 NG 9.04 924K 20 Jan '23 668 8.00 C 1.15 0 1.22 0.472 1.39%
12 NG 9.04 924K 17 Sep '21 178 9.00 C 1.15 13 12.28 0.471 14.07%
13 NG 9.04 924K 18 Jun '21 87 11.00 C 0.20 57 2.21 0.471 24.43%
14 NG 9.04 924K 16 Apr '21 24 9.00 C 0.35 40 3.43 0.466 3.57%
15 NG 9.04 924K 16 Apr '21 24 10.00 C 0.10 62 1.11 0.464 11.86%
16 NG 9.04 924K 18 Jun '21 87 10.00 C 0.40 29 4.42 0.457 15.74%
17 NG 9.04 924K 21 May '21 59 10.00 C 0.25 2 2.77 0.442 13.77%
18 NG 9.04 924K 21 May '21 59 9.00 C 0.60 89 6.19 0.436 6.64%
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.