Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 5, 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 NVS 95.79 1.9M 18 Oct '24 196 92.50 C 8.40 0 5.33 0.255 5.85%
2 NVS 95.79 1.9M 17 May '24 42 92.50 C 4.80 8 1.58 0.229 1.66%
3 NVS 95.79 1.9M 19 Apr '24 14 92.50 C 3.70 0 0.43 0.225 0.45%
4 NVS 95.79 1.9M 19 Jul '24 105 92.50 C 6.40 0 3.25 0.222 3.48%
5 NVS 95.79 1.9M 17 Jan '25 287 95.00 C 8.60 0 8.15 0.222 8.96%
6 NVS 95.79 1.9M 17 Jan '25 287 92.50 C 10.20 0 7.21 0.221 8.07%
7 NVS 95.79 1.9M 17 May '24 42 95.00 C 3.10 13 2.41 0.215 2.49%
8 NVS 95.79 1.9M 19 Jul '24 105 95.00 C 4.80 0 4.19 0.210 4.41%
9 NVS 95.79 1.9M 18 Oct '24 196 95.00 C 6.80 0 6.27 0.207 6.75%
10 NVS 95.79 1.9M 19 Jul '24 105 97.50 C 3.50 0 3.65 0.204 5.65%
11 NVS 95.79 1.9M 17 May '24 42 97.50 C 1.85 5 1.93 0.204 3.79%
12 NVS 95.79 1.9M 19 Apr '24 14 100.00 C 0.20 2,165 0.21 0.202 4.61%
13 NVS 95.79 1.9M 18 Oct '24 196 97.50 C 5.30 0 5.53 0.199 7.75%
14 NVS 95.79 1.9M 17 Jan '25 287 97.50 C 7.20 0 7.52 0.196 10.06%
15 NVS 95.79 1.9M 19 Jul '24 105 100.00 C 2.40 129 2.51 0.196 7.08%
16 NVS 95.79 1.9M 18 Oct '24 196 100.00 C 4.20 0 4.38 0.195 9.18%
17 NVS 95.79 1.9M 19 Apr '24 14 95.00 C 1.80 94 1.05 0.193 1.07%
18 NVS 95.79 1.9M 17 Jan '25 287 100.00 C 6.00 0 6.26 0.193 11.37%
19 NVS 95.79 1.9M 17 May '24 42 100.00 C 0.95 5 0.99 0.193 5.44%
20 NVS 95.79 1.9M 19 Apr '24 14 97.50 C 0.65 1,671 0.68 0.191 2.48%
21 NVS 95.79 1.9M 16 Jan '26 651 100.00 C 9.60 0 10.02 0.169 16.02%
22 NVS 95.79 1.9M 16 Jan '26 651 97.50 C 10.80 0 11.27 0.169 14.72%
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.