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 18, 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 PFE 35.77 24.6M 19 Mar '21 1 36.50 C 0.02 1,201 0.06 0.294 2.10%
2 PFE 35.77 24.6M 19 Mar '21 1 36.00 C 0.08 6,389 0.22 0.294 0.87%
3 PFE 35.77 24.6M 19 Mar '21 1 35.50 C 0.31 1,367 0.11 0.294 0.11%
4 PFE 35.77 24.6M 19 Mar '21 1 35.00 C 0.76 3,303 -0.03 0.294 -0.03%
5 PFE 35.77 24.6M 23 Apr '21 36 35.50 C 0.84 13 1.59 0.246 1.63%
6 PFE 35.77 24.6M 30 Apr '21 43 35.50 C 0.89 70 1.73 0.227 1.78%
7 PFE 35.77 24.6M 30 Apr '21 43 35.00 C 1.25 26 1.34 0.221 1.39%
8 PFE 35.77 24.6M 23 Apr '21 36 36.00 C 0.76 12 2.12 0.220 2.83%
9 PFE 35.77 24.6M 9 Apr '21 22 35.00 C 1.14 53 1.03 0.219 1.07%
10 PFE 35.77 24.6M 26 Mar '21 8 35.00 C 0.76 302 -0.03 0.218 -0.03%
11 PFE 35.77 24.6M 1 Apr '21 14 35.50 C 0.66 404 1.09 0.214 1.11%
12 PFE 35.77 24.6M 16 Apr '21 29 35.00 C 1.26 752 1.37 0.214 1.42%
13 PFE 35.77 24.6M 30 Apr '21 43 36.50 C 0.70 59 1.96 0.213 4.08%
14 PFE 35.77 24.6M 26 Mar '21 8 36.50 C 0.17 1,218 0.48 0.213 2.53%
15 PFE 35.77 24.6M 23 Apr '21 36 36.50 C 0.55 40 1.54 0.210 3.63%
16 PFE 35.77 24.6M 16 Jul '21 120 36.00 C 1.56 185 4.36 0.209 5.23%
17 PFE 35.77 24.6M 16 Jul '21 120 35.00 C 2.05 180 3.58 0.208 3.80%
18 PFE 35.77 24.6M 16 Apr '21 29 36.00 C 0.71 1,574 1.98 0.207 2.68%
19 PFE 35.77 24.6M 18 Jun '21 92 36.00 C 1.35 910 3.77 0.206 4.59%
20 PFE 35.77 24.6M 30 Apr '21 43 36.00 C 0.87 227 2.43 0.206 3.15%
21 PFE 35.77 24.6M 9 Apr '21 22 36.50 C 0.40 107 1.12 0.206 3.19%
22 PFE 35.77 24.6M 26 Mar '21 8 36.00 C 0.32 1,569 0.89 0.205 1.55%
23 PFE 35.77 24.6M 26 Mar '21 8 35.50 C 0.55 606 0.78 0.205 0.80%
24 PFE 35.77 24.6M 9 Apr '21 22 36.00 C 0.53 121 1.48 0.205 2.16%
25 PFE 35.77 24.6M 18 Jun '21 92 35.00 C 1.80 635 2.88 0.203 3.03%
26 PFE 35.77 24.6M 17 Sep '21 183 35.00 C 2.40 143 4.56 0.203 4.88%
27 PFE 35.77 24.6M 1 Apr '21 14 36.50 C 0.26 227 0.73 0.203 2.79%
28 PFE 35.77 24.6M 17 Sep '21 183 36.00 C 1.92 460 5.37 0.201 6.35%
29 PFE 35.77 24.6M 21 Jan '22 309 35.00 C 2.97 761 6.15 0.201 6.71%
30 PFE 35.77 24.6M 1 Apr '21 14 35.00 C 1.00 102 0.64 0.200 0.66%
31 PFE 35.77 24.6M 1 Apr '21 14 36.00 C 0.42 1,766 1.17 0.199 1.84%
32 PFE 35.77 24.6M 23 Apr '21 36 35.00 C 1.11 4 0.95 0.197 0.98%
33 PFE 35.77 24.6M 16 Sep '22 547 35.00 C 3.75 2,894 8.33 0.196 9.31%
34 PFE 35.77 24.6M 20 Jan '23 673 35.00 C 4.00 108 9.03 0.189 10.17%
35 PFE 35.77 24.6M 9 Apr '21 22 35.50 C 0.65 127 1.06 0.185 1.08%
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.