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Option Spread Screener Report Date:

SCREENER   
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 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
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# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 VTS 22.73 119K 17 May '24 23 20.00 C 2.45 0 -1.23 0.626 -1.38%
2 VTS 22.73 119K 19 Jul '24 86 30.00 C  0 0 0.00 0.435 31.98%
3 VTS 22.73 119K 17 May '24 23 22.50 C 0.80 0 2.51 0.377 2.60%
4 VTS 22.73 119K 17 May '24 23 25.00 C 0.10 1 0.44 0.369 10.47%
5 VTS 22.73 119K 21 Jun '24 58 22.50 C 1.00 0 3.39 0.366 3.54%
6 VTS 22.73 119K 18 Oct '24 177 30.00 C 0.05 0 0.22 0.332 32.28%
7 VTS 22.73 119K 18 Oct '24 177 22.50 C 1.55 0 5.81 0.330 6.23%
8 VTS 22.73 119K 21 Jun '24 58 25.00 C 0.10 0 0.44 0.324 10.47%
9 VTS 22.73 119K 19 Jul '24 86 20.00 C 2.90 0 0.75 0.300 0.86%
10 VTS 22.73 119K 19 Jul '24 86 22.50 C 0.95 0 3.17 0.279 3.31%
11 VTS 22.73 119K 19 Jul '24 86 25.00 C 0.30 0 1.32 0.265 11.46%
12 VTS 22.73 119K 18 Oct '24 177 25.00 C 0.75 4 3.30 0.259 13.74%
13 VTS 22.73 119K 18 Oct '24 177 20.00 C 2.90 0 0.75 0.221 0.86%
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