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 December 30, 2020. 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 XOP 59.32 6.2M 5 Feb '21 37 58.50 C 4.05 0 5.45 0.495 5.84%
2 XOP 59.32 6.2M 19 Mar '21 79 59.00 C 5.45 0 8.65 0.489 9.52%
3 XOP 59.32 6.2M 5 Feb '21 37 60.00 C 3.30 0 5.56 0.489 7.10%
4 XOP 59.32 6.2M 15 Jan '21 16 58.50 C 2.80 42 3.34 0.489 3.50%
5 XOP 59.32 6.2M 15 Jan '21 16 59.00 C 2.54 85 3.74 0.487 3.91%
6 XOP 59.32 6.2M 19 Mar '21 79 60.00 C 4.95 3,170 8.34 0.487 10.35%
7 XOP 59.32 6.2M 15 Jan '21 16 59.50 C 2.29 31 3.86 0.487 4.33%
8 XOP 59.32 6.2M 29 Jan '21 30 58.50 C 3.60 0 4.69 0.486 4.99%
9 XOP 59.32 6.2M 15 Jan '21 16 60.00 C 2.06 135 3.47 0.485 4.79%
10 XOP 59.32 6.2M 19 Feb '21 51 59.00 C 4.35 6 6.79 0.484 7.33%
11 XOP 59.32 6.2M 29 Jan '21 30 60.00 C 2.89 5 4.87 0.484 6.33%
12 XOP 59.32 6.2M 22 Jan '21 23 58.50 C 3.20 0 4.01 0.483 4.24%
13 XOP 59.32 6.2M 29 Jan '21 30 59.00 C 3.35 10 5.11 0.483 5.41%
14 XOP 59.32 6.2M 19 Feb '21 51 60.00 C 3.85 48 6.49 0.482 8.17%
15 XOP 59.32 6.2M 22 Jan '21 23 59.50 C 2.72 0 4.59 0.482 5.12%
16 XOP 59.32 6.2M 29 Jan '21 30 59.50 C 3.10 0 5.23 0.481 5.83%
17 XOP 59.32 6.2M 22 Jan '21 23 59.00 C 2.87 10 4.30 0.477 4.52%
18 XOP 59.32 6.2M 22 Jan '21 23 60.00 C 2.42 0 4.08 0.473 5.45%
19 XOP 59.32 6.2M 18 Jun '21 170 59.00 C 7.60 0 12.27 0.470 14.08%
20 XOP 59.32 6.2M 18 Jun '21 170 60.00 C 7.15 10 12.05 0.469 15.01%
21 XOP 59.32 6.2M 8 Jan '21 9 60.00 C 1.35 54 2.28 0.463 3.50%
22 XOP 59.32 6.2M 8 Jan '21 9 59.00 C 1.81 46 2.51 0.460 2.59%
23 XOP 59.32 6.2M 8 Jan '21 9 58.50 C 2.09 0 2.14 0.456 2.22%
24 XOP 59.32 6.2M 8 Jan '21 9 59.50 C 1.57 22 2.65 0.454 3.03%
25 XOP 59.32 6.2M 21 Jan '22 387 60.00 C 10.10 4 17.03 0.437 21.90%
26 XOP 59.32 6.2M 21 Jan '22 387 59.00 C 10.30 0 16.82 0.432 20.36%
27 XOP 59.32 6.2M 20 Jan '23 751 60.00 C 13.10 0 22.08 0.405 29.81%
28 XOP 59.32 6.2M 20 Jan '23 751 59.00 C 13.20 0 21.71 0.401 27.93%
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.