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   
Long Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Call
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 23, 2024. You can get started for free to get the latest data.
# Stock Stock
Price		 Expiry Days Long Call Short Call Credit Spread Spread
Ratio		 Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NRG 71.48 17 May '24 24 65.00 0.398 7.40 1 60.00 0.447 11.50 0 -4.10 5.00 5.56 0.05
2 NRG 71.48 19 Jul '24 87 65.00 0.366 11.20 18 60.00 0.399 12.60 0 -1.40 5.00 1.39 0.03
3 NRG 71.48 21 Jun '24 59 70.00 0.372 5.20 2 65.00 0.398 8.00 3 -2.80 5.00 2.27 0.03
4 NRG 71.48 20 Sep '24 150 70.00 0.367 7.80 13 65.00 0.386 10.40 0 -2.60 5.00 2.08 0.02
5 NRG 71.48 19 Jul '24 87 75.00 0.358 3.90 0 70.00 0.372 5.90 11 -2.00 5.00 1.67 0.01
6 NRG 71.48 17 May '24 24 70.00 0.386 3.70 116 65.00 0.398 6.90 1 -3.20 5.00 2.78 0.01
7 NRG 71.48 17 Jan '25 269 70.00 0.349 10.30 0 65.00 0.361 12.70 10 -2.40 5.00 1.92 0.01
8 NRG 71.48 16 Jan '26 633 75.00 0.239 13.50 0 70.00 0.248 14.30 0 -0.80 5.00 1.19 0.01
9 NRG 71.48 20 Sep '24 150 75.00 0.362 5.50 43 70.00 0.367 7.60 13 -2.10 5.00 1.72 0.01
10 NRG 71.48 21 Jun '24 59 80.00 0.367 1.55 1,523 75.00 0.371 2.75 52 -1.20 5.00 1.32 0.00
11 NRG 71.48 21 Jun '24 59 75.00 0.371 3.00 52 70.00 0.372 4.90 2 -1.90 5.00 1.61 0.00
12 NRG 71.48 20 Sep '24 150 80.00 0.363 3.90 36 75.00 0.362 5.30 43 -1.40 5.00 1.39 -0.00
13 NRG 71.48 17 Jan '25 269 80.00 0.352 6.80 3 75.00 0.350 7.80 0 -1.00 5.00 1.25 -0.00
14 NRG 71.48 17 Jan '25 269 75.00 0.350 8.10 0 70.00 0.349 10.00 0 -1.90 5.00 1.61 -0.00
15 NRG 71.48 17 Jan '25 269 65.00 0.361 13.20 10 60.00 0.359 15.80 1 -2.60 5.00 2.08 -0.00
16 NRG 71.48 16 Jan '26 633 80.00 0.242 11.10 10 75.00 0.239 12.10 0 -1.00 5.00 1.25 -0.00
17 NRG 71.48 19 Jul '24 87 70.00 0.372 6.10 11 65.00 0.366 7.20 18 -1.10 5.00 1.28 -0.01
18 NRG 71.48 19 Jul '24 87 80.00 0.368 2.35 40 75.00 0.358 3.60 0 -1.25 5.00 1.33 -0.01
19 NRG 71.48 17 May '24 24 80.00 0.409 0.65 30 75.00 0.398 1.45 447 -0.80 5.00 1.19 -0.01
20 NRG 71.48 19 Dec '25 605 80.00 0.258 10.80 0 75.00 0.247 12.00 0 -1.20 5.00 1.32 -0.01
21 NRG 71.48 20 Sep '24 150 65.00 0.386 11.20 0 60.00 0.374 11.90 2 -0.70 5.00 1.16 -0.01
22 NRG 71.48 17 May '24 24 75.00 0.398 1.65 447 70.00 0.386 3.50 116 -1.85 5.00 1.59 -0.01
23 NRG 71.48 19 Dec '25 605 75.00 0.247 12.70 0 70.00 0.231 14.30 1 -1.60 5.00 1.47 -0.02
24 NRG 71.48 21 Jun '24 59 65.00 0.398 9.00 3 60.00 0.363 12.00 4 -3.00 5.00 2.50 -0.03
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.