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 March 28, 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 PBF 57.57 19 Apr '24 22 55.00 0.394 3.90 59 50.00 0.504 7.60 14 -3.70 5.00 3.85 0.11
2 PBF 57.57 17 May '24 50 50.00 0.469 8.80 0 49.00 0.503 9.40 0 -0.60 1.00 2.50 0.03
3 PBF 57.57 17 May '24 50 55.00 0.438 5.20 70 50.00 0.469 8.60 0 -3.40 5.00 3.13 0.03
4 PBF 57.57 19 Jul '24 113 55.00 0.422 6.90 13 50.00 0.441 9.90 0 -3.00 5.00 2.50 0.02
5 PBF 57.57 21 Jun '24 85 50.00 0.438 9.50 12 49.00 0.456 10.10 5 -0.60 1.00 2.50 0.02
6 PBF 57.57 17 May '24 50 60.00 0.426 2.70 122 55.00 0.438 5.00 70 -2.30 5.00 1.85 0.01
7 PBF 57.57 21 Jun '24 85 55.00 0.427 6.20 13 50.00 0.438 9.30 12 -3.10 5.00 2.63 0.01
8 PBF 57.57 21 Jun '24 85 60.00 0.416 3.80 35 55.00 0.427 6.00 13 -2.20 5.00 1.79 0.01
9 PBF 57.57 20 Sep '24 176 55.00 0.424 8.40 0 50.00 0.434 11.20 3 -2.80 5.00 2.27 0.01
10 PBF 57.57 20 Sep '24 176 60.00 0.416 6.00 100 55.00 0.424 8.20 0 -2.20 5.00 1.79 0.01
11 PBF 57.57 19 Jul '24 113 60.00 0.416 4.50 41 55.00 0.422 6.70 13 -2.20 5.00 1.79 0.01
12 PBF 57.57 19 Jul '24 113 50.00 0.441 10.20 0 49.00 0.447 10.70 0 -0.50 1.00 2.00 0.01
13 PBF 57.57 20 Sep '24 176 65.00 0.412 4.20 1 60.00 0.416 5.80 100 -1.60 5.00 1.47 0.00
14 PBF 57.57 17 Jan '25 295 65.00 0.413 6.70 20 60.00 0.417 8.20 21 -1.50 5.00 1.43 0.00
15 PBF 57.57 19 Jul '24 113 65.00 0.412 2.80 0 60.00 0.416 4.30 41 -1.50 5.00 1.43 0.00
16 PBF 57.57 17 Jan '25 295 60.00 0.417 9.50 21 55.00 0.420 10.50 182 -1.00 5.00 1.25 0.00
17 PBF 57.57 19 Apr '24 22 60.00 0.392 1.30 1,068 55.00 0.394 3.60 59 -2.30 5.00 1.85 0.00
18 PBF 57.57 20 Sep '24 176 50.00 0.434 11.40 3 49.00 0.434 11.80 0 -0.40 1.00 1.67 0.00
19 PBF 57.57 17 Jan '25 295 55.00 0.420 10.90 182 50.00 0.420 13.30 25 -2.40 5.00 1.92 -0.00
20 PBF 57.57 18 Jul '25 477 65.00 0.375 9.20 0 60.00 0.373 10.80 0 -1.60 5.00 1.47 -0.00
21 PBF 57.57 18 Jul '25 477 60.00 0.373 11.10 0 55.00 0.369 13.00 0 -1.90 5.00 1.61 -0.00
22 PBF 57.57 18 Jul '25 477 55.00 0.369 13.30 0 50.00 0.365 15.60 0 -2.30 5.00 1.85 -0.00
23 PBF 57.57 21 Jun '24 85 65.00 0.422 2.20 16 60.00 0.416 3.60 35 -1.40 5.00 1.39 -0.01
24 PBF 57.57 17 May '24 50 65.00 0.432 1.35 4 60.00 0.426 2.55 122 -1.20 5.00 1.32 -0.01
25 PBF 57.57 16 Jan '26 659 55.00 0.296 15.30 0 50.00 0.288 17.20 0 -1.90 5.00 1.61 -0.01
26 PBF 57.57 16 Jan '26 659 65.00 0.320 11.40 0 60.00 0.311 12.70 1 -1.30 5.00 1.35 -0.01
27 PBF 57.57 19 Apr '24 22 65.00 0.404 0.35 19 60.00 0.392 1.20 1,068 -0.85 5.00 1.20 -0.01
28 PBF 57.57 16 Jan '26 659 60.00 0.311 13.20 1 55.00 0.296 14.80 0 -1.60 5.00 1.47 -0.01
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.