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 30, 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 REGN 890.66 3 May '24 3 885.00 0.616 23.20 20 880.00 0.649 24.10 0 -0.90 5.00 1.22 0.03
2 REGN 890.66 17 May '24 17 935.00 0.308 9.70 0 930.00 0.324 10.00 0 -0.30 5.00 1.06 0.02
3 REGN 890.66 3 May '24 3 895.00 0.602 18.00 0 890.00 0.615 19.50 10 -1.50 5.00 1.43 0.01
4 REGN 890.66 21 Jun '24 52 890.00 0.297 41.30 0 885.00 0.309 42.20 0 -0.90 5.00 1.22 0.01
5 REGN 890.66 21 Jun '24 52 895.00 0.295 38.50 0 890.00 0.297 39.90 0 -1.40 5.00 1.39 0.00
6 REGN 890.66 17 May '24 17 890.00 0.337 26.60 0 885.00 0.338 28.40 0 -1.80 5.00 1.56 0.00
7 REGN 890.66 3 May '24 3 890.00 0.615 20.30 10 885.00 0.616 22.30 20 -2.00 5.00 1.67 0.00
8 REGN 890.66 17 May '24 17 895.00 0.338 24.00 2 890.00 0.337 25.80 0 -1.80 5.00 1.56 -0.00
9 REGN 890.66 10 May '24 10 895.00 0.387 21.20 0 890.00 0.382 22.70 3 -1.50 5.00 1.43 -0.00
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.