Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
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 1, 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 VAL 73.73 19 Apr '24 18 65.00 0.616 10.70 0 60.00 1.016 12.80 0 -2.10 5.00 1.72 0.40
2 VAL 73.73 19 Apr '24 18 70.00 0.398 4.90 2 65.00 0.616 8.60 0 -3.70 5.00 3.85 0.22
3 VAL 73.73 17 May '24 46 65.00 0.429 11.10 0 60.00 0.596 13.10 0 -2.00 5.00 1.67 0.17
4 VAL 73.73 17 May '24 46 70.00 0.315 6.40 0 65.00 0.429 9.90 0 -3.50 5.00 3.33 0.11
5 VAL 73.73 21 Jun '24 81 75.00 0.374 4.80 18 70.00 0.476 6.70 0 -1.90 5.00 1.61 0.10
6 VAL 73.73 20 Dec '24 263 70.00 0.394 13.50 0 65.00 0.457 15.30 0 -1.80 5.00 1.56 0.06
7 VAL 73.73 19 Jul '24 109 65.00 0.421 12.10 0 60.00 0.482 15.70 0 -3.60 5.00 3.57 0.06
8 VAL 73.73 21 Jun '24 81 65.00 0.442 11.60 0 60.00 0.495 14.40 0 -2.80 5.00 2.27 0.05
9 VAL 73.73 19 Apr '24 18 75.00 0.345 1.80 35 70.00 0.398 3.50 2 -1.70 5.00 1.52 0.05
10 VAL 73.73 16 Aug '24 137 70.00 0.399 9.50 0 65.00 0.426 12.50 0 -3.00 5.00 2.50 0.03
11 VAL 73.73 19 Jul '24 109 70.00 0.395 8.60 8 65.00 0.421 11.60 0 -3.00 5.00 2.50 0.03
12 VAL 73.73 19 Jul '24 109 75.00 0.378 5.80 0 70.00 0.395 8.20 8 -2.40 5.00 1.92 0.02
13 VAL 73.73 16 Aug '24 137 65.00 0.426 12.90 0 60.00 0.441 15.90 0 -3.00 5.00 2.50 0.01
14 VAL 73.73 20 Dec '24 263 80.00 0.384 8.20 7 75.00 0.397 8.80 2 -0.60 5.00 1.14 0.01
15 VAL 73.73 16 Aug '24 137 75.00 0.387 6.80 5 70.00 0.399 9.10 0 -2.30 5.00 1.85 0.01
16 VAL 73.73 16 Aug '24 137 80.00 0.376 4.70 7 75.00 0.387 6.50 5 -1.80 5.00 1.56 0.01
17 VAL 73.73 21 Jun '24 81 80.00 0.365 2.90 1 75.00 0.374 4.50 18 -1.60 5.00 1.47 0.01
18 VAL 73.73 19 Jul '24 109 80.00 0.369 3.80 14 75.00 0.378 5.50 0 -1.70 5.00 1.52 0.01
19 VAL 73.73 17 May '24 46 80.00 0.369 1.75 3 75.00 0.378 3.30 3 -1.55 5.00 1.45 0.01
20 VAL 73.73 20 Dec '24 263 75.00 0.397 10.60 2 70.00 0.394 11.50 0 -0.90 5.00 1.22 -0.00
21 VAL 73.73 19 Apr '24 18 80.00 0.352 0.50 4 75.00 0.345 1.60 35 -1.10 5.00 1.28 -0.01
22 VAL 73.73 20 Dec '24 263 65.00 0.457 16.60 0 60.00 0.435 17.90 0 -1.30 5.00 1.35 -0.02
23 VAL 73.73 21 Jun '24 81 70.00 0.476 9.50 0 65.00 0.442 10.90 0 -1.40 5.00 1.39 -0.03
24 VAL 73.73 17 May '24 46 75.00 0.378 3.50 3 70.00 0.315 4.50 0 -1.00 5.00 1.25 -0.06
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.