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 4, 2024. You can get started for free to get the latest data.
# Stock Stock
Price		 Expiry Days Long Call Short Call Debit Spread Spread
Ratio		 Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CIEN 47.61 17 May '24 43 45.00 0.226 3.90 20 50.00 0.318 1.05 84 2.85 5.00 1.75 0.09
2 CIEN 47.61 19 Apr '24 15 50.00 0.316 0.45 15 55.00 0.397 0.05 52 0.40 5.00 12.50 0.08
3 CIEN 47.61 17 Jan '25 288 40.00 0.401 12.90 0 45.00 0.448 7.40 38 5.50 5.00 0.91 0.05
4 CIEN 47.61 17 May '24 43 50.00 0.318 1.20 84 55.00 0.336 0.20 57 1.00 5.00 5.00 0.02
5 CIEN 47.61 16 Jan '26 652 50.00 0.306 10.50 0 55.00 0.313 8.20 0 2.30 5.00 2.17 0.01
6 CIEN 47.61 16 Jan '26 652 45.00 0.300 12.90 0 50.00 0.306 10.10 0 2.80 5.00 1.79 0.01
7 CIEN 47.61 19 Jul '24 106 55.00 0.364 1.45 18 60.00 0.370 0.60 2 0.85 5.00 5.88 0.01
8 CIEN 47.61 16 Jan '26 652 55.00 0.313 8.60 0 60.00 0.316 6.60 0 2.00 5.00 2.50 0.00
9 CIEN 47.61 18 Oct '24 197 55.00 0.377 3.00 2 60.00 0.375 1.70 0 1.30 5.00 3.85 -0.00
10 CIEN 47.61 18 Oct '24 197 50.00 0.380 4.70 0 55.00 0.377 2.85 2 1.85 5.00 2.70 -0.00
11 CIEN 47.61 19 Jul '24 106 50.00 0.367 2.90 38 55.00 0.364 1.35 18 1.55 5.00 3.23 -0.00
12 CIEN 47.61 17 Jan '25 288 50.00 0.382 6.20 0 55.00 0.379 4.20 1 2.00 5.00 2.50 -0.00
13 CIEN 47.61 17 Jan '25 288 55.00 0.379 4.40 1 60.00 0.375 2.90 0 1.50 5.00 3.33 -0.00
14 CIEN 47.61 19 Jul '24 106 40.00 0.457 10.70 0 45.00 0.452 5.30 5 5.40 5.00 0.93 -0.01
15 CIEN 47.61 18 Oct '24 197 45.00 0.398 7.30 0 50.00 0.380 4.50 0 2.80 5.00 1.79 -0.02
16 CIEN 47.61 19 Apr '24 15 45.00 0.346 3.10 0 50.00 0.316 0.35 15 2.75 5.00 1.82 -0.03
17 CIEN 47.61 17 Jan '25 288 45.00 0.448 10.10 38 50.00 0.382 6.00 0 4.10 5.00 1.22 -0.07
18 CIEN 47.61 16 Jan '26 652 40.00 0.366 17.50 0 45.00 0.300 12.40 0 5.10 5.00 0.98 -0.07
19 CIEN 47.61 19 Jul '24 106 45.00 0.452 6.90 5 50.00 0.367 2.80 38 4.10 5.00 1.22 -0.08
20 CIEN 47.61 17 May '24 43 40.00 0.474 8.80 1 45.00 0.226 2.35 20 6.45 5.00 0.78 -0.25
21 CIEN 47.61 19 Apr '24 15 40.00 0.734 9.90 0 45.00 0.346 2.90 0 7.00 5.00 0.71 -0.39
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.