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 June 11, 2020. You must subscribe 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 INSG 9.24 19 Jun '20 8 5.00 1.272 4.50 6 7.50 1.462 1.55 58 2.95 2.50 0.85 0.19
2 INSG 9.24 17 Jul '20 36 12.50 1.030 0.35 336 15.00 1.150 0.15 98 0.20 2.50 12.50 0.12
3 INSG 9.24 17 Jul '20 36 10.00 0.984 0.85 544 12.50 1.030 0.30 336 0.55 2.50 4.55 0.05
4 INSG 9.24 15 Jan '21 218 10.00 0.859 2.30 67 12.50 0.886 1.40 48 0.90 2.50 2.78 0.03
5 INSG 9.24 18 Sep '20 99 12.50 0.941 0.95 219 15.00 0.967 0.50 279 0.45 2.50 5.56 0.03
6 INSG 9.24 19 Jun '20 8 10.00 1.117 0.35 2,744 12.50 1.129  0 786 0.35 2.50 7.14 0.01
7 INSG 9.24 18 Dec '20 190 10.00 0.886 2.40 16 12.50 0.874 1.30 5 1.10 2.50 2.27 -0.01
8 INSG 9.24 21 Jan '22 589 7.50 0.881 5.10 106 10.00 0.865 3.50 109 1.60 2.50 1.56 -0.02
9 INSG 9.24 18 Sep '20 99 7.50 0.986 3.20 15 10.00 0.969 1.50 198 1.70 2.50 1.47 -0.02
10 INSG 9.24 15 Jan '21 218 7.50 0.876 3.30 104 10.00 0.859 2.10 67 1.20 2.50 2.08 -0.02
11 INSG 9.24 15 Jan '21 218 12.50 0.886 1.60 48 15.00 0.863 1.00 85 0.60 2.50 4.17 -0.02
12 INSG 9.24 18 Sep '20 99 10.00 0.969 1.60 198 12.50 0.941 0.80 219 0.80 2.50 3.12 -0.03
13 INSG 9.24 17 Jul '20 36 7.50 1.019 2.45 174 10.00 0.984 0.80 544 1.65 2.50 1.52 -0.03
14 INSG 9.24 18 Dec '20 190 7.50 0.943 3.60 20 10.00 0.886 1.85 16 1.75 2.50 1.43 -0.06
15 INSG 9.24 21 Jan '22 589 10.00 0.865 3.80 109 12.50 0.796 2.55 51 1.25 2.50 2.00 -0.07
16 INSG 9.24 15 Jan '21 218 5.00 0.964 5.00 10 7.50 0.876 3.10 104 1.90 2.50 1.32 -0.09
17 INSG 9.24 18 Dec '20 190 5.00 1.032 4.90 3 7.50 0.943 2.80 20 2.10 2.50 1.19 -0.09
18 INSG 9.24 19 Jun '20 8 7.50 1.462 2.00 58 10.00 1.117 0.30 2,744 1.70 2.50 1.47 -0.34
19 INSG 9.24 18 Sep '20 99 5.00 1.727 5.70 0 7.50 0.986 2.55 15 3.15 2.50 0.79 -0.74
20 INSG 9.24 17 Jul '20 36 5.00 2.765 5.30 0 7.50 1.019 1.85 174 3.45 2.50 0.72 -1.75
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.