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 November 21, 2019. 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 QQQ 201.70 30 Jun '20 222 201.00 0.181 12.32 5 202.00 0.180 11.63 0 0.69 1.00 1.45 -0.00
2 QQQ 201.70 19 Jun '20 211 200.00 0.186 12.76 243 201.00 0.184 12.05 0 0.71 1.00 1.41 -0.00
3 QQQ 201.70 19 Jun '20 211 201.00 0.184 12.14 0 202.00 0.182 11.44 13 0.70 1.00 1.43 -0.00
4 QQQ 201.70 27 Dec '19 36 202.50 0.138 3.16 10 203.00 0.136 2.83 1 0.33 0.50 1.52 -0.00
5 QQQ 201.70 20 Dec '19 29 202.50 0.144 2.92 124 203.00 0.142 2.62 607 0.30 0.50 1.67 -0.00
6 QQQ 201.70 27 Dec '19 36 202.00 0.141 3.45 97 202.50 0.138 3.11 10 0.34 0.50 1.47 -0.00
7 QQQ 201.70 30 Jun '20 222 200.00 0.184 12.95 15 201.00 0.181 12.22 5 0.73 1.00 1.37 -0.00
8 QQQ 201.70 20 Mar '20 120 201.00 0.178 8.75 61 202.00 0.175 8.08 40 0.67 1.00 1.49 -0.00
9 QQQ 201.70 31 Mar '20 131 201.00 0.175 9.03 22 202.00 0.173 8.34 23 0.69 1.00 1.45 -0.00
10 QQQ 201.70 20 Dec '19 29 202.00 0.147 3.21 1,814 202.50 0.144 2.89 124 0.32 0.50 1.56 -0.00
11 QQQ 201.70 31 Mar '20 131 200.00 0.178 9.67 0 201.00 0.175 8.96 22 0.71 1.00 1.41 -0.00
12 QQQ 201.70 20 Mar '20 120 200.00 0.181 9.38 3 201.00 0.178 8.69 61 0.69 1.00 1.45 -0.00
13 QQQ 201.70 6 Dec '19 15 202.50 0.132 1.80 123 203.00 0.129 1.51 271 0.29 0.50 1.72 -0.00
14 QQQ 201.70 21 Feb '20 92 201.00 0.169 7.31 3 202.00 0.166 6.64 14 0.67 1.00 1.49 -0.00
15 QQQ 201.70 13 Dec '19 22 202.00 0.143 2.70 188 202.50 0.140 2.37 9 0.33 0.50 1.52 -0.00
16 QQQ 201.70 13 Dec '19 22 202.50 0.140 2.41 9 203.00 0.137 2.10 43 0.31 0.50 1.61 -0.00
17 QQQ 201.70 21 Feb '20 92 200.00 0.172 7.95 298 201.00 0.169 7.25 3 0.70 1.00 1.43 -0.00
18 QQQ 201.70 6 Dec '19 15 202.00 0.135 2.08 1,321 202.50 0.132 1.77 123 0.31 0.50 1.61 -0.00
19 QQQ 201.70 17 Jan '20 57 200.00 0.160 6.01 1,902 201.00 0.156 5.33 467 0.68 1.00 1.47 -0.00
20 QQQ 201.70 17 Jan '20 57 201.00 0.156 5.36 467 202.00 0.152 4.71 265 0.65 1.00 1.54 -0.00
21 QQQ 201.70 31 Dec '19 40 200.00 0.150 4.91 230 201.00 0.146 4.21 102 0.70 1.00 1.43 -0.00
22 QQQ 201.70 27 Dec '19 36 200.00 0.150 4.73 27 201.00 0.146 4.03 80 0.70 1.00 1.43 -0.00
23 QQQ 201.70 31 Dec '19 40 201.00 0.146 4.26 102 202.00 0.141 3.60 644 0.66 1.00 1.52 -0.00
24 QQQ 201.70 27 Dec '19 36 201.00 0.146 4.07 80 202.00 0.141 3.40 97 0.67 1.00 1.49 -0.00
25 QQQ 201.70 20 Dec '19 29 201.00 0.152 3.83 637 202.00 0.147 3.19 1,814 0.64 1.00 1.56 -0.01
26 QQQ 201.70 20 Dec '19 29 200.00 0.158 4.50 650 201.00 0.152 3.81 637 0.69 1.00 1.45 -0.01
27 QQQ 201.70 13 Dec '19 22 200.00 0.154 3.99 160 201.00 0.149 3.28 70 0.71 1.00 1.41 -0.01
28 QQQ 201.70 13 Dec '19 22 201.00 0.149 3.32 70 202.00 0.143 2.66 188 0.66 1.00 1.52 -0.01
29 QQQ 201.70 6 Dec '19 15 200.00 0.148 3.37 612 201.00 0.142 2.67 359 0.70 1.00 1.43 -0.01
30 QQQ 201.70 6 Dec '19 15 201.00 0.142 2.69 359 202.00 0.135 2.05 1,321 0.64 1.00 1.56 -0.01
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.