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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 26, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 EPAM 237.75 17 May '24 21 240.00 0.431 13.90 0 250.00 0.499 16.40 3 -2.50 10.00 1.33 0.07
2 EPAM 237.75 20 Dec '24 238 240.00 0.359 28.70 0 250.00 0.376 29.00 3 -0.30 10.00 1.03 0.02
3 EPAM 237.75 21 Jun '24 56 250.00 0.341 20.70 0 260.00 0.349 25.70 3 -5.00 10.00 2.00 0.01
4 EPAM 237.75 18 Oct '24 175 240.00 0.338 23.80 0 250.00 0.341 25.90 0 -2.10 10.00 1.27 0.00
5 EPAM 237.75 19 Jul '24 84 230.00 0.346 12.90 1 240.00 0.345 15.60 0 -2.70 10.00 1.37 -0.00
6 EPAM 237.75 19 Jul '24 84 240.00 0.345 17.50 0 250.00 0.342 20.50 0 -3.00 10.00 1.43 -0.00
7 EPAM 237.75 18 Oct '24 175 220.00 0.351 14.70 0 230.00 0.348 15.80 0 -1.10 10.00 1.12 -0.00
8 EPAM 237.75 20 Dec '24 238 250.00 0.376 32.70 3 260.00 0.368 35.00 0 -2.30 10.00 1.30 -0.01
9 EPAM 237.75 18 Oct '24 175 230.00 0.348 19.00 0 240.00 0.338 20.30 0 -1.30 10.00 1.15 -0.01
10 EPAM 237.75 20 Dec '24 238 230.00 0.370 22.60 0 240.00 0.359 22.70 0 -0.10 10.00 1.01 -0.01
11 EPAM 237.75 18 Oct '24 175 250.00 0.341 29.90 0 260.00 0.325 31.20 0 -1.30 10.00 1.15 -0.02
12 EPAM 237.75 21 Jun '24 56 230.00 0.384 11.30 0 240.00 0.368 13.90 0 -2.60 10.00 1.35 -0.02
13 EPAM 237.75 19 Jul '24 84 250.00 0.342 24.20 0 260.00 0.326 28.00 0 -3.80 10.00 1.61 -0.02
14 EPAM 237.75 19 Jul '24 84 220.00 0.364 9.10 0 230.00 0.346 11.10 1 -2.00 10.00 1.25 -0.02
15 EPAM 237.75 21 Jun '24 56 220.00 0.402 7.70 0 230.00 0.384 9.40 0 -1.70 10.00 1.20 -0.02
16 EPAM 237.75 21 Jun '24 56 240.00 0.368 16.80 0 250.00 0.341 18.90 0 -2.10 10.00 1.27 -0.03
17 EPAM 237.75 17 May '24 21 220.00 0.505 4.40 6 230.00 0.471 6.60 4 -2.20 10.00 1.28 -0.03
18 EPAM 237.75 17 May '24 21 230.00 0.471 7.90 4 240.00 0.431 10.80 0 -2.90 10.00 1.41 -0.04
19 EPAM 237.75 17 May '24 21 250.00 0.499 20.10 3 260.00 0.307 20.30 1 -0.20 10.00 1.02 -0.19
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.