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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 23, 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 NRG 71.48 17 May '24 24 75.00 0.427 5.40 39 80.00 0.604 9.00 0 -3.60 5.00 3.57 0.18
2 NRG 71.48 21 Jun '24 59 75.00 0.360 6.30 0 80.00 0.503 9.10 0 -2.80 5.00 2.27 0.14
3 NRG 71.48 19 Jul '24 87 80.00 0.366 11.00 0 85.00 0.413 14.10 0 -3.10 5.00 2.63 0.05
4 NRG 71.48 20 Sep '24 150 75.00 0.359 8.30 57 80.00 0.405 11.20 0 -2.90 5.00 2.38 0.05
5 NRG 71.48 17 May '24 24 70.00 0.406 2.35 74 75.00 0.427 5.10 39 -2.75 5.00 2.22 0.02
6 NRG 71.48 19 Dec '25 605 70.00 0.446 10.60 0 75.00 0.462 12.50 0 -1.90 5.00 1.61 0.02
7 NRG 71.48 19 Jul '24 87 75.00 0.350 6.90 21 80.00 0.366 10.00 0 -3.10 5.00 2.63 0.02
8 NRG 71.48 17 Jan '25 269 65.00 0.377 5.20 15 70.00 0.389 7.00 0 -1.80 5.00 1.56 0.01
9 NRG 71.48 16 Jan '26 633 70.00 0.460 10.80 0 75.00 0.468 12.40 0 -1.60 5.00 1.47 0.01
10 NRG 71.48 16 Jan '26 633 65.00 0.454 8.50 0 70.00 0.460 9.90 0 -1.40 5.00 1.39 0.01
11 NRG 71.48 17 Jan '25 269 80.00 0.376 13.30 0 85.00 0.381 16.20 0 -2.90 5.00 2.38 0.00
12 NRG 71.48 17 Jan '25 269 75.00 0.372 10.00 0 80.00 0.376 12.70 0 -2.70 5.00 2.17 0.00
13 NRG 71.48 21 Jun '24 59 65.00 0.367 1.60 185 70.00 0.366 3.30 44 -1.70 5.00 1.52 -0.00
14 NRG 71.48 20 Sep '24 150 70.00 0.362 5.60 19 75.00 0.359 8.10 57 -2.50 5.00 2.00 -0.00
15 NRG 71.48 19 Jul '24 87 70.00 0.353 4.10 43 75.00 0.350 6.70 21 -2.60 5.00 2.08 -0.00
16 NRG 71.48 20 Sep '24 150 65.00 0.364 3.50 10 70.00 0.362 5.40 19 -1.90 5.00 1.61 -0.00
17 NRG 71.48 19 Dec '25 605 65.00 0.451 8.40 0 70.00 0.446 9.40 0 -1.00 5.00 1.25 -0.00
18 NRG 71.48 21 Jun '24 59 70.00 0.366 3.50 44 75.00 0.360 6.00 0 -2.50 5.00 2.00 -0.01
19 NRG 71.48 19 Jul '24 87 65.00 0.360 2.20 2,078 70.00 0.353 4.00 43 -1.80 5.00 1.56 -0.01
20 NRG 71.48 16 Jan '26 633 75.00 0.468 13.30 0 80.00 0.457 14.20 0 -0.90 5.00 1.22 -0.01
21 NRG 71.48 17 Jan '25 269 70.00 0.389 8.80 0 75.00 0.372 9.70 0 -0.90 5.00 1.22 -0.02
22 NRG 71.48 17 May '24 24 65.00 0.424 0.80 56 70.00 0.406 2.20 74 -1.40 5.00 1.39 -0.02
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.