|Calendar Call Spreads|
|Calendar Put Spreads|
|Option Spreads Tutorial|
Screens for Bull Calls, Bear Puts, Bull Puts, Bear Calls, Calendar, and Diagonal spreads are available.
Each report offers the following selection criteria:
- Expiration - the expiration date for vertical spreads
- Minimum Price - the minimum price of the underlying stock
- Sort Order
- NetIVol - the net difference between the volatility of the two legs weighted by the maximum profit.
- Net Debit/Credit - the maximum profit, without regard to the volatility.
- Minimum Open Interest - the minimum aggregate open interest for all contracts for the underlying stock
- Moneyness - see Moneyness
- Number of Results - the number of results to display
Each report displays the following fields:
- Stock - the underlying stock symbol
- Stock Price - the underlying stock price
- Fields for both the Short and Long Leg:
- Option Symbol
- Short Expiration Date
- Long Expiration Date
- Option Price
- Put vs. Call
- Credit or Debit - the net cost or net proceeds from the trade of the spread, i.e. the price of the short leg minus the price of the long leg
- Spread - the difference between the strike prices
- Net IVol - Net implied volatility; the difference in implied volatility of the two option contracts
Contracts that have any one of the following conditions are excluded:
- no bid
- no volume
- no open interest
- no contracts in the cycle. See Option Cycles.
- have expired or will expire today.
Data is updated nightly.