Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol 
STOCK PRICE
STOCK VOLUME
Short Call
LEG VOLUME
MONEYNESS
EXPIRATION
Long Call
LEG VOLUME
SPREAD
MONTHS
Screener Options
Subscribers can save settings 
 One Row Per Underlying
     
Data is delayed from March 17, 2020. You must subscribe to get the latest data.
# Stock Stock
Price
Short Call Long Call Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 HL 2.12 24 Apr '20 2.00 0.773 0.48 120 19 Jun '20 2.50 1.007 0.25 500 0.23 0.50 0.23
2 OCUL 5.00 17 Apr '20 5.00 1.036 0.75 10 19 Jun '20 7.50 1.225 0.40 28 0.35 2.50 0.19
3 FSM 2.27 17 Apr '20 2.00 0.976 0.45 138 19 Jun '20 3.00 1.137 0.25 152 0.20 1.00 0.16
4 APHA 2.16 27 Mar '20 2.00 1.147 0.35 3 1 May '20 2.50 1.228 0.15 2 0.20 0.50 0.08
5 HMY 2.77 19 Jun '20 2.00 0.917 1.00 53 21 Aug '20 3.00 0.952 0.45 59 0.55 1.00 0.04
6 NIO 2.90 20 Nov '20 2.50 1.228 1.38 5 15 Jan '21 3.00 1.261 1.18 1,038 0.20 0.50 0.03
7 BPT 4.49 17 Apr '20 5.00 0.987 0.50 1 19 Jun '20 7.50 1.020 0.10 26 0.40 2.50 0.03
8 IAU 14.60 27 Mar '20 15.00 0.374 0.50 104 1 May '20 15.50 0.377 0.35 53 0.15 0.50 0.00
9 SAND 5.69 17 Apr '20 5.00 0.771 1.15 3,565 19 Jun '20 6.00 0.761 0.55 56 0.60 1.00 -0.01
10 UUP 27.03 24 Apr '20 27.50 0.154 0.58 1 19 Jun '20 28.00 0.139 0.37 20,347 0.21 0.50 -0.02
11 UUP 27.03 27 Mar '20 27.50 0.192 0.46 35 1 May '20 28.00 0.175 0.15 682 0.31 0.50 -0.02
12 PLUG 3.28 9 Apr '20 3.50 1.123 0.58 35 19 Jun '20 4.00 1.101 0.34 96 0.24 0.50 -0.02
13 IAG 2.58 17 Apr '20 3.00 1.088 0.25 543 19 Jun '20 4.00 1.064 0.05 198 0.20 1.00 -0.02
14 SWN 2.12 3 Apr '20 2.50 1.416 0.21 28 19 Jun '20 3.00 1.389 0.18 78 0.03 0.50 -0.03
15 GLD 143.84 31 Mar '20 144.00 0.403 4.65 32 1 May '20 144.50 0.367 6.95 4 -2.30 0.50 -0.04
16 FSM 2.27 17 Apr '20 3.00 1.380 0.20 61 19 Jun '20 4.00 1.341 0.15 52 0.05 1.00 -0.04
17 SWN 2.12 17 Apr '20 2.50 1.429 0.23 175 19 Jun '20 3.00 1.389 0.18 78 0.05 0.50 -0.04
18 IAU 14.60 27 Mar '20 14.50 0.414 0.60 66 1 May '20 15.00 0.373 0.50 27 0.10 0.50 -0.04
19 SWN 2.12 17 Apr '20 2.00 1.286 0.66 168 19 Jun '20 2.50 1.241 0.30 67 0.36 0.50 -0.05
20 UUP 27.03 3 Apr '20 27.50 0.185 0.39 23 19 Jun '20 28.00 0.139 0.37 20,347 0.02 0.50 -0.05
21 UUP 27.03 9 Apr '20 27.50 0.187 0.52 11 19 Jun '20 28.00 0.139 0.37 20,347 0.15 0.50 -0.05
22 IAG 2.58 17 Apr '20 2.00 1.003 0.80 54 19 Jun '20 3.00 0.955 0.30 680 0.50 1.00 -0.05
23 HL 2.12 17 Apr '20 2.50 1.114 0.16 153 19 Jun '20 3.00 1.064 0.16 156  0 0.50 -0.05
24 IAU 14.60 1 May '20 14.50 0.367 0.85 10 17 Jul '20 15.00 0.311 0.80 220 0.05 0.50 -0.06
25 GLD 143.84 27 Mar '20 144.00 0.424 4.05 113 1 May '20 144.50 0.367 6.95 4 -2.90 0.50 -0.06
26 PLUG 3.28 24 Apr '20 3.50 1.158 0.45 5 19 Jun '20 4.00 1.101 0.34 96 0.11 0.50 -0.06
27 SPY 254.19 31 Mar '20 254.00 0.634 12.84 748 15 May '20 255.00 0.576 22.91 1,443 -10.07 1.00 -0.06
28 EAF 8.00 16 Oct '20 10.00 0.673 1.20 25 18 Dec '20 12.50 0.614 0.50 5 0.70 2.50 -0.06
29 SPY 254.19 31 Mar '20 255.00 0.630 12.28 793 15 May '20 256.00 0.570 22.40 931 -10.12 1.00 -0.06
30 GLD 143.84 27 Mar '20 143.50 0.432 4.40 37 1 May '20 144.00 0.368 7.20 29 -2.80 0.50 -0.06
31 CDE 3.52 17 Apr '20 3.00 1.011 0.75 125 19 Jun '20 4.00 0.944 0.40 257 0.35 1.00 -0.07
32 GLUU 5.21 17 Apr '20 5.00 0.910 0.75 236 19 Jun '20 6.00 0.837 0.55 62 0.20 1.00 -0.07
33 EZPW 3.99 17 Apr '20 5.00 1.096 0.25 72 19 Jun '20 7.50 1.021 0.05 1 0.20 2.50 -0.07
34 GLUU 5.21 17 Apr '20 6.00 0.950 0.35 209 19 Jun '20 7.00 0.873 0.20 93 0.15 1.00 -0.08
35 GLD 143.84 27 Mar '20 143.50 0.432 4.40 37 15 May '20 144.00 0.352 7.95 306 -3.55 0.50 -0.08
36 GLD 143.84 3 Apr '20 143.50 0.423 5.50 7 19 Jun '20 144.00 0.322 9.20 3,383 -3.70 0.50 -0.10
37 FXI 36.01 20 Mar '20 36.00 0.572 1.11 153 15 May '20 36.50 0.467 2.29 6 -1.18 0.50 -0.10
38 HL 2.12 17 Apr '20 2.00 1.114 0.40 137 19 Jun '20 2.50 1.007 0.25 500 0.15 0.50 -0.11
39 SPY 254.19 23 Mar '20 255.00 0.678 8.57 1,686 15 May '20 256.00 0.570 22.40 931 -13.83 1.00 -0.11
40 SPY 254.19 27 Mar '20 254.00 0.684 11.70 1,574 15 May '20 255.00 0.576 22.91 1,443 -11.21 1.00 -0.11
41 SPY 254.19 27 Mar '20 255.00 0.679 11.15 2,525 15 May '20 256.00 0.570 22.40 931 -11.25 1.00 -0.11
42 SPY 254.19 23 Mar '20 254.00 0.685 9.15 1,149 15 May '20 255.00 0.576 22.91 1,443 -13.76 1.00 -0.11
43 SPY 254.19 25 Mar '20 254.00 0.690 10.65 1,107 15 May '20 255.00 0.576 22.91 1,443 -12.26 1.00 -0.11
44 SPY 254.19 25 Mar '20 255.00 0.685 10.08 1,211 15 May '20 256.00 0.570 22.40 931 -12.32 1.00 -0.11
45 IAU 14.60 20 Mar '20 14.50 0.488 0.35 230 1 May '20 15.00 0.373 0.50 27 -0.15 0.50 -0.12
46 GLD 143.84 20 Mar '20 144.00 0.489 2.52 7,297 1 May '20 144.50 0.367 6.95 4 -4.43 0.50 -0.12
47 BOX 9.23 17 Apr '20 9.00 0.928 1.20 3 19 Jun '20 10.00 0.803 1.00 34 0.20 1.00 -0.12
48 NWL 13.26 17 Apr '20 14.00 0.905 1.30 25 19 Jun '20 15.00 0.778 1.30 201  0 1.00 -0.13
49 NG 8.76 17 Apr '20 8.00 0.921 1.50 160 19 Jun '20 9.00 0.792 1.15 107 0.35 1.00 -0.13
50 GE 7.08 24 Apr '20 7.50 1.045 0.90 25 19 Jun '20 8.00 0.906 0.87 935 0.03 0.50 -0.14
51 SAND 5.69 17 Apr '20 6.00 0.949 0.55 379 19 Jun '20 7.00 0.805 0.45 59 0.10 1.00 -0.14
52 IAU 14.60 20 Mar '20 15.00 0.525 0.15 19 1 May '20 15.50 0.377 0.35 53 -0.20 0.50 -0.15
53 NIO 2.90 20 Nov '20 3.00 1.350 1.23 18 15 Jan '21 3.50 1.195 1.00 30 0.23 0.50 -0.16
54 BOX 9.23 17 Apr '20 10.00 0.910 0.80 42 19 Jun '20 11.00 0.750 0.70 229 0.10 1.00 -0.16
55 PLUG 3.28 3 Apr '20 3.00 1.269 0.66 67 19 Jun '20 3.50 1.106 0.59 120 0.07 0.50 -0.16
56 INSG 5.56 17 Apr '20 7.50 1.528 0.45 231 19 Jun '20 10.00 1.364 0.50 536 -0.05 2.50 -0.16
57 HMY 2.77 17 Apr '20 3.00 1.213 0.55 12 19 Jun '20 4.00 1.044 0.20 245 0.35 1.00 -0.17
58 SLV 11.88 1 May '20 11.50 0.753 1.44 23 17 Jul '20 12.00 0.578 1.49 1,025 -0.05 0.50 -0.18
59 SLV 11.88 31 Mar '20 12.00 0.900 0.80 367 1 May '20 12.50 0.719 0.90 111 -0.10 0.50 -0.18
60 PLUG 3.28 17 Apr '20 3.50 1.282 0.49 58 19 Jun '20 4.00 1.101 0.34 96 0.15 0.50 -0.18
61 GE 7.08 9 Apr '20 7.50 1.103 0.72 37 19 Jun '20 8.00 0.906 0.87 935 -0.15 0.50 -0.20
62 GE 7.08 1 May '20 7.50 1.081 0.98 220 17 Jul '20 8.00 0.880 0.91 316 0.07 0.50 -0.20
63 SPWR 5.36 27 Mar '20 5.00 1.154 0.82 104 1 May '20 5.50 0.948 0.64 2 0.18 0.50 -0.21
64 SLV 11.88 31 Mar '20 11.50 0.928 1.08 4,868 1 May '20 12.00 0.718 1.10 174 -0.02 0.50 -0.21
65 AUY 3.50 1 May '20 4.00 1.084 0.50 8 17 Jul '20 4.50 0.870 0.36 236 0.14 0.50 -0.21
66 KGC 4.77 27 Mar '20 5.00 1.257 0.36 147 15 May '20 5.50 1.042 0.48 81 -0.12 0.50 -0.22
67 NOK 2.53 27 Mar '20 2.50 1.174 0.23 40 1 May '20 3.00 0.957 0.15 62 0.08 0.50 -0.22
68 AUY 3.50 27 Mar '20 3.50 1.300 0.35 375 1 May '20 4.00 1.084 0.20 8 0.15 0.50 -0.22
69 BCS 4.25 17 Apr '20 4.00 1.079 0.85 13 19 Jun '20 5.00 0.856 0.40 15 0.45 1.00 -0.22
70 CLDR 6.64 20 Mar '20 7.00 1.085 0.20 3 15 May '20 7.50 0.860 0.50 15 -0.30 0.50 -0.22
71 EURN 9.49 20 Mar '20 10.00 1.308 0.30 24 15 May '20 12.50 1.084 0.60 176 -0.30 2.50 -0.22
72 SLV 11.88 27 Mar '20 12.00 0.950 0.70 762 1 May '20 12.50 0.719 0.90 111 -0.20 0.50 -0.23
73 SPY 254.19 20 Mar '20 254.00 0.808 7.62 5,527 15 May '20 255.00 0.576 22.91 1,443 -15.29 1.00 -0.23
74 SPWR 5.36 27 Mar '20 5.50 1.219 0.42 86 1 May '20 6.00 0.984 0.43 41 -0.01 0.50 -0.24
75 SPY 254.19 20 Mar '20 255.00 0.806 7.15 23,204 15 May '20 256.00 0.570 22.40 931 -15.25 1.00 -0.24
76 PINS 12.65 27 Mar '20 12.50 1.174 1.20 94 15 May '20 13.00 0.938 1.65 514 -0.45 0.50 -0.24
77 PLUG 3.28 17 Apr '20 3.00 1.344 0.70 71 19 Jun '20 3.50 1.106 0.59 120 0.11 0.50 -0.24
78 APHA 2.16 1 May '20 2.50 1.228 0.35 2 17 Jul '20 3.00 0.987 0.20 209 0.15 0.50 -0.24
79 SLV 11.88 31 Mar '20 11.50 0.928 1.08 4,868 15 May '20 12.00 0.685 1.22 2,196 -0.14 0.50 -0.24
80 BOIL 4.88 17 Apr '20 5.00 1.329 0.85 9 19 Jun '20 6.00 1.084 0.65 75 0.20 1.00 -0.24
81 GDX 25.50 27 Mar '20 25.50 1.014 1.85 47 15 May '20 26.00 0.768 2.73 88 -0.88 0.50 -0.25
82 USO 5.71 24 Apr '20 5.50 1.148 1.00 6 19 Jun '20 6.00 0.902 0.89 109 0.11 0.50 -0.25
83 F 5.01 27 Mar '20 5.50 1.310 0.26 1,422 1 May '20 6.00 1.060 0.37 61 -0.11 0.50 -0.25
84 USO 5.71 27 Mar '20 6.00 1.293 0.37 1,617 1 May '20 6.50 1.037 0.52 98 -0.15 0.50 -0.26
85 USO 5.71 15 May '20 6.00 1.063 0.86 662 17 Jul '20 6.50 0.797 0.75 397 0.11 0.50 -0.27
86 ET 5.25 27 Mar '20 5.50 1.600 0.52 1,407 15 May '20 6.00 1.333 0.74 33 -0.22 0.50 -0.27
87 MRVL 18.82 20 Mar '20 18.50 1.005 0.98 96 15 May '20 19.00 0.733 1.90 12 -0.92 0.50 -0.27
88 ALT 2.99 17 Apr '20 2.50 1.990 1.00 9 19 Jun '20 5.00 1.718 0.25 37 0.75 2.50 -0.27
89 PLUG 3.28 3 Apr '20 3.50 1.377 0.40 61 19 Jun '20 4.00 1.101 0.34 96 0.06 0.50 -0.28
90 SLV 11.88 27 Mar '20 11.50 0.999 1.01 68 1 May '20 12.00 0.718 1.10 174 -0.09 0.50 -0.28
91 USO 5.71 1 May '20 6.00 1.079 0.76 113 17 Jul '20 6.50 0.797 0.75 397 0.01 0.50 -0.28
92 F 5.01 24 Apr '20 5.50 1.161 0.59 161 19 Jun '20 6.00 0.874 0.53 846 0.06 0.50 -0.29
93 PLUG 3.28 20 Mar '20 3.00 1.266 0.35 2,829 1 May '20 3.50 0.977 0.27 4 0.08 0.50 -0.29
94 UBER 18.91 17 Apr '20 18.00 1.438 3.75 75 19 Jun '20 19.00 1.147 4.10 36 -0.35 1.00 -0.29
95 GE 7.08 3 Apr '20 7.50 1.201 0.63 276 19 Jun '20 8.00 0.906 0.87 935 -0.24 0.50 -0.29
96 NOK 2.53 27 Mar '20 2.50 1.174 0.23 40 15 May '20 3.00 0.875 0.19 114 0.04 0.50 -0.30
97 F 5.01 27 Mar '20 5.00 1.471 0.51 778 1 May '20 5.50 1.160 0.56 125 -0.05 0.50 -0.31
98 GE 7.08 27 Mar '20 7.50 1.361 0.49 1,536 1 May '20 8.00 1.048 0.56 121 -0.07 0.50 -0.31
99 SLV 11.88 27 Mar '20 11.50 0.999 1.01 68 15 May '20 12.00 0.685 1.22 2,196 -0.21 0.50 -0.31
100 USO 5.71 1 May '20 5.50 1.153 1.02 14 17 Jul '20 6.00 0.837 0.95 543 0.07 0.50 -0.32
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.