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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Long Call
LEG VOLUME
SPREAD
MONTHS
Screener Options
Subscribers can save settings 
     
Data is delayed from April 1, 2024. You can get started for free 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 PGR 209.95 16 Aug '24 220.00 0.264 10.20 1,121 18 Oct '24 230.00 0.263 9.70 2 0.50 10.00 -0.00
2 PGR 209.95 16 Aug '24 210.00 0.274 15.00 9 18 Oct '24 220.00 0.267 13.50 3 1.50 10.00 -0.01
3 PGR 209.95 18 Oct '24 200.00 0.287 24.80 1 20 Dec '24 210.00 0.280 21.40 0 3.40 10.00 -0.01
4 PGR 209.95 18 Oct '24 220.00 0.267 13.90 3 20 Dec '24 230.00 0.259 12.50 0 1.40 10.00 -0.01
5 PGR 209.95 15 Nov '24 220.00 0.266 17.20 0 17 Jan '25 230.00 0.255 13.80 1 3.40 10.00 -0.01
6 PGR 209.95 16 Aug '24 195.00 0.300 24.80 7 18 Oct '24 200.00 0.287 24.30 1 0.50 5.00 -0.01
7 PGR 209.95 18 Oct '24 210.00 0.275 18.80 8 20 Dec '24 220.00 0.260 16.00 0 2.80 10.00 -0.01
8 PGR 209.95 15 Nov '24 195.00 0.291 29.70 0 17 Jan '25 200.00 0.276 28.50 0 1.20 5.00 -0.02
9 PGR 209.95 16 Aug '24 200.00 0.292 21.20 2 18 Oct '24 210.00 0.275 18.30 8 2.90 10.00 -0.02
10 PGR 209.95 18 Oct '24 195.00 0.309 29.80 0 20 Dec '24 200.00 0.280 27.30 0 2.50 5.00 -0.03
11 PGR 209.95 15 Nov '24 200.00 0.296 28.00 0 17 Jan '25 210.00 0.267 22.60 35 5.40 10.00 -0.03
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.