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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Long Put
LEG VOLUME
SPREAD
MONTHS
Screener Options
Subscribers can save settings 
     
Data is delayed from April 4, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Short Put Long Put Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 WMT 59.50 19 Apr '24 43.33 0.972 17.25 0 21 Jun '24 45.00 1.892 14.30 0 2.95 1.67 0.92
2 WMT 59.50 19 Apr '24 41.67 1.291 20.00 0 21 Jun '24 43.33 1.926 15.40 0 4.60 1.66 0.64
3 WMT 59.50 19 Apr '24 36.67 1.655 24.00 0 21 Jun '24 38.33 2.044 20.40 0 3.60 1.66 0.39
4 WMT 59.50 26 Apr '24 61.00 0.145 0.34 1,069 21 Jun '24 61.67 0.188 1.23 352 -0.89 0.67 0.04
5 WMT 59.50 3 May '24 61.00 0.149 0.47 364 19 Jul '24 61.67 0.183 1.54 223 -1.07 0.67 0.03
6 WMT 59.50 10 May '24 61.00 0.154 0.58 35 19 Jul '24 61.67 0.183 1.54 223 -0.96 0.67 0.03
7 WMT 59.50 12 Apr '24 61.00 0.159 0.11 1,257 21 Jun '24 61.67 0.188 1.23 352 -1.12 0.67 0.03
8 WMT 59.50 26 Apr '24 59.00 0.167 1.27 826 21 Jun '24 60.00 0.195 1.96 914 -0.69 1.00 0.03
9 WMT 59.50 12 Apr '24 59.00 0.167 0.88 656 21 Jun '24 60.00 0.195 1.96 914 -1.08 1.00 0.03
10 WMT 59.50 10 May '24 58.00 0.179 2.43 2 19 Jul '24 58.33 0.206 3.30 25 -0.87 0.33 0.03
11 WMT 59.50 10 May '24 59.00 0.165 1.55 85 19 Jul '24 60.00 0.191 2.32 635 -0.77 1.00 0.03
12 WMT 59.50 12 Apr '24 58.00 0.183 1.84 39 21 Jun '24 58.33 0.206 2.89 111 -1.05 0.33 0.02
13 WMT 59.50 3 May '24 59.00 0.169 1.44 54 19 Jul '24 60.00 0.191 2.32 635 -0.88 1.00 0.02
14 WMT 59.50 3 May '24 58.00 0.190 2.53 17 19 Jul '24 58.33 0.206 3.30 25 -0.77 0.33 0.02
15 WMT 59.50 26 Apr '24 58.00 0.210 2.12 5 21 Jun '24 58.33 0.206 2.89 111 -0.77 0.33 -0.00
16 WMT 59.50 26 Apr '24 56.00 0.239 3.85 0 21 Jun '24 56.67 0.217 4.00 23 -0.15 0.67 -0.02
17 WMT 59.50 3 May '24 56.00 0.238 4.75 12 19 Jul '24 56.67 0.215 4.45 4 0.30 0.67 -0.02
18 WMT 59.50 3 May '24 53.00 0.318 7.85 0 19 Jul '24 53.33 0.287 7.20 1 0.65 0.33 -0.03
19 WMT 59.50 19 Jul '24 45.00 0.324 15.40 0 20 Sep '24 46.67 0.283 12.75 0 2.65 1.67 -0.04
20 WMT 59.50 10 May '24 49.00 0.284 11.85 0 19 Jul '24 50.00 0.241 9.30 0 2.55 1.00 -0.04
21 WMT 59.50 26 Apr '24 53.00 0.308 7.55 0 21 Jun '24 53.33 0.254 6.35 46 1.20 0.33 -0.05
22 WMT 59.50 3 May '24 54.00 0.310 7.55 1 19 Jul '24 55.00 0.249 5.45 13 2.10 1.00 -0.06
23 WMT 59.50 17 May '24 41.67 0.595 19.10 0 19 Jul '24 43.33 0.488 16.35 0 2.75 1.66 -0.11
24 WMT 59.50 19 Jul '24 43.33 0.488 17.80 0 20 Sep '24 45.00 0.366 15.20 0 2.60 1.67 -0.12
25 WMT 59.50 12 Apr '24 56.00 0.344 4.65 4 21 Jun '24 56.67 0.217 4.00 23 0.65 0.67 -0.13
26 WMT 59.50 17 May '24 45.00 0.513 15.85 0 19 Jul '24 46.67 0.294 12.45 0 3.40 1.67 -0.22
27 WMT 59.50 19 Jul '24 40.00 0.566 21.00 0 20 Sep '24 41.67 0.318 17.45 0 3.55 1.67 -0.25
28 WMT 59.50 12 Apr '24 49.00 0.666 11.65 0 21 Jun '24 50.00 0.314 9.90 3 1.75 1.00 -0.35
29 WMT 59.50 17 May '24 38.33 1.030 22.40 0 19 Jul '24 40.00 0.566 19.65 0 2.75 1.67 -0.46
30 WMT 59.50 19 Jul '24 35.00 0.909 26.75 0 20 Sep '24 36.67 0.441 21.50 0 5.25 1.67 -0.47
31 WMT 59.50 19 Apr '24 38.33 1.060 22.35 0 21 Jun '24 40.00 0.567 19.65 0 2.70 1.67 -0.49
32 WMT 59.50 12 Apr '24 45.00 1.064 15.60 0 21 Jun '24 46.67 0.339 12.15 0 3.45 1.67 -0.72
33 WMT 59.50 26 Apr '24 54.00 1.095 7.35 0 21 Jun '24 55.00 0.241 5.40 1,138 1.95 1.00 -0.85
34 WMT 59.50 3 May '24 48.00 1.298 12.45 0 19 Jul '24 48.33 0.438 11.60 0 0.85 0.33 -0.86
35 WMT 59.50 19 Apr '24 45.00 1.213 15.00 0 21 Jun '24 46.67 0.339 12.15 0 2.85 1.67 -0.87
36 WMT 59.50 19 Apr '24 40.00 1.345 20.95 0 21 Jun '24 41.67 0.469 17.05 0 3.90 1.67 -0.88
37 WMT 59.50 26 Apr '24 40.00 1.392 20.70 0 21 Jun '24 41.67 0.469 17.05 0 3.65 1.67 -0.92
38 WMT 59.50 26 Apr '24 51.00 1.202 9.60 0 21 Jun '24 51.67 0.253 7.35 3 2.25 0.67 -0.95
39 WMT 59.50 17 May '24 43.33 1.517 17.45 0 19 Jul '24 45.00 0.324 14.40 0 3.05 1.67 -1.19
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.