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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Long Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Call
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from November 21, 2019. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 AAPL 262.01 20 Dec '19 29 265.00 0.222 5.45 4,167 262.50 0.236 6.50 1,469 -1.05 2.50 1.72 0.01
2 AAPL 262.01 6 Dec '19 15 260.00 0.243 6.25 14,253 257.50 0.253 7.70 94 -1.45 2.50 2.38 0.01
3 AAPL 262.01 6 Dec '19 15 262.50 0.234 4.85 1,035 260.00 0.243 6.15 14,253 -1.30 2.50 2.08 0.01
4 AAPL 262.01 6 Dec '19 15 257.50 0.253 8.05 94 255.00 0.261 9.55 287 -1.50 2.50 2.50 0.01
5 AAPL 262.01 13 Dec '19 22 257.50 0.248 8.90 23 255.00 0.256 10.45 23 -1.55 2.50 2.63 0.01
6 AAPL 262.01 13 Dec '19 22 262.50 0.234 5.85 704 260.00 0.242 7.10 129 -1.25 2.50 2.00 0.01
7 AAPL 262.01 27 Dec '19 36 260.00 0.228 8.80 299 257.50 0.235 9.95 10 -1.15 2.50 1.85 0.01
8 AAPL 262.01 20 Dec '19 29 260.00 0.239 8.15 1,436 257.50 0.246 9.60 18 -1.45 2.50 2.38 0.01
9 AAPL 262.01 13 Dec '19 22 265.00 0.227 4.65 519 262.50 0.234 5.70 704 -1.05 2.50 1.72 0.01
10 AAPL 262.01 20 Dec '19 29 257.50 0.246 9.75 18 255.00 0.252 11.30 239 -1.55 2.50 2.63 0.01
11 AAPL 262.01 13 Dec '19 22 260.00 0.242 7.35 129 257.50 0.248 8.70 23 -1.35 2.50 2.17 0.01
12 AAPL 262.01 27 Dec '19 36 265.00 0.222 6.10 167 262.50 0.225 7.00 164 -0.90 2.50 1.56 0.00
13 AAPL 262.01 20 Dec '19 29 262.50 0.236 6.95 1,469 260.00 0.239 8.00 1,436 -1.05 2.50 1.72 0.00
14 AAPL 262.01 6 Dec '19 15 265.00 0.231 3.70 1,509 262.50 0.234 4.60 1,035 -0.90 2.50 1.56 0.00
15 AAPL 262.01 27 Dec '19 36 262.50 0.225 7.35 164 260.00 0.228 8.40 299 -1.05 2.50 1.72 0.00
16 AAPL 262.01 27 Dec '19 36 257.50 0.235 10.35 10 255.00 0.236 11.65 111 -1.30 2.50 2.08 0.00
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.