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 April 12, 2024. You can get started for free 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 ALGT 61.25 19 Apr '24 7 55.00 0.583 6.90 0 50.00 0.736 9.60 0 -2.70 5.00 2.17 0.15
2 ALGT 61.25 19 Apr '24 7 60.00 0.524 2.55 0 55.00 0.583 6.00 0 -3.45 5.00 3.23 0.06
3 ALGT 61.25 19 Apr '24 7 65.00 0.490 0.50 8 60.00 0.524 2.35 0 -1.85 5.00 1.59 0.03
4 ALGT 61.25 17 May '24 35 70.00 0.568 1.65 1 65.00 0.597 2.85 14 -1.20 5.00 1.32 0.03
5 ALGT 61.25 19 Jul '24 98 60.00 0.524 7.40 5 55.00 0.541 9.90 0 -2.50 5.00 2.00 0.02
6 ALGT 61.25 19 Jul '24 98 70.00 0.502 3.50 1 65.00 0.517 5.00 0 -1.50 5.00 1.43 0.02
7 ALGT 61.25 20 Dec '24 252 60.00 0.480 11.20 0 55.00 0.489 13.10 0 -1.90 5.00 1.61 0.01
8 ALGT 61.25 19 Jul '24 98 65.00 0.517 5.20 0 60.00 0.524 7.20 5 -2.00 5.00 1.67 0.01
9 ALGT 61.25 18 Oct '24 189 70.00 0.484 5.80 0 65.00 0.491 6.90 1 -1.10 5.00 1.28 0.01
10 ALGT 61.25 20 Dec '24 252 70.00 0.470 7.10 9 65.00 0.476 8.50 0 -1.40 5.00 1.39 0.01
11 ALGT 61.25 20 Dec '24 252 65.00 0.476 9.00 0 60.00 0.480 10.60 0 -1.60 5.00 1.47 0.00
12 ALGT 61.25 20 Dec '24 252 55.00 0.489 14.00 0 50.00 0.493 16.10 0 -2.10 5.00 1.72 0.00
13 ALGT 61.25 19 Apr '24 7 70.00 0.543 0.10 1 65.00 0.490 0.40 8 -0.30 5.00 1.06 -0.05
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.