Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 5, 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 BMRN 86.95 19 Apr '24 14 85.00 0.297 3.80 3 80.00 0.693 5.90 0 -2.10 5.00 1.72 0.40
2 BMRN 86.95 21 Jun '24 77 80.00 0.229 11.20 0 75.00 0.376 12.60 0 -1.40 5.00 1.39 0.15
3 BMRN 86.95 19 Apr '24 14 90.00 0.228 1.20 431 85.00 0.297 2.45 3 -1.25 5.00 1.33 0.07
4 BMRN 86.95 17 Jan '25 287 90.00 0.270 10.00 0 85.00 0.314 10.60 0 -0.60 5.00 1.14 0.04
5 BMRN 86.95 19 Jul '24 105 90.00 0.308 4.80 0 85.00 0.342 5.30 0 -0.50 5.00 1.11 0.03
6 BMRN 86.95 20 Sep '24 168 95.00 0.280 4.80 0 90.00 0.308 6.20 0 -1.40 5.00 1.39 0.03
7 BMRN 86.95 20 Sep '24 168 90.00 0.308 7.00 0 85.00 0.334 8.90 0 -1.90 5.00 1.61 0.03
8 BMRN 86.95 18 Oct '24 196 85.00 0.318 11.00 10 80.00 0.339 11.10 0 -0.10 5.00 1.02 0.02
9 BMRN 86.95 17 May '24 42 95.00 0.307 1.25 94 90.00 0.318 1.85 39 -0.60 5.00 1.14 0.01
10 BMRN 86.95 17 Jan '25 287 85.00 0.314 13.20 0 80.00 0.324 13.30 0 -0.10 5.00 1.02 0.01
11 BMRN 86.95 19 Jul '24 105 85.00 0.342 8.00 0 80.00 0.347 8.60 0 -0.60 5.00 1.14 0.01
12 BMRN 86.95 19 Jul '24 105 95.00 0.307 3.00 0 90.00 0.308 3.40 0 -0.40 5.00 1.09 0.00
13 BMRN 86.95 17 May '24 42 90.00 0.318 2.90 39 85.00 0.306 4.60 3 -1.70 5.00 1.52 -0.01
14 BMRN 86.95 20 Sep '24 168 85.00 0.334 9.60 0 80.00 0.315 10.40 0 -0.80 5.00 1.19 -0.02
15 BMRN 86.95 18 Oct '24 196 90.00 0.340 8.60 0 85.00 0.318 9.40 10 -0.80 5.00 1.19 -0.02
16 BMRN 86.95 21 Jun '24 77 85.00 0.267 6.90 0 80.00 0.229 7.70 0 -0.80 5.00 1.19 -0.04
17 BMRN 86.95 19 Apr '24 14 80.00 0.693 9.00 0 75.00 0.553 10.10 0 -1.10 5.00 1.28 -0.14
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.