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 1, 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 DIA 395.29 5 Apr '24 4 394.00 0.126 2.85 331 393.00 0.131 3.40 25 -0.55 1.00 2.22 0.01
2 DIA 395.29 26 Apr '24 25 394.00 0.126 6.00 405 393.00 0.130 6.45 3 -0.45 1.00 1.82 0.00
3 DIA 395.29 12 Apr '24 11 394.00 0.124 4.15 17 393.00 0.128 4.70 11 -0.55 1.00 2.22 0.00
4 DIA 395.29 5 Apr '24 4 395.00 0.122 2.20 460 394.00 0.126 2.73 331 -0.53 1.00 2.13 0.00
5 DIA 395.29 19 Apr '24 18 394.00 0.124 5.10 16 393.00 0.128 5.65 18 -0.55 1.00 2.22 0.00
6 DIA 395.29 5 Apr '24 4 396.00 0.118 1.65 1,985 395.00 0.122 2.12 460 -0.47 1.00 1.89 0.00
7 DIA 395.29 12 Apr '24 11 396.00 0.118 2.93 112 395.00 0.121 3.40 33 -0.47 1.00 1.89 0.00
8 DIA 395.29 26 Apr '24 25 395.00 0.123 5.30 31 394.00 0.126 5.80 405 -0.50 1.00 2.00 0.00
9 DIA 395.29 5 Apr '24 4 397.00 0.115 1.20 1,125 396.00 0.118 1.58 1,985 -0.38 1.00 1.61 0.00
10 DIA 395.29 19 Apr '24 18 395.00 0.121 4.50 1,687 394.00 0.124 4.95 16 -0.45 1.00 1.82 0.00
11 DIA 395.29 12 Apr '24 11 397.00 0.115 2.41 557 396.00 0.118 2.85 112 -0.44 1.00 1.79 0.00
12 DIA 395.29 19 Apr '24 18 396.00 0.118 3.90 44 395.00 0.121 4.35 1,687 -0.45 1.00 1.82 0.00
13 DIA 395.29 12 Apr '24 11 395.00 0.121 3.55 33 394.00 0.124 4.00 17 -0.45 1.00 1.82 0.00
14 DIA 395.29 3 May '24 32 397.00 0.125 5.20 0 396.00 0.128 5.60 3 -0.40 1.00 1.67 0.00
15 DIA 395.29 3 May '24 32 394.00 0.132 7.00 6 393.00 0.134 7.45 10 -0.45 1.00 1.82 0.00
16 DIA 395.29 3 May '24 32 395.00 0.130 6.35 20 394.00 0.132 6.80 6 -0.45 1.00 1.82 0.00
17 DIA 395.29 26 Apr '24 25 396.00 0.120 4.75 23 395.00 0.123 5.20 31 -0.45 1.00 1.82 0.00
18 DIA 395.29 3 May '24 32 396.00 0.128 5.75 3 395.00 0.130 6.20 20 -0.45 1.00 1.82 0.00
19 DIA 395.29 26 Apr '24 25 397.00 0.119 4.20 30 396.00 0.120 4.60 23 -0.40 1.00 1.67 0.00
20 DIA 395.29 19 Apr '24 18 397.00 0.117 3.35 15 396.00 0.118 3.75 44 -0.40 1.00 1.67 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.