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 3, 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 ICE 137.39 19 Apr '24 16 135.00 0.212 3.90 15 130.00 0.371 7.40 0 -3.50 5.00 3.33 0.16
2 ICE 137.39 17 May '24 44 140.00 0.203 3.00 87 135.00 0.276 5.40 0 -2.40 5.00 1.92 0.07
3 ICE 137.39 21 Jun '24 79 140.00 0.197 4.30 4 135.00 0.251 6.70 0 -2.40 5.00 1.92 0.05
4 ICE 137.39 21 Jun '24 79 130.00 0.227 12.40 0 125.00 0.280 14.20 0 -1.80 5.00 1.56 0.05
5 ICE 137.39 17 May '24 44 135.00 0.276 7.70 0 130.00 0.314 9.20 0 -1.50 5.00 1.43 0.04
6 ICE 137.39 20 Sep '24 170 140.00 0.182 7.40 0 135.00 0.218 9.80 0 -2.40 5.00 1.92 0.04
7 ICE 137.39 19 Apr '24 16 140.00 0.179 1.10 169 135.00 0.212 3.60 15 -2.50 5.00 2.00 0.03
8 ICE 137.39 20 Dec '24 261 140.00 0.204 11.80 0 135.00 0.227 12.30 0 -0.50 5.00 1.11 0.02
9 ICE 137.39 17 Jan '25 289 130.00 0.208 19.00 0 125.00 0.227 20.10 0 -1.10 5.00 1.28 0.02
10 ICE 137.39 17 Jan '25 289 145.00 0.197 8.50 0 140.00 0.215 10.50 0 -2.00 5.00 1.67 0.02
11 ICE 137.39 20 Dec '24 261 135.00 0.227 14.80 0 130.00 0.243 15.50 0 -0.70 5.00 1.16 0.02
12 ICE 137.39 15 Nov '24 226 140.00 0.206 9.20 0 135.00 0.222 11.50 0 -2.30 5.00 1.85 0.02
13 ICE 137.39 15 Nov '24 226 135.00 0.222 12.80 0 130.00 0.235 14.80 0 -2.00 5.00 1.67 0.01
14 ICE 137.39 18 Oct '24 198 135.00 0.211 11.10 0 130.00 0.221 13.80 1 -2.70 5.00 2.17 0.01
15 ICE 137.39 20 Sep '24 170 130.00 0.224 14.10 0 125.00 0.231 16.80 0 -2.70 5.00 2.17 0.01
16 ICE 137.39 17 May '24 44 145.00 0.196 1.30 32 140.00 0.203 2.70 87 -1.40 5.00 1.39 0.01
17 ICE 137.39 20 Sep '24 170 135.00 0.218 10.50 0 130.00 0.224 13.10 0 -2.60 5.00 2.08 0.01
18 ICE 137.39 15 Nov '24 226 145.00 0.201 6.90 0 140.00 0.206 8.70 0 -1.80 5.00 1.56 0.01
19 ICE 137.39 20 Dec '24 261 145.00 0.199 7.70 0 140.00 0.204 9.60 0 -1.90 5.00 1.61 0.01
20 ICE 137.39 18 Oct '24 198 140.00 0.207 9.40 0 135.00 0.211 10.50 0 -1.10 5.00 1.28 0.00
21 ICE 137.39 21 Jun '24 79 145.00 0.194 2.30 0 140.00 0.197 3.90 4 -1.60 5.00 1.47 0.00
22 ICE 137.39 19 Apr '24 16 145.00 0.177 0.20 3 140.00 0.179 0.95 169 -0.75 5.00 1.18 0.00
23 ICE 137.39 17 Jan '25 289 140.00 0.215 12.20 0 135.00 0.215 13.30 27 -1.10 5.00 1.28 0.00
24 ICE 137.39 20 Jun '25 443 130.00 0.186 22.40 0 125.00 0.186 23.40 0 -1.00 5.00 1.25 0.00
25 ICE 137.39 16 Jan '26 653 130.00 0.161 27.50 0 125.00 0.161 27.70 0 -0.20 5.00 1.04  0
26 ICE 137.39 17 Jan '25 289 135.00 0.215 15.40 27 130.00 0.208 16.50 0 -1.10 5.00 1.28 -0.01
27 ICE 137.39 15 Nov '24 226 130.00 0.235 16.30 0 125.00 0.222 18.30 0 -2.00 5.00 1.67 -0.01
28 ICE 137.39 20 Sep '24 170 145.00 0.196 5.10 0 140.00 0.182 5.30 0 -0.20 5.00 1.04 -0.01
29 ICE 137.39 20 Dec '24 261 130.00 0.243 18.00 0 125.00 0.220 19.00 0 -1.00 5.00 1.25 -0.02
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.