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 LITE 43.45 20 Dec '24 252 40.00 0.532 9.90 0 37.50 0.701 10.80 0 -0.90 2.50 1.56 0.17
2 LITE 43.45 21 Jun '24 70 40.00 0.520 6.60 0 37.50 0.659 7.70 0 -1.10 2.50 1.79 0.14
3 LITE 43.45 20 Sep '24 161 42.50 0.526 6.80 0 40.00 0.618 7.80 0 -1.00 2.50 1.67 0.09
4 LITE 43.45 20 Sep '24 161 47.50 0.513 4.60 0 45.00 0.563 5.30 0 -0.70 2.50 1.39 0.05
5 LITE 43.45 19 Jul '24 98 40.00 0.533 6.70 0 37.50 0.571 8.10 0 -1.40 2.50 2.27 0.04
6 LITE 43.45 20 Dec '24 252 47.50 0.521 6.60 0 45.00 0.555 7.10 0 -0.50 2.50 1.25 0.03
7 LITE 43.45 16 Jan '26 644 45.00 0.417 12.60 0 42.50 0.442 13.00 0 -0.40 2.50 1.19 0.03
8 LITE 43.45 16 Jan '26 644 40.00 0.432 14.90 0 37.50 0.452 15.20 0 -0.30 2.50 1.14 0.02
9 LITE 43.45 17 Jan '25 280 47.50 0.508 6.80 0 45.00 0.526 7.50 0 -0.70 2.50 1.39 0.02
10 LITE 43.45 19 Jul '24 98 42.50 0.517 5.30 3 40.00 0.533 6.50 0 -1.20 2.50 1.92 0.02
11 LITE 43.45 19 Apr '24 7 45.00 0.465 0.60 5 42.50 0.479 1.60 0 -1.00 2.50 1.67 0.01
12 LITE 43.45 21 Jun '24 70 45.00 0.544 3.60 11 42.50 0.556 4.50 25 -0.90 2.50 1.56 0.01
13 LITE 43.45 17 May '24 35 47.50 0.615 1.85 1 45.00 0.625 2.60 45 -0.75 2.50 1.43 0.01
14 LITE 43.45 21 Jun '24 70 47.50 0.536 2.65 2 45.00 0.544 3.30 11 -0.65 2.50 1.35 0.01
15 LITE 43.45 19 Jul '24 98 47.50 0.504 3.10 0 45.00 0.512 3.90 9 -0.80 2.50 1.47 0.01
16 LITE 43.45 17 Jan '25 280 42.50 0.520 9.00 0 40.00 0.526 9.90 5 -0.90 2.50 1.56 0.01
17 LITE 43.45 19 Jul '24 98 45.00 0.512 4.10 9 42.50 0.517 5.00 3 -0.90 2.50 1.56 0.01
18 LITE 43.45 20 Dec '24 252 42.50 0.530 8.70 0 40.00 0.532 9.40 0 -0.70 2.50 1.39 0.00
19 LITE 43.45 17 Jan '25 280 45.00 0.526 8.20 0 42.50 0.520 8.60 0 -0.40 2.50 1.19 -0.01
20 LITE 43.45 21 Jun '24 70 42.50 0.556 4.80 25 40.00 0.520 5.00 0 -0.20 2.50 1.09 -0.04
21 LITE 43.45 19 Apr '24 7 47.50 0.503 0.20 0 45.00 0.465 0.45 5 -0.25 2.50 1.11 -0.04
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.