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 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 NRG 72.77 19 Apr '24 14 65.00 0.445 8.20 22 60.00 0.609 12.80 0 -4.60 5.00 12.50 0.16
2 NRG 72.77 21 Jun '24 77 65.00 0.278 10.10 0 60.00 0.421 12.00 12 -1.90 5.00 1.61 0.14
3 NRG 72.77 19 Apr '24 14 70.00 0.351 3.80 691 65.00 0.445 7.90 22 -4.10 5.00 5.56 0.09
4 NRG 72.77 17 May '24 42 70.00 0.386 5.40 74 65.00 0.432 8.50 3 -3.10 5.00 2.63 0.05
5 NRG 72.77 19 Dec '25 623 75.00 0.225 13.60 0 70.00 0.245 14.70 0 -1.10 5.00 1.28 0.02
6 NRG 72.77 17 May '24 42 65.00 0.432 9.10 3 60.00 0.450 13.10 1 -4.00 5.00 5.00 0.02
7 NRG 72.77 21 Jun '24 77 75.00 0.380 4.20 123 70.00 0.391 6.40 17 -2.20 5.00 1.79 0.01
8 NRG 72.77 19 Jul '24 105 80.00 0.370 3.30 165 75.00 0.377 4.70 23 -1.40 5.00 1.39 0.01
9 NRG 72.77 20 Sep '24 168 75.00 0.361 6.70 7 70.00 0.367 8.70 0 -2.00 5.00 1.67 0.01
10 NRG 72.77 17 Jan '25 287 80.00 0.343 7.20 5 75.00 0.348 8.80 12 -1.60 5.00 1.47 0.00
11 NRG 72.77 20 Sep '24 168 65.00 0.369 12.20 3 60.00 0.372 15.20 12 -3.00 5.00 2.50 0.00
12 NRG 72.77 20 Sep '24 168 70.00 0.367 9.20 0 65.00 0.369 11.70 3 -2.50 5.00 2.00 0.00
13 NRG 72.77 17 May '24 42 75.00 0.385 2.90 215 70.00 0.386 5.10 74 -2.20 5.00 1.79 0.00
14 NRG 72.77 17 Jan '25 287 70.00 0.347 11.60 0 65.00 0.348 13.60 0 -2.00 5.00 1.67 0.00
15 NRG 72.77 17 Jan '25 287 75.00 0.348 9.20 12 70.00 0.347 11.10 0 -1.90 5.00 1.61 -0.00
16 NRG 72.77 19 Jul '24 105 65.00 0.336 11.10 0 60.00 0.335 12.80 0 -1.70 5.00 1.52 -0.00
17 NRG 72.77 17 May '24 42 80.00 0.388 1.50 110 75.00 0.385 2.70 215 -1.20 5.00 1.32 -0.00
18 NRG 72.77 21 Jun '24 77 80.00 0.386 2.65 178 75.00 0.380 4.00 123 -1.35 5.00 1.37 -0.01
19 NRG 72.77 19 Jul '24 105 75.00 0.377 5.10 23 70.00 0.370 7.10 11 -2.00 5.00 1.67 -0.01
20 NRG 72.77 20 Sep '24 168 80.00 0.370 4.90 71 75.00 0.361 6.30 7 -1.40 5.00 1.39 -0.01
21 NRG 72.77 19 Dec '25 623 80.00 0.240 11.60 8 75.00 0.225 12.40 0 -0.80 5.00 1.19 -0.01
22 NRG 72.77 19 Apr '24 14 75.00 0.369 1.25 417 70.00 0.351 3.50 691 -2.25 5.00 1.82 -0.02
23 NRG 72.77 17 Jan '25 287 65.00 0.348 14.70 0 60.00 0.324 15.20 0 -0.50 5.00 1.11 -0.02
24 NRG 72.77 19 Jul '24 105 70.00 0.370 7.50 11 65.00 0.336 9.40 0 -1.90 5.00 1.61 -0.03
25 NRG 72.77 19 Apr '24 14 80.00 0.407 0.50 144 75.00 0.369 1.15 417 -0.65 5.00 1.15 -0.04
26 NRG 72.77 21 Jun '24 77 70.00 0.391 6.80 17 65.00 0.278 8.00 0 -1.20 5.00 1.32 -0.11
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.