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 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 SJM 109.61 19 Apr '24 7 105.00 0.253 5.30 1 100.00 0.510 8.00 0 -2.70 5.00 2.17 0.26
2 SJM 109.61 19 Apr '24 7 100.00 0.510 11.90 0 95.00 0.630 13.00 0 -1.10 5.00 1.28 0.12
3 SJM 109.61 19 Jul '24 98 100.00 0.237 12.60 0 95.00 0.286 15.80 0 -3.20 5.00 2.78 0.05
4 SJM 109.61 18 Oct '24 189 110.00 0.225 8.70 106 105.00 0.256 11.10 126 -2.40 5.00 1.92 0.03
5 SJM 109.61 17 Jan '25 280 115.00 0.234 8.50 45 110.00 0.257 10.30 0 -1.80 5.00 1.56 0.02
6 SJM 109.61 19 Jul '24 98 115.00 0.255 3.90 30 110.00 0.266 5.80 7 -1.90 5.00 1.61 0.01
7 SJM 109.61 17 May '24 35 115.00 0.241 1.45 41 110.00 0.248 3.00 121 -1.55 5.00 1.45 0.01
8 SJM 109.61 18 Oct '24 189 105.00 0.256 11.50 126 100.00 0.261 14.30 7 -2.80 5.00 2.27 0.00
9 SJM 109.61 19 Jul '24 98 110.00 0.266 6.10 7 105.00 0.270 8.60 1 -2.50 5.00 2.00 0.00
10 SJM 109.61 16 Jan '26 644 105.00 0.204 18.60 0 100.00 0.204 20.40 0 -1.80 5.00 1.56  0
11 SJM 109.61 16 Jan '26 644 100.00 0.204 21.30 0 95.00 0.204 23.20 0 -1.90 5.00 1.61  0
12 SJM 109.61 17 Jan '25 280 110.00 0.257 12.20 0 105.00 0.237 13.00 9 -0.80 5.00 1.19 -0.02
13 SJM 109.61 19 Apr '24 7 110.00 0.274 1.55 34 105.00 0.253 3.20 1 -1.65 5.00 1.49 -0.02
14 SJM 109.61 17 Jan '25 280 100.00 0.215 16.50 1 95.00 0.194 17.80 0 -1.30 5.00 1.35 -0.02
15 SJM 109.61 17 Jan '25 280 105.00 0.237 13.40 9 100.00 0.215 14.90 1 -1.50 5.00 1.43 -0.02
16 SJM 109.61 18 Oct '24 189 115.00 0.250 6.40 25 110.00 0.225 6.60 106 -0.20 5.00 1.04 -0.02
17 SJM 109.61 19 Jul '24 98 105.00 0.270 9.00 1 100.00 0.237 10.60 0 -1.60 5.00 1.47 -0.03
18 SJM 109.61 19 Apr '24 7 115.00 0.330 0.40 33 110.00 0.274 1.40 34 -1.00 5.00 1.25 -0.06
19 SJM 109.61 17 May '24 35 110.00 0.248 3.30 121 105.00 0.179 4.20 2 -0.90 5.00 1.22 -0.07
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.