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 September 20, 2019. You must subscribe 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 VAC 108.23 18 Oct '19 28 100.00 0.372 10.00 0 95.00 0.472 12.50 0 -2.50 5.00 2.00 0.10
2 VAC 108.23 18 Oct '19 28 105.00 0.333 6.20 3 100.00 0.372 9.20 0 -3.00 5.00 2.50 0.04
3 VAC 108.23 17 Jan '20 119 100.00 0.350 13.60 0 95.00 0.376 16.50 0 -2.90 5.00 2.38 0.03
4 VAC 108.23 17 Apr '20 210 115.00 0.294 8.30 0 110.00 0.319 9.50 0 -1.20 5.00 1.32 0.02
5 VAC 108.23 18 Oct '19 28 115.00 0.297 1.60 4 110.00 0.321 2.70 2 -1.10 5.00 1.28 0.02
6 VAC 108.23 20 Dec '19 91 100.00 0.364 12.90 0 95.00 0.384 15.60 0 -2.70 5.00 2.17 0.02
7 VAC 108.23 20 Dec '19 91 105.00 0.346 9.60 3 100.00 0.364 12.00 0 -2.40 5.00 1.92 0.02
8 VAC 108.23 17 Jan '20 119 105.00 0.336 10.40 0 100.00 0.350 12.80 0 -2.40 5.00 1.92 0.01
9 VAC 108.23 17 Jan '20 119 110.00 0.322 7.70 0 105.00 0.336 9.60 0 -1.90 5.00 1.61 0.01
10 VAC 108.23 17 Jan '20 119 115.00 0.308 5.50 0 110.00 0.322 6.80 0 -1.30 5.00 1.35 0.01
11 VAC 108.23 18 Oct '19 28 110.00 0.321 3.40 2 105.00 0.333 5.30 3 -1.90 5.00 1.61 0.01
12 VAC 108.23 20 Dec '19 91 110.00 0.335 7.00 12 105.00 0.346 8.70 3 -1.70 5.00 1.52 0.01
13 VAC 108.23 20 Dec '19 91 115.00 0.331 4.80 0 110.00 0.335 6.10 12 -1.30 5.00 1.35 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.