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 VUG 342.78 17 May '24 42 335.00 0.192 16.30 0 330.00 0.228 17.30 0 -1.00 5.00 1.25 0.04
2 VUG 342.78 19 Apr '24 14 340.00 0.180 7.20 9 335.00 0.212 9.70 0 -2.50 5.00 2.00 0.03
3 VUG 342.78 17 May '24 42 350.00 0.164 6.00 0 345.00 0.195 7.70 0 -1.70 5.00 1.52 0.03
4 VUG 342.78 19 Apr '24 14 335.00 0.212 11.00 0 330.00 0.231 13.80 0 -2.80 5.00 2.27 0.02
5 VUG 342.78 21 Jun '24 77 345.00 0.189 12.40 0 340.00 0.206 14.10 0 -1.70 5.00 1.52 0.02
6 VUG 342.78 21 Jun '24 77 340.00 0.206 15.40 0 335.00 0.221 17.80 0 -2.40 5.00 1.92 0.01
7 VUG 342.78 17 May '24 42 340.00 0.180 11.70 0 335.00 0.192 12.70 0 -1.00 5.00 1.25 0.01
8 VUG 342.78 19 Apr '24 14 350.00 0.160 1.95 30 345.00 0.172 3.40 32 -1.45 5.00 1.41 0.01
9 VUG 342.78 20 Sep '24 168 350.00 0.208 18.00 0 345.00 0.218 19.00 0 -1.00 5.00 1.25 0.01
10 VUG 342.78 19 Apr '24 14 345.00 0.172 4.10 32 340.00 0.180 6.00 9 -1.90 5.00 1.61 0.01
11 VUG 342.78 21 Jun '24 77 335.00 0.221 19.00 0 330.00 0.215 19.70 0 -0.70 5.00 1.16 -0.01
12 VUG 342.78 17 May '24 42 345.00 0.195 8.50 0 340.00 0.180 8.90 0 -0.40 5.00 1.09 -0.01
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.