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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 1, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CIEN 49.19 19 Jul '24 109 55.00 0.247 7.00 0 50.00 0.316 3.60 0 3.40 5.00 1.47 0.07
2 CIEN 49.19 19 Apr '24 18 50.00 0.257 1.65 78 45.00 0.296 0.10 42 1.55 5.00 3.23 0.04
3 CIEN 49.19 17 May '24 46 50.00 0.255 2.25 6 45.00 0.288 0.45 139 1.80 5.00 2.78 0.03
4 CIEN 49.19 19 Jul '24 109 45.00 0.331 1.70 0 40.00 0.360 0.55 0 1.15 5.00 4.35 0.03
5 CIEN 49.19 18 Oct '24 200 40.00 0.367 1.40 0 35.00 0.387 0.55 10 0.85 5.00 5.88 0.02
6 CIEN 49.19 17 Jan '25 291 40.00 0.379 2.10 0 35.00 0.397 1.00 0 1.10 5.00 4.55 0.02
7 CIEN 49.19 18 Oct '24 200 45.00 0.350 2.80 0 40.00 0.367 1.35 0 1.45 5.00 3.45 0.02
8 CIEN 49.19 19 Jul '24 109 50.00 0.316 3.80 0 45.00 0.331 1.55 0 2.25 5.00 2.22 0.01
9 CIEN 49.19 18 Oct '24 200 50.00 0.338 5.00 0 45.00 0.350 2.70 0 2.30 5.00 2.17 0.01
10 CIEN 49.19 17 Jan '25 291 45.00 0.367 3.70 0 40.00 0.379 2.00 0 1.70 5.00 2.94 0.01
11 CIEN 49.19 17 Jan '25 291 50.00 0.360 5.90 0 45.00 0.367 3.50 0 2.40 5.00 2.08 0.01
12 CIEN 49.19 18 Oct '24 200 55.00 0.332 8.00 10 50.00 0.338 4.80 0 3.20 5.00 1.56 0.01
13 CIEN 49.19 16 Jan '26 655 40.00 0.461 4.20 0 35.00 0.464 2.50 0 1.70 5.00 2.94 0.00
14 CIEN 49.19 16 Jan '26 655 55.00 0.469 11.20 0 50.00 0.471 7.80 0 3.40 5.00 1.47 0.00
15 CIEN 49.19 17 Jan '25 291 55.00 0.359 8.90 15 50.00 0.360 5.70 0 3.20 5.00 1.56 0.00
16 CIEN 49.19 16 Jan '26 655 50.00 0.471 8.40 0 45.00 0.471 5.70 0 2.70 5.00 1.85 -0.00
17 CIEN 49.19 16 Jan '26 655 45.00 0.471 6.10 0 40.00 0.461 3.90 0 2.20 5.00 2.27 -0.01
18 CIEN 49.19 19 Apr '24 18 55.00 0.374 6.70 0 50.00 0.257 1.50 78 5.20 5.00 0.96 -0.12
19 CIEN 49.19 17 May '24 46 55.00 0.374 6.10 2 50.00 0.255 2.15 6 3.95 5.00 1.27 -0.12
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.