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 Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 AMR 311.23 19 Apr '24 14 310.00 0.518 14.00 23 320.00 0.524 8.50 2 5.50 10.00 1.82 0.01
2 AMR 311.23 19 Apr '24 14 320.00 0.524 9.50 2 330.00 0.528 5.30 5 4.20 10.00 2.38 0.00
3 AMR 311.23 17 May '24 42 330.00 0.569 16.90 2 340.00 0.569 12.50 3 4.40 10.00 2.27 0.00
4 AMR 311.23 17 Jan '25 287 310.00 0.543 65.90 0 320.00 0.541 58.30 0 7.60 10.00 1.32 -0.00
5 AMR 311.23 21 Jun '24 77 330.00 0.550 24.40 0 340.00 0.549 20.00 0 4.40 10.00 2.27 -0.00
6 AMR 311.23 17 May '24 42 310.00 0.577 25.40 0 320.00 0.574 20.00 3 5.40 10.00 1.85 -0.00
7 AMR 311.23 16 Aug '24 133 330.00 0.557 35.50 0 340.00 0.554 30.60 0 4.90 10.00 2.04 -0.00
8 AMR 311.23 16 Aug '24 133 320.00 0.561 39.60 0 330.00 0.557 34.40 0 5.20 10.00 1.92 -0.00
9 AMR 311.23 21 Jun '24 77 310.00 0.558 33.10 0 320.00 0.555 27.70 1 5.40 10.00 1.85 -0.00
10 AMR 311.23 17 Jan '25 287 300.00 0.547 70.40 0 310.00 0.543 61.90 0 8.50 10.00 1.18 -0.00
11 AMR 311.23 16 Aug '24 133 310.00 0.565 44.20 0 320.00 0.561 38.60 0 5.60 10.00 1.79 -0.00
12 AMR 311.23 21 Jun '24 77 320.00 0.555 28.50 1 330.00 0.550 23.60 0 4.90 10.00 2.04 -0.00
13 AMR 311.23 17 May '24 42 320.00 0.574 20.90 3 330.00 0.569 16.00 2 4.90 10.00 2.04 -0.01
14 AMR 311.23 17 Jan '25 287 320.00 0.541 61.10 0 330.00 0.534 52.90 0 8.20 10.00 1.22 -0.01
15 AMR 311.23 16 Aug '24 133 300.00 0.573 50.30 0 310.00 0.565 43.10 0 7.20 10.00 1.39 -0.01
16 AMR 311.23 21 Jun '24 77 300.00 0.567 39.30 0 310.00 0.558 32.20 0 7.10 10.00 1.41 -0.01
17 AMR 311.23 17 May '24 42 300.00 0.589 30.90 0 310.00 0.577 24.50 0 6.40 10.00 1.56 -0.01
18 AMR 311.23 19 Apr '24 14 330.00 0.528 6.10 5 340.00 0.510 3.00 15 3.10 10.00 3.23 -0.02
19 AMR 311.23 19 Apr '24 14 300.00 0.543 19.90 3 310.00 0.518 13.10 23 6.80 10.00 1.47 -0.02
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.