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 12, 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 BWXT 94.56 19 Apr '24 7 85.00 0.570 11.00 0 90.00 0.810 3.80 0 7.20 5.00 0.69 0.24
2 BWXT 94.56 19 Apr '24 7 95.00 0.240 1.25 25 100.00 0.266  0 20 1.25 5.00 4.00 0.03
3 BWXT 94.56 16 Aug '24 126 85.00 0.324 13.50 0 90.00 0.342 9.00 1 4.50 5.00 1.11 0.02
4 BWXT 94.56 17 May '24 35 100.00 0.297 1.85 13 105.00 0.295 0.45 0 1.40 5.00 3.57 -0.00
5 BWXT 94.56 15 Nov '24 217 100.00 0.273 6.70 0 105.00 0.271 4.40 0 2.30 5.00 2.17 -0.00
6 BWXT 94.56 15 Nov '24 217 95.00 0.276 9.00 0 100.00 0.273 6.10 0 2.90 5.00 1.72 -0.00
7 BWXT 94.56 20 Dec '24 252 95.00 0.292 11.20 0 100.00 0.283 5.80 0 5.40 5.00 0.93 -0.01
8 BWXT 94.56 17 May '24 35 95.00 0.307 3.80 1 100.00 0.297 1.05 13 2.75 5.00 1.82 -0.01
9 BWXT 94.56 20 Dec '24 252 90.00 0.305 14.20 0 95.00 0.292 8.90 0 5.30 5.00 0.94 -0.01
10 BWXT 94.56 20 Dec '24 252 85.00 0.320 17.60 3 90.00 0.305 11.70 0 5.90 5.00 0.85 -0.01
11 BWXT 94.56 20 Dec '24 252 100.00 0.283 7.80 0 105.00 0.257 4.70 0 3.10 5.00 1.61 -0.03
12 BWXT 94.56 16 Aug '24 126 90.00 0.342 10.70 1 95.00 0.313 6.00 0 4.70 5.00 1.06 -0.03
13 BWXT 94.56 17 May '24 35 85.00 0.401 11.50 0 90.00 0.364 6.30 0 5.20 5.00 0.96 -0.04
14 BWXT 94.56 16 Aug '24 126 95.00 0.313 8.10 0 100.00 0.267 2.55 1 5.55 5.00 0.90 -0.05
15 BWXT 94.56 17 May '24 35 90.00 0.364 7.40 0 95.00 0.307 3.10 1 4.30 5.00 1.16 -0.06
16 BWXT 94.56 19 Apr '24 7 90.00 0.810 7.00 0 95.00 0.240 0.95 25 6.05 5.00 0.83 -0.57
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.