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 February 6, 2020. You must subscribe 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 LSCC 18.73 21 Feb '20 15 20.00 0.910 0.90 143 22.50 0.942 0.30 99 0.60 2.50 4.17 0.03
2 LSCC 18.73 21 Feb '20 15 15.00 0.914 4.10 2 17.50 0.923 2.00 27 2.10 2.50 1.19 0.01
3 LSCC 18.73 21 Jan '22 715 22.50 0.498 4.50 0 25.00 0.503 3.40 0 1.10 2.50 2.27 0.00
4 LSCC 18.73 15 Jan '21 344 15.00 0.572 6.10 0 17.50 0.570 4.50 3 1.60 2.50 1.56 -0.00
5 LSCC 18.73 19 Jun '20 134 17.50 0.603 3.40 6 20.00 0.599 2.05 27 1.35 2.50 1.85 -0.00
6 LSCC 18.73 20 Mar '20 43 22.50 0.676 0.60 69 25.00 0.672 0.15 20 0.45 2.50 5.56 -0.00
7 LSCC 18.73 17 Apr '20 71 20.00 0.602 1.55 0 22.50 0.597 0.65 3 0.90 2.50 2.78 -0.01
8 LSCC 18.73 21 Jan '22 715 15.00 0.526 7.60 0 17.50 0.520 6.00 2 1.60 2.50 1.56 -0.01
9 LSCC 18.73 20 Mar '20 43 17.50 0.694 2.50 5 20.00 0.686 1.10 88 1.40 2.50 1.79 -0.01
10 LSCC 18.73 16 Oct '20 253 22.50 0.545 2.25 0 25.00 0.537 1.45 2 0.80 2.50 3.13 -0.01
11 LSCC 18.73 21 Jan '22 715 20.00 0.506 5.30 1 22.50 0.498 4.10 0 1.20 2.50 2.08 -0.01
12 LSCC 18.73 19 Jun '20 134 22.50 0.573 1.45 0 25.00 0.565 0.75 3 0.70 2.50 3.57 -0.01
13 LSCC 18.73 17 Apr '20 71 22.50 0.597 0.90 3 25.00 0.589 0.30 0 0.60 2.50 4.17 -0.01
14 LSCC 18.73 20 Mar '20 43 20.00 0.686 1.30 88 22.50 0.676 0.50 69 0.80 2.50 3.13 -0.01
15 LSCC 18.73 16 Oct '20 253 20.00 0.557 3.10 0 22.50 0.545 2.05 0 1.05 2.50 2.38 -0.01
16 LSCC 18.73 16 Oct '20 253 17.50 0.569 4.20 0 20.00 0.557 2.90 0 1.30 2.50 1.92 -0.01
17 LSCC 18.73 21 Feb '20 15 17.50 0.923 2.10 27 20.00 0.910 0.85 143 1.25 2.50 2.00 -0.01
18 LSCC 18.73 15 Jan '21 344 22.50 0.538 2.80 5 25.00 0.525 1.90 11 0.90 2.50 2.78 -0.01
19 LSCC 18.73 21 Jan '22 715 17.50 0.520 6.40 2 20.00 0.506 5.00 1 1.40 2.50 1.79 -0.01
20 LSCC 18.73 15 Jan '21 344 17.50 0.570 4.80 3 20.00 0.555 3.40 2 1.40 2.50 1.79 -0.02
21 LSCC 18.73 15 Jan '21 344 20.00 0.555 3.70 2 22.50 0.538 2.50 5 1.20 2.50 2.08 -0.02
22 LSCC 18.73 19 Jun '20 134 20.00 0.599 2.25 27 22.50 0.573 1.25 0 1.00 2.50 2.50 -0.03
23 LSCC 18.73 18 Sep '20 225 22.50 0.554 2.10 0 25.00 0.528 1.15 0 0.95 2.50 2.63 -0.03
24 LSCC 18.73 17 Apr '20 71 17.50 0.629 2.75 0 20.00 0.602 1.40 0 1.35 2.50 1.85 -0.03
25 LSCC 18.73 16 Oct '20 253 15.00 0.596 5.70 0 17.50 0.569 4.00 0 1.70 2.50 1.47 -0.03
26 LSCC 18.73 17 Apr '20 71 15.00 0.658 4.50 0 17.50 0.629 2.60 0 1.90 2.50 1.32 -0.03
27 LSCC 18.73 20 Mar '20 43 15.00 0.724 4.30 1 17.50 0.694 2.30 5 2.00 2.50 1.25 -0.03
28 LSCC 18.73 21 Feb '20 15 22.50 0.942 0.40 99 25.00 0.910 0.05 4 0.35 2.50 7.14 -0.03
29 LSCC 18.73 19 Jun '20 134 15.00 0.646 5.00 6 17.50 0.603 3.20 6 1.80 2.50 1.39 -0.04
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.