Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 10, 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 SILJ 11.26 19 Apr '24 9 11.00 0.387 0.50 24 12.00 0.435 0.05 42 0.45 1.00 2.22 0.05
2 SILJ 11.26 17 May '24 37 11.00 0.466 0.85 751 12.00 0.501 0.35 1,157 0.50 1.00 2.00 0.04
3 SILJ 11.26 17 May '24 37 12.00 0.501 0.45 1,157 13.00 0.535 0.15 158 0.30 1.00 3.33 0.03
4 SILJ 11.26 16 Aug '24 128 13.00 0.483 0.75 6 14.00 0.507 0.45 2 0.30 1.00 3.33 0.02
5 SILJ 11.26 16 Jan '26 646 12.00 0.383 2.90 40 13.00 0.406 2.30 20 0.60 1.00 1.67 0.02
6 SILJ 11.26 16 Jan '26 646 10.00 0.348 3.80 3 11.00 0.366 3.00 11 0.80 1.00 1.25 0.02
7 SILJ 11.26 16 Jan '26 646 11.00 0.366 3.20 11 12.00 0.383 2.70 40 0.50 1.00 2.00 0.02
8 SILJ 11.26 17 Jan '25 282 11.00 0.454 2.15 146 12.00 0.469 1.60 58 0.55 1.00 1.82 0.01
9 SILJ 11.26 15 Nov '24 219 12.00 0.472 1.50 17 13.00 0.481 1.05 0 0.45 1.00 2.22 0.01
10 SILJ 11.26 15 Nov '24 219 11.00 0.465 1.90 5 12.00 0.472 1.35 17 0.55 1.00 1.82 0.01
11 SILJ 11.26 16 Aug '24 128 10.00 0.478 2.05 24 11.00 0.485 1.35 121 0.70 1.00 1.43 0.01
12 SILJ 11.26 17 Jan '25 282 13.00 0.458 1.40 120 14.00 0.465 1.00 11 0.40 1.00 2.50 0.01
13 SILJ 11.26 16 Aug '24 128 12.00 0.478 1.05 163 13.00 0.483 0.65 6 0.40 1.00 2.50 0.00
14 SILJ 11.26 16 Jan '26 646 13.00 0.406 2.55 20 14.00 0.410 2.00 0 0.55 1.00 1.82 0.00
15 SILJ 11.26 15 Nov '24 219 13.00 0.481 1.20 0 14.00 0.483 0.80 17 0.40 1.00 2.50 0.00
16 SILJ 11.26 17 Jan '25 282 10.00 0.458 2.65 119 11.00 0.454 2.00 146 0.65 1.00 1.54 -0.00
17 SILJ 11.26 16 Aug '24 128 11.00 0.485 1.45 121 12.00 0.478 0.95 163 0.50 1.00 2.00 -0.01
18 SILJ 11.26 17 Jan '25 282 12.00 0.469 1.75 58 13.00 0.458 1.25 120 0.50 1.00 2.00 -0.01
19 SILJ 11.26 15 Nov '24 219 10.00 0.486 2.45 6 11.00 0.465 1.80 5 0.65 1.00 1.54 -0.02
20 SILJ 11.26 17 May '24 37 10.00 0.488 1.50 41 11.00 0.466 0.75 751 0.75 1.00 1.33 -0.02
21 SILJ 11.26 19 Apr '24 9 10.00 0.566 1.35 144 11.00 0.387 0.40 24 0.95 1.00 1.05 -0.18
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.