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 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 SYY 76.96 16 Jan '26 646 85.00 0.086 6.90 0 90.00 0.108 4.50 0 2.40 5.00 2.08 0.02
2 SYY 76.96 20 Jun '25 436 70.00 0.130 12.90 0 75.00 0.150 9.20 0 3.70 5.00 1.35 0.02
3 SYY 76.96 17 May '24 37 85.00 0.205 0.20 31 90.00 0.224  0 5 0.20 5.00 25.00 0.02
4 SYY 76.96 20 Jun '25 436 75.00 0.150 9.60 0 80.00 0.163 6.70 97 2.90 5.00 1.72 0.01
5 SYY 76.96 15 Nov '24 219 80.00 0.193 4.20 0 85.00 0.195 2.05 0 2.15 5.00 2.33 0.00
6 SYY 76.96 20 Jun '25 436 80.00 0.163 7.00 97 85.00 0.164 4.60 14 2.40 5.00 2.08 0.00
7 SYY 76.96 16 Jan '26 646 70.00 0.177 15.00 0 75.00 0.177 10.60 0 4.40 5.00 1.14  0
8 SYY 76.96 16 Jan '26 646 75.00 0.177 11.90 0 80.00 0.177 7.90 0 4.00 5.00 1.25  0
9 SYY 76.96 20 Jun '25 436 85.00 0.164 4.90 14 90.00 0.163 2.95 2 1.95 5.00 2.56 -0.00
10 SYY 76.96 17 Jan '25 282 75.00 0.193 7.80 7 80.00 0.189 4.80 1 3.00 5.00 1.67 -0.00
11 SYY 76.96 17 Jan '25 282 80.00 0.189 5.00 1 85.00 0.186 2.85 3 2.15 5.00 2.33 -0.00
12 SYY 76.96 17 Jan '25 282 85.00 0.186 3.00 3 90.00 0.181 1.50 0 1.50 5.00 3.33 -0.00
13 SYY 76.96 17 Jan '25 282 70.00 0.202 11.10 1 75.00 0.193 7.40 7 3.70 5.00 1.35 -0.01
14 SYY 76.96 16 Aug '24 128 80.00 0.202 2.65 28 85.00 0.189 0.95 3 1.70 5.00 2.94 -0.01
15 SYY 76.96 17 May '24 37 80.00 0.219 1.05 144 85.00 0.205 0.10 31 0.95 5.00 5.26 -0.01
16 SYY 76.96 16 Aug '24 128 85.00 0.189 1.10 3 90.00 0.174 0.25 0 0.85 5.00 5.88 -0.01
17 SYY 76.96 15 Nov '24 219 75.00 0.207 6.90 0 80.00 0.193 3.80 0 3.10 5.00 1.61 -0.01
18 SYY 76.96 15 Nov '24 219 85.00 0.195 2.30 0 90.00 0.178 0.90 0 1.40 5.00 3.57 -0.02
19 SYY 76.96 16 Aug '24 128 75.00 0.221 5.40 0 80.00 0.202 2.55 28 2.85 5.00 1.75 -0.02
20 SYY 76.96 16 Aug '24 128 70.00 0.242 9.00 0 75.00 0.221 5.20 0 3.80 5.00 1.32 -0.02
21 SYY 76.96 17 May '24 37 75.00 0.256 3.70 6 80.00 0.219 0.95 144 2.75 5.00 1.82 -0.04
22 SYY 76.96 19 Apr '24 9 75.00 0.218 2.45 5 80.00 0.176 0.05 103 2.40 5.00 2.08 -0.04
23 SYY 76.96 17 May '24 37 70.00 0.308 8.50 0 75.00 0.256 3.50 6 5.00 5.00 1.00 -0.05
24 SYY 76.96 16 Jan '26 646 80.00 0.177 9.30 0 85.00 0.086 6.10 0 3.20 5.00 1.56 -0.09
25 SYY 76.96 19 Apr '24 9 70.00 0.504 8.90 0 75.00 0.218 2.15 5 6.75 5.00 0.74 -0.29
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.