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 March 28, 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 VAC 107.73 19 Apr '24 22 100.00 0.290 9.60 6 105.00 0.337 4.80 155 4.80 5.00 1.04 0.05
2 VAC 107.73 17 May '24 50 100.00 0.369 11.70 3 105.00 0.388 7.40 1 4.30 5.00 1.16 0.02
3 VAC 107.73 19 Jul '24 113 115.00 0.316 5.60 45 120.00 0.323 3.20 0 2.40 5.00 2.08 0.01
4 VAC 107.73 17 May '24 50 115.00 0.368 3.40 136 120.00 0.367 1.55 31 1.85 5.00 2.70 -0.00
5 VAC 107.73 19 Jul '24 113 100.00 0.335 14.30 2 105.00 0.334 9.20 0 5.10 5.00 0.98 -0.00
6 VAC 107.73 19 Jul '24 113 105.00 0.334 10.00 0 110.00 0.333 6.90 0 3.10 5.00 1.61 -0.00
7 VAC 107.73 19 Apr '24 22 110.00 0.312 2.45 13 115.00 0.307 0.80 52 1.65 5.00 3.03 -0.01
8 VAC 107.73 17 May '24 50 110.00 0.375 5.30 109 115.00 0.368 2.85 136 2.45 5.00 2.04 -0.01
9 VAC 107.73 20 Dec '24 267 105.00 0.346 16.80 0 110.00 0.339 11.90 0 4.90 5.00 1.02 -0.01
10 VAC 107.73 17 May '24 50 105.00 0.388 7.80 1 110.00 0.375 4.70 109 3.10 5.00 1.61 -0.01
11 VAC 107.73 20 Dec '24 267 100.00 0.360 19.50 0 105.00 0.346 14.00 0 5.50 5.00 0.91 -0.01
12 VAC 107.73 20 Dec '24 267 110.00 0.339 13.70 0 115.00 0.323 8.80 0 4.90 5.00 1.02 -0.02
13 VAC 107.73 19 Jul '24 113 110.00 0.333 7.50 0 115.00 0.316 4.80 45 2.70 5.00 1.85 -0.02
14 VAC 107.73 18 Oct '24 204 100.00 0.364 17.10 0 105.00 0.340 12.00 0 5.10 5.00 0.98 -0.02
15 VAC 107.73 19 Apr '24 22 105.00 0.337 5.30 155 110.00 0.312 2.20 13 3.10 5.00 1.61 -0.02
16 VAC 107.73 18 Oct '24 204 110.00 0.357 12.90 0 115.00 0.319 6.90 0 6.00 5.00 0.83 -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.