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 January 31, 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 VZ 59.44 21 Jan '22 721 45.00 0.151 16.20 5 50.00 0.151 10.20 1 6.00 5.00 0.83  0
2 VZ 59.44 21 Jan '22 721 40.00 0.151 22.00 0 45.00 0.151 12.65 5 9.35 5.00 0.53  0
3 VZ 59.44 7 Feb '20 7 59.50 0.170 0.55 418 60.00 0.168 0.31 2,221 0.24 0.50 2.08 -0.00
4 VZ 59.44 7 Feb '20 7 59.00 0.175 0.84 67 59.50 0.170 0.51 418 0.33 0.50 1.52 -0.00
5 VZ 59.44 21 Feb '20 21 57.50 0.186 2.31 52 58.00 0.177 1.85 1,483 0.46 0.50 1.09 -0.01
6 VZ 59.44 7 Feb '20 7 58.50 0.185 1.20 24 59.00 0.175 0.80 67 0.40 0.50 1.25 -0.01
7 VZ 59.44 21 Feb '20 21 57.00 0.197 2.82 6 57.50 0.186 2.27 52 0.55 0.50 0.91 -0.01
8 VZ 59.44 7 Feb '20 7 57.50 0.211 2.09 1 58.00 0.199 1.56 614 0.53 0.50 0.94 -0.01
9 VZ 59.44 7 Feb '20 7 58.00 0.199 1.65 614 58.50 0.185 1.17 24 0.48 0.50 1.04 -0.01
10 VZ 59.44 15 Jan '21 350 35.00 0.259 26.90 0 40.00 0.235 17.20 0 9.70 5.00 0.52 -0.02
11 VZ 59.44 7 Feb '20 7 53.50 0.400 6.05 19 54.00 0.371 5.40 0 0.65 0.50 0.77 -0.03
12 VZ 59.44 21 Jan '22 721 30.00 4.448 31.80 0 35.00 4.417 22.00 0 9.80 5.00 0.51 -0.03
13 VZ 59.44 15 Jan '21 350 30.00 0.300 31.90 0 35.00 0.259 22.10 0 9.80 5.00 0.51 -0.04
14 VZ 59.44 17 Jul '20 168 40.00 0.507 21.80 0 45.00 0.434 12.20 0 9.60 5.00 0.52 -0.07
15 VZ 59.44 15 Jan '21 350 40.00 0.235 22.00 0 45.00 0.151 12.40 0 9.60 5.00 0.52 -0.08
16 VZ 59.44 18 Sep '20 231 45.00 1.794 16.85 1 50.00 1.700 7.65 0 9.20 5.00 0.54 -0.09
17 VZ 59.44 19 Jun '20 140 45.00 1.209 16.95 0 50.00 1.075 7.80 0 9.15 5.00 0.55 -0.13
18 VZ 59.44 17 Jul '20 168 45.00 0.434 16.20 0 50.00 0.201 7.40 0 8.80 5.00 0.57 -0.23
19 VZ 59.44 20 Mar '20 49 45.00 0.599 16.85 0 50.00 0.353 7.15 0 9.70 5.00 0.52 -0.25
20 VZ 59.44 20 Mar '20 49 40.00 0.911 21.80 0 45.00 0.599 12.70 0 9.10 5.00 0.55 -0.31
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.