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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 3, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CIEN 48.62 19 Apr '24 16 50.00 0.268 2.00 0 55.00 0.503 4.20 0 -2.20 5.00 1.79 0.24
2 CIEN 48.62 17 May '24 44 55.00 0.268 6.70 0 60.00 0.455 9.20 16 -2.50 5.00 2.00 0.19
3 CIEN 48.62 18 Oct '24 198 45.00 0.357 3.10 0 50.00 0.405 5.10 0 -2.00 5.00 1.67 0.05
4 CIEN 48.62 16 Jan '26 653 50.00 0.472 9.50 1 55.00 0.509 10.80 0 -1.30 5.00 1.35 0.04
5 CIEN 48.62 16 Jan '26 653 40.00 0.441 4.80 0 45.00 0.464 5.90 1 -1.10 5.00 1.28 0.02
6 CIEN 48.62 16 Jan '26 653 55.00 0.509 12.30 0 60.00 0.518 14.10 0 -1.80 5.00 1.56 0.01
7 CIEN 48.62 16 Jan '26 653 45.00 0.464 6.40 1 50.00 0.472 8.20 1 -1.80 5.00 1.56 0.01
8 CIEN 48.62 17 Jan '25 289 55.00 0.368 9.30 0 60.00 0.373 11.00 0 -1.70 5.00 1.52 0.01
9 CIEN 48.62 17 May '24 44 50.00 0.264 2.60 59 55.00 0.268 6.40 0 -3.80 5.00 4.17 0.00
10 CIEN 48.62 17 Jan '25 289 50.00 0.364 6.20 0 55.00 0.368 9.00 0 -2.80 5.00 2.27 0.00
11 CIEN 48.62 17 Jan '25 289 45.00 0.369 3.90 0 50.00 0.364 6.00 0 -2.10 5.00 1.72 -0.01
12 CIEN 48.62 19 Jul '24 107 55.00 0.310 7.50 16 60.00 0.303 11.40 0 -3.90 5.00 4.55 -0.01
13 CIEN 48.62 19 Jul '24 107 50.00 0.320 4.10 0 55.00 0.310 7.20 16 -3.10 5.00 2.63 -0.01
14 CIEN 48.62 19 Jul '24 107 45.00 0.335 1.85 0 50.00 0.320 3.90 0 -2.05 5.00 1.69 -0.02
15 CIEN 48.62 17 Jan '25 289 40.00 0.385 2.30 0 45.00 0.369 3.70 0 -1.40 5.00 1.39 -0.02
16 CIEN 48.62 18 Oct '24 198 40.00 0.373 1.60 0 45.00 0.357 2.90 0 -1.30 5.00 1.35 -0.02
17 CIEN 48.62 18 Oct '24 198 55.00 0.340 8.60 0 60.00 0.321 11.60 31 -3.00 5.00 2.50 -0.02
18 CIEN 48.62 17 May '24 44 45.00 0.287 0.60 1 50.00 0.264 2.50 59 -1.90 5.00 1.61 -0.02
19 CIEN 48.62 19 Jul '24 107 40.00 0.359 0.70 0 45.00 0.335 1.75 0 -1.05 5.00 1.27 -0.02
20 CIEN 48.62 17 May '24 44 40.00 0.319 0.15 0 45.00 0.287 0.55 1 -0.40 5.00 1.09 -0.03
21 CIEN 48.62 19 Apr '24 16 45.00 0.311 0.20 1 50.00 0.268 1.85 0 -1.65 5.00 1.49 -0.04
22 CIEN 48.62 18 Oct '24 198 50.00 0.405 7.10 0 55.00 0.340 8.10 0 -1.00 5.00 1.25 -0.06
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.