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 July 29, 2019. You must subscribe 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 IWM 156.13 2 Aug '19 4 156.50 0.200 1.51 3,584 157.00 0.199 1.77 712 -0.26 0.50 2.08 -0.00
2 IWM 156.13 30 Aug '19 32 157.00 0.141 3.09 66 157.50 0.140 3.29 0 -0.20 0.50 1.67 -0.00
3 IWM 156.13 2 Aug '19 4 156.00 0.202 1.26 1,772 156.50 0.200 1.49 3,584 -0.23 0.50 1.85 -0.00
4 IWM 156.13 23 Aug '19 25 156.50 0.145 2.57 25 157.00 0.143 2.77 153 -0.20 0.50 1.67 -0.00
5 IWM 156.13 16 Aug '19 18 155.50 0.154 1.83 49 156.00 0.152 2.02 1,015 -0.19 0.50 1.61 -0.00
6 IWM 156.13 16 Aug '19 18 157.00 0.147 2.52 455 157.50 0.145 2.75 170 -0.23 0.50 1.85 -0.00
7 IWM 156.13 16 Aug '19 18 156.50 0.149 2.26 350 157.00 0.147 2.48 455 -0.22 0.50 1.79 -0.00
8 IWM 156.13 6 Sep '19 39 156.50 0.142 3.09 1 157.00 0.140 3.27 80 -0.18 0.50 1.56 -0.00
9 IWM 156.13 9 Aug '19 11 156.50 0.158 1.92 195 157.00 0.156 2.14 174 -0.22 0.50 1.79 -0.00
10 IWM 156.13 6 Sep '19 39 155.50 0.147 2.67 186 156.00 0.145 2.84 632 -0.17 0.50 1.52 -0.00
11 IWM 156.13 6 Sep '19 39 157.00 0.140 3.33 80 157.50 0.138 3.51 0 -0.18 0.50 1.56 -0.00
12 IWM 156.13 23 Aug '19 25 155.50 0.150 2.14 93 156.00 0.147 2.31 131 -0.17 0.50 1.52 -0.00
13 IWM 156.13 2 Aug '19 4 155.50 0.204 1.05 1,113 156.00 0.202 1.24 1,772 -0.19 0.50 1.61 -0.00
14 IWM 156.13 23 Aug '19 25 157.00 0.143 2.81 153 157.50 0.141 3.02 58 -0.21 0.50 1.72 -0.00
15 IWM 156.13 30 Aug '19 32 156.00 0.146 2.64 27 156.50 0.144 2.81 265 -0.17 0.50 1.52 -0.00
16 IWM 156.13 6 Sep '19 39 156.00 0.145 2.87 632 156.50 0.142 3.05 1 -0.18 0.50 1.56 -0.00
17 IWM 156.13 9 Aug '19 11 155.50 0.163 1.48 273 156.00 0.161 1.65 1,656 -0.17 0.50 1.52 -0.00
18 IWM 156.13 9 Aug '19 11 157.00 0.156 2.18 174 157.50 0.154 2.42 201 -0.24 0.50 1.92 -0.00
19 IWM 156.13 30 Aug '19 32 155.50 0.149 2.43 1,026 156.00 0.146 2.59 27 -0.16 0.50 1.47 -0.00
20 IWM 156.13 9 Aug '19 11 156.00 0.161 1.69 1,656 156.50 0.158 1.88 195 -0.19 0.50 1.61 -0.00
21 IWM 156.13 16 Aug '19 18 156.00 0.152 2.04 1,015 156.50 0.149 2.24 350 -0.20 0.50 1.67 -0.00
22 IWM 156.13 30 Aug '19 32 156.50 0.144 2.85 265 157.00 0.141 3.04 66 -0.19 0.50 1.61 -0.00
23 IWM 156.13 23 Aug '19 25 156.00 0.147 2.35 131 156.50 0.145 2.52 25 -0.17 0.50 1.52 -0.00
24 IWM 156.13 2 Aug '19 4 157.00 0.199 1.80 712 157.50 0.196 2.06 568 -0.26 0.50 2.08 -0.00
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.