Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 12, 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 RL 160.29 21 Jun '24 70 170.00 0.333 15.20 1 175.00 0.359 17.90 0 -2.70 5.00 2.17 0.03
2 RL 160.29 19 Apr '24 7 165.00 0.274 5.70 23 170.00 0.298 9.00 8 -3.30 5.00 2.94 0.02
3 RL 160.29 17 Jan '25 280 160.00 0.345 17.30 0 165.00 0.356 19.40 0 -2.10 5.00 1.72 0.01
4 RL 160.29 18 Oct '24 189 170.00 0.333 19.80 0 175.00 0.340 21.30 0 -1.50 5.00 1.43 0.01
5 RL 160.29 19 Apr '24 7 170.00 0.298 10.30 8 175.00 0.298 13.60 7 -3.30 5.00 2.94  0
6 RL 160.29 17 Jan '25 280 170.00 0.354 22.60 0 175.00 0.353 24.80 0 -2.20 5.00 1.79 -0.00
7 RL 160.29 17 Jan '25 280 165.00 0.356 19.90 0 170.00 0.354 22.10 0 -2.20 5.00 1.79 -0.00
8 RL 160.29 17 May '24 35 165.00 0.278 8.40 44 170.00 0.276 11.10 14 -2.70 5.00 2.17 -0.00
9 RL 160.29 18 Oct '24 189 165.00 0.336 17.00 0 170.00 0.333 19.30 0 -2.30 5.00 1.85 -0.00
10 RL 160.29 16 Jan '26 644 155.00 0.465 23.60 0 160.00 0.462 24.10 0 -0.50 5.00 1.11 -0.00
11 RL 160.29 21 Jun '24 70 160.00 0.347 9.60 1 165.00 0.344 11.70 104 -2.10 5.00 1.72 -0.00
12 RL 160.29 17 May '24 35 160.00 0.282 5.70 31 165.00 0.278 8.00 44 -2.30 5.00 1.85 -0.00
13 RL 160.29 18 Oct '24 189 155.00 0.346 12.30 0 160.00 0.341 14.10 0 -1.80 5.00 1.56 -0.00
14 RL 160.29 19 Jul '24 98 160.00 0.330 10.70 2 165.00 0.325 12.90 3 -2.20 5.00 1.79 -0.01
15 RL 160.29 18 Oct '24 189 160.00 0.341 14.50 0 165.00 0.336 16.50 0 -2.00 5.00 1.67 -0.01
16 RL 160.29 19 Jul '24 98 165.00 0.325 13.20 3 170.00 0.318 15.60 0 -2.40 5.00 1.92 -0.01
17 RL 160.29 21 Jun '24 70 155.00 0.354 7.40 10 160.00 0.347 9.20 1 -1.80 5.00 1.56 -0.01
18 RL 160.29 19 Jul '24 98 155.00 0.338 8.50 0 160.00 0.330 10.20 2 -1.70 5.00 1.52 -0.01
19 RL 160.29 19 Jul '24 98 170.00 0.318 16.30 0 175.00 0.310 18.00 1 -1.70 5.00 1.52 -0.01
20 RL 160.29 17 Jan '25 280 155.00 0.355 15.00 0 160.00 0.345 15.60 0 -0.60 5.00 1.14 -0.01
21 RL 160.29 21 Jun '24 70 165.00 0.344 12.20 104 170.00 0.333 14.80 1 -2.60 5.00 2.08 -0.01
22 RL 160.29 19 Apr '24 7 160.00 0.288 2.50 127 165.00 0.274 5.30 23 -2.80 5.00 2.27 -0.01
23 RL 160.29 17 May '24 35 155.00 0.299 3.70 6 160.00 0.282 5.30 31 -1.60 5.00 1.47 -0.02
24 RL 160.29 19 Apr '24 7 155.00 0.308 0.85 12 160.00 0.288 2.30 127 -1.45 5.00 1.41 -0.02
25 RL 160.29 17 May '24 35 170.00 0.276 11.90 14 175.00 0.253 15.20 0 -3.30 5.00 2.94 -0.02
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.