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 VTI 257.70 19 Apr '24 16 260.00 0.098 3.60 9 265.00 0.119 5.90 0 -2.30 5.00 1.85 0.02
2 VTI 257.70 16 Jan '26 653 265.00 0.269 20.30 0 270.00 0.279 21.30 0 -1.00 5.00 1.25 0.01
3 VTI 257.70 16 Jan '26 653 260.00 0.267 18.30 0 265.00 0.269 19.30 0 -1.00 5.00 1.25 0.00
4 VTI 257.70 16 Jan '26 653 255.00 0.266 16.50 0 260.00 0.267 17.50 0 -1.00 5.00 1.25 0.00
5 VTI 257.70 16 Jan '26 653 250.00 0.267 14.90 0 255.00 0.266 15.80 0 -0.90 5.00 1.22 -0.00
6 VTI 257.70 17 Jan '25 289 260.00 0.162 12.00 1 265.00 0.160 13.60 0 -1.60 5.00 1.47 -0.00
7 VTI 257.70 20 Sep '24 170 260.00 0.130 10.70 0 265.00 0.127 10.90 3 -0.20 5.00 1.04 -0.00
8 VTI 257.70 17 Jan '25 289 255.00 0.167 10.20 0 260.00 0.162 11.50 1 -1.30 5.00 1.35 -0.00
9 VTI 257.70 17 Jan '25 289 250.00 0.171 8.70 0 255.00 0.167 9.80 0 -1.10 5.00 1.28 -0.00
10 VTI 257.70 20 Sep '24 170 255.00 0.137 7.10 0 260.00 0.130 8.60 0 -1.50 5.00 1.43 -0.01
11 VTI 257.70 20 Sep '24 170 250.00 0.144 5.70 0 255.00 0.137 6.80 0 -1.10 5.00 1.28 -0.01
12 VTI 257.70 21 Jun '24 79 250.00 0.129 3.10 2 255.00 0.120 4.00 6 -0.90 5.00 1.22 -0.01
13 VTI 257.70 21 Jun '24 79 255.00 0.120 4.40 6 260.00 0.109 5.90 0 -1.50 5.00 1.43 -0.01
14 VTI 257.70 21 Jun '24 79 260.00 0.109 6.30 0 265.00 0.096 8.60 3 -2.30 5.00 1.85 -0.01
15 VTI 257.70 17 May '24 44 250.00 0.132 1.80 5 255.00 0.119 2.85 42 -1.05 5.00 1.27 -0.01
16 VTI 257.70 17 May '24 44 255.00 0.119 3.00 42 260.00 0.105 4.70 3 -1.70 5.00 1.52 -0.01
17 VTI 257.70 20 Sep '24 170 265.00 0.127 11.70 3 270.00 0.112 12.60 0 -0.90 5.00 1.22 -0.02
18 VTI 257.70 19 Apr '24 16 255.00 0.118 1.45 15 260.00 0.098 3.30 9 -1.85 5.00 1.59 -0.02
19 VTI 257.70 19 Apr '24 16 250.00 0.140 0.60 22 255.00 0.118 1.35 15 -0.75 5.00 1.18 -0.02
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.