Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Long Call
LEG VOLUME
MONTHS
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from March 25, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 AXP 226.03 230.00 5 Apr '24 0.190 1.47 50 21 Jun '24 0.267 10.25 79 -0.00 0.08 -8.78
2 AXP 226.03 230.00 12 Apr '24 0.199 2.50 142 21 Jun '24 0.267 10.25 79 -0.00 0.07 -7.75
3 AXP 226.03 230.00 20 Sep '24 0.264 16.50 3 15 Nov '24 0.270 19.65 11 -0.00 0.01 -3.15
4 AXP 226.03 230.00 17 May '24 0.267 7.60 38 19 Jul '24 0.269 12.30 36 -0.00 0.00 -4.70
5 AXP 226.03 230.00 19 Apr '24 0.270 4.70 18 21 Jun '24 0.267 10.25 79 -0.00 -0.00 -5.55
6 AXP 226.03 230.00 26 Apr '24 0.270 5.55 8 21 Jun '24 0.267 10.25 79 -0.00 -0.00 -4.70
7 AXP 226.03 230.00 3 May '24 0.273 6.45 1 19 Jul '24 0.269 12.30 36 -0.00 -0.00 -5.85
8 AXP 226.03 230.00 19 Jul '24 0.269 12.50 36 20 Sep '24 0.264 16.05 3 -0.00 -0.00 -3.55
9 AXP 226.03 230.00 18 Oct '24 0.266 18.15 0 20 Dec '24 0.259 20.80 0 -0.00 -0.01 -2.65
10 AXP 226.03 230.00 17 Jan '25 0.255 22.85 4 21 Mar '25 0.244 25.35 0 -0.00 -0.01 -2.50
11 AXP 226.03 230.00 15 Nov '24 0.270 20.05 11 17 Jan '25 0.255 20.75 4 -0.00 -0.02 -0.70
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.