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 Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from April 12, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 IVV 513.36 6.3M 21 Jun '24 70 235.00 C 278.00 0 -0.07 0.944 -0.15%
2 IVV 513.36 6.3M 21 Jun '24 70 290.00 C 223.50 0 0.03 0.737 0.05%
3 IVV 513.36 6.3M 21 Jun '24 70 300.00 C 213.50 0 0.03 0.698 0.05%
4 IVV 513.36 6.3M 21 Jun '24 70 310.00 C 204.00 0 0.12 0.685 0.21%
5 IVV 513.36 6.3M 21 Jun '24 70 315.00 C 199.00 0 0.12 0.669 0.20%
6 IVV 513.36 6.3M 21 Jun '24 70 320.00 C 194.00 0 0.12 0.644 0.20%
7 IVV 513.36 6.3M 21 Jun '24 70 325.00 C 189.00 0 0.12 0.634 0.20%
8 IVV 513.36 6.3M 21 Jun '24 70 330.00 C 184.00 0 0.12 0.618 0.19%
9 IVV 513.36 6.3M 21 Jun '24 70 335.00 C 179.00 0 0.12 0.600 0.19%
10 IVV 513.36 6.3M 21 Jun '24 70 345.00 C 169.50 0 0.22 0.584 0.33%
11 IVV 513.36 6.3M 19 Apr '24 7 455.00 C 56.60 83 -0.34 0.584 -0.39%
12 IVV 513.36 6.3M 21 Jun '24 70 340.00 C 174.00 0 0.12 0.580 0.19%
13 IVV 513.36 6.3M 21 Jun '24 70 350.00 C 164.50 0 0.22 0.564 0.33%
14 IVV 513.36 6.3M 19 Apr '24 7 465.00 C 46.60 0 -0.34 0.535 -0.38%
15 IVV 513.36 6.3M 21 Jun '24 70 360.00 C 154.50 0 0.22 0.535 0.32%
16 IVV 513.36 6.3M 21 Jun '24 70 370.00 C 144.50 0 0.22 0.500 0.31%
17 IVV 513.36 6.3M 21 Jun '24 70 380.00 C 135.00 0 0.32 0.480 0.43%
18 IVV 513.36 6.3M 19 Apr '24 7 450.00 C 61.50 0 -0.36 0.479 -0.41%
19 IVV 513.36 6.3M 26 Apr '24 14 455.00 C 57.00 0 -0.26 0.478 -0.30%
20 IVV 513.36 6.3M 21 Jun '24 70 385.00 C 130.00 0 0.32 0.463 0.43%
21 IVV 513.36 6.3M 21 Jun '24 70 390.00 C 125.00 0 0.32 0.450 0.42%
22 IVV 513.36 6.3M 21 Jun '24 70 400.00 C 115.00 0 0.32 0.449 0.41%
23 IVV 513.36 6.3M 17 May '24 35 425.00 C 88.50 0 0.03 0.433 0.03%
24 IVV 513.36 6.3M 21 Jun '24 70 395.00 C 120.00 0 0.32 0.433 0.42%
25 IVV 513.36 6.3M 19 Apr '24 7 460.00 C 51.60 0 -0.34 0.432 -0.38%
26 IVV 513.36 6.3M 20 Sep '24 161 360.00 C 160.00 0 1.29 0.418 1.88%
27 IVV 513.36 6.3M 20 Sep '24 161 380.00 C 141.00 0 1.49 0.411 2.05%
28 IVV 513.36 6.3M 21 Jun '24 70 405.00 C 110.00 0 0.32 0.405 0.41%
29 IVV 513.36 6.3M 17 May '24 35 450.00 C 64.00 0 0.12 0.401 0.14%
30 IVV 513.36 6.3M 21 Jun '24 70 410.00 C 105.50 0 0.42 0.396 0.52%
31 IVV 513.36 6.3M 17 May '24 35 440.00 C 74.00 0 0.12 0.390 0.15%
32 IVV 513.36 6.3M 24 May '24 42 450.00 C 65.00 0 0.32 0.384 0.37%
33 IVV 513.36 6.3M 21 Jun '24 70 420.00 C 95.50 0 0.42 0.368 0.51%
34 IVV 513.36 6.3M 21 Jun '24 70 425.00 C 90.50 0 0.42 0.350 0.51%
35 IVV 513.36 6.3M 21 Jun '24 70 415.00 C 100.50 0 0.42 0.342 0.52%
36 IVV 513.36 6.3M 21 Jun '24 70 430.00 C 86.00 0 0.51 0.340 0.62%
37 IVV 513.36 6.3M 21 Jun '24 70 435.00 C 81.00 0 0.51 0.329 0.61%
38 IVV 513.36 6.3M 17 May '24 35 455.00 C 59.00 0 0.12 0.327 0.14%
39 IVV 513.36 6.3M 19 Apr '24 7 475.00 C 36.60 1 -0.34 0.325 -0.37%
40 IVV 513.36 6.3M 17 May '24 35 460.00 C 54.50 0 0.22 0.321 0.25%
41 IVV 513.36 6.3M 21 Jun '24 70 440.00 C 76.00 0 0.51 0.312 0.60%
42 IVV 513.36 6.3M 21 Jun '24 70 445.00 C 71.50 0 0.61 0.304 0.71%
43 IVV 513.36 6.3M 20 Sep '24 161 425.00 C 98.50 0 1.98 0.304 2.44%
44 IVV 513.36 6.3M 19 Apr '24 7 480.00 C 31.60 0 -0.34 0.296 -0.37%
45 IVV 513.36 6.3M 21 Jun '24 70 450.00 C 66.60 0 0.63 0.290 0.73%
46 IVV 513.36 6.3M 26 Apr '24 14 480.00 C 32.50 0 -0.17 0.283 -0.18%
47 IVV 513.36 6.3M 17 Jan '25 280 350.00 C 173.50 0 1.98 0.282 2.98%
48 IVV 513.36 6.3M 21 Jun '24 70 455.00 C 62.00 0 0.71 0.280 0.81%
49 IVV 513.36 6.3M 17 May '24 35 470.00 C 45.00 0 0.32 0.279 0.35%
50 IVV 513.36 6.3M 21 Jun '24 70 460.00 C 57.10 83 0.73 0.279 0.82%
51 IVV 513.36 6.3M 17 Jan '25 280 325.00 C 197.00 0 1.68 0.278 2.73%
52 IVV 513.36 6.3M 17 Jan '25 280 335.00 C 187.50 0 1.78 0.274 2.80%
53 IVV 513.36 6.3M 20 Sep '24 161 440.00 C 84.50 0 2.17 0.272 2.60%
54 IVV 513.36 6.3M 17 Jan '25 280 330.00 C 192.50 0 1.78 0.270 2.85%
55 IVV 513.36 6.3M 17 Jan '25 280 340.00 C 183.00 0 1.88 0.266 2.92%
56 IVV 513.36 6.3M 17 May '24 35 480.00 C 36.40 0 0.59 0.263 0.64%
57 IVV 513.36 6.3M 20 Sep '24 161 450.00 C 76.40 0 2.54 0.263 2.98%
58 IVV 513.36 6.3M 17 Jan '25 280 315.00 C 206.50 0 1.59 0.262 2.65%
59 IVV 513.36 6.3M 17 Jan '25 280 310.00 C 211.00 0 1.49 0.259 2.53%
60 IVV 513.36 6.3M 17 Jan '25 280 370.00 C 155.00 0 2.27 0.258 3.25%
61 IVV 513.36 6.3M 20 Sep '24 161 460.00 C 67.50 0 2.75 0.256 3.17%
62 IVV 513.36 6.3M 20 Sep '24 161 455.00 C 71.90 0 2.64 0.255 3.07%
63 IVV 513.36 6.3M 17 Jan '25 280 380.00 C 146.00 0 2.46 0.253 3.44%
64 IVV 513.36 6.3M 17 Jan '25 280 390.00 C 137.00 0 2.66 0.251 3.62%
65 IVV 513.36 6.3M 21 Jun '24 70 470.00 C 48.40 0 0.98 0.251 1.08%
66 IVV 513.36 6.3M 21 Jun '24 70 465.00 C 53.00 0 0.90 0.248 1.01%
67 IVV 513.36 6.3M 3 May '24 21 485.00 C 29.20 0 0.16 0.247 0.17%
68 IVV 513.36 6.3M 17 Jan '25 280 395.00 C 132.00 0 2.66 0.244 3.58%
69 IVV 513.36 6.3M 19 Apr '24 7 490.00 C 22.00 0 -0.26 0.242 -0.28%
70 IVV 513.36 6.3M 20 Sep '24 161 465.00 C 62.90 0 2.83 0.239 3.23%
71 IVV 513.36 6.3M 17 Jan '25 280 405.00 C 123.00 0 2.85 0.238 3.75%
72 IVV 513.36 6.3M 17 Jan '25 280 400.00 C 127.50 0 2.75 0.237 3.66%
73 IVV 513.36 6.3M 17 May '24 35 485.00 C 31.70 0 0.65 0.235 0.69%
74 IVV 513.36 6.3M 19 Apr '24 7 495.00 C 17.40 0 -0.19 0.235 -0.19%
75 IVV 513.36 6.3M 17 Jan '25 280 420.00 C 110.00 0 3.24 0.234 4.13%
76 IVV 513.36 6.3M 17 Jan '25 280 435.00 C 96.90 0 3.61 0.234 4.45%
77 IVV 513.36 6.3M 17 Jan '25 280 410.00 C 118.50 0 2.95 0.233 3.83%
78 IVV 513.36 6.3M 21 Jun '24 70 475.00 C 43.90 0 1.08 0.233 1.18%
79 IVV 513.36 6.3M 20 Sep '24 161 470.00 C 58.80 0 3.01 0.233 3.40%
80 IVV 513.36 6.3M 17 Jan '25 280 415.00 C 114.30 0 3.11 0.230 3.99%
81 IVV 513.36 6.3M 17 Jan '25 280 425.00 C 105.50 0 3.34 0.228 4.20%
82 IVV 513.36 6.3M 21 Jun '24 70 490.00 C 30.70 0 1.43 0.224 1.52%
83 IVV 513.36 6.3M 21 Jun '24 70 480.00 C 39.30 20 1.16 0.222 1.25%
84 IVV 513.36 6.3M 17 Jan '25 280 430.00 C 101.20 0 3.48 0.222 4.33%
85 IVV 513.36 6.3M 20 Sep '24 161 480.00 C 50.50 0 3.34 0.220 3.70%
86 IVV 513.36 6.3M 19 Apr '24 7 485.00 C 26.60 0 -0.34 0.219 -0.36%
87 IVV 513.36 6.3M 17 May '24 35 490.00 C 26.70 0 0.65 0.219 0.69%
88 IVV 513.36 6.3M 17 May '24 35 495.00 C 23.20 1 0.94 0.216 0.99%
89 IVV 513.36 6.3M 17 Jan '25 280 300.00 C 220.50 0 1.39 0.215 2.44%
90 IVV 513.36 6.3M 17 Jan '25 280 440.00 C 92.60 0 3.75 0.214 4.57%
91 IVV 513.36 6.3M 20 Sep '24 161 485.00 C 46.40 0 3.51 0.213 3.86%
92 IVV 513.36 6.3M 21 Jun '24 70 485.00 C 35.00 0 1.29 0.212 1.39%
93 IVV 513.36 6.3M 17 Jan '25 280 445.00 C 88.30 0 3.88 0.211 4.69%
94 IVV 513.36 6.3M 17 May '24 35 500.00 C 19.20 0 1.14 0.211 1.18%
95 IVV 513.36 6.3M 17 Jan '25 280 450.00 C 84.00 0 4.02 0.211 4.81%
96 IVV 513.36 6.3M 17 Jan '25 280 455.00 C 79.70 0 4.16 0.207 4.92%
97 IVV 513.36 6.3M 20 Sep '24 161 490.00 C 42.60 0 3.75 0.207 4.09%
98 IVV 513.36 6.3M 21 Jun '24 70 495.00 C 27.60 0 1.80 0.205 1.90%
99 IVV 513.36 6.3M 17 Jan '25 280 460.00 C 75.70 0 4.35 0.204 5.10%
100 IVV 513.36 6.3M 26 Apr '24 14 500.00 C 14.90 0 0.30 0.203 0.31%
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.