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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Call Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Put leg
LEG VOLUME
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 4, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 COST 704.88 19 Jul '24 106 820.00 0.217 4.75 14 0.243 110.45 0 16.34 0.46 115.20
2 COST 704.88 21 Jun '24 78 700.00 0.240 34.65 40 0.198 22.25 114 8.07 0.44 56.90
3 COST 704.88 21 Jun '24 78 705.00 0.237 31.85 10 0.197 24.50 6 7.99 0.43 56.35
4 COST 704.88 17 May '24 43 770.00 0.202 2.55 29 0.230 61.70 0 9.12 0.43 64.25
5 COST 704.88 21 Jun '24 78 710.00 0.234 29.05 271 0.195 26.85 3 7.93 0.43 55.90
6 COST 704.88 21 Jun '24 78 715.00 0.233 26.65 31 0.193 29.35 98 7.94 0.43 56.00
7 COST 704.88 17 May '24 43 785.00 0.210 1.65 1 0.215 75.55 0 10.95 0.43 77.20
8 COST 704.88 17 May '24 43 790.00 0.212 1.72 18 0.214 80.50 0 11.66 0.43 82.22
9 COST 704.88 21 Jun '24 78 800.00 0.225 5.15 85 0.199 91.00 0 13.64 0.42 96.15
10 COST 704.88 19 Jul '24 106 705.00 0.232 36.90 31 0.191 27.15 5 9.09 0.42 64.05
11 COST 704.88 21 Jun '24 78 720.00 0.231 24.30 36 0.191 32.00 96 7.99 0.42 56.30
12 COST 704.88 19 Jul '24 106 700.00 0.228 39.95 24 0.193 25.05 8 9.22 0.42 65.00
13 COST 704.88 21 Jun '24 78 740.00 0.225 16.30 13 0.195 41.95 0 8.26 0.42 58.25
14 COST 704.88 21 Jun '24 78 725.00 0.229 22.05 98 0.189 34.85 27 8.07 0.42 56.90
15 COST 704.88 19 Jul '24 106 715.00 0.228 31.65 29 0.187 32.00 5 9.03 0.42 63.65
16 COST 704.88 21 Jun '24 78 730.00 0.227 19.95 11 0.188 37.90 14 8.21 0.41 57.85
17 COST 704.88 21 Jun '24 78 795.00 0.228 5.40 10 0.186 87.20 0 13.14 0.41 92.60
18 COST 704.88 21 Jun '24 78 735.00 0.226 18.05 19 0.188 40.75 3 8.34 0.41 58.80
19 COST 704.88 19 Jul '24 106 720.00 0.226 29.15 32 0.187 34.70 2 9.06 0.41 63.85
20 COST 704.88 21 Jun '24 78 775.00 0.220 7.85 2 0.190 69.20 0 10.93 0.41 77.05
21 COST 704.88 19 Jul '24 106 725.00 0.225 26.80 18 0.185 37.30 0 9.09 0.41 64.10
22 COST 704.88 21 Jun '24 78 750.00 0.224 13.35 29 0.183 49.50 0 8.92 0.41 62.85
23 COST 704.88 21 Jun '24 78 785.00 0.223 6.30 18 0.183 78.55 4 12.04 0.41 84.85
24 COST 704.88 19 Jul '24 106 745.00 0.219 18.95 6 0.186 49.20 8 9.67 0.41 68.15
25 COST 704.88 21 Jun '24 78 745.00 0.224 14.70 18 0.181 45.05 1 8.48 0.41 59.75
26 COST 704.88 19 Jul '24 106 775.00 0.216 10.90 18 0.187 72.35 0 11.81 0.40 83.25
27 COST 704.88 21 Jun '24 78 780.00 0.220 7.10 3 0.184 75.50 1 11.72 0.40 82.60
28 COST 704.88 19 Jul '24 106 785.00 0.216 9.05 2 0.186 81.00 0 12.78 0.40 90.05
29 COST 704.88 19 Jul '24 106 735.00 0.222 22.70 6 0.179 42.75 0 9.29 0.40 65.45
30 COST 704.88 21 Jun '24 78 770.00 0.222 8.65 2 0.180 66.15 0 10.61 0.40 74.80
31 COST 704.88 19 Jul '24 106 800.00 0.217 6.85 44 0.184 91.20 5 13.91 0.40 98.05
32 COST 704.88 19 Jul '24 106 780.00 0.217 9.90 1 0.182 76.40 2 12.24 0.40 86.30
33 COST 704.88 17 May '24 43 795.00 0.214 1.25 2 0.185 85.40 5 12.29 0.40 86.65
34 COST 704.88 19 Jul '24 106 740.00 0.221 20.85 14 0.177 44.45 1 9.26 0.40 65.30
35 COST 704.88 19 Jul '24 106 755.00 0.218 15.90 8 0.178 56.10 0 10.21 0.40 72.00
36 COST 704.88 21 Jun '24 78 755.00 0.223 11.95 7 0.171 52.75 0 9.18 0.39 64.70
37 COST 704.88 19 Jul '24 106 795.00 0.217 7.55 2 0.176 88.55 0 13.63 0.39 96.10
38 COST 704.88 19 Jul '24 106 760.00 0.218 14.55 25 0.174 57.30 0 10.19 0.39 71.85
39 COST 704.88 21 Jun '24 78 765.00 0.222 9.60 6 0.169 61.40 0 10.07 0.39 71.00
40 COST 704.88 17 May '24 43 780.00 0.205 1.87 15 0.185 70.50 0 10.27 0.39 72.37
41 COST 704.88 3 May '24 29 700.00 0.213 19.80 23 0.175 9.95 26 4.22 0.39 29.75
42 COST 704.88 17 May '24 43 700.00 0.211 23.40 229 0.177 14.35 87 5.36 0.39 37.75
43 COST 704.88 19 Jul '24 106 765.00 0.217 13.15 3 0.170 60.80 0 10.49 0.39 73.95
44 COST 704.88 17 May '24 43 775.00 0.199 2.18 18 0.186 65.75 0 9.64 0.39 67.93
45 COST 704.88 17 May '24 43 760.00 0.198 3.55 42 0.185 53.15 0 8.04 0.38 56.70
46 COST 704.88 17 May '24 43 765.00 0.197 2.99 13 0.185 56.40 10 8.43 0.38 59.39
47 COST 704.88 3 May '24 29 755.00 0.195 2.32 104 0.185 45.15 0 6.73 0.38 47.47
48 COST 704.88 17 May '24 43 705.00 0.207 20.40 41 0.173 16.40 31 5.22 0.38 36.80
49 COST 704.88 10 May '24 36 700.00 0.209 21.70 7 0.171 12.45 0 4.84 0.38 34.15
50 COST 704.88 10 May '24 36 705.00 0.206 18.80 56 0.173 14.65 5 4.75 0.38 33.45
51 COST 704.88 17 May '24 43 710.00 0.207 17.85 159 0.172 18.75 55 5.19 0.38 36.60
52 COST 704.88 10 May '24 36 715.00 0.193 13.85 33 0.184 19.60 6 4.75 0.38 33.45
53 COST 704.88 3 May '24 29 720.00 0.197 9.95 28 0.180 20.85 9 4.37 0.38 30.80
54 COST 704.88 3 May '24 29 705.00 0.207 16.85 61 0.168 13.15 17 4.26 0.38 30.00
55 COST 704.88 10 May '24 36 740.00 0.195 5.75 5 0.180 33.00 0 5.50 0.37 38.75
56 COST 704.88 3 May '24 29 710.00 0.201 14.30 55 0.172 15.55 6 4.23 0.37 29.85
57 COST 704.88 10 May '24 36 720.00 0.191 11.75 24 0.182 22.55 3 4.87 0.37 34.30
58 COST 704.88 17 May '24 43 715.00 0.202 15.50 52 0.168 21.35 79 5.23 0.37 36.85
59 COST 704.88 17 May '24 43 720.00 0.200 13.30 73 0.166 24.30 7 5.33 0.37 37.60
60 COST 704.88 3 May '24 29 715.00 0.199 11.95 54 0.166 17.10 12 4.12 0.37 29.05
61 COST 704.88 17 May '24 43 725.00 0.199 11.40 59 0.166 27.35 16 5.50 0.36 38.75
62 COST 704.88 10 May '24 36 710.00 0.196 16.20 25 0.169 16.95 3 4.70 0.36 33.15
63 COST 704.88 10 May '24 36 730.00 0.187 8.30 3 0.173 28.90 0 5.28 0.36 37.20
64 COST 704.88 17 May '24 43 745.00 0.196 5.85 13 0.163 39.50 0 6.43 0.36 45.35
65 COST 704.88 17 May '24 43 730.00 0.196 9.60 136 0.161 30.75 16 5.72 0.36 40.35
66 COST 704.88 3 May '24 29 725.00 0.194 8.15 7 0.160 24.15 4 4.58 0.35 32.30
67 COST 704.88 17 May '24 43 735.00 0.196 8.25 459 0.156 32.40 11 5.77 0.35 40.65
68 COST 704.88 10 May '24 36 725.00 0.193 9.90 5 0.159 25.40 0 5.01 0.35 35.30
69 COST 704.88 21 Jun '24 78 760.00 0.222 10.75 2 0.130 55.60 0 9.41 0.35 66.35
70 COST 704.88 17 May '24 43 740.00 0.195 6.90 91 0.155 37.75 10 6.33 0.35 44.65
71 COST 704.88 3 May '24 29 730.00 0.192 6.65 11 0.154 27.65 2 4.87 0.35 34.30
72 COST 704.88 10 May '24 36 735.00 0.186 6.85 10 0.159 32.80 0 5.63 0.34 39.65
73 COST 704.88 17 May '24 43 755.00 0.196 4.20 36 0.135 48.25 0 7.44 0.33 52.45
74 COST 704.88 3 May '24 29 740.00 0.192 4.30 82 0.136 32.00 0 5.15 0.33 36.30
75 COST 704.88 10 May '24 36 750.00 0.189 3.90 15 0.139 41.10 0 6.38 0.33 45.00
76 COST 704.88 3 May '24 29 735.00 0.191 5.40 9 0.136 30.25 0 5.06 0.33 35.65
77 COST 704.88 17 May '24 43 750.00 0.196 4.95 232 0.129 43.20 0 6.83 0.32 48.15
78 COST 704.88 3 May '24 29 750.00 0.197 2.80 18 0.123 41.00 0 6.21 0.32 43.80
79 COST 704.88 3 May '24 29 745.00 0.193 3.45 13 0.123 36.20 0 5.63 0.32 39.65
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.