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 3, 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 GS 414.00 3 May '24 30 420.00 0.269 10.40 9 0.224 11.75 1 5.35 0.49 22.15
2 GS 414.00 3 May '24 30 415.00 0.268 12.80 13 0.221 10.45 0 5.62 0.49 23.25
3 GS 414.00 10 May '24 37 415.00 0.267 14.30 1 0.220 10.90 2 6.09 0.49 25.20
4 GS 414.00 17 May '24 44 410.00 0.265 17.50 71 0.218 10.25 6 6.70 0.48 27.75
5 GS 414.00 19 Jul '24 107 410.00 0.250 25.45 6 0.228 17.25 5 10.31 0.48 42.70
6 GS 414.00 17 May '24 44 415.00 0.259 14.80 47 0.215 12.55 42 6.61 0.47 27.35
7 GS 414.00 19 Jul '24 107 415.00 0.248 22.70 1,559 0.225 19.50 5 10.19 0.47 42.20
8 GS 414.00 17 May '24 44 420.00 0.257 12.25 78 0.212 15.05 6 6.59 0.47 27.30
9 GS 414.00 19 Jul '24 107 420.00 0.242 20.20 55 0.223 22.00 31 10.19 0.47 42.20
10 GS 414.00 19 Jul '24 107 425.00 0.243 17.80 17 0.222 24.75 8 10.28 0.46 42.55
11 GS 414.00 21 Jun '24 79 410.00 0.241 21.20 38 0.222 14.40 1 8.60 0.46 35.60
12 GS 414.00 17 May '24 44 425.00 0.254 10.15 24 0.208 17.95 0 6.79 0.46 28.10
13 GS 414.00 17 May '24 44 440.00 0.247 5.35 63 0.214 26.60 0 7.72 0.46 31.95
14 GS 414.00 17 May '24 44 435.00 0.248 6.65 458 0.212 24.15 0 7.44 0.46 30.80
15 GS 414.00 21 Jun '24 79 415.00 0.238 18.45 65 0.221 16.70 19 8.49 0.46 35.15
16 GS 414.00 19 Jul '24 107 440.00 0.238 12.05 56 0.218 33.85 0 11.09 0.46 45.90
17 GS 414.00 17 May '24 44 430.00 0.250 8.20 31 0.204 21.10 0 7.08 0.45 29.30
18 GS 414.00 19 Jul '24 107 435.00 0.239 13.80 18 0.215 29.40 0 10.43 0.45 43.20
19 GS 414.00 21 Jun '24 79 420.00 0.235 15.90 25 0.217 19.20 8 8.48 0.45 35.10
20 GS 414.00 21 Jun '24 79 425.00 0.233 13.70 12 0.218 20.00 1 8.14 0.45 33.70
21 GS 414.00 19 Jul '24 107 450.00 0.235 9.05 11 0.207 39.65 0 11.76 0.44 48.70
22 GS 414.00 19 Jul '24 107 460.00 0.233 6.75 3 0.205 47.45 0 13.09 0.44 54.20
23 GS 414.00 21 Jun '24 79 440.00 0.227 8.30 30 0.200 30.15 0 9.29 0.43 38.45
24 GS 414.00 21 Jun '24 79 430.00 0.229 11.65 33 0.196 23.90 0 8.59 0.43 35.55
25 GS 414.00 21 Jun '24 79 450.00 0.224 5.70 41 0.178 37.80 0 10.51 0.40 43.50
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.