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 5, 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 VLO 183.39 24 May '24 49 180.00 0.343 11.50 1 0.315 6.25 8 9.68 0.66 17.75
2 VLO 183.39 3 May '24 28 180.00 0.346 8.90 6 0.305 4.40 24 7.25 0.65 13.30
3 VLO 183.39 3 May '24 28 182.50 0.345 7.55 52 0.305 5.55 20 7.14 0.65 13.10
4 VLO 183.39 3 May '24 28 185.00 0.339 6.30 53 0.303 6.75 19 7.12 0.64 13.05
5 VLO 183.39 17 May '24 42 180.00 0.335 10.20 236 0.303 5.75 65 8.70 0.64 15.95
6 VLO 183.39 21 Jun '24 77 180.00 0.325 12.90 118 0.309 8.40 98 11.61 0.63 21.30
7 VLO 183.39 19 Jul '24 105 180.00 0.328 15.05 76 0.306 9.80 35 13.55 0.63 24.85
8 VLO 183.39 17 May '24 42 185.00 0.332 7.65 111 0.301 8.15 64 8.62 0.63 15.80
9 VLO 183.39 21 Jun '24 77 185.00 0.323 10.40 42 0.307 10.85 0 11.59 0.63 21.25
10 VLO 183.39 19 Jul '24 105 185.00 0.324 12.45 14 0.304 12.25 0 13.47 0.63 24.70
11 VLO 183.39 10 May '24 35 182.50 0.341 8.40 10 0.282 5.35 3 7.50 0.62 13.75
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.