Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 9, 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 410.71 17 May '24 38 340.00 0.365 75.45 2 0.327 0.51 1 18.49 0.69 75.96
2 GS 410.71 17 May '24 38 380.00 0.309 36.45 9 0.257 2.88 1 9.58 0.57 39.33
3 GS 410.71 3 May '24 24 410.00 0.287 12.75 12 0.261 8.15 4 5.09 0.55 20.90
4 GS 410.71 21 Jun '24 73 370.00 0.285 47.55 11 0.252 3.95 0 12.54 0.54 51.50
5 GS 410.71 17 May '24 38 390.00 0.291 28.20 3 0.245 4.65 11 8.00 0.54 32.85
6 GS 410.71 17 May '24 38 395.00 0.288 24.65 2 0.239 5.85 7 7.43 0.53 30.50
7 GS 410.71 10 May '24 31 410.00 0.288 15.20 47 0.238 10.55 6 6.27 0.53 25.75
8 GS 410.71 17 May '24 38 400.00 0.278 20.90 6 0.235 7.40 15 6.89 0.51 28.30
9 GS 410.71 17 May '24 38 405.00 0.269 17.75 1 0.231 9.20 8 6.56 0.50 26.95
10 GS 410.71 17 May '24 38 410.00 0.268 14.85 42 0.229 11.35 27 6.38 0.50 26.20
11 GS 410.71 21 Jun '24 73 390.00 0.256 31.45 1 0.238 8.10 2 9.63 0.49 39.55
12 GS 410.71 21 Jun '24 73 395.00 0.251 27.80 1 0.235 9.65 1 9.12 0.49 37.45
13 GS 410.71 24 May '24 45 410.00 0.253 17.25 2 0.231 9.00 3 6.39 0.48 26.25
14 GS 410.71 21 Jun '24 73 400.00 0.251 24.55 1 0.231 11.25 3 8.72 0.48 35.80
15 GS 410.71 21 Jun '24 73 405.00 0.244 21.50 1 0.238 13.25 1 8.46 0.48 34.75
16 GS 410.71 21 Jun '24 73 410.00 0.240 18.70 5 0.236 15.45 25 8.31 0.48 34.15
17 GS 410.71 19 Jul '24 101 410.00 0.248 22.65 15 0.229 18.15 0 9.93 0.48 40.80
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.