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
STRIKE RANGE
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 19, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Short Call Short Put % of
Stock
IVol
Sum
Price
Strike IVol Price Volume Strike IVol Price Volume
1 NBR 76.53 17 May '24 28 70.00 0.765 11.50 0 75.00 0.597 4.20 150 20.51 1.36 15.70
2 NBR 76.53 17 May '24 28 70.00 0.765 11.50 0 80.00 0.554 6.30 1 23.26 1.32 17.80
3 NBR 76.53 17 May '24 28 80.00 0.625 6.00 0 70.00 0.669 1.80 0 10.19 1.29 7.80
4 NBR 76.53 17 May '24 28 75.00 0.596 8.40 0 70.00 0.669 1.80 0 13.33 1.27 10.20
5 NBR 76.53 20 Dec '24 245 70.00 0.633 21.50 0 80.00 0.620 13.30 0 45.47 1.25 34.80
6 NBR 76.53 20 Dec '24 245 75.00 0.619 19.00 0 80.00 0.620 13.30 0 42.21 1.24 32.30
7 NBR 76.53 17 May '24 28 85.00 0.565 2.75 0 70.00 0.669 1.80 0 5.95 1.23 4.55
8 NBR 76.53 19 Jul '24 91 85.00 0.613 8.30 0 80.00 0.620 9.50 0 23.26 1.23 17.80
9 NBR 76.53 17 May '24 28 80.00 0.625 6.00 0 75.00 0.597 4.20 150 13.33 1.22 10.20
10 NBR 76.53 20 Dec '24 245 70.00 0.633 21.50 0 85.00 0.587 16.80 0 50.05 1.22 38.30
11 NBR 76.53 20 Dec '24 245 70.00 0.633 21.50 0 75.00 0.581 10.10 0 41.29 1.21 31.60
12 NBR 76.53 20 Dec '24 245 75.00 0.619 19.00 0 85.00 0.587 16.80 0 46.78 1.21 35.80
13 NBR 76.53 20 Dec '24 245 75.00 0.619 19.00 0 70.00 0.585 9.50 0 37.24 1.20 28.50
14 NBR 76.53 20 Dec '24 245 85.00 0.583 12.90 1 80.00 0.620 13.30 0 34.23 1.20 26.20
15 NBR 76.53 20 Dec '24 245 80.00 0.611 16.50 0 85.00 0.587 16.80 0 43.51 1.20 33.30
16 NBR 76.53 20 Dec '24 245 80.00 0.611 16.50 0 70.00 0.585 9.50 0 33.97 1.20 26.00
17 NBR 76.53 19 Jul '24 91 85.00 0.613 8.30 0 75.00 0.580 7.00 0 19.99 1.19 15.30
18 NBR 76.53 19 Jul '24 91 85.00 0.613 8.30 0 70.00 0.579 4.60 0 16.86 1.19 12.90
19 NBR 76.53 20 Dec '24 245 80.00 0.611 16.50 0 75.00 0.581 10.10 0 34.76 1.19 26.60
20 NBR 76.53 18 Oct '24 182 70.00 0.606 19.00 0 75.00 0.575 8.70 0 36.19 1.18 27.70
21 NBR 76.53 20 Dec '24 245 85.00 0.583 12.90 1 70.00 0.585 9.50 0 29.27 1.17 22.40
22 NBR 76.53 20 Dec '24 245 85.00 0.583 12.90 1 75.00 0.581 10.10 0 30.05 1.16 23.00
23 NBR 76.53 17 May '24 28 85.00 0.565 2.75 0 75.00 0.597 4.20 150 9.08 1.16 6.95
24 NBR 76.53 19 Jul '24 91 75.00 0.538 11.30 0 80.00 0.620 9.50 0 27.18 1.16 20.80
25 NBR 76.53 17 May '24 28 75.00 0.596 8.40 0 80.00 0.554 6.30 1 19.21 1.15 14.70
26 NBR 76.53 17 May '24 28 85.00 0.565 2.75 0 80.00 0.554 6.30 1 11.83 1.12 9.05
27 NBR 76.53 19 Jul '24 91 75.00 0.538 11.30 0 70.00 0.579 4.60 0 20.78 1.12 15.90
28 NBR 76.53 17 May '24 28 70.00 0.765 11.50 0 85.00 0.329 8.50 0 26.13 1.09 20.00
29 NBR 76.53 19 Jul '24 91 75.00 0.538 11.30 0 85.00 0.469 12.10 0 30.58 1.01 23.40
30 NBR 76.53 19 Apr '24 0 80.00 0.490 0.10 2 75.00 0.490  0 0 0.13 0.98 0.10
31 NBR 76.53 19 Apr '24 0 85.00 0.490 0.15 4 80.00 0.490 1.50 1 2.16 0.98 1.65
32 NBR 76.53 19 Apr '24 0 70.00 0.490 8.90 0 80.00 0.490 1.50 1 13.59 0.98 10.40
33 NBR 76.53 19 Apr '24 0 75.00 0.490 3.10 5 80.00 0.490 1.50 1 6.01 0.98 4.60
34 NBR 76.53 19 Apr '24 0 85.00 0.490 0.15 4 70.00 0.490  0 0 0.20 0.98 0.15
35 NBR 76.53 19 Apr '24 0 80.00 0.490 0.10 2 85.00 0.490 6.30 0 8.36 0.98 6.40
36 NBR 76.53 19 Apr '24 0 70.00 0.490 8.90 0 85.00 0.490 6.30 0 19.86 0.98 15.20
37 NBR 76.53 19 Apr '24 0 75.00 0.490 3.10 5 85.00 0.490 6.30 0 12.28 0.98 9.40
38 NBR 76.53 19 Apr '24 0 80.00 0.490 0.10 2 70.00 0.490  0 0 0.13 0.98 0.10
39 NBR 76.53 19 Apr '24 0 85.00 0.490 0.15 4 75.00 0.490  0 0 0.20 0.98 0.15
40 NBR 76.53 19 Apr '24 0 70.00 0.490 8.90 0 75.00 0.490  0 0 11.63 0.98 8.90
41 NBR 76.53 19 Apr '24 0 75.00 0.490 3.10 5 70.00 0.490  0 0 4.05 0.98 3.10
42 NBR 76.53 17 May '24 28 80.00 0.625 6.00 0 85.00 0.329 8.50 0 18.95 0.95 14.50
43 NBR 76.53 17 May '24 28 75.00 0.596 8.40 0 85.00 0.329 8.50 0 22.08 0.93 16.90
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.