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 4, 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 NIO 4.50 12 Apr '24 8 5.50 0.958 0.03 1,725 3.50 0.986  0 3 0.67 1.94 0.03
2 NIO 4.50 12 Apr '24 8 3.50 0.924 1.03 25 5.50 0.959 1.01 181 45.33 1.88 2.04
3 NIO 4.50 10 May '24 36 3.50 1.104 1.14 3 4.00 0.747 0.18 27 29.33 1.85 1.32
4 NIO 4.50 10 May '24 36 3.50 1.104 1.14 3 5.00 0.709 0.69 24 40.67 1.81 1.83
5 NIO 4.50 10 May '24 36 3.50 1.104 1.14 3 4.50 0.704 0.39 50 34.00 1.81 1.53
6 NIO 4.50 10 May '24 36 3.50 1.104 1.14 3 5.50 0.677 1.04 4 48.44 1.78 2.18
7 NIO 4.50 16 Jan '26 652 4.00 0.776 2.21 120 5.00 0.998 1.99 6,227 93.33 1.77 4.20
8 NIO 4.50 16 Jan '26 652 5.00 0.766 1.86 6,427 4.00 1.007 1.42 76 72.89 1.77 3.28
9 NIO 4.50 12 Apr '24 8 5.00 0.787 0.06 11,605 3.50 0.986  0 3 1.33 1.77 0.06
10 NIO 4.50 12 Apr '24 8 5.00 0.787 0.06 11,605 5.50 0.959 1.01 181 23.78 1.75 1.07
11 NIO 4.50 12 Apr '24 8 5.50 0.958 0.03 1,725 5.00 0.788 0.54 306 12.67 1.75 0.57
12 NIO 4.50 12 Apr '24 8 4.00 0.750 0.54 200 3.50 0.986  0 3 12.00 1.74 0.54
13 NIO 4.50 12 Apr '24 8 3.50 0.924 1.03 25 5.00 0.788 0.54 306 34.89 1.71 1.57
14 NIO 4.50 19 Sep '25 533 5.00 0.778 1.67 6 4.00 0.933 1.27 5,375 65.33 1.71 2.94
15 NIO 4.50 12 Apr '24 8 5.50 0.958 0.03 1,725 4.00 0.752 0.03 606 1.33 1.71 0.06
16 NIO 4.50 12 Apr '24 8 4.00 0.750 0.54 200 5.50 0.959 1.01 181 34.44 1.71 1.55
17 NIO 4.50 19 Sep '25 533 4.00 0.787 2.04 0 5.00 0.922 1.84 0 86.22 1.71 3.88
18 NIO 4.50 26 Apr '24 22 3.50 0.967 1.07 1 4.00 0.726 0.11 218 26.22 1.69 1.18
19 NIO 4.50 26 Apr '24 22 3.50 0.967 1.07 1 5.50 0.720 1.00 3 46.00 1.69 2.07
20 NIO 4.50 12 Apr '24 8 4.50 0.696 0.19 1,231 3.50 0.986  0 3 4.22 1.68 0.19
21 NIO 4.50 12 Apr '24 8 3.50 0.924 1.03 25 4.00 0.752 0.03 606 23.56 1.68 1.06
22 NIO 4.50 12 Apr '24 8 5.50 0.958 0.03 1,725 4.50 0.715 0.18 1,132 4.67 1.67 0.21
23 NIO 4.50 10 May '24 36 4.00 0.880 0.94 12 3.50 0.792 0.07 20 22.44 1.67 1.01
24 NIO 4.50 17 Apr '25 378 4.00 0.838 1.83 1 5.00 0.832 1.59 10 76.00 1.67 3.42
25 NIO 4.50 19 Apr '24 15 3.50 0.874 1.05 20 5.50 0.793 1.03 16 46.22 1.67 2.08
26 NIO 4.50 20 Jun '25 442 5.00 0.780 1.49 9 4.00 0.882 1.13 3 58.22 1.66 2.62
27 NIO 4.50 26 Apr '24 22 3.50 0.967 1.07 1 5.00 0.691 0.60 142 37.11 1.66 1.67
28 NIO 4.50 12 Apr '24 8 4.50 0.696 0.19 1,231 5.50 0.959 1.01 181 26.67 1.66 1.20
29 NIO 4.50 20 Jun '25 442 4.00 0.770 1.85 3 5.00 0.881 1.70 0 78.89 1.65 3.55
30 NIO 4.50 26 Apr '24 22 3.50 0.967 1.07 1 4.50 0.683 0.29 139 30.22 1.65 1.36
31 NIO 4.50 17 Apr '25 378 5.00 0.786 1.36 611 4.00 0.863 1.05 41 53.56 1.65 2.41
32 NIO 4.50 12 Apr '24 8 3.50 0.924 1.03 25 4.50 0.715 0.18 1,132 26.89 1.64 1.21
33 NIO 4.50 19 Apr '24 15 5.50 0.762 0.04 1,687 3.50 0.877 0.02 8 1.33 1.64 0.06
34 NIO 4.50 17 Jan '25 288 5.00 0.804 1.15 292 4.00 0.828 0.89 2 45.33 1.63 2.04
35 NIO 4.50 19 Apr '24 15 4.00 0.745 0.59 38 3.50 0.877 0.02 8 13.56 1.62 0.61
36 NIO 4.50 19 Apr '24 15 3.50 0.874 1.05 20 4.00 0.747 0.07 162 24.89 1.62 1.12
37 NIO 4.50 17 Jan '25 288 4.00 0.813 1.54 66 5.00 0.799 1.43 16 66.00 1.61 2.97
38 NIO 4.50 19 Apr '24 15 3.50 0.874 1.05 20 5.00 0.737 0.59 110 36.44 1.61 1.64
39 NIO 4.50 20 Dec '24 260 4.00 0.818 1.49 12 5.00 0.787 1.38 3 63.78 1.60 2.87
40 NIO 4.50 20 Dec '24 260 5.00 0.785 1.07 110 4.00 0.815 0.83 43 42.22 1.60 1.90
41 NIO 4.50 15 Nov '24 225 5.00 0.790 0.98 3 4.00 0.807 0.76 5 38.67 1.60 1.74
42 NIO 4.50 19 Apr '24 15 5.00 0.719 0.10 3,750 3.50 0.877 0.02 8 2.67 1.60 0.12
43 NIO 4.50 19 Apr '24 15 4.50 0.715 0.27 4,784 3.50 0.877 0.02 8 6.44 1.59 0.29
44 NIO 4.50 10 May '24 36 4.00 0.880 0.94 12 5.00 0.709 0.69 24 36.22 1.59 1.63
45 NIO 4.50 26 Apr '24 22 4.00 0.769 0.66 26 3.50 0.818 0.03 33 15.33 1.59 0.69
46 NIO 4.50 10 May '24 36 4.00 0.880 0.94 12 4.50 0.704 0.39 50 29.56 1.58 1.33
47 NIO 4.50 20 Sep '24 169 4.00 0.810 1.24 6 5.00 0.768 1.18 54 53.78 1.58 2.42
48 NIO 4.50 15 Nov '24 225 4.00 0.819 1.40 19 5.00 0.758 1.30 0 60.00 1.58 2.70
49 NIO 4.50 19 Apr '24 15 3.50 0.874 1.05 20 4.50 0.702 0.25 361 28.89 1.58 1.30
50 NIO 4.50 20 Sep '24 169 5.00 0.783 0.80 126 4.00 0.792 0.63 230 31.78 1.57 1.43
51 NIO 4.50 3 May '24 29 4.00 0.768 0.68 55 3.50 0.803 0.05 1 16.22 1.57 0.73
52 NIO 4.50 21 Jun '24 78 4.00 0.814 0.93 148 5.00 0.756 0.92 39 41.11 1.57 1.85
53 NIO 4.50 21 Jun '24 78 5.00 0.790 0.48 847 4.00 0.779 0.38 496 19.11 1.57 0.86
54 NIO 4.50 10 May '24 36 4.00 0.880 0.94 12 5.50 0.677 1.04 4 44.00 1.56 1.98
55 NIO 4.50 26 Apr '24 22 5.50 0.735 0.09 683 3.50 0.818 0.03 33 2.67 1.55 0.12
56 NIO 4.50 16 Aug '24 134 5.00 0.770 0.67 876 4.00 0.781 0.55 21 27.11 1.55 1.22
57 NIO 4.50 16 Aug '24 134 4.00 0.803 1.12 10 5.00 0.739 1.07 16 48.67 1.54 2.19
58 NIO 4.50 12 Apr '24 8 5.00 0.787 0.06 11,605 4.00 0.752 0.03 606 2.00 1.54 0.09
59 NIO 4.50 19 Apr '24 15 4.00 0.745 0.59 38 5.50 0.793 1.03 16 36.00 1.54 1.62
60 NIO 4.50 12 Apr '24 8 4.00 0.750 0.54 200 5.00 0.788 0.54 306 24.00 1.54 1.08
61 NIO 4.50 3 May '24 29 5.50 0.732 0.10 255 3.50 0.803 0.05 1 3.33 1.54 0.15
62 NIO 4.50 3 May '24 29 4.50 0.731 0.38 401 3.50 0.803 0.05 1 9.56 1.53 0.43
63 NIO 4.50 19 Jul '24 106 5.00 0.767 0.57 918 4.00 0.767 0.46 3 22.89 1.53 1.03
64 NIO 4.50 26 Apr '24 22 5.00 0.714 0.15 1,272 3.50 0.818 0.03 33 4.00 1.53 0.18
65 NIO 4.50 19 Jul '24 106 4.00 0.799 1.02 33 5.00 0.734 1.00 70 44.89 1.53 2.02
66 NIO 4.50 10 May '24 36 4.50 0.736 0.42 129 3.50 0.792 0.07 20 10.89 1.53 0.49
67 NIO 4.50 3 May '24 29 5.00 0.721 0.19 1,044 3.50 0.803 0.05 1 5.33 1.52 0.24
68 NIO 4.50 10 May '24 36 5.50 0.730 0.13 74 3.50 0.792 0.07 20 4.44 1.52 0.20
69 NIO 4.50 26 Apr '24 22 4.50 0.703 0.32 97 3.50 0.818 0.03 33 7.78 1.52 0.35
70 NIO 4.50 10 May '24 36 5.00 0.723 0.25 61 3.50 0.792 0.07 20 7.11 1.51 0.32
71 NIO 4.50 19 Apr '24 15 5.00 0.719 0.10 3,750 5.50 0.793 1.03 16 25.11 1.51 1.13
72 NIO 4.50 19 Apr '24 15 5.50 0.762 0.04 1,687 4.00 0.747 0.07 162 2.44 1.51 0.11
73 NIO 4.50 19 Apr '24 15 4.50 0.715 0.27 4,784 5.50 0.793 1.03 16 28.89 1.51 1.30
74 NIO 4.50 12 Apr '24 8 5.00 0.787 0.06 11,605 4.50 0.715 0.18 1,132 5.33 1.50 0.24
75 NIO 4.50 19 Apr '24 15 5.50 0.762 0.04 1,687 5.00 0.737 0.59 110 14.00 1.50 0.63
76 NIO 4.50 17 May '24 43 5.00 0.746 0.28 3,049 4.00 0.753 0.22 658 11.11 1.50 0.50
77 NIO 4.50 26 Apr '24 22 4.00 0.769 0.66 26 5.50 0.720 1.00 3 36.89 1.49 1.66
78 NIO 4.50 12 Apr '24 8 4.50 0.696 0.19 1,231 5.00 0.788 0.54 306 16.22 1.48 0.73
79 NIO 4.50 10 May '24 36 4.50 0.736 0.42 129 4.00 0.747 0.18 27 13.33 1.48 0.60
80 NIO 4.50 19 Apr '24 15 4.00 0.745 0.59 38 5.00 0.737 0.59 110 26.22 1.48 1.18
81 NIO 4.50 3 May '24 29 4.00 0.768 0.68 55 5.00 0.713 0.66 20 29.78 1.48 1.34
82 NIO 4.50 10 May '24 36 5.50 0.730 0.13 74 4.00 0.747 0.18 27 6.89 1.48 0.31
83 NIO 4.50 17 May '24 43 4.00 0.766 0.75 323 5.00 0.710 0.74 209 33.11 1.48 1.49
84 NIO 4.50 3 May '24 29 4.00 0.768 0.68 55 4.50 0.704 0.34 123 22.67 1.47 1.02
85 NIO 4.50 10 May '24 36 5.00 0.723 0.25 61 4.00 0.747 0.18 27 9.56 1.47 0.43
86 NIO 4.50 3 May '24 29 5.50 0.732 0.10 255 4.00 0.735 0.15 80 5.56 1.47 0.25
87 NIO 4.50 19 Apr '24 15 5.00 0.719 0.10 3,750 4.00 0.747 0.07 162 3.78 1.47 0.17
88 NIO 4.50 3 May '24 29 4.50 0.731 0.38 401 4.00 0.735 0.15 80 11.78 1.47 0.53
89 NIO 4.50 12 Apr '24 8 4.00 0.750 0.54 200 4.50 0.715 0.18 1,132 16.00 1.47 0.72
90 NIO 4.50 19 Apr '24 15 5.50 0.762 0.04 1,687 4.50 0.702 0.25 361 6.44 1.46 0.29
91 NIO 4.50 19 Apr '24 15 4.50 0.715 0.27 4,784 4.00 0.747 0.07 162 7.56 1.46 0.34
92 NIO 4.50 26 Apr '24 22 5.50 0.735 0.09 683 4.00 0.726 0.11 218 4.44 1.46 0.20
93 NIO 4.50 26 Apr '24 22 4.00 0.769 0.66 26 5.00 0.691 0.60 142 28.00 1.46 1.26
94 NIO 4.50 3 May '24 29 5.00 0.721 0.19 1,044 4.00 0.735 0.15 80 7.56 1.46 0.34
95 NIO 4.50 19 Apr '24 15 4.50 0.715 0.27 4,784 5.00 0.737 0.59 110 19.11 1.45 0.86
96 NIO 4.50 26 Apr '24 22 4.00 0.769 0.66 26 4.50 0.683 0.29 139 21.11 1.45 0.95
97 NIO 4.50 12 Apr '24 8 4.50 0.696 0.19 1,231 4.00 0.752 0.03 606 4.89 1.45 0.22
98 NIO 4.50 19 Apr '24 15 4.00 0.745 0.59 38 4.50 0.702 0.25 361 18.67 1.45 0.84
99 NIO 4.50 3 May '24 29 5.50 0.732 0.10 255 5.00 0.713 0.66 20 16.89 1.45 0.76
100 NIO 4.50 3 May '24 29 4.50 0.731 0.38 401 5.00 0.713 0.66 20 23.11 1.44 1.04
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.