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 1, 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 SNAP 11.25 26 Apr '24 25 12.00 0.998 0.89 667 11.50 0.947 1.23 222 18.84 1.94 2.12
2 SNAP 11.25 26 Apr '24 25 12.00 0.998 0.89 667 11.00 0.947 0.96 58 16.44 1.94 1.85
3 SNAP 11.25 26 Apr '24 25 12.00 0.998 0.89 667 10.50 0.945 0.72 192 14.31 1.94 1.61
4 SNAP 11.25 26 Apr '24 25 11.00 0.979 1.28 40 12.00 0.949 1.55 6 25.16 1.93 2.83
5 SNAP 11.25 26 Apr '24 25 11.50 0.979 1.05 148 12.00 0.949 1.55 6 23.11 1.93 2.60
6 SNAP 11.25 26 Apr '24 25 11.00 0.979 1.28 40 11.50 0.947 1.23 222 22.31 1.93 2.51
7 SNAP 11.25 26 Apr '24 25 11.50 0.979 1.05 148 11.00 0.947 0.96 58 17.87 1.93 2.01
8 SNAP 11.25 26 Apr '24 25 11.00 0.979 1.28 40 10.50 0.945 0.72 192 17.78 1.92 2.00
9 SNAP 11.25 26 Apr '24 25 11.50 0.979 1.05 148 10.50 0.945 0.72 192 15.73 1.92 1.77
10 SNAP 11.25 26 Apr '24 25 10.50 0.942 1.54 3 12.00 0.949 1.55 6 27.47 1.89 3.09
11 SNAP 11.25 26 Apr '24 25 10.50 0.942 1.54 3 11.50 0.947 1.23 222 24.62 1.89 2.77
12 SNAP 11.25 26 Apr '24 25 10.50 0.942 1.54 3 11.00 0.947 0.96 58 22.22 1.89 2.50
13 SNAP 11.25 3 May '24 32 12.00 0.927 0.97 182 11.50 0.898 1.30 5 20.18 1.83 2.27
14 SNAP 11.25 3 May '24 32 10.50 0.926 1.62 0 11.50 0.898 1.30 5 25.96 1.82 2.92
15 SNAP 11.25 3 May '24 32 10.50 0.926 1.62 0 12.00 0.896 1.61 10 28.71 1.82 3.23
16 SNAP 11.25 3 May '24 32 11.50 0.925 1.15 10 12.00 0.896 1.61 10 24.53 1.82 2.76
17 SNAP 11.25 3 May '24 32 11.00 0.923 1.36 21 11.50 0.898 1.30 5 23.64 1.82 2.66
18 SNAP 11.25 3 May '24 32 11.00 0.923 1.36 21 12.00 0.896 1.61 10 26.40 1.82 2.97
19 SNAP 11.25 3 May '24 32 12.00 0.927 0.97 182 11.00 0.888 1.02 11 17.69 1.81 1.99
20 SNAP 11.25 3 May '24 32 10.50 0.926 1.62 0 11.00 0.888 1.02 11 23.47 1.81 2.64
21 SNAP 11.25 3 May '24 32 11.50 0.925 1.15 10 11.00 0.888 1.02 11 19.29 1.81 2.17
22 SNAP 11.25 3 May '24 32 12.00 0.927 0.97 182 10.50 0.885 0.78 15 15.56 1.81 1.75
23 SNAP 11.25 3 May '24 32 11.50 0.925 1.15 10 10.50 0.885 0.78 15 17.16 1.81 1.93
24 SNAP 11.25 3 May '24 32 11.00 0.923 1.36 21 10.50 0.885 0.78 15 19.02 1.81 2.14
25 SNAP 11.25 10 May '24 39 12.00 0.880 1.01 7 10.50 0.831 0.82 12 16.27 1.71 1.83
26 SNAP 11.25 10 May '24 39 11.50 0.871 1.19 13 10.50 0.831 0.82 12 17.87 1.70 2.01
27 SNAP 11.25 17 May '24 46 11.00 0.832 1.45 120 12.00 0.797 1.70 52 28.00 1.63 3.15
28 SNAP 11.25 17 May '24 46 12.00 0.835 1.05 246 11.00 0.787 1.10 138 19.11 1.62 2.15
29 SNAP 11.25 16 Aug '24 137 11.00 0.716 2.12 0 12.00 0.655 2.18 27 38.22 1.37 4.30
30 SNAP 11.25 16 Aug '24 137 12.00 0.708 1.69 83 11.00 0.660 1.60 0 29.24 1.37 3.29
31 SNAP 11.25 15 Nov '24 228 11.00 0.700 2.66 0 12.00 0.661 2.61 0 46.84 1.36 5.27
32 SNAP 11.25 15 Nov '24 228 12.00 0.693 2.26 0 11.00 0.666 2.04 0 38.22 1.36 4.30
33 SNAP 11.25 21 Jun '24 81 11.00 0.703 1.62 41 12.00 0.655 1.80 3 30.40 1.36 3.42
34 SNAP 11.25 21 Jun '24 81 12.00 0.701 1.20 606 11.00 0.656 1.22 137 21.51 1.36 2.42
35 SNAP 11.25 20 Dec '24 263 11.00 0.681 2.80 0 12.00 0.653 2.70 3 48.89 1.33 5.50
36 SNAP 11.25 20 Dec '24 263 12.00 0.673 2.39 2 11.00 0.657 2.13 0 40.18 1.33 4.52
37 SNAP 11.25 20 Sep '24 172 11.00 0.678 2.26 3 12.00 0.633 2.28 0 40.36 1.31 4.54
38 SNAP 11.25 20 Sep '24 172 12.00 0.676 1.85 7 11.00 0.634 1.70 3,000 31.56 1.31 3.55
39 SNAP 11.25 18 Oct '24 200 12.00 0.658 1.97 21 11.00 0.629 1.81 0 33.60 1.29 3.78
40 SNAP 11.25 19 Jul '24 109 11.00 0.663 1.76 2 12.00 0.608 1.89 10 32.44 1.27 3.65
41 SNAP 11.25 18 Oct '24 200 11.00 0.641 2.42 0 12.00 0.622 2.37 0 42.58 1.26 4.79
42 SNAP 11.25 19 Jul '24 109 12.00 0.650 1.32 59 11.00 0.609 1.31 20 23.38 1.26 2.63
43 SNAP 11.25 5 Apr '24 4 10.50 0.612 0.82 62 12.00 0.492 0.75 328 13.96 1.10 1.57
44 SNAP 11.25 5 Apr '24 4 10.50 0.612 0.82 62 11.50 0.470 0.36 1,985 10.49 1.08 1.18
45 SNAP 11.25 19 Apr '24 18 12.00 0.557 0.28 2,614 11.50 0.513 0.64 162 8.18 1.07 0.92
46 SNAP 11.25 19 Apr '24 18 11.50 0.541 0.44 488 12.00 0.520 0.97 15 12.53 1.06 1.41
47 SNAP 11.25 19 Apr '24 18 12.00 0.557 0.28 2,614 11.00 0.503 0.37 177 5.78 1.06 0.65
48 SNAP 11.25 19 Apr '24 18 11.00 0.538 0.68 807 12.00 0.520 0.97 15 14.67 1.06 1.65
49 SNAP 11.25 5 Apr '24 4 10.50 0.612 0.82 62 11.00 0.444 0.10 2,211 8.18 1.06 0.92
50 SNAP 11.25 5 Apr '24 4 12.00 0.554 0.05 2,531 10.50 0.501 0.02 204 0.62 1.05 0.07
51 SNAP 11.25 19 Apr '24 18 10.50 0.535 1.00 45 12.00 0.520 0.97 15 17.51 1.05 1.97
52 SNAP 11.25 19 Apr '24 18 11.00 0.538 0.68 807 11.50 0.513 0.64 162 11.73 1.05 1.32
53 SNAP 11.25 19 Apr '24 18 12.00 0.557 0.28 2,614 10.50 0.492 0.18 109 4.09 1.05 0.46
54 SNAP 11.25 19 Apr '24 18 10.50 0.535 1.00 45 11.50 0.513 0.64 162 14.58 1.05 1.64
55 SNAP 11.25 19 Apr '24 18 11.50 0.541 0.44 488 11.00 0.503 0.37 177 7.20 1.04 0.81
56 SNAP 11.25 19 Apr '24 18 10.50 0.535 1.00 45 11.00 0.503 0.37 177 12.18 1.04 1.37
57 SNAP 11.25 19 Apr '24 18 11.50 0.541 0.44 488 10.50 0.492 0.18 109 5.51 1.03 0.62
58 SNAP 11.25 19 Apr '24 18 11.00 0.538 0.68 807 10.50 0.492 0.18 109 7.64 1.03 0.86
59 SNAP 11.25 5 Apr '24 4 12.00 0.554 0.05 2,531 11.50 0.470 0.36 1,985 3.64 1.02 0.41
60 SNAP 11.25 5 Apr '24 4 12.00 0.554 0.05 2,531 11.00 0.444 0.10 2,211 1.33 1.00 0.15
61 SNAP 11.25 5 Apr '24 4 11.50 0.481 0.13 6,060 10.50 0.501 0.02 204 1.33 0.98 0.15
62 SNAP 11.25 5 Apr '24 4 11.50 0.481 0.13 6,060 12.00 0.492 0.75 328 7.82 0.97 0.88
63 SNAP 11.25 5 Apr '24 4 11.00 0.468 0.38 963 10.50 0.501 0.02 204 3.56 0.97 0.40
64 SNAP 11.25 5 Apr '24 4 11.00 0.468 0.38 963 12.00 0.492 0.75 328 10.04 0.96 1.13
65 SNAP 11.25 12 Apr '24 11 11.50 0.478 0.27 684 12.00 0.470 0.85 25 9.96 0.95 1.12
66 SNAP 11.25 12 Apr '24 11 10.50 0.473 0.86 35 12.00 0.470 0.85 25 15.20 0.94 1.71
67 SNAP 11.25 12 Apr '24 11 12.00 0.494 0.14 1,360 11.50 0.446 0.48 105 5.51 0.94 0.62
68 SNAP 11.25 5 Apr '24 4 11.00 0.468 0.38 963 11.50 0.470 0.36 1,985 6.58 0.94 0.74
69 SNAP 11.25 12 Apr '24 11 11.00 0.462 0.50 117 12.00 0.470 0.85 25 12.00 0.93 1.35
70 SNAP 11.25 12 Apr '24 11 12.00 0.494 0.14 1,360 10.50 0.434 0.07 237 1.87 0.93 0.21
71 SNAP 11.25 5 Apr '24 4 11.50 0.481 0.13 6,060 11.00 0.444 0.10 2,211 2.04 0.93 0.23
72 SNAP 11.25 12 Apr '24 11 12.00 0.494 0.14 1,360 11.00 0.429 0.21 3,673 3.11 0.92 0.35
73 SNAP 11.25 12 Apr '24 11 10.50 0.473 0.86 35 11.50 0.446 0.48 105 11.91 0.92 1.34
74 SNAP 11.25 12 Apr '24 11 11.50 0.478 0.27 684 10.50 0.434 0.07 237 3.02 0.91 0.34
75 SNAP 11.25 12 Apr '24 11 11.00 0.462 0.50 117 11.50 0.446 0.48 105 8.71 0.91 0.98
76 SNAP 11.25 12 Apr '24 11 11.50 0.478 0.27 684 11.00 0.429 0.21 3,673 4.27 0.91 0.48
77 SNAP 11.25 12 Apr '24 11 10.50 0.473 0.86 35 11.00 0.429 0.21 3,673 9.51 0.90 1.07
78 SNAP 11.25 12 Apr '24 11 11.00 0.462 0.50 117 10.50 0.434 0.07 237 5.07 0.90 0.57
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.