Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Long Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Call
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 26, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CDNS 282.41 21 Jun '24 56 280.00 0.309 15.10 2 275.00 0.325 17.50 2 -2.40 5.00 1.92 0.02
2 CDNS 282.41 21 Jun '24 56 275.00 0.325 19.20 2 270.00 0.340 20.70 16 -1.50 5.00 1.43 0.01
3 CDNS 282.41 17 May '24 21 275.00 0.295 12.40 12 270.00 0.306 15.40 10 -3.00 5.00 2.50 0.01
4 CDNS 282.41 21 Jun '24 56 285.00 0.300 12.40 21 280.00 0.309 14.70 2 -2.30 5.00 1.85 0.01
5 CDNS 282.41 17 May '24 21 290.00 0.275 4.50 41 285.00 0.282 6.30 65 -1.80 5.00 1.56 0.01
6 CDNS 282.41 17 May '24 21 280.00 0.288 9.20 30 275.00 0.295 11.90 12 -2.70 5.00 2.17 0.01
7 CDNS 282.41 17 May '24 21 285.00 0.282 6.60 65 280.00 0.288 8.90 30 -2.30 5.00 1.85 0.01
8 CDNS 282.41 19 Jul '24 84 280.00 0.305 18.30 0 275.00 0.312 20.70 4 -2.40 5.00 1.92 0.01
9 CDNS 282.41 19 Jul '24 84 285.00 0.300 15.50 2 280.00 0.305 17.80 0 -2.30 5.00 1.85 0.01
10 CDNS 282.41 17 Jan '25 266 280.00 0.326 36.60 0 275.00 0.331 38.10 0 -1.50 5.00 1.43 0.00
11 CDNS 282.41 16 Aug '24 112 280.00 0.324 22.30 2 275.00 0.328 24.50 0 -2.20 5.00 1.79 0.00
12 CDNS 282.41 21 Jun '24 56 290.00 0.296 10.10 25 285.00 0.300 12.00 21 -1.90 5.00 1.61 0.00
13 CDNS 282.41 19 Jul '24 84 290.00 0.296 13.20 1 285.00 0.300 15.20 2 -2.00 5.00 1.67 0.00
14 CDNS 282.41 16 Aug '24 112 285.00 0.320 19.60 1 280.00 0.324 21.70 2 -2.10 5.00 1.72 0.00
15 CDNS 282.41 16 Aug '24 112 290.00 0.316 17.20 0 285.00 0.320 19.20 1 -2.00 5.00 1.67 0.00
16 CDNS 282.41 15 Nov '24 203 290.00 0.329 26.70 1 285.00 0.332 28.40 0 -1.70 5.00 1.52 0.00
17 CDNS 282.41 16 Aug '24 112 275.00 0.328 25.20 0 270.00 0.332 27.40 1 -2.20 5.00 1.79 0.00
18 CDNS 282.41 17 Jan '25 266 285.00 0.323 33.80 2 280.00 0.326 35.60 0 -1.80 5.00 1.56 0.00
19 CDNS 282.41 15 Nov '24 203 285.00 0.332 29.20 0 280.00 0.334 30.90 0 -1.70 5.00 1.52 0.00
20 CDNS 282.41 17 Jan '25 266 290.00 0.323 31.60 6 285.00 0.323 33.10 2 -1.50 5.00 1.43 0.00
21 CDNS 282.41 17 Jan '25 266 275.00 0.331 39.60 0 270.00 0.325 39.90 1 -0.30 5.00 1.06 -0.01
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.