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 11, 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 ICLR 312.39 19 Apr '24 8 310.00 0.278 7.50 2 300.00 0.349 12.20 0 -4.70 10.00 1.89 0.07
2 ICLR 312.39 19 Apr '24 8 300.00 0.349 16.50 0 290.00 0.402 21.10 0 -4.60 10.00 1.85 0.05
3 ICLR 312.39 19 Jul '24 99 300.00 0.350 31.50 0 290.00 0.365 34.70 0 -3.20 10.00 1.47 0.02
4 ICLR 312.39 19 Jul '24 99 310.00 0.338 24.30 2 300.00 0.350 27.80 0 -3.50 10.00 1.54 0.01
5 ICLR 312.39 18 Oct '24 190 320.00 0.323 30.00 0 310.00 0.333 30.70 0 -0.70 10.00 1.08 0.01
6 ICLR 312.39 17 May '24 36 330.00 0.323 6.60 0 320.00 0.333 9.40 0 -2.80 10.00 1.39 0.01
7 ICLR 312.39 19 Jul '24 99 320.00 0.328 19.30 0 310.00 0.338 22.90 2 -3.60 10.00 1.56 0.01
8 ICLR 312.39 19 Jul '24 99 330.00 0.320 15.20 0 320.00 0.328 17.60 0 -2.40 10.00 1.32 0.01
9 ICLR 312.39 18 Oct '24 190 330.00 0.315 25.10 0 320.00 0.323 25.20 0 -0.10 10.00 1.01 0.01
10 ICLR 312.39 19 Apr '24 8 320.00 0.318 5.00 0 310.00 0.278 6.20 2 -1.20 10.00 1.14 -0.04
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.