Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 25, 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 NVS 99.06 17 May '24 22 95.00 0.168 4.80 26 92.50 0.257 5.40 0 -0.60 2.50 1.32 0.09
2 NVS 99.06 16 Jan '26 631 105.00 0.095 12.00 0 100.00 0.168 12.20 0 -0.20 5.00 1.04 0.07
3 NVS 99.06 17 Jan '25 267 95.00 0.205 11.20 6 92.50 0.228 12.60 0 -1.40 2.50 2.27 0.02
4 NVS 99.06 17 Jan '25 267 100.00 0.189 8.00 0 97.50 0.212 9.20 29 -1.20 2.50 1.92 0.02
5 NVS 99.06 21 Jun '24 57 97.50 0.199 4.10 13 95.00 0.219 5.70 0 -1.60 2.50 2.78 0.02
6 NVS 99.06 18 Oct '24 176 100.00 0.206 5.90 1 97.50 0.225 7.20 0 -1.30 2.50 2.08 0.02
7 NVS 99.06 19 Jul '24 85 100.00 0.199 3.60 88 97.50 0.215 4.80 134 -1.20 2.50 1.92 0.02
8 NVS 99.06 21 Jun '24 57 100.00 0.187 2.60 96 97.50 0.199 3.90 13 -1.30 2.50 2.08 0.01
9 NVS 99.06 18 Oct '24 176 105.00 0.197 3.60 7 100.00 0.206 5.70 1 -2.10 5.00 1.72 0.01
10 NVS 99.06 21 Jun '24 57 105.00 0.178 0.95 7 100.00 0.187 2.50 96 -1.55 5.00 1.45 0.01
11 NVS 99.06 19 Jul '24 85 105.00 0.191 1.60 8 100.00 0.199 3.40 88 -1.80 5.00 1.56 0.01
12 NVS 99.06 18 Oct '24 176 97.50 0.225 7.90 0 95.00 0.232 8.80 0 -0.90 2.50 1.56 0.01
13 NVS 99.06 17 May '24 22 100.00 0.182 1.40 163 97.50 0.185 2.65 1,933 -1.25 2.50 2.00 0.00
14 NVS 99.06 19 Jul '24 85 97.50 0.215 5.30 134 95.00 0.212 5.50 1 -0.20 2.50 1.09 -0.00
15 NVS 99.06 17 May '24 22 105.00 0.185 0.25 9 100.00 0.182 1.25 163 -1.00 5.00 1.25 -0.00
16 NVS 99.06 17 Jan '25 267 97.50 0.212 9.50 29 95.00 0.205 9.80 6 -0.30 2.50 1.14 -0.01
17 NVS 99.06 17 Jan '25 267 105.00 0.198 5.50 0 100.00 0.189 6.00 0 -0.50 5.00 1.11 -0.01
18 NVS 99.06 17 May '24 22 97.50 0.185 2.85 1,933 95.00 0.168 4.00 26 -1.15 2.50 1.85 -0.02
19 NVS 99.06 18 Oct '24 176 95.00 0.232 9.50 0 92.50 0.214 9.60 0 -0.10 2.50 1.04 -0.02
20 NVS 99.06 21 Jun '24 57 95.00 0.219 6.00 0 92.50 0.125 6.40 0 -0.40 2.50 1.19 -0.09
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.