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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from October 15, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NVAX 12.60 18 Oct '24 3 13.50 1.078 1.35 5 13.00 1.137 0.70 17 0.65 0.50 0.77 0.06
2 NVAX 12.60 22 Nov '24 38 12.00 1.161 1.64 0 11.50 1.188 1.28 0 0.36 0.50 1.39 0.03
3 NVAX 12.60 29 Nov '24 45 12.50 1.116 1.94 0 12.00 1.128 1.58 0 0.36 0.50 1.39 0.01
4 NVAX 12.60 22 Nov '24 38 12.50 1.154 1.92 0 12.00 1.161 1.52 0 0.40 0.50 1.25 0.01
5 NVAX 12.60 8 Nov '24 24 12.50 1.300 1.68 602 12.00 1.305 1.29 4 0.39 0.50 1.28 0.00
6 NVAX 12.60 18 Oct '24 3 12.50 1.054 0.45 123 12.00 1.058 0.20 458 0.25 0.50 2.00 0.00
7 NVAX 12.60 25 Oct '24 10 12.00 0.940 0.52 30 11.50 0.937 0.29 258 0.23 0.50 2.17 -0.00
8 NVAX 12.60 29 Nov '24 45 12.00 1.128 1.70 0 11.50 1.124 1.33 0 0.37 0.50 1.35 -0.00
9 NVAX 12.60 25 Oct '24 10 13.00 0.965 1.09 3 12.50 0.959 0.71 34 0.38 0.50 1.32 -0.01
10 NVAX 12.60 1 Nov '24 17 12.50 0.964 1.08 50 12.00 0.958 0.70 4 0.38 0.50 1.32 -0.01
11 NVAX 12.60 1 Nov '24 17 12.00 0.958 0.81 4 11.50 0.951 0.50 16 0.31 0.50 1.61 -0.01
12 NVAX 12.60 8 Nov '24 24 13.00 1.312 1.98 1 12.50 1.300 1.54 602 0.44 0.50 1.14 -0.01
13 NVAX 12.60 1 Nov '24 17 13.50 1.017 1.73 0 13.00 1.004 1.24 0 0.49 0.50 1.02 -0.01
14 NVAX 12.60 25 Oct '24 10 12.50 0.959 0.78 34 12.00 0.940 0.48 30 0.30 0.50 1.67 -0.02
15 NVAX 12.60 8 Nov '24 24 12.00 1.305 1.41 4 11.50 1.280 1.05 0 0.36 0.50 1.39 -0.02
16 NVAX 12.60 1 Nov '24 17 13.00 1.004 1.39 0 12.50 0.964 0.96 50 0.43 0.50 1.16 -0.04
17 NVAX 12.60 25 Oct '24 10 13.50 1.008 1.43 10 13.00 0.965 1.01 3 0.42 0.50 1.19 -0.04
18 NVAX 12.60 22 Nov '24 38 13.00 1.199 2.22 0 12.50 1.154 1.79 0 0.43 0.50 1.16 -0.04
19 NVAX 12.60 18 Oct '24 3 12.00 1.058 0.24 458 11.50 1.002 0.07 282 0.17 0.50 2.94 -0.06
20 NVAX 12.60 8 Nov '24 24 13.50 1.384 2.65 1 13.00 1.312 1.85 1 0.80 0.50 0.62 -0.07
21 NVAX 12.60 18 Oct '24 3 13.00 1.137 0.76 17 12.50 1.054 0.41 123 0.35 0.50 1.43 -0.08
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.