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 May 24, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 ALGT 48.10 21 Jun '24 28 50.00 0.461 3.70 12 55.00 0.691 7.10 1 -3.40 5.00 3.12 0.23
2 ALGT 48.10 18 Oct '24 147 55.00 0.425 10.40 5 60.00 0.484 13.30 0 -2.90 5.00 2.38 0.06
3 ALGT 48.10 20 Dec '24 210 45.00 0.488 6.10 0 50.00 0.532 7.80 0 -1.70 5.00 1.52 0.04
4 ALGT 48.10 20 Dec '24 210 55.00 0.524 11.80 0 60.00 0.526 14.30 0 -2.50 5.00 2.00 0.00
5 ALGT 48.10 21 Jun '24 28 55.00 0.691 8.70 1 60.00 0.687 10.80 0 -2.10 5.00 1.72 -0.00
6 ALGT 48.10 17 Jan '25 238 45.00 0.543 6.40 1 50.00 0.536 8.20 0 -1.80 5.00 1.56 -0.01
7 ALGT 48.10 20 Dec '24 210 50.00 0.532 8.80 0 55.00 0.524 10.90 0 -2.10 5.00 1.72 -0.01
8 ALGT 48.10 17 Jan '25 238 40.00 0.557 4.50 0 45.00 0.543 5.60 1 -1.10 5.00 1.28 -0.01
9 ALGT 48.10 18 Oct '24 147 45.00 0.526 4.70 0 50.00 0.511 6.90 28 -2.20 5.00 1.79 -0.01
10 ALGT 48.10 19 Jul '24 56 45.00 0.490 2.25 32 50.00 0.472 4.50 11 -2.25 5.00 1.82 -0.02
11 ALGT 48.10 18 Oct '24 147 40.00 0.545 2.80 0 45.00 0.526 4.40 0 -1.60 5.00 1.47 -0.02
12 ALGT 48.10 19 Jul '24 56 50.00 0.472 4.70 11 55.00 0.448 7.70 0 -3.00 5.00 2.50 -0.02
13 ALGT 48.10 19 Jul '24 56 40.00 0.526 1.05 28 45.00 0.490 2.15 32 -1.10 5.00 1.28 -0.04
14 ALGT 48.10 21 Jun '24 28 45.00 0.507 1.35 5 50.00 0.461 3.40 12 -2.05 5.00 1.69 -0.05
15 ALGT 48.10 19 Jul '24 56 55.00 0.448 8.30 0 60.00 0.397 11.20 0 -2.90 5.00 2.38 -0.05
16 ALGT 48.10 21 Jun '24 28 40.00 0.565 0.50 0 45.00 0.507 1.15 5 -0.65 5.00 1.15 -0.06
17 ALGT 48.10 20 Dec '24 210 40.00 0.547 4.20 0 45.00 0.488 4.90 0 -0.70 5.00 1.16 -0.06
18 ALGT 48.10 18 Oct '24 147 50.00 0.511 7.20 28 55.00 0.425 8.20 5 -1.00 5.00 1.25 -0.09
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.