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 April 2, 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 XLF 41.67 5 Apr '24 3 42.00 0.118 0.51 266 42.50 0.169 0.53 39 -0.02 0.50 1.04 0.05
2 XLF 41.67 12 Apr '24 10 42.00 0.123 0.55 167 42.50 0.125 0.63 80 -0.08 0.50 1.19 0.00
3 XLF 41.67 12 Apr '24 10 42.50 0.125 0.94 80 43.00 0.125 1.12 0 -0.18 0.50 1.56  0
4 XLF 41.67 10 May '24 38 41.00 0.140 0.48 7 41.50 0.133 0.55 11 -0.07 0.50 1.16 -0.01
5 XLF 41.67 3 May '24 31 42.00 0.122 0.79 9 42.50 0.115 1.00 0 -0.21 0.50 1.72 -0.01
6 XLF 41.67 19 Apr '24 17 41.00 0.146 0.32 3,769 41.50 0.138 0.38 1,027 -0.06 0.50 1.14 -0.01
7 XLF 41.67 19 Apr '24 17 42.00 0.119 0.63 216 42.50 0.110 0.86 48 -0.23 0.50 1.85 -0.01
8 XLF 41.67 26 Apr '24 24 42.00 0.123 0.78 165 42.50 0.112 0.97 84 -0.19 0.50 1.61 -0.01
9 XLF 41.67 10 May '24 38 41.50 0.133 0.69 11 42.00 0.123 0.79 102 -0.10 0.50 1.25 -0.01
10 XLF 41.67 3 May '24 31 41.50 0.134 0.57 55 42.00 0.122 0.74 9 -0.17 0.50 1.52 -0.01
11 XLF 41.67 19 Apr '24 17 42.50 0.110 1.12 48 43.00 0.096 1.25 38 -0.13 0.50 1.35 -0.01
12 XLF 41.67 12 Apr '24 10 41.00 0.153 0.17 23 41.50 0.138 0.28 498 -0.11 0.50 1.28 -0.01
13 XLF 41.67 12 Apr '24 10 41.50 0.138 0.31 498 42.00 0.123 0.50 167 -0.19 0.50 1.61 -0.01
14 XLF 41.67 19 Apr '24 17 41.50 0.138 0.43 1,027 42.00 0.119 0.60 216 -0.17 0.50 1.52 -0.02
15 XLF 41.67 5 Apr '24 3 41.50 0.139 0.16 7,400 42.00 0.118 0.28 266 -0.12 0.50 1.32 -0.02
16 XLF 41.67 5 Apr '24 3 41.00 0.183 0.07 257 41.50 0.139 0.11 7,400 -0.04 0.50 1.09 -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.