Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from June 17, 2025. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 VXX 54.22 7.5M 3 Jul '25 16 53.50 C 1.59 0 1.60 0.946 1.65%
2 VXX 54.22 7.5M 20 Jun '25 3 55.00 C 1.03 856 1.90 0.887 3.40%
3 VXX 54.22 7.5M 20 Jun '25 3 54.50 C 1.22 226 2.25 0.843 2.83%
4 VXX 54.22 7.5M 20 Jun '25 3 54.00 C 1.37 1,027 2.12 0.811 2.18%
5 VXX 54.22 7.5M 20 Jun '25 3 53.50 C 1.61 192 1.64 0.798 1.69%
6 VXX 54.22 7.5M 27 Jun '25 10 55.00 C 2.15 237 3.97 0.797 5.63%
7 VXX 54.22 7.5M 19 Dec '25 185 55.00 C 9.65 1 17.80 0.794 23.40%
8 VXX 54.22 7.5M 1 Aug '25 45 54.50 C 3.40 0 6.27 0.780 7.24%
9 VXX 54.22 7.5M 25 Jul '25 38 54.50 C 3.25 0 5.99 0.773 6.93%
10 VXX 54.22 7.5M 16 Jan '26 213 55.00 C 11.00 0 20.29 0.754 27.26%
11 VXX 54.22 7.5M 15 Aug '25 59 55.00 C 5.75 2 10.60 0.751 13.47%
12 VXX 54.22 7.5M 3 Jul '25 16 55.00 C 2.40 81 4.43 0.747 6.14%
13 VXX 54.22 7.5M 3 Jul '25 16 54.50 C 1.96 2 3.61 0.747 4.29%
14 VXX 54.22 7.5M 18 Jul '25 31 55.00 C 4.20 555 7.75 0.745 9.96%
15 VXX 54.22 7.5M 11 Jul '25 24 54.50 C 2.62 10 4.83 0.745 5.62%
16 VXX 54.22 7.5M 11 Jul '25 24 55.00 C 2.44 24 4.50 0.739 6.22%
17 VXX 54.22 7.5M 27 Jun '25 10 54.50 C 2.34 20 4.32 0.738 5.05%
18 VXX 54.22 7.5M 16 Jan '26 213 54.00 C 10.20 2 18.41 0.734 22.67%
19 VXX 54.22 7.5M 18 Jul '25 31 54.00 C 4.40 46 7.71 0.714 8.39%
20 VXX 54.22 7.5M 15 Jan '27 577 55.00 C 17.50 0 32.28 0.711 49.78%
21 VXX 54.22 7.5M 27 Jun '25 10 54.00 C 2.52 230 4.24 0.694 4.45%
22 VXX 54.22 7.5M 27 Jun '25 10 53.50 C 2.67 76 3.60 0.690 3.78%
23 VXX 54.22 7.5M 25 Jul '25 38 55.00 C 3.75 1,002 6.92 0.680 8.98%
24 VXX 54.22 7.5M 19 Sep '25 94 55.00 C 5.65 0 10.42 0.664 13.24%
25 VXX 54.22 7.5M 19 Dec '25 185 54.00 C 9.90 7 17.85 0.659 21.84%
26 VXX 54.22 7.5M 19 Sep '25 94 54.00 C 6.20 7 11.03 0.653 12.45%
27 VXX 54.22 7.5M 11 Jul '25 24 54.00 C 2.77 57 4.70 0.652 4.96%
28 VXX 54.22 7.5M 15 Jan '27 577 54.00 C 17.50 0 31.87 0.650 47.06%
29 VXX 54.22 7.5M 25 Jul '25 38 54.00 C 3.10 10 5.31 0.637 5.63%
30 VXX 54.22 7.5M 3 Jul '25 16 54.00 C 2.36 3 3.95 0.624 4.13%
31 VXX 54.22 7.5M 1 Aug '25 45 54.00 C 3.65 10 6.33 0.604 6.78%
32 VXX 54.22 7.5M 15 Aug '25 59 54.00 C 4.30 0 7.52 0.560 8.17%
33 VXX 54.22 7.5M 1 Aug '25 45 55.00 C 3.30 2 6.09 0.545 8.01%
34 VXX 54.22 7.5M 1 Aug '25 45 53.50 C 3.75 0 5.59 0.471 6.00%
35 VXX 54.22 7.5M 25 Jul '25 38 53.50 C 3.30 0 4.76 0.422 5.07%
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.