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 Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Call
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 22, 2021. 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 DISCA 38.21 18 Jun '21 57 35.00 0.478 4.80 12 32.50 0.562 6.30 10 -1.50 2.50 2.50 0.08
2 DISCA 38.21 21 May '21 29 37.50 0.476 2.45 1,155 35.00 0.516 3.90 394 -1.45 2.50 2.38 0.04
3 DISCA 38.21 21 Jan '22 274 35.00 0.453 7.70 10 32.50 0.479 8.50 1 -0.80 2.50 1.47 0.03
4 DISCA 38.21 21 May '21 29 35.00 0.516 4.20 394 32.50 0.538 5.90 31 -1.70 2.50 3.13 0.02
5 DISCA 38.21 16 Jul '21 85 37.50 0.458 3.80 46 35.00 0.477 5.10 28 -1.30 2.50 2.08 0.02
6 DISCA 38.21 16 Jul '21 85 35.00 0.477 5.30 28 32.50 0.485 6.70 3 -1.40 2.50 2.27 0.01
7 DISCA 38.21 15 Oct '21 176 35.00 0.468 6.70 18 32.50 0.472 7.70 0 -1.00 2.50 1.67 0.00
8 DISCA 38.21 18 Jun '21 57 37.50 0.475 3.30 57 35.00 0.478 4.50 12 -1.20 2.50 1.92 0.00
9 DISCA 38.21 18 Jun '21 57 40.00 0.472 2.15 725 37.50 0.475 3.10 57 -0.95 2.50 1.61 0.00
10 DISCA 38.21 21 Jan '22 274 40.00 0.458 5.50 296 37.50 0.460 6.10 64 -0.60 2.50 1.32 0.00
11 DISCA 38.21 15 Oct '21 176 37.50 0.466 5.40 7 35.00 0.468 6.40 18 -1.00 2.50 1.67 0.00
12 DISCA 38.21 15 Oct '21 176 40.00 0.468 4.40 31 37.50 0.466 5.10 7 -0.70 2.50 1.39 -0.00
13 DISCA 38.21 16 Jul '21 85 42.50 0.466 1.95 46 40.00 0.462 2.55 89 -0.60 2.50 1.32 -0.00
14 DISCA 38.21 18 Jun '21 57 42.50 0.476 1.45 110 40.00 0.472 2.00 725 -0.55 2.50 1.28 -0.00
15 DISCA 38.21 16 Jul '21 85 40.00 0.462 2.75 89 37.50 0.458 3.60 46 -0.85 2.50 1.52 -0.00
16 DISCA 38.21 21 Jan '22 274 42.50 0.463 4.70 36 40.00 0.458 5.20 296 -0.50 2.50 1.25 -0.01
17 DISCA 38.21 15 Oct '21 176 42.50 0.474 3.50 0 40.00 0.468 4.10 31 -0.60 2.50 1.32 -0.01
18 DISCA 38.21 21 Jan '22 274 37.50 0.460 6.60 64 35.00 0.453 7.20 10 -0.60 2.50 1.32 -0.01
19 DISCA 38.21 21 May '21 29 42.50 0.518 0.85 931 40.00 0.508 1.30 3,381 -0.45 2.50 1.22 -0.01
20 DISCA 38.21 21 May '21 29 40.00 0.508 1.50 3,381 37.50 0.476 2.35 1,155 -0.85 2.50 1.52 -0.03
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.