Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 March 28, 2024. 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 SA 15.12 19 Apr '24 22 14.00 0.491 1.45 184 13.00 0.554 2.15 1 -0.70 1.00 3.33 0.06
2 SA 15.12 17 May '24 50 15.00 0.498 1.20 418 14.00 0.529 1.70 121 -0.50 1.00 2.00 0.03
3 SA 15.12 19 Apr '24 22 15.00 0.466 0.85 463 14.00 0.491 1.35 184 -0.50 1.00 2.00 0.03
4 SA 15.12 19 Jul '24 113 14.00 0.516 2.40 129 13.00 0.535 2.85 219 -0.45 1.00 1.82 0.02
5 SA 15.12 16 Aug '24 141 14.00 0.501 2.55 1 13.00 0.513 3.00 1 -0.45 1.00 1.82 0.01
6 SA 15.12 19 Jul '24 113 16.00 0.516 1.45 77 15.00 0.524 1.75 66 -0.30 1.00 1.43 0.01
7 SA 15.12 16 Aug '24 141 15.00 0.493 2.05 17 14.00 0.501 2.40 1 -0.35 1.00 1.54 0.01
8 SA 15.12 15 Nov '24 232 14.00 0.493 3.10 20 13.00 0.501 3.50 8 -0.40 1.00 1.67 0.01
9 SA 15.12 15 Nov '24 232 17.00 0.491 1.85 3 16.00 0.496 2.10 0 -0.25 1.00 1.33 0.01
10 SA 15.12 20 Dec '24 267 16.00 0.493 2.40 2 15.00 0.497 2.65 56 -0.25 1.00 1.33 0.00
11 SA 15.12 15 Nov '24 232 16.00 0.496 2.20 0 15.00 0.499 2.50 5 -0.30 1.00 1.43 0.00
12 SA 15.12 20 Dec '24 267 17.00 0.489 2.05 127 16.00 0.493 2.25 2 -0.20 1.00 1.25 0.00
13 SA 15.12 20 Dec '24 267 14.00 0.487 3.30 21 13.00 0.490 3.60 14 -0.30 1.00 1.43 0.00
14 SA 15.12 19 Jul '24 113 17.00 0.518 1.10 222 16.00 0.516 1.35 77 -0.25 1.00 1.33 -0.00
15 SA 15.12 17 May '24 50 16.00 0.502 0.85 446 15.00 0.498 1.15 418 -0.30 1.00 1.43 -0.00
16 SA 15.12 15 Nov '24 232 15.00 0.499 2.65 5 14.00 0.493 2.95 20 -0.30 1.00 1.43 -0.01
17 SA 15.12 19 Jul '24 113 15.00 0.524 1.85 66 14.00 0.516 2.25 129 -0.40 1.00 1.67 -0.01
18 SA 15.12 20 Dec '24 267 15.00 0.497 2.80 56 14.00 0.487 3.10 21 -0.30 1.00 1.43 -0.01
19 SA 15.12 16 Aug '24 141 16.00 0.504 1.65 26 15.00 0.493 1.90 17 -0.25 1.00 1.33 -0.01
20 SA 15.12 19 Apr '24 22 17.00 0.530 0.25 70 16.00 0.513 0.35 163 -0.10 1.00 1.11 -0.02
21 SA 15.12 17 May '24 50 17.00 0.537 0.60 10 16.00 0.502 0.75 446 -0.15 1.00 1.18 -0.04
22 SA 15.12 19 Apr '24 22 16.00 0.513 0.45 163 15.00 0.466 0.70 463 -0.25 1.00 1.33 -0.05
23 SA 15.12 17 May '24 50 14.00 0.529 1.80 121 13.00 0.478 2.30 99 -0.50 1.00 2.00 -0.05
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.