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 April 5, 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 VAL 73.71 21 Jun '24 77 65.00 0.465 12.10 0 60.00 0.688 14.10 0 -2.00 5.00 1.67 0.22
2 VAL 73.71 19 Apr '24 14 65.00 0.556 11.50 1 60.00 0.711 12.60 0 -1.10 5.00 1.28 0.16
3 VAL 73.71 19 Apr '24 14 70.00 0.406 4.70 7 65.00 0.556 7.30 1 -2.60 5.00 2.08 0.15
4 VAL 73.71 17 May '24 42 65.00 0.453 11.50 0 60.00 0.531 13.00 0 -1.50 5.00 1.43 0.08
5 VAL 73.71 16 Aug '24 133 65.00 0.435 13.00 0 60.00 0.512 16.30 0 -3.30 5.00 2.94 0.08
6 VAL 73.71 20 Dec '24 259 70.00 0.392 13.10 0 65.00 0.463 14.70 0 -1.60 5.00 1.47 0.07
7 VAL 73.71 21 Jun '24 77 70.00 0.415 7.90 2 65.00 0.465 10.60 0 -2.70 5.00 2.17 0.05
8 VAL 73.71 19 Apr '24 14 75.00 0.358 1.55 127 70.00 0.406 4.00 7 -2.45 5.00 1.96 0.05
9 VAL 73.71 17 May '24 42 70.00 0.417 6.50 4 65.00 0.453 9.70 0 -3.20 5.00 2.78 0.04
10 VAL 73.71 19 Jul '24 105 70.00 0.407 8.70 15 65.00 0.431 11.00 0 -2.30 5.00 1.85 0.02
11 VAL 73.71 16 Aug '24 133 70.00 0.413 9.70 6 65.00 0.435 12.40 0 -2.70 5.00 2.17 0.02
12 VAL 73.71 20 Dec '24 259 80.00 0.389 8.20 0 75.00 0.410 9.70 0 -1.50 5.00 1.43 0.02
13 VAL 73.71 19 Jul '24 105 75.00 0.392 5.90 0 70.00 0.407 8.20 15 -2.30 5.00 1.85 0.01
14 VAL 73.71 21 Jun '24 77 80.00 0.393 3.10 5 75.00 0.408 4.70 25 -1.60 5.00 1.47 0.01
15 VAL 73.71 17 May '24 42 75.00 0.405 4.50 161 70.00 0.417 5.90 4 -1.40 5.00 1.39 0.01
16 VAL 73.71 17 May '24 42 80.00 0.393 1.80 105 75.00 0.405 3.10 161 -1.30 5.00 1.35 0.01
17 VAL 73.71 16 Aug '24 133 75.00 0.403 7.00 0 70.00 0.413 9.10 6 -2.10 5.00 1.72 0.01
18 VAL 73.71 19 Jul '24 105 80.00 0.383 3.90 1 75.00 0.392 5.60 0 -1.70 5.00 1.52 0.01
19 VAL 73.71 16 Aug '24 133 80.00 0.395 4.90 0 75.00 0.403 6.60 0 -1.70 5.00 1.52 0.01
20 VAL 73.71 21 Jun '24 77 75.00 0.408 5.10 25 70.00 0.415 7.10 2 -2.00 5.00 1.67 0.01
21 VAL 73.71 20 Dec '24 259 75.00 0.410 11.40 0 70.00 0.392 11.60 0 -0.20 5.00 1.04 -0.02
22 VAL 73.71 19 Jul '24 105 65.00 0.431 12.70 0 60.00 0.400 14.20 0 -1.50 5.00 1.43 -0.03
23 VAL 73.71 19 Apr '24 14 80.00 0.394 1.25 0 75.00 0.358 1.45 127 -0.20 5.00 1.04 -0.04
24 VAL 73.71 20 Dec '24 259 65.00 0.463 17.10 0 60.00 0.389 17.70 1 -0.60 5.00 1.14 -0.07
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.