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 November 8, 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 VIX 14.97 20 Nov '24 12 14.00 1.110 1.74 56 13.50 1.222 2.09 13 -0.35 0.50 3.33 0.11
2 VIX 14.97 20 Nov '24 12 14.50 1.042 1.39 108 14.00 1.110 1.68 56 -0.29 0.50 2.38 0.07
3 VIX 14.97 16 Apr '25 159 16.00 0.933 3.45 23 15.00 0.984 3.75 4 -0.30 1.00 1.43 0.05
4 VIX 14.97 21 May '25 194 16.00 0.904 3.75 3 15.00 0.945 3.90 100 -0.15 1.00 1.18 0.04
5 VIX 14.97 19 Feb '25 103 14.50 1.008 3.45 24 14.00 1.046 3.60 3 -0.15 0.50 1.43 0.04
6 VIX 14.97 22 Jan '25 75 14.50 0.978 2.88 57 14.00 1.015 3.05 1,223 -0.17 0.50 1.52 0.04
7 VIX 14.97 19 Feb '25 103 14.00 1.046 3.75 3 13.50 1.072 3.90 64 -0.15 0.50 1.43 0.03
8 VIX 14.97 18 Mar '25 130 14.50 1.026 3.85 20 14.00 1.052 3.95 2 -0.10 0.50 1.25 0.03
9 VIX 14.97 16 Apr '25 159 14.00 0.999 4.40 0 13.50 1.025 4.50 33 -0.10 0.50 1.25 0.03
10 VIX 14.97 18 Mar '25 130 15.00 1.001 3.60 22 14.50 1.026 3.70 20 -0.10 0.50 1.25 0.02
11 VIX 14.97 18 Mar '25 130 16.00 0.979 3.20 870 15.00 1.001 3.40 22 -0.20 1.00 1.25 0.02
12 VIX 14.97 22 Jan '25 75 14.00 1.015 3.20 1,223 13.50 1.034 3.35 4 -0.15 0.50 1.43 0.02
13 VIX 14.97 19 Feb '25 103 16.00 0.983 2.75 9 15.00 1.001 3.10 46 -0.35 1.00 1.54 0.02
14 VIX 14.97 20 Nov '24 12 16.00 1.011 0.73 7,399 15.00 1.030 1.05 2,582 -0.32 1.00 1.47 0.02
15 VIX 14.97 18 Dec '24 40 14.00 0.923 2.32 184 13.50 0.940 2.56 22 -0.24 0.50 1.92 0.02
16 VIX 14.97 20 Nov '24 12 15.00 1.030 1.11 2,582 14.50 1.042 1.33 108 -0.22 0.50 1.79 0.01
17 VIX 14.97 18 Mar '25 130 14.00 1.052 4.15 2 13.50 1.060 4.25 0 -0.10 0.50 1.25 0.01
18 VIX 14.97 19 Feb '25 103 15.00 1.001 3.20 46 14.50 1.008 3.30 24 -0.10 0.50 1.25 0.01
19 VIX 14.97 22 Jan '25 75 16.00 0.969 2.27 88 15.00 0.976 2.60 647 -0.33 1.00 1.49 0.01
20 VIX 14.97 22 Jan '25 75 15.00 0.976 2.64 647 14.50 0.978 2.80 57 -0.16 0.50 1.47 0.00
21 VIX 14.97 16 Apr '25 159 14.50 1.000 4.15 4 14.00 0.999 4.20 0 -0.05 0.50 1.11 -0.00
22 VIX 14.97 18 Dec '24 40 14.50 0.927 2.07 298 14.00 0.923 2.26 184 -0.19 0.50 1.61 -0.00
23 VIX 14.97 18 Dec '24 40 15.00 0.939 1.85 3,633 14.50 0.927 2.02 298 -0.17 0.50 1.52 -0.01
24 VIX 14.97 18 Dec '24 40 16.00 0.967 1.53 11,784 15.00 0.939 1.80 3,633 -0.27 1.00 1.37 -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.