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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 12, 2024. You can get started for free to get the latest data.
# Stock Stock
Price		 Expiry Days Long Put Short Put Debit Spread Spread
Ratio		 Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 SJM 109.61 19 Apr '24 7 105.00 0.301 0.40 23 100.00 0.380  0 0 0.40 5.00 12.50 0.08
2 SJM 109.61 19 Apr '24 7 110.00 0.255 1.85 64 105.00 0.301 0.30 23 1.55 5.00 3.23 0.05
3 SJM 109.61 17 May '24 35 100.00 0.286 0.85 192 95.00 0.324 0.30 3 0.55 5.00 9.09 0.04
4 SJM 109.61 18 Oct '24 189 115.00 0.247 12.60 2 110.00 0.279 8.00 3 4.60 5.00 1.09 0.03
5 SJM 109.61 19 Jul '24 98 100.00 0.282 2.45 2 95.00 0.295 1.35 33 1.10 5.00 4.55 0.01
6 SJM 109.61 17 May '24 35 105.00 0.273 1.85 37 100.00 0.286 0.70 192 1.15 5.00 4.35 0.01
7 SJM 109.61 17 Jan '25 280 105.00 0.297 7.70 20 100.00 0.309 5.70 1 2.00 5.00 2.50 0.01
8 SJM 109.61 19 Jul '24 98 105.00 0.273 4.00 3 100.00 0.282 2.25 2 1.75 5.00 2.86 0.01
9 SJM 109.61 18 Oct '24 189 105.00 0.284 6.10 2 100.00 0.293 4.20 1 1.90 5.00 2.63 0.01
10 SJM 109.61 19 Jul '24 98 110.00 0.264 6.10 7 105.00 0.273 3.70 3 2.40 5.00 2.08 0.01
11 SJM 109.61 18 Oct '24 189 100.00 0.293 4.40 1 95.00 0.302 2.90 0 1.50 5.00 3.33 0.01
12 SJM 109.61 17 May '24 35 110.00 0.268 4.00 30 105.00 0.273 1.70 37 2.30 5.00 2.17 0.00
13 SJM 109.61 18 Oct '24 189 110.00 0.279 8.30 3 105.00 0.284 5.80 2 2.50 5.00 2.00 0.00
14 SJM 109.61 17 Jan '25 280 100.00 0.309 6.10 1 95.00 0.313 4.20 0 1.90 5.00 2.63 0.00
15 SJM 109.61 17 Jan '25 280 115.00 0.296 12.60 0 110.00 0.297 9.60 0 3.00 5.00 1.67 0.00
16 SJM 109.61 17 Jan '25 280 110.00 0.297 9.90 0 105.00 0.297 7.40 20 2.50 5.00 2.00 -0.00
17 SJM 109.61 16 Jan '26 644 100.00 0.396 10.30 0 95.00 0.395 8.00 0 2.30 5.00 2.17 -0.00
18 SJM 109.61 18 Jul '25 462 110.00 0.343 12.30 0 105.00 0.340 9.80 16 2.50 5.00 2.00 -0.00
19 SJM 109.61 16 Jan '26 644 105.00 0.399 12.30 0 100.00 0.396 9.70 0 2.60 5.00 1.92 -0.00
20 SJM 109.61 16 Jan '26 644 110.00 0.422 16.30 0 105.00 0.399 11.60 0 4.70 5.00 1.06 -0.02
21 SJM 109.61 17 May '24 35 115.00 0.299 7.80 23 110.00 0.268 3.70 30 4.10 5.00 1.22 -0.03
22 SJM 109.61 19 Jul '24 98 115.00 0.300 10.80 13 110.00 0.264 5.80 7 5.00 5.00 1.00 -0.04
23 SJM 109.61 19 Apr '24 7 115.00 0.323 6.10 28 110.00 0.255 1.65 64 4.45 5.00 1.12 -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.