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 4, 2024. You can get started for free to get the latest data.
# Stock Stock
Price		 Expiry Days Long Call Short Call Debit Spread Spread
Ratio		 Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 IFF 83.86 20 Dec '24 260 87.50 0.315 8.50 0 90.00 0.329 7.10 0 1.40 2.50 1.79 0.01
2 IFF 83.86 21 Jun '24 78 80.00 0.333 8.00 50 82.50 0.342 5.70 3 2.30 2.50 1.09 0.01
3 IFF 83.86 17 Jan '25 288 85.00 0.316 10.40 0 87.50 0.319 8.60 0 1.80 2.50 1.39 0.00
4 IFF 83.86 17 May '24 43 85.00 0.348 3.60 30 87.50 0.349 2.45 5 1.15 2.50 2.17 0.00
5 IFF 83.86 19 Apr '24 15 87.50 0.278 0.70 10 90.00 0.279 0.20 0 0.50 2.50 5.00 0.00
6 IFF 83.86 18 Oct '24 197 85.00 0.319 8.20 0 87.50 0.320 6.50 0 1.70 2.50 1.47 0.00
7 IFF 83.86 21 Jun '24 78 87.50 0.322 3.70 0 90.00 0.322 2.50 4 1.20 2.50 2.08 -0.00
8 IFF 83.86 18 Oct '24 197 82.50 0.320 9.40 0 85.00 0.319 7.60 0 1.80 2.50 1.39 -0.00
9 IFF 83.86 16 Aug '24 134 87.50 0.325 5.40 0 90.00 0.320 4.20 0 1.20 2.50 2.08 -0.00
10 IFF 83.86 17 May '24 43 87.50 0.349 2.65 5 90.00 0.344 1.65 0 1.00 2.50 2.50 -0.01
11 IFF 83.86 16 Aug '24 134 85.00 0.331 6.60 0 87.50 0.325 5.20 0 1.40 2.50 1.79 -0.01
12 IFF 83.86 21 Jun '24 78 85.00 0.328 4.90 12 87.50 0.322 3.40 0 1.50 2.50 1.67 -0.01
13 IFF 83.86 16 Aug '24 134 82.50 0.336 8.00 0 85.00 0.331 6.30 0 1.70 2.50 1.47 -0.01
14 IFF 83.86 18 Oct '24 197 80.00 0.326 10.90 0 82.50 0.320 8.80 0 2.10 2.50 1.19 -0.01
15 IFF 83.86 19 Apr '24 15 85.00 0.284 1.50 21 87.50 0.278 0.55 10 0.95 2.50 2.63 -0.01
16 IFF 83.86 17 May '24 43 82.50 0.356 4.90 28 85.00 0.348 3.40 30 1.50 2.50 1.67 -0.01
17 IFF 83.86 19 Apr '24 15 82.50 0.292 2.80 4 85.00 0.284 1.35 21 1.45 2.50 1.72 -0.01
18 IFF 83.86 18 Oct '24 197 87.50 0.320 7.20 0 90.00 0.309 5.50 0 1.70 2.50 1.47 -0.01
19 IFF 83.86 17 Jan '25 288 87.50 0.319 9.20 0 90.00 0.305 7.60 0 1.60 2.50 1.56 -0.01
20 IFF 83.86 21 Jun '24 78 82.50 0.342 6.30 3 85.00 0.328 4.50 12 1.80 2.50 1.39 -0.01
21 IFF 83.86 19 Apr '24 15 80.00 0.322 5.00 0 82.50 0.292 2.65 4 2.35 2.50 1.06 -0.03
22 IFF 83.86 20 Dec '24 260 85.00 0.357 11.80 0 87.50 0.315 8.10 0 3.70 2.50 0.68 -0.04
23 IFF 83.86 16 Aug '24 134 80.00 0.395 11.50 0 82.50 0.336 7.50 0 4.00 2.50 0.62 -0.06
24 IFF 83.86 17 May '24 43 80.00 0.502 8.30 0 82.50 0.356 4.70 28 3.60 2.50 0.69 -0.15
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.