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 April 21, 2021. 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 NFLX 508.90 18 Mar '22 331 950.00 0.357 3.25 1 1000.00 0.364 2.15 2 1.10 50.00 45.45 0.01
2 NFLX 508.90 21 May '21 30 545.00 0.283 5.25 227 547.50 0.290 4.25 70 1.00 2.50 2.50 0.01
3 NFLX 508.90 17 Sep '21 149 580.00 0.318 18.15 21 585.00 0.324 16.10 351 2.05 5.00 2.44 0.01
4 NFLX 508.90 21 May '21 30 575.00 0.299 1.74 240 580.00 0.305 1.31 1,005 0.43 5.00 11.63 0.01
5 NFLX 508.90 18 Jun '21 58 600.00 0.300 2.74 856 605.00 0.306 2.05 57 0.69 5.00 7.25 0.01
6 NFLX 508.90 18 Mar '22 331 900.00 0.351 4.30 250 950.00 0.357 2.85 1 1.45 50.00 34.48 0.01
7 NFLX 508.90 18 Mar '22 331 1000.00 0.364 2.51 2 1050.00 0.370 1.80 8 0.71 50.00 70.42 0.01
8 NFLX 508.90 21 May '21 30 552.50 0.287 3.95 117 555.00 0.289 3.05 264 0.90 2.50 2.78 0.00
9 NFLX 508.90 18 Jun '21 58 575.00 0.292 4.85 611 580.00 0.294 4.05 812 0.80 5.00 6.25 0.00
10 NFLX 508.90 17 Jun '22 422 880.00 0.348 8.20 0 900.00 0.349 6.75 652 1.45 20.00 13.79 0.00
11 NFLX 508.90 17 Jun '22 422 900.00 0.349 7.40 652 950.00 0.350 1.51 37 5.89 50.00 8.49 0.00
12 NFLX 508.90 17 Jun '22 422 860.00 0.348 9.30 0 880.00 0.348 7.55 0 1.75 20.00 11.43 0.00
13 NFLX 508.90 7 May '21 16 510.00 0.304 12.60 658 512.50 0.303 10.00 221 2.60 2.50 0.96 -0.00
14 NFLX 508.90 18 Jun '21 58 580.00 0.294 4.30 812 585.00 0.292 3.35 512 0.95 5.00 5.26 -0.00
15 NFLX 508.90 21 May '21 30 530.00 0.284 8.85 1,119 532.50 0.281 7.15 129 1.70 2.50 1.47 -0.00
16 NFLX 508.90 17 Sep '21 149 585.00 0.324 17.00 351 590.00 0.321 15.10 17 1.90 5.00 2.63 -0.00
17 NFLX 508.90 21 May '21 30 600.00 0.324 0.83 2,306 605.00 0.321 0.55 124 0.28 5.00 17.86 -0.00
18 NFLX 508.90 21 May '21 30 580.00 0.305 1.53 1,005 585.00 0.301 0.99 542 0.54 5.00 9.26 -0.00
19 NFLX 508.90 21 May '21 30 535.00 0.284 7.20 1,419 537.50 0.277 5.95 161 1.25 2.50 2.00 -0.01
20 NFLX 508.90 17 Sep '21 149 575.00 0.325 19.40 212 580.00 0.318 17.20 21 2.20 5.00 2.27 -0.01
21 NFLX 508.90 7 May '21 16 512.50 0.303 11.30 221 515.00 0.288 8.90 897 2.40 2.50 1.04 -0.02
22 NFLX 508.90 21 Jan '22 275 860.00 0.357 4.95 13 880.00 0.340 1.33 0 3.62 20.00 5.52 -0.02
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.