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 3, 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 PEN 215.00 21 Jun '24 79 210.00 0.439 21.40 0 220.00 0.449 15.10 0 6.30 10.00 1.59 0.01
2 PEN 215.00 17 Jan '25 289 210.00 0.439 40.30 0 220.00 0.449 32.00 0 8.30 10.00 1.20 0.01
3 PEN 215.00 19 Apr '24 16 220.00 0.392 5.20 3 230.00 0.395 1.95 1 3.25 10.00 3.08 0.00
4 PEN 215.00 20 Dec '24 261 200.00 0.453 45.00 0 210.00 0.451 35.20 0 9.80 10.00 1.02 -0.00
5 PEN 215.00 17 May '24 44 230.00 0.453 8.10 0 240.00 0.449 4.70 3 3.40 10.00 2.94 -0.00
6 PEN 215.00 19 Apr '24 16 230.00 0.395 2.30 1 240.00 0.391 0.65 2 1.65 10.00 6.06 -0.00
7 PEN 215.00 21 Jun '24 79 230.00 0.444 13.20 0 240.00 0.438 8.30 0 4.90 10.00 2.04 -0.01
8 PEN 215.00 17 May '24 44 220.00 0.458 12.00 0 230.00 0.453 7.40 0 4.60 10.00 2.17 -0.01
9 PEN 215.00 21 Jun '24 79 220.00 0.449 16.80 0 230.00 0.444 10.70 0 6.10 10.00 1.64 -0.01
10 PEN 215.00 18 Oct '24 198 230.00 0.426 24.30 0 240.00 0.420 17.20 0 7.10 10.00 1.41 -0.01
11 PEN 215.00 20 Dec '24 261 210.00 0.451 39.40 0 220.00 0.444 30.30 0 9.10 10.00 1.10 -0.01
12 PEN 215.00 19 Jul '24 107 230.00 0.427 14.70 0 240.00 0.415 10.10 0 4.60 10.00 2.17 -0.01
13 PEN 215.00 19 Apr '24 16 210.00 0.407 10.30 1 220.00 0.392 4.70 3 5.60 10.00 1.79 -0.01
14 PEN 215.00 19 Apr '24 16 200.00 0.426 19.40 0 210.00 0.407 9.70 1 9.70 10.00 1.03 -0.02
15 PEN 215.00 20 Dec '24 261 220.00 0.444 34.50 0 230.00 0.413 25.50 0 9.00 10.00 1.11 -0.03
16 PEN 215.00 21 Jun '24 79 200.00 0.475 28.90 0 210.00 0.439 18.90 0 10.00 10.00 1.00 -0.04
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.