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 December 28, 2020. 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 TSLA 663.69 22 Jan '21 25 840.00 0.684 6.10 31 850.00 0.697 5.10 129 1.00 10.00 10.00 0.01
2 TSLA 663.69 29 Jan '21 32 695.00 0.645 38.40 19 700.00 0.654 35.40 500 3.00 5.00 1.67 0.01
3 TSLA 663.69 22 Jan '21 25 670.00 0.576 37.95 239 675.00 0.584 34.90 115 3.05 5.00 1.64 0.01
4 TSLA 663.69 29 Jan '21 32 690.00 0.638 40.00 208 695.00 0.645 36.70 19 3.30 5.00 1.52 0.01
5 TSLA 663.69 8 Jan '21 11 750.00 0.606 4.60 4,464 760.00 0.614 3.55 1,545 1.05 10.00 9.52 0.01
6 TSLA 663.69 22 Jan '21 25 760.00 0.627 13.70 168 770.00 0.634 11.70 49 2.00 10.00 5.00 0.01
7 TSLA 663.69 22 Jan '21 25 780.00 0.641 11.05 38 790.00 0.647 9.35 97 1.70 10.00 5.88 0.01
8 TSLA 663.69 22 Jan '21 25 750.00 0.621 15.30 366 760.00 0.627 13.05 168 2.25 10.00 4.44 0.01
9 TSLA 663.69 22 Jan '21 25 740.00 0.615 17.15 177 750.00 0.621 14.65 366 2.50 10.00 4.00 0.01
10 TSLA 663.69 15 Jan '21 18 750.00 0.596 9.10 3,050 760.00 0.601 7.45 3,360 1.65 10.00 6.06 0.01
11 TSLA 663.69 22 Jan '21 25 685.00 0.582 32.00 95 690.00 0.587 29.30 111 2.70 5.00 1.85 0.00
12 TSLA 663.69 15 Jan '21 18 740.00 0.591 10.60 1,130 750.00 0.596 8.75 3,050 1.85 10.00 5.41 0.00
13 TSLA 663.69 19 Feb '21 53 750.00 0.673 37.10 469 760.00 0.677 34.20 147 2.90 10.00 3.45 0.00
14 TSLA 663.69 8 Jan '21 11 705.00 0.577 11.80 885 710.00 0.581 10.30 834 1.50 5.00 3.33 0.00
15 TSLA 663.69 22 Jan '21 25 695.00 0.590 28.60 29 700.00 0.594 26.05 685 2.55 5.00 1.96 0.00
16 TSLA 663.69 8 Jan '21 11 710.00 0.581 10.60 834 715.00 0.585 9.25 2,075 1.35 5.00 3.70 0.00
17 TSLA 663.69 21 Jan '22 389 800.00 0.641 130.45 296 810.00 0.645 125.20 12 5.25 10.00 1.90 0.00
18 TSLA 663.69 22 Jan '21 25 715.00 0.600 22.75 55 720.00 0.604 20.65 129 2.10 5.00 2.38 0.00
19 TSLA 663.69 15 Jan '21 18 840.00 0.665 2.60 145 850.00 0.668 2.10 601 0.50 10.00 20.00 0.00
20 TSLA 663.69 22 Jan '21 25 665.00 0.577 40.05 182 667.50 0.581 37.95 70 2.10 2.50 1.19 0.00
21 TSLA 663.69 15 Jan '21 18 685.00 0.570 24.90 316 690.00 0.574 22.55 521 2.35 5.00 2.13 0.00
22 TSLA 663.69 15 Jan '21 18 850.00 0.668 2.31 601 860.00 0.672 1.86 177 0.45 10.00 22.22 0.00
23 TSLA 663.69 18 Jun '21 172 960.00 0.654 41.75 3 970.00 0.657 39.00 19 2.75 10.00 3.64 0.00
24 TSLA 663.69 8 Jan '21 11 662.50 0.569 27.00 254 665.00 0.572 25.20 923 1.80 2.50 1.39 0.00
25 TSLA 663.69 22 Jan '21 25 660.00 0.579 42.35 60 662.50 0.582 40.50 15 1.85 2.50 1.35 0.00
26 TSLA 663.69 8 Jan '21 11 675.00 0.569 21.40 1,619 680.00 0.572 19.00 2,912 2.40 5.00 2.08 0.00
27 TSLA 663.69 22 Jan '21 25 690.00 0.587 30.30 111 695.00 0.590 27.65 29 2.65 5.00 1.89 0.00
28 TSLA 663.69 19 Mar '21 81 960.00 0.682 16.15 7 970.00 0.685 14.70 7 1.45 10.00 6.90 0.00
29 TSLA 663.69 29 Jan '21 32 680.00 0.644 44.25 952 685.00 0.647 40.50 51 3.75 5.00 1.33 0.00
30 TSLA 663.69 22 Jan '21 25 705.00 0.596 25.50 29 710.00 0.599 23.20 41 2.30 5.00 2.17 0.00
31 TSLA 663.69 19 Mar '21 81 950.00 0.680 16.95 54 960.00 0.682 15.50 7 1.45 10.00 6.90 0.00
32 TSLA 663.69 22 Jan '21 25 700.00 0.594 27.00 685 705.00 0.596 24.60 29 2.40 5.00 2.08 0.00
33 TSLA 663.69 8 Jan '21 11 690.00 0.574 16.05 1,065 695.00 0.576 14.10 594 1.95 5.00 2.56 0.00
34 TSLA 663.69 15 Jan '21 18 675.00 0.573 28.85 805 680.00 0.575 26.25 2,572 2.60 5.00 1.92 0.00
35 TSLA 663.69 22 Jan '21 25 675.00 0.584 35.85 115 680.00 0.586 32.90 586 2.95 5.00 1.69 0.00
36 TSLA 663.69 19 Feb '21 53 715.00 0.674 48.15 70 720.00 0.676 45.60 104 2.55 5.00 1.96 0.00
37 TSLA 663.69 15 Jan '21 18 690.00 0.574 23.05 521 695.00 0.575 20.90 339 2.15 5.00 2.33 0.00
38 TSLA 663.69 22 Jan '21 25 710.00 0.599 24.10 41 715.00 0.600 21.90 55 2.20 5.00 2.27 0.00
39 TSLA 663.69 16 Jul '21 200 930.00 0.650 53.75 5 940.00 0.652 50.65 0 3.10 10.00 3.23 0.00
40 TSLA 663.69 17 Sep '21 263 950.00 0.641 66.00 15 960.00 0.642 62.55 2 3.45 10.00 2.90 0.00
41 TSLA 663.69 8 Jan '21 11 685.00 0.573 17.70 448 690.00 0.574 15.60 1,065 2.10 5.00 2.38 0.00
42 TSLA 663.69 8 Jan '21 11 700.00 0.576 13.05 10,320 705.00 0.577 11.45 885 1.60 5.00 3.12 0.00
43 TSLA 663.69 16 Jul '21 200 1060.00 0.654 35.90 0 1070.00 0.655 34.00 0 1.90 10.00 5.26 0.00
44 TSLA 663.69 19 Feb '21 53 735.00 0.675 41.80 29 740.00 0.675 39.50 144 2.30 5.00 2.17 0.00
45 TSLA 663.69 16 Jul '21 200 1110.00 0.658 31.10 0 1120.00 0.659 29.45 2 1.65 10.00 6.06 0.00
46 TSLA 663.69 8 Jan '21 11 680.00 0.572 19.50 2,912 685.00 0.573 17.25 448 2.25 5.00 2.22 0.00
47 TSLA 663.69 16 Jul '21 200 1080.00 0.656 33.90 1 1090.00 0.657 32.10 0 1.80 10.00 5.56 0.00
48 TSLA 663.69 19 Feb '21 53 700.00 0.673 53.35 1,585 705.00 0.674 50.70 95 2.65 5.00 1.89 0.00
49 TSLA 663.69 19 Feb '21 53 950.00 0.715 9.65 201 960.00 0.716 8.60 34 1.05 10.00 9.52 0.00
50 TSLA 663.69 16 Jul '21 200 1090.00 0.657 32.95 0 1100.00 0.657 31.20 0 1.75 10.00 5.71 0.00
51 TSLA 663.69 19 Feb '21 53 730.00 0.674 43.30 58 735.00 0.675 41.00 29 2.30 5.00 2.17 0.00
52 TSLA 663.69 18 Jun '21 172 950.00 0.654 43.20 163 960.00 0.654 40.40 3 2.80 10.00 3.57 0.00
53 TSLA 663.69 29 Jan '21 32 675.00 0.644 46.35 187 680.00 0.644 42.55 952 3.80 5.00 1.32 0.00
54 TSLA 663.69 16 Jul '21 200 1100.00 0.657 32.00 0 1110.00 0.658 30.30 0 1.70 10.00 5.88 0.00
55 TSLA 663.69 8 Jan '21 11 695.00 0.576 14.45 594 700.00 0.576 12.70 10,320 1.75 5.00 2.86 0.00
56 TSLA 663.69 16 Jul '21 200 880.00 0.650 63.25 4 890.00 0.650 59.90 0 3.35 10.00 2.99 0.00
57 TSLA 663.69 19 Feb '21 53 670.00 0.674 65.40 496 675.00 0.674 62.40 243 3.00 5.00 1.67 0.00
58 TSLA 663.69 8 Jan '21 11 667.50 0.572 24.60 665 670.00 0.572 23.00 1,758 1.60 2.50 1.56 0.00
59 TSLA 663.69 16 Jul '21 200 900.00 0.650 59.25 25 910.00 0.650 56.05 2 3.20 10.00 3.12 0.00
60 TSLA 663.69 15 Jan '21 18 670.00 0.573 31.00 1,798 675.00 0.573 28.25 805 2.75 5.00 1.82 0.00
61 TSLA 663.69 16 Jul '21 200 980.00 0.651 45.80 2 990.00 0.652 43.40 2 2.40 10.00 4.17 0.00
62 TSLA 663.69 16 Jul '21 200 960.00 0.651 48.80 0 970.00 0.651 46.25 1 2.55 10.00 3.92 0.00
63 TSLA 663.69 19 Feb '21 53 685.00 0.674 59.20 92 690.00 0.674 56.30 142 2.90 5.00 1.72 0.00
64 TSLA 663.69 8 Jan '21 11 665.00 0.572 25.80 923 667.50 0.572 24.05 665 1.75 2.50 1.43 0.00
65 TSLA 663.69 22 Jan '21 25 790.00 0.647 9.95 97 800.00 0.647 8.40 375 1.55 10.00 6.45 0.00
66 TSLA 663.69 17 Sep '21 263 860.00 0.643 84.35 4 870.00 0.644 80.35 1 4.00 10.00 2.50 0.00
67 TSLA 663.69 19 Feb '21 53 725.00 0.674 44.80 140 730.00 0.674 42.70 58 2.10 5.00 2.38 0.00
68 TSLA 663.69 19 Feb '21 53 705.00 0.674 51.60 95 710.00 0.674 48.95 131 2.65 5.00 1.89 0.00
69 TSLA 663.69 19 Feb '21 53 710.00 0.674 49.85 131 715.00 0.674 47.25 70 2.60 5.00 1.92 0.00
70 TSLA 663.69 16 Jul '21 200 950.00 0.651 50.40 0 960.00 0.651 47.75 0 2.65 10.00 3.77 0.00
71 TSLA 663.69 19 Feb '21 53 680.00 0.673 61.25 381 685.00 0.674 58.25 92 3.00 5.00 1.67 0.00
72 TSLA 663.69 17 Sep '21 263 840.00 0.644 89.15 0 850.00 0.644 84.90 11 4.25 10.00 2.35 -0.00
73 TSLA 663.69 17 Sep '21 263 910.00 0.643 73.55 3 920.00 0.643 69.85 1 3.70 10.00 2.70 -0.00
74 TSLA 663.69 16 Jul '21 200 910.00 0.650 57.35 2 920.00 0.650 54.25 0 3.10 10.00 3.23 -0.00
75 TSLA 663.69 19 Feb '21 53 690.00 0.674 57.25 142 695.00 0.674 54.40 57 2.85 5.00 1.75 -0.00
76 TSLA 663.69 17 Sep '21 263 930.00 0.643 69.65 6 940.00 0.642 66.10 6 3.55 10.00 2.82 -0.00
77 TSLA 663.69 17 Sep '21 263 800.00 0.645 99.60 246 810.00 0.645 95.00 6 4.60 10.00 2.17 -0.00
78 TSLA 663.69 21 Jan '22 389 740.00 0.643 148.25 34 750.00 0.643 142.40 32 5.85 10.00 1.71 -0.00
79 TSLA 663.69 17 Sep '21 263 880.00 0.643 79.85 8 890.00 0.643 76.00 0 3.85 10.00 2.60 -0.00
80 TSLA 663.69 21 Jan '22 389 850.00 0.640 117.25 72 860.00 0.640 112.45 2 4.80 10.00 2.08 -0.00
81 TSLA 663.69 21 Jan '22 389 760.00 0.642 142.05 7 770.00 0.642 136.45 1 5.60 10.00 1.79 -0.00
82 TSLA 663.69 16 Jul '21 200 830.00 0.651 74.60 3 840.00 0.651 70.65 1 3.95 10.00 2.53 -0.00
83 TSLA 663.69 17 Sep '21 263 890.00 0.643 77.70 0 900.00 0.643 73.90 19 3.80 10.00 2.63 -0.00
84 TSLA 663.69 21 Jan '22 389 750.00 0.643 145.15 32 760.00 0.642 139.40 7 5.75 10.00 1.74 -0.00
85 TSLA 663.69 21 Jan '22 389 780.00 0.642 136.15 8 790.00 0.642 130.70 0 5.45 10.00 1.83 -0.00
86 TSLA 663.69 21 Jan '22 389 830.00 0.641 122.35 0 840.00 0.641 117.35 66 5.00 10.00 2.00 -0.00
87 TSLA 663.69 21 Jan '22 389 860.00 0.640 114.80 2 870.00 0.640 110.05 1 4.75 10.00 2.11 -0.00
88 TSLA 663.69 16 Jul '21 200 860.00 0.650 67.55 0 870.00 0.650 63.85 5 3.70 10.00 2.70 -0.00
89 TSLA 663.69 17 Sep '21 263 810.00 0.645 96.90 6 820.00 0.644 92.35 2 4.55 10.00 2.20 -0.00
90 TSLA 663.69 16 Jul '21 200 850.00 0.651 69.85 0 860.00 0.650 66.05 0 3.80 10.00 2.63 -0.00
91 TSLA 663.69 16 Jul '21 200 840.00 0.651 72.20 1 850.00 0.651 68.30 0 3.90 10.00 2.56 -0.00
92 TSLA 663.69 21 Jan '22 389 840.00 0.641 119.80 66 850.00 0.640 114.85 72 4.95 10.00 2.02 -0.00
93 TSLA 663.69 17 Sep '21 263 900.00 0.643 75.60 19 910.00 0.643 71.80 3 3.80 10.00 2.63 -0.00
94 TSLA 663.69 16 Jul '21 200 800.00 0.652 82.40 159 810.00 0.651 77.90 1 4.50 10.00 2.22 -0.00
95 TSLA 663.69 16 Jul '21 200 990.00 0.652 44.40 2 1000.00 0.651 42.10 68 2.30 10.00 4.35 -0.00
96 TSLA 663.69 17 Sep '21 263 830.00 0.644 91.65 0 840.00 0.644 87.25 0 4.40 10.00 2.27 -0.00
97 TSLA 663.69 16 Jul '21 200 810.00 0.651 79.75 1 820.00 0.651 75.30 3 4.45 10.00 2.25 -0.00
98 TSLA 663.69 17 Sep '21 263 850.00 0.644 86.75 11 860.00 0.643 82.50 4 4.25 10.00 2.35 -0.00
99 TSLA 663.69 15 Jan '21 18 695.00 0.575 21.40 339 700.00 0.574 19.35 8,331 2.05 5.00 2.44 -0.00
100 TSLA 663.69 16 Jul '21 200 890.00 0.650 61.20 0 900.00 0.650 57.80 25 3.40 10.00 2.94 -0.00
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.