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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from November 12, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NIO 42.67 26 Nov '21 14 42.00 0.525 1.48 2,950 43.00 0.556 1.90 214 -0.42 1.00 1.72 0.03
2 NIO 42.67 19 Nov '21 7 43.00 0.545 1.50 1,181 44.00 0.570 2.08 398 -0.58 1.00 2.38 0.02
3 NIO 42.67 23 Dec '21 41 44.00 0.604 4.25 21 45.00 0.623 4.75 1 -0.50 1.00 2.00 0.02
4 NIO 42.67 3 Dec '21 21 42.00 0.564 1.99 184 43.00 0.579 2.46 63 -0.47 1.00 1.89 0.01
5 NIO 42.67 3 Dec '21 21 43.00 0.579 2.69 63 44.00 0.588 3.05 17 -0.36 1.00 1.56 0.01
6 NIO 42.67 10 Dec '21 28 44.00 0.588 3.60 3 45.00 0.597 4.15 22 -0.55 1.00 2.22 0.01
7 NIO 42.67 10 Dec '21 28 43.00 0.579 3.00 4 44.00 0.588 3.45 3 -0.45 1.00 1.82 0.01
8 NIO 42.67 23 Dec '21 41 42.00 0.592 3.10 111 43.00 0.600 3.50 15 -0.40 1.00 1.67 0.01
9 NIO 42.67 19 Nov '21 7 44.00 0.570 2.22 398 45.00 0.577 2.80 319 -0.58 1.00 2.38 0.01
10 NIO 42.67 10 Dec '21 28 41.00 0.578 1.95 94 42.00 0.583 2.32 49 -0.37 1.00 1.59 0.00
11 NIO 42.67 23 Dec '21 41 43.00 0.600 3.70 15 44.00 0.604 4.10 21 -0.40 1.00 1.67 0.00
12 NIO 42.67 26 Nov '21 14 44.00 0.550 2.67 177 45.00 0.551 3.20 53 -0.53 1.00 2.13 0.00
13 NIO 42.67 23 Dec '21 41 41.00 0.592 2.57 29 42.00 0.592 2.94 111 -0.37 1.00 1.59 0.00
14 NIO 42.67 19 Nov '21 7 42.00 0.546 0.99 7,810 43.00 0.545 1.43 1,181 -0.44 1.00 1.79 -0.00
15 NIO 42.67 10 Dec '21 28 42.00 0.583 2.45 49 43.00 0.579 2.81 4 -0.36 1.00 1.56 -0.00
16 NIO 42.67 3 Dec '21 21 41.00 0.570 1.58 181 42.00 0.564 1.94 184 -0.36 1.00 1.56 -0.01
17 NIO 42.67 19 Nov '21 7 41.00 0.552 0.62 2,567 42.00 0.546 0.94 7,810 -0.32 1.00 1.47 -0.01
18 NIO 42.67 26 Nov '21 14 43.00 0.556 2.05 214 44.00 0.550 2.51 177 -0.46 1.00 1.85 -0.01
19 NIO 42.67 3 Dec '21 21 44.00 0.588 3.20 17 45.00 0.581 3.65 18 -0.45 1.00 1.82 -0.01
20 NIO 42.67 26 Nov '21 14 41.00 0.532 1.05 799 42.00 0.525 1.40 2,950 -0.35 1.00 1.54 -0.01
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.