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 March 1, 2023. 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 SPY 394.78 29 Sep '23 212 395.00 0.198 20.90 1 396.00 0.198 20.97 0 -0.07 1.00 1.08 0.00
2 SPY 394.78 15 Sep '23 198 395.00 0.195 20.10 365 396.00 0.194 20.28 5 -0.18 1.00 1.22 -0.00
3 SPY 394.78 15 Sep '23 198 396.00 0.194 20.55 5 397.00 0.193 20.67 17 -0.12 1.00 1.14 -0.00
4 SPY 394.78 29 Sep '23 212 394.00 0.199 20.52 0 395.00 0.198 20.60 1 -0.08 1.00 1.09 -0.00
5 SPY 394.78 29 Sep '23 212 393.00 0.200 20.15 0 394.00 0.199 20.22 0 -0.07 1.00 1.08 -0.00
6 SPY 394.78 15 Sep '23 198 393.00 0.197 19.40 4 394.00 0.196 19.52 12 -0.12 1.00 1.14 -0.00
7 SPY 394.78 18 Aug '23 170 393.00 0.194 18.03 0 394.00 0.193 18.33 0 -0.30 1.00 1.43 -0.00
8 SPY 394.78 18 Aug '23 170 396.00 0.191 19.18 9 397.00 0.190 19.50 4 -0.32 1.00 1.47 -0.00
9 SPY 394.78 18 Aug '23 170 395.00 0.192 18.79 107 396.00 0.191 19.10 9 -0.31 1.00 1.45 -0.00
10 SPY 394.78 18 Aug '23 170 394.00 0.193 18.41 0 395.00 0.192 18.71 107 -0.30 1.00 1.43 -0.00
11 SPY 394.78 7 Mar '23 6 393.00 0.173 2.69 2,441 394.00 0.172 3.08 3,890 -0.39 1.00 1.64 -0.00
12 SPY 394.78 17 Mar '23 16 394.00 0.209 6.50 11,663 395.00 0.208 6.94 24,823 -0.44 1.00 1.79 -0.00
13 SPY 394.78 19 May '23 79 393.00 0.187 12.38 450 394.00 0.186 12.74 530 -0.36 1.00 1.56 -0.00
14 SPY 394.78 15 Sep '23 198 394.00 0.196 19.78 12 395.00 0.195 19.91 365 -0.13 1.00 1.15 -0.00
15 SPY 394.78 19 May '23 79 394.00 0.186 12.78 530 395.00 0.184 13.15 2,455 -0.37 1.00 1.59 -0.00
16 SPY 394.78 17 Mar '23 16 396.00 0.207 7.45 6,176 397.00 0.206 7.94 4,691 -0.49 1.00 1.96 -0.00
17 SPY 394.78 17 Mar '23 16 393.00 0.210 6.06 3,470 394.00 0.209 6.48 11,663 -0.42 1.00 1.72 -0.00
18 SPY 394.78 30 Jun '23 121 396.00 0.185 16.40 246 397.00 0.184 16.75 19 -0.35 1.00 1.54 -0.00
19 SPY 394.78 16 Jun '23 107 394.00 0.188 14.82 340 395.00 0.186 15.17 2,071 -0.35 1.00 1.54 -0.00
20 SPY 394.78 30 Jun '23 121 395.00 0.186 16.00 619 396.00 0.185 16.34 246 -0.34 1.00 1.52 -0.00
21 SPY 394.78 6 Mar '23 5 393.00 0.153 2.03 6,833 394.00 0.152 2.42 7,967 -0.39 1.00 1.64 -0.00
22 SPY 394.78 16 Jun '23 107 393.00 0.189 14.43 125 394.00 0.188 14.78 340 -0.35 1.00 1.54 -0.00
23 SPY 394.78 30 Jun '23 121 394.00 0.187 15.61 13 395.00 0.186 15.94 619 -0.33 1.00 1.49 -0.00
24 SPY 394.78 8 Mar '23 7 393.00 0.174 2.98 5,889 394.00 0.173 3.38 9,193 -0.40 1.00 1.67 -0.00
25 SPY 394.78 17 Mar '23 16 395.00 0.208 6.97 24,823 396.00 0.207 7.43 6,176 -0.46 1.00 1.85 -0.00
26 SPY 394.78 30 Jun '23 121 393.00 0.189 15.23 2 394.00 0.187 15.55 13 -0.32 1.00 1.47 -0.00
27 SPY 394.78 16 Jun '23 107 396.00 0.185 15.62 568 397.00 0.184 15.99 573 -0.37 1.00 1.59 -0.00
28 SPY 394.78 24 Mar '23 23 394.00 0.210 7.89 1,526 395.00 0.209 8.31 4,812 -0.42 1.00 1.72 -0.00
29 SPY 394.78 19 May '23 79 396.00 0.183 13.62 816 397.00 0.182 14.01 1,749 -0.39 1.00 1.64 -0.00
30 SPY 394.78 10 Mar '23 9 393.00 0.189 3.84 4,602 394.00 0.188 4.24 7,232 -0.40 1.00 1.67 -0.00
31 SPY 394.78 31 Mar '23 30 394.00 0.199 8.55 2,011 395.00 0.198 8.96 4,184 -0.41 1.00 1.69 -0.00
32 SPY 394.78 31 Mar '23 30 396.00 0.196 9.44 1,134 397.00 0.195 9.89 1,783 -0.45 1.00 1.82 -0.00
33 SPY 394.78 21 Apr '23 51 396.00 0.184 11.30 3,996 397.00 0.183 11.72 877 -0.42 1.00 1.72 -0.00
34 SPY 394.78 24 Mar '23 23 395.00 0.209 8.34 4,812 396.00 0.207 8.78 2,165 -0.44 1.00 1.79 -0.00
35 SPY 394.78 16 Jun '23 107 395.00 0.186 15.21 2,071 396.00 0.185 15.57 568 -0.36 1.00 1.56 -0.00
36 SPY 394.78 21 Apr '23 51 394.00 0.187 10.44 1,549 395.00 0.185 10.83 8,215 -0.39 1.00 1.64 -0.00
37 SPY 394.78 21 Apr '23 51 393.00 0.188 10.03 2,772 394.00 0.187 10.40 1,549 -0.37 1.00 1.59 -0.00
38 SPY 394.78 6 Apr '23 36 393.00 0.193 8.58 348 394.00 0.191 8.96 364 -0.38 1.00 1.61 -0.00
39 SPY 394.78 24 Mar '23 23 393.00 0.211 7.46 1,334 394.00 0.210 7.86 1,526 -0.40 1.00 1.67 -0.00
40 SPY 394.78 6 Apr '23 36 394.00 0.191 9.00 364 395.00 0.190 9.39 887 -0.39 1.00 1.64 -0.00
41 SPY 394.78 21 Apr '23 51 395.00 0.185 10.86 8,215 396.00 0.184 11.26 3,996 -0.40 1.00 1.67 -0.00
42 SPY 394.78 6 Apr '23 36 395.00 0.190 9.44 887 396.00 0.188 9.84 538 -0.40 1.00 1.67 -0.00
43 SPY 394.78 9 Mar '23 8 394.00 0.173 3.65 1,651 395.00 0.171 4.09 2,159 -0.44 1.00 1.79 -0.00
44 SPY 394.78 13 Mar '23 12 394.00 0.171 4.52 661 395.00 0.170 4.94 1,449 -0.42 1.00 1.72 -0.00
45 SPY 394.78 9 Mar '23 8 396.00 0.169 4.60 1,856 397.00 0.168 5.09 1,038 -0.49 1.00 1.96 -0.00
46 SPY 394.78 6 Apr '23 36 396.00 0.188 9.89 538 397.00 0.187 10.31 250 -0.42 1.00 1.72 -0.00
47 SPY 394.78 31 Mar '23 30 393.00 0.201 8.13 1,356 394.00 0.199 8.52 2,011 -0.39 1.00 1.64 -0.00
48 SPY 394.78 6 Mar '23 5 394.00 0.152 2.44 7,967 395.00 0.151 2.88 12,440 -0.44 1.00 1.79 -0.00
49 SPY 394.78 9 Mar '23 8 393.00 0.174 3.23 1,252 394.00 0.173 3.63 1,651 -0.40 1.00 1.67 -0.00
50 SPY 394.78 19 May '23 79 395.00 0.184 13.20 2,455 396.00 0.183 13.57 816 -0.37 1.00 1.59 -0.00
51 SPY 394.78 8 Mar '23 7 394.00 0.173 3.40 9,193 395.00 0.172 3.84 6,875 -0.44 1.00 1.79 -0.00
52 SPY 394.78 6 Mar '23 5 396.00 0.149 3.42 6,129 397.00 0.148 3.97 4,522 -0.55 1.00 2.22 -0.00
53 SPY 394.78 7 Mar '23 6 394.00 0.172 3.11 3,890 395.00 0.171 3.55 5,064 -0.44 1.00 1.79 -0.00
54 SPY 394.78 24 Mar '23 23 396.00 0.207 8.81 2,165 397.00 0.206 9.26 1,285 -0.45 1.00 1.82 -0.00
55 SPY 394.78 8 Mar '23 7 395.00 0.172 3.86 6,875 396.00 0.170 4.34 4,079 -0.48 1.00 1.92 -0.00
56 SPY 394.78 6 Mar '23 5 395.00 0.151 2.90 12,440 396.00 0.149 3.39 6,129 -0.49 1.00 1.96 -0.00
57 SPY 394.78 3 Mar '23 2 393.00 0.197 1.51 51,594 394.00 0.195 1.89 58,428 -0.38 1.00 1.61 -0.00
58 SPY 394.78 31 Mar '23 30 395.00 0.198 8.99 4,184 396.00 0.196 9.41 1,134 -0.42 1.00 1.72 -0.00
59 SPY 394.78 7 Mar '23 6 396.00 0.169 4.07 3,101 397.00 0.167 4.59 2,660 -0.52 1.00 2.08 -0.00
60 SPY 394.78 14 Mar '23 13 393.00 0.193 4.89 1,202 394.00 0.192 5.28 605 -0.39 1.00 1.64 -0.00
61 SPY 394.78 13 Mar '23 12 393.00 0.173 4.10 311 394.00 0.171 4.49 661 -0.39 1.00 1.64 -0.00
62 SPY 394.78 10 Mar '23 9 395.00 0.186 4.72 21,159 396.00 0.184 5.18 5,015 -0.46 1.00 1.85 -0.00
63 SPY 394.78 7 Mar '23 6 395.00 0.171 3.57 5,064 396.00 0.169 4.05 3,101 -0.48 1.00 1.92 -0.00
64 SPY 394.78 9 Mar '23 8 395.00 0.171 4.11 2,159 396.00 0.169 4.58 1,856 -0.47 1.00 1.89 -0.00
65 SPY 394.78 14 Mar '23 13 396.00 0.188 6.22 670 397.00 0.186 6.69 1,151 -0.47 1.00 1.89 -0.00
66 SPY 394.78 13 Mar '23 12 395.00 0.170 4.97 1,449 396.00 0.168 5.42 466 -0.45 1.00 1.82 -0.00
67 SPY 394.78 14 Mar '23 13 395.00 0.190 5.75 1,689 396.00 0.188 6.19 670 -0.44 1.00 1.79 -0.00
68 SPY 394.78 29 Sep '23 212 396.00 0.198 21.29 0 397.00 0.196 21.37 0 -0.08 1.00 1.09 -0.00
69 SPY 394.78 14 Mar '23 13 394.00 0.192 5.31 605 395.00 0.190 5.72 1,689 -0.41 1.00 1.69 -0.00
70 SPY 394.78 3 Mar '23 2 394.00 0.195 1.91 58,428 395.00 0.193 2.35 93,620 -0.44 1.00 1.79 -0.00
71 SPY 394.78 13 Mar '23 12 396.00 0.168 5.44 466 397.00 0.166 5.92 2,455 -0.48 1.00 1.92 -0.00
72 SPY 394.78 10 Mar '23 9 396.00 0.184 5.20 5,015 397.00 0.182 5.69 3,416 -0.49 1.00 1.96 -0.00
73 SPY 394.78 10 Mar '23 9 394.00 0.188 4.27 7,232 395.00 0.186 4.69 21,159 -0.42 1.00 1.72 -0.00
74 SPY 394.78 3 Mar '23 2 395.00 0.193 2.37 93,620 396.00 0.191 2.88 38,873 -0.51 1.00 2.04 -0.00
75 SPY 394.78 3 Mar '23 2 396.00 0.191 2.90 38,873 397.00 0.189 3.48 28,843 -0.58 1.00 2.38 -0.00
76 SPY 394.78 8 Mar '23 7 396.00 0.170 4.36 4,079 397.00 0.168 4.86 3,060 -0.50 1.00 2.00 -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.