Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Long Call
LEG VOLUME
MONTHS
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from July 6, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 JPM 153.41 155.00 9 Jul '21 0.211 0.56 8,188 17 Sep '21 0.226 5.40 799 -0.00 0.01 -4.84
2 JPM 153.41 155.00 21 Jan '22 0.224 9.60 273 18 Mar '22 0.228 10.65 13 -0.00 0.00 -1.05
3 JPM 153.41 155.00 20 Aug '21 0.224 4.15 2,376 15 Oct '21 0.225 6.45 258 -0.00 0.00 -2.30
4 JPM 153.41 155.00 15 Oct '21 0.225 6.55 258 17 Dec '21 0.225 8.35 103 -0.00 0.00 -1.80
5 JPM 153.41 150.00 15 Oct '21 0.229 9.25 197 17 Dec '21 0.228 10.85 458 -0.00 -0.00 -1.60
6 JPM 153.41 150.00 21 Jan '22 0.227 12.20 98 18 Mar '22 0.226 13.00 32 -0.00 -0.00 -0.80
7 JPM 153.41 155.00 30 Jul '21 0.228 2.90 169 17 Sep '21 0.226 5.40 799 -0.00 -0.00 -2.50
8 JPM 153.41 155.00 13 Aug '21 0.227 3.80 15 15 Oct '21 0.225 6.45 258 -0.00 -0.00 -2.65
9 JPM 153.41 155.00 6 Aug '21 0.227 3.40 100 15 Oct '21 0.225 6.45 258 -0.00 -0.00 -3.05
10 JPM 153.41 150.00 20 Aug '21 0.232 6.90 4,367 15 Oct '21 0.229 9.00 197 -0.00 -0.00 -2.10
11 JPM 153.41 150.00 13 Aug '21 0.233 7.00 2 15 Oct '21 0.229 9.00 197 -0.00 -0.00 -2.00
12 JPM 153.41 150.00 6 Aug '21 0.238 6.25 14 15 Oct '21 0.229 9.00 197 -0.00 -0.01 -2.75
13 JPM 153.41 150.00 30 Jul '21 0.242 5.75 26 17 Sep '21 0.232 8.05 369 -0.00 -0.01 -2.30
14 JPM 153.41 155.00 23 Jul '21 0.236 2.48 2,247 17 Sep '21 0.226 5.40 799 -0.00 -0.01 -2.92
15 JPM 153.41 150.00 23 Jul '21 0.246 5.30 33 17 Sep '21 0.232 8.05 369 -0.00 -0.01 -2.75
16 JPM 153.41 155.00 16 Jul '21 0.247 1.84 4,603 17 Sep '21 0.226 5.40 799 -0.00 -0.02 -3.56
17 JPM 153.41 150.00 16 Jul '21 0.259 4.70 484 17 Sep '21 0.232 8.05 369 -0.00 -0.03 -3.35
18 JPM 153.41 150.00 9 Jul '21 0.264 3.80 529 17 Sep '21 0.232 8.05 369 -0.00 -0.03 -4.25
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.