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   
Short Call
LEG VOLUME
STRIKE RANGE
EXPIRATION
Long Call
LEG VOLUME
MONTHS
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 4, 2024. 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 195.65 195.00 5 Apr '24 0.166 1.66 262 21 Jun '24 0.243 9.25 480 -0.00 0.08 -7.59
2 JPM 195.65 200.00 5 Apr '24 0.166 0.15 7,600 21 Jun '24 0.232 6.60 671 -0.00 0.07 -6.45
3 JPM 195.65 200.00 20 Sep '24 0.225 11.15 22 15 Nov '24 0.222 13.20 32 -0.00 -0.00 -2.05
4 JPM 195.65 200.00 18 Oct '24 0.224 12.35 45 20 Dec '24 0.221 14.85 39 -0.00 -0.00 -2.50
5 JPM 195.65 200.00 16 Aug '24 0.227 9.50 132 18 Oct '24 0.224 12.15 45 -0.00 -0.00 -2.65
6 JPM 195.65 195.00 18 Oct '24 0.226 15.00 4 20 Dec '24 0.222 17.20 15 -0.00 -0.00 -2.20
7 JPM 195.65 200.00 21 Jun '24 0.232 6.70 671 16 Aug '24 0.227 9.35 132 -0.00 -0.00 -2.65
8 JPM 195.65 200.00 15 Nov '24 0.222 13.65 32 17 Jan '25 0.217 15.90 57 -0.00 -0.00 -2.25
9 JPM 195.65 200.00 17 May '24 0.236 4.60 849 19 Jul '24 0.231 8.10 114 -0.00 -0.01 -3.50
10 JPM 195.65 195.00 20 Sep '24 0.232 13.80 559 15 Nov '24 0.226 15.90 6 -0.00 -0.01 -2.10
11 JPM 195.65 200.00 17 Jan '25 0.217 16.20 57 21 Mar '25 0.211 17.40 0 -0.00 -0.01 -1.20
12 JPM 195.65 200.00 19 Jul '24 0.231 8.20 114 20 Sep '24 0.225 10.80 22 -0.00 -0.01 -2.60
13 JPM 195.65 195.00 19 Jul '24 0.239 10.85 28 20 Sep '24 0.232 13.60 559 -0.00 -0.01 -2.75
14 JPM 195.65 195.00 16 Aug '24 0.233 12.10 10 18 Oct '24 0.226 14.45 4 -0.00 -0.01 -2.35
15 JPM 195.65 195.00 15 Nov '24 0.226 16.30 6 17 Jan '25 0.219 18.50 33 -0.00 -0.01 -2.20
16 JPM 195.65 195.00 21 Jun '24 0.243 9.35 480 16 Aug '24 0.233 11.90 10 -0.00 -0.01 -2.55
17 JPM 195.65 200.00 10 May '24 0.241 4.20 31 19 Jul '24 0.231 8.10 114 -0.00 -0.01 -3.90
18 JPM 195.65 195.00 17 May '24 0.250 7.15 519 19 Jul '24 0.239 10.70 28 -0.00 -0.01 -3.55
19 JPM 195.65 195.00 10 May '24 0.252 6.65 61 19 Jul '24 0.239 10.70 28 -0.00 -0.01 -4.05
20 JPM 195.65 200.00 3 May '24 0.246 3.70 232 19 Jul '24 0.231 8.10 114 -0.00 -0.02 -4.40
21 JPM 195.65 195.00 17 Jan '25 0.219 18.85 33 21 Mar '25 0.200 19.95 8 -0.00 -0.02 -1.10
22 JPM 195.65 195.00 3 May '24 0.259 6.15 65 19 Jul '24 0.239 10.70 28 -0.00 -0.02 -4.55
23 JPM 195.65 200.00 26 Apr '24 0.264 4.05 109 21 Jun '24 0.232 6.60 671 -0.00 -0.03 -2.55
24 JPM 195.65 195.00 26 Apr '24 0.288 6.40 26 21 Jun '24 0.243 9.25 480 -0.00 -0.04 -2.85
25 JPM 195.65 200.00 19 Apr '24 0.284 2.73 1,290 21 Jun '24 0.232 6.60 671 -0.00 -0.05 -3.87
26 JPM 195.65 195.00 19 Apr '24 0.295 5.80 560 21 Jun '24 0.243 9.25 480 -0.00 -0.05 -3.45
27 JPM 195.65 195.00 12 Apr '24 0.342 4.40 485 21 Jun '24 0.243 9.25 480 -0.00 -0.10 -4.85
28 JPM 195.65 200.00 12 Apr '24 0.337 2.21 1,249 21 Jun '24 0.232 6.60 671 -0.00 -0.11 -4.39
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.