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 April 5, 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 OXY 69.25 70.00 5 Apr '24 0.227 0.01 3,972 21 Jun '24 0.270 3.10 697 -0.00 0.04 -3.09
2 OXY 69.25 70.00 19 Apr '24 0.232 0.94 5,153 21 Jun '24 0.270 3.10 697 -0.00 0.04 -2.16
3 OXY 69.25 70.00 12 Apr '24 0.241 0.61 4,683 21 Jun '24 0.270 3.10 697 -0.00 0.03 -2.49
4 OXY 69.25 70.00 26 Apr '24 0.247 1.32 975 21 Jun '24 0.270 3.10 697 -0.00 0.02 -1.78
5 OXY 69.25 70.00 3 May '24 0.249 1.61 546 19 Jul '24 0.267 3.70 10,416 -0.00 0.02 -2.09
6 OXY 69.25 70.00 19 Jul '24 0.267 3.80 10,416 20 Sep '24 0.278 5.05 154 -0.00 0.01 -1.25
7 OXY 69.25 70.00 21 Jun '24 0.270 3.20 697 16 Aug '24 0.277 4.45 2,968 -0.00 0.01 -1.25
8 OXY 69.25 70.00 20 Sep '24 0.278 5.45 154 15 Nov '24 0.279 6.20 27 -0.00 0.00 -0.75
9 OXY 69.25 70.00 15 Nov '24 0.279 6.45 27 17 Jan '25 0.269 7.05 277 -0.00 -0.01 -0.60
10 OXY 69.25 70.00 17 May '24 0.284 2.36 5,261 19 Jul '24 0.267 3.70 10,416 -0.00 -0.02 -1.34
11 OXY 69.25 70.00 24 May '24 0.286 2.66 721 19 Jul '24 0.267 3.70 10,416 -0.00 -0.02 -1.04
12 OXY 69.25 70.00 10 May '24 0.286 2.18 30 19 Jul '24 0.267 3.70 10,416 -0.00 -0.02 -1.52
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.