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 2, 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 XLB 92.33 78.00 19 Apr '24 0.490 17.00 0 21 Jun '24 1.520 12.90 0 1.00 1.03 4.10
2 XLB 92.33 83.00 19 Apr '24 0.479 12.10 0 21 Jun '24 1.407 8.20 0 1.00 0.93 3.90
3 XLB 92.33 81.00 19 Apr '24 0.530 13.70 0 21 Jun '24 1.452 10.20 0 1.00 0.92 3.50
4 XLB 92.33 82.00 19 Apr '24 0.516 13.40 0 21 Jun '24 1.430 9.20 0 1.00 0.91 4.20
5 XLB 92.33 80.00 19 Apr '24 0.614 14.70 0 21 Jun '24 1.475 11.30 0 1.00 0.86 3.40
6 XLB 92.33 80.00 26 Apr '24 0.669 15.10 0 21 Jun '24 1.475 11.30 0 1.00 0.81 3.80
7 XLB 92.33 89.00 26 Apr '24 0.111 6.30 0 21 Jun '24 0.193 2.90 2 1.00 0.08 3.40
8 XLB 92.33 92.00 5 Apr '24 0.112 1.15 6 21 Jun '24 0.169 1.20 4 -0.00 0.06 -0.05
9 XLB 92.33 91.00 12 Apr '24 0.124 5.00 2 21 Jun '24 0.179 2.00 11 1.00 0.05 3.00
10 XLB 92.33 91.00 19 Apr '24 0.125 5.00 50 21 Jun '24 0.179 2.00 11 1.00 0.05 3.00
11 XLB 92.33 90.00 19 Apr '24 0.136 6.90 5 21 Jun '24 0.186 3.40 14 1.00 0.05 3.50
12 XLB 92.33 84.00 19 Apr '24 0.240 11.00 1 21 Jun '24 0.290 7.40 0 1.00 0.05 3.60
13 XLB 92.33 92.00 12 Apr '24 0.127 3.60 0 21 Jun '24 0.169 1.20 4 1.00 0.04 2.40
14 XLB 92.33 90.00 5 Apr '24 0.153 5.00 0 21 Jun '24 0.186 3.40 14 1.00 0.03 1.60
15 XLB 92.33 90.00 12 Apr '24 0.161 5.50 2 21 Jun '24 0.186 3.40 14 1.00 0.03 2.10
16 XLB 92.33 91.00 5 Apr '24 0.164 5.00 0 21 Jun '24 0.179 2.00 11 1.00 0.01 3.00
17 XLB 92.33 88.00 17 Jan '25 0.154 11.80 0 21 Mar '25 0.151 5.60 0 1.00 -0.00 6.20
18 XLB 92.33 92.00 19 Apr '24 0.188 1.80 0 21 Jun '24 0.169 1.20 4 1.00 -0.02 0.60
19 XLB 92.33 92.00 26 Apr '24 0.190 5.00 0 21 Jun '24 0.169 1.20 4 1.00 -0.02 3.80
20 XLB 92.33 91.00 26 Apr '24 0.209 4.50 0 21 Jun '24 0.179 2.00 11 1.00 -0.03 2.50
21 XLB 92.33 89.00 12 Apr '24 0.232 6.00 0 21 Jun '24 0.193 2.90 2 1.00 -0.04 3.10
22 XLB 92.33 91.00 17 Jan '25 0.179 8.60 0 21 Mar '25 0.136 8.10 0 1.00 -0.04 0.50
23 XLB 92.33 81.00 17 Jan '25 0.178 17.20 0 21 Mar '25 0.134 12.50 0 1.00 -0.04 4.70
24 XLB 92.33 89.00 19 Apr '24 0.240 6.40 0 21 Jun '24 0.193 2.90 2 1.00 -0.05 3.50
25 XLB 92.33 87.00 19 Apr '24 0.260 8.20 10 21 Jun '24 0.211 5.00 1 1.00 -0.05 3.20
26 XLB 92.33 88.00 12 Apr '24 0.263 7.00 0 21 Jun '24 0.212 4.40 19 1.00 -0.05 2.60
27 XLB 92.33 90.00 26 Apr '24 0.246 5.80 0 21 Jun '24 0.186 3.40 14 1.00 -0.06 2.40
28 XLB 92.33 88.00 19 Apr '24 0.291 7.10 0 21 Jun '24 0.212 4.40 19 1.00 -0.08 2.70
29 XLB 92.33 87.00 5 Apr '24 0.321 7.80 0 21 Jun '24 0.211 5.00 1 1.00 -0.11 2.80
30 XLB 92.33 88.00 5 Apr '24 0.339 6.70 0 21 Jun '24 0.212 4.40 19 1.00 -0.13 2.30
31 XLB 92.33 86.00 19 Apr '24 0.377 9.00 0 21 Jun '24 0.226 5.00 0 1.00 -0.15 4.00
32 XLB 92.33 88.00 26 Apr '24 0.393 7.30 0 21 Jun '24 0.212 4.40 19 1.00 -0.18 2.90
33 XLB 92.33 85.00 19 Apr '24 0.434 10.10 16 21 Jun '24 0.217 5.30 4 1.00 -0.22 4.80
34 XLB 92.33 79.00 19 Apr '24 0.649 16.30 0 21 Jun '24 0.316 12.00 0 1.00 -0.33 4.30
35 XLB 92.33 89.00 5 Apr '24 0.535 5.60 0 21 Jun '24 0.193 2.90 2 1.00 -0.34 2.70
36 XLB 92.33 77.00 19 Apr '24 0.728 18.50 0 21 Jun '24 0.375 14.20 0 1.00 -0.35 4.30
37 XLB 92.33 70.00 19 Apr '24 0.897 24.70 0 21 Jun '24 0.141 20.60 0 1.00 -0.76 4.10
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.