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 Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Long Put
LEG VOLUME
MONTHS
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from September 28, 2020. You can get started for free to get the latest data.
# Stock Stock
Price
Strike Short Put Long Put % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 NDX 11364.50 11400.00 5 Oct '20 0.251 181.80 0 18 Dec '20 0.332 724.20 0 -0.00 0.08 -542.40
2 NDX 11364.50 11350.00 12 Oct '20 0.266 231.00 0 18 Dec '20 0.334 702.00 0 -0.00 0.07 -471.00
3 NDX 11364.50 11325.00 12 Oct '20 0.268 220.60 0 18 Dec '20 0.335 691.70 1 -0.00 0.07 -471.10
4 NDX 11364.50 11400.00 7 Oct '20 0.266 212.40 0 18 Dec '20 0.332 724.20 0 -0.00 0.07 -511.80
5 NDX 11364.50 11350.00 7 Oct '20 0.270 187.20 0 18 Dec '20 0.334 702.00 0 -0.00 0.06 -514.80
6 NDX 11364.50 11400.00 14 Oct '20 0.271 280.40 0 18 Dec '20 0.332 724.20 0 -0.00 0.06 -443.80
7 NDX 11364.50 11375.00 14 Oct '20 0.273 266.60 0 18 Dec '20 0.333 713.50 0 -0.00 0.06 -446.90
8 NDX 11364.50 11400.00 16 Oct '20 0.271 297.00 11 18 Dec '20 0.332 724.20 0 -0.00 0.06 -427.20
9 NDX 11364.50 11375.00 16 Oct '20 0.273 284.10 6 18 Dec '20 0.333 713.50 0 -0.00 0.06 -429.40
10 NDX 11364.50 11350.00 14 Oct '20 0.275 255.90 0 18 Dec '20 0.334 702.00 0 -0.00 0.06 -446.10
11 NDX 11364.50 11350.00 16 Oct '20 0.277 273.40 0 18 Dec '20 0.334 702.00 0 -0.00 0.06 -428.60
12 NDX 11364.50 11400.00 9 Oct '20 0.276 238.40 5 18 Dec '20 0.332 724.20 0 -0.00 0.06 -485.80
13 NDX 11364.50 11325.00 16 Oct '20 0.279 263.00 0 18 Dec '20 0.335 691.70 1 -0.00 0.06 -428.70
14 NDX 11364.50 11325.00 9 Oct '20 0.282 204.00 1 18 Dec '20 0.335 691.70 1 -0.00 0.05 -487.70
15 NDX 11364.50 11400.00 2 Oct '20 0.283 156.10 1 18 Dec '20 0.332 724.20 0 -0.00 0.05 -568.10
16 NDX 11364.50 11375.00 2 Oct '20 0.287 143.80 0 18 Dec '20 0.333 713.50 0 -0.00 0.05 -569.70
17 NDX 11364.50 11350.00 2 Oct '20 0.291 133.10 3 18 Dec '20 0.334 702.00 0 -0.00 0.04 -568.90
18 NDX 11364.50 11375.00 23 Oct '20 0.291 352.50 0 18 Dec '20 0.333 713.50 0 -0.00 0.04 -361.00
19 NDX 11364.50 11325.00 2 Oct '20 0.295 123.10 7 18 Dec '20 0.335 691.70 1 -0.00 0.04 -568.60
20 NDX 11364.50 11400.00 30 Oct '20 0.301 424.50 0 18 Dec '20 0.332 724.20 0 -0.00 0.03 -299.70
21 NDX 11364.50 11325.00 30 Oct '20 0.305 391.70 0 18 Dec '20 0.335 691.70 1 -0.00 0.03 -300.00
22 NDX 11364.50 11400.00 15 Jan '21 0.322 818.20 0 19 Mar '21 0.310 979.10 0 -0.00 -0.01 -160.90
23 NDX 11364.50 11400.00 20 Nov '20 0.336 601.60 1 15 Jan '21 0.322 810.80 0 -0.00 -0.01 -209.20
24 NDX 11364.50 11375.00 20 Nov '20 0.337 590.60 0 15 Jan '21 0.323 799.70 0 -0.00 -0.01 -209.10
25 NDX 11364.50 11350.00 20 Nov '20 0.338 579.50 4 15 Jan '21 0.324 788.60 0 -0.00 -0.01 -209.10
26 NDX 11364.50 11325.00 20 Nov '20 0.340 568.80 2 15 Jan '21 0.324 777.70 0 -0.00 -0.02 -208.90
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.