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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Call Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Put leg
LEG VOLUME
 
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 12, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 ELF 162.91 24 May '24 42 160.00 0.681 17.10 11 0.673 12.70 5 18.29 1.35 29.80
2 ELF 162.91 24 May '24 42 165.00 0.694 14.50 2 0.648 15.10 1 18.17 1.34 29.60
3 ELF 162.91 21 Jun '24 70 160.00 0.644 19.90 20 0.600 15.10 5 21.48 1.24 35.00
4 ELF 162.91 21 Jun '24 70 165.00 0.637 17.50 13 0.596 17.70 14 21.61 1.23 35.20
5 ELF 162.91 19 Jul '24 98 160.00 0.618 22.50 101 0.574 17.20 1 24.37 1.19 39.70
6 ELF 162.91 19 Jul '24 98 165.00 0.615 20.20 2 0.570 19.80 8 24.55 1.19 40.00
7 ELF 162.91 17 May '24 35 160.00 0.552 12.70 40 0.516 8.70 19 13.14 1.07 21.40
8 ELF 162.91 10 May '24 28 160.00 0.544 11.50 1 0.514 7.60 11 11.72 1.06 19.10
9 ELF 162.91 17 May '24 35 165.00 0.545 10.20 23 0.512 11.20 23 13.14 1.06 21.40
10 ELF 162.91 3 May '24 21 165.00 0.542 7.80 16 0.512 8.90 4 10.25 1.05 16.70
11 ELF 162.91 10 May '24 28 165.00 0.535 9.00 7 0.511 10.10 46 11.72 1.05 19.10
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.