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 February 4, 2021. 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 F 11.37 5 Mar '21 29 12.00 0.694 0.64 1,110 0.686 1.22 69 16.36 1.38 1.86
2 F 11.37 5 Mar '21 29 11.00 0.687 1.08 1,337 0.687 0.65 294 15.22 1.37 1.73
3 F 11.37 12 Mar '21 36 12.00 0.687 0.74 831 0.676 1.30 313 17.94 1.36 2.04
4 F 11.37 5 Mar '21 29 11.50 0.680 0.83 1,284 0.680 0.91 436 15.30 1.36 1.74
5 F 11.37 19 Mar '21 43 12.00 0.664 0.78 12,716 0.674 1.37 394 18.91 1.34 2.15
6 F 11.37 12 Mar '21 36 11.50 0.667 0.94 560 0.660 0.98 35 16.89 1.33 1.92
7 F 11.37 12 Mar '21 36 11.00 0.653 1.17 617 0.656 0.74 37 16.80 1.31 1.91
8 F 11.37 5 Mar '21 29 10.50 0.653 1.37 362 0.644 0.42 121 15.74 1.30 1.79
9 F 11.37 19 Mar '21 43 11.00 0.637 1.19 9,215 0.644 0.80 2,793 17.50 1.28 1.99
10 F 11.37 12 Mar '21 36 10.50 0.634 1.44 43 0.626 0.48 75 16.89 1.26 1.92
11 F 11.37 18 Jun '21 134 12.00 0.608 1.44 7,815 0.601 1.99 166 30.17 1.21 3.43
12 F 11.37 18 Jun '21 134 11.00 0.604 1.83 5,474 0.595 1.37 264 28.14 1.20 3.20
13 F 11.37 17 Sep '21 225 12.00 0.584 1.83 1,500 0.568 2.37 1,868 36.94 1.15 4.20
14 F 11.37 17 Sep '21 225 11.00 0.575 2.24 775 0.576 1.76 781 35.18 1.15 4.00
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.