Option Screener by Expiration

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Report Date: 20-Feb-2024

Provides a comprehensive data set of option statistics for all expiration dates for more than 4,000 stocks and exchange-traded products that list options.

Evaluating options at their At-the-Money (ATM) price points is a valuable way to examine trading patterns for specific stocks across multiple expiration dates, or to analyze multiple stocks across a single expiration date. Use this screener to filter for key indicators, including: ATM IV, ATM Bid-Ask Spread (a measure of liquidity), Option Volume, Earnings Date, Market Cap, and several others.

Sort the table by clicking on the column headers, ascending or descending. Reset all parameters to their defaults by clicking the "Clear" button above the filters. Click on icons in the Symbols column to view more information about a specific stock. Use the "Search" box to narrow your results.

Click here to learn more about Option Trading.

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In My Watchlist

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Stock Screener

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Stock Type

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Spot Price

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Sector

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Industry

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Market Cap

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Expiration

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Days Til Exp

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Days Til Exp

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ATM IV

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ATM IV Change

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Option Volume

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ATM Bid-Ask Spread

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In ETF

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Earnings Date Note: Earnings in this filter apply only to earnings dates that are confirmed or have already passed.
The # of days in the filter items is calendar days, not business days.

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Volume vs. Open Interest

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Symbol Name Spot Price Price Chg Expiration
Date
Days Til Exp ATM IV ATM IV
% Chg
Total Volume Total
Open Interest
Implied Straddle
Premium %
Implied Straddle
Premium $
Events OHLC Vol
20-Day
OHLC Vol
1-Year
ATM IV vs.
OHLC 20-Day
ATM IV vs.
OHLC 1-Year
% Put Volume Trade Count ATM Strike
Bid-Ask Spread
ATM Strike
$ Premium
25-Delta Put
IV vs. ATM
25-Delta Call
IV vs. ATM
25-Delta Put
vs. 25-Delta Call
Industry Market Cap Dividend
Yield
P/E Ratio 25-Delta Put
% Change
ATM Straddle
1-Day % PNL
25-Delta Call
% Change
Total
Change
Call
Open Interest
Call
Change
Put
Open Interest
Put
Change
Sector EquityType EtfHoldingsList EarningsType InWatchlist