Credit Spread Constraints

Days Until Expiry
Results Per Ticker
Strategy
Type
Short Strike
Long Strike
Credit Received
Maximum Loss
Credit/Max. Loss
OTM Cushion
Probability
EV
Quantity

Underlying Constraints

Ticker(s)
Security Type
IV Percentile
IV Rank
IV Skew Percentile
Price
Volume
Earnings Before Expiry
Ex-Div Before Expiry

Short Leg Constraints

Volume
Open Interest
Bid/Ask Spread
IV
Delta
Gamma
Theta
Vega
Rho

Long Leg Constraints

Volume
Open Interest
Bid/Ask Spread
IV
Delta
Gamma
Theta
Vega
Rho

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# Ticker Type Short / Long Strike Credit / Max. Loss Prob. / EV Bid / Ask Qty. IVP / IVR Expiration Updated
1191 ^VIX CALL 18.00 / 21.00 $50 / $250 74.34% / $7.02 $1.65 / $1.15 58,312 48th / 34.39% 04/15 1m06s ago
Legs $15.57 | Watch 72nd | Bearish Skew Vertical
3345 SPY CALL 344.00 / 353.00 $90 / $810 75.83% / $1.93 $1.03 / $0.13 2,146 59th / 30.04% 03/16-03/20 35s ago
Legs $336.73 | 64,546,226 | Watch 77th | Bearish Skew Diagonal
1866 WFC CALL 49.00 / 50.50 $25 / $125 75.71% / $3.78 $0.42 / $0.17 1,410 13th / 14.04% 03/27 1m10s ago
Legs $47.31 | 11,689,860 | Watch Earnings: 04/14 58th | Neutral Skew Vertical
3567 QQQ PUT 227.50 / 219.00 $136 / $714 70.40% / $3.51 $2.97 / $1.61 1,201 74th / 46.89% 03/27 1m15s ago
Legs $234.55 | 36,937,600 | Watch 42nd | Neutral Skew Vertical
5342 NUGT CALL 39.00 / 45.00 $96 / $504 71.62% / $10.84 $1.71 / $0.75 948 60th / 38.70% 03/20 9s ago
Legs $35.20 | 13,663,195 | Watch 33rd | Bullish Skew Vertical
4384 IWM CALL 172.50 / 178.00 $63 / $487 73.47% / $3.09 $0.77 / $0.14 781 59th / 37.39% 03/13-03/20 24s ago
Legs $168.64 | 16,391,267 | Watch 60th | Neutral Skew Diagonal
5460 BAC PUT 34.00 / 33.50 $5 / $45 81.85% / $0.36 $0.15 / $0.10 758 64th / 51.37% 02/28 4s ago
Legs $34.805 | 35,390,752 | Watch Earnings: 04/15 68th | Bearish Skew Vertical
1278 XLP CALL 65.00 / 65.50 $9 / $41 75.67% / $0.47 $0.15 / $0.06 555 24th / 4.32% 02/28 22s ago
Legs $64.435 | 11,769,240 | Watch 60th | Neutral Skew Vertical
4765 ^XSP PUT 325.00 / 321.00 $43 / $357 84.28% / $0.80 $1.99 / $1.56 504 72nd / 63.70% 03/20 57s ago
Legs $336.99 | Watch 66th | Bearish Skew Vertical
6828 FCX PUT 11.50 / 11.00 $5 / $45 80.31% / $1.48 $0.10 / $0.05 472 52nd / 47.73% 02/28 51s ago
Legs $12.075 | 17,975,118 | Watch Earnings: 04/28 81st | Bearish Skew Vertical
4819 SNAP CALL 18.50 / 20.00 $20 / $130 75.30% / $0.83 $0.35 / $0.15 454 37th / 17.46% 03/27 27s ago
Legs $16.975 | 20,686,401 | Watch Earnings: 05/06 41st | Neutral Skew Vertical
7311 GDX CALL 30.50 / 31.00 $7 / $43 78.38% / $0.44 $0.18 / $0.11 415 74th / 61.76% 02/28 41s ago
Legs $29.74 | 35,195,803 | Watch 5th | Bullish Skew Vertical
1171 PBR PUT 13.50 / 13.00 $5 / $45 81.55% / $0.41 $0.15 / $0.10 385 17th / 34.41% 03/13 51s ago
Legs $14.405 | 17,419,515 | Watch 10th | Bullish Skew Vertical
1873 T CALL 40.00 / 41.00 $15 / $85 77.76% / $1.08 $0.29 / $0.14 383 12th / 13.63% 04/03 1m17s ago
Legs $38.585 | 23,464,953 | Watch Earnings: 04/22 59th | Neutral Skew Vertical
4987 AEO CALL 16.00 / 18.00 $20 / $180 77.42% / $7.02 $0.30 / $0.10 360 63rd / 41.68% 03/20 1m05s ago
Legs $14.73 | 6,010,928 | Watch Earnings: 03/04 48th | Neutral Skew Vertical
6584 YETI CALL 34.50 / 38.00 $45 / $305 70.26% / $0.34 $0.65 / $0.20 360 26th / 14.85% 03/13 5s ago
Legs $32.505 | 3,359,034 | Watch Earnings: 04/30 27th | Bullish Skew Vertical
782 DAL CALL 62.00 / 64.00 $30 / $170 77.59% / $0.06 $0.67 / $0.37 353 40th / 35.25% 04/03 45s ago
Legs $58.41 | 3,884,968 | Watch Earnings: 04/09 77th | Bearish Skew Vertical
5213 LB CALL 25.00 / 27.50 $45 / $205 70.58% / $6.63 $0.80 / $0.35 350 66th / 38.74% 03/20 1m03s ago
Legs $23.425 | 31,180,494 | Watch Earnings: 02/26 32nd | Bullish Skew Vertical
6982 HAL PUT 20.00 / 19.00 $12 / $88 81.12% / $2.22 $0.24 / $0.12 343 48th / 36.08% 03/20 32s ago
Legs $21.96 | 5,806,703 | Watch Earnings: 04/27 87th | Bearish Skew Vertical
3624 FXI CALL 43.00 / 44.50 $18 / $132 71.82% / $0.33 $0.29 / $0.11 336 59th / 35.21% 03/06-03/13 49s ago
Legs $42.065 | 24,832,164 | Watch 74th | Bearish Skew Diagonal
7006 SLV PUT 16.50 / 15.50 $11 / $89 70.76% / $0.18 $0.14 / $0.03 334 89th / 49.09% 03/27-03/31 40s ago
Legs $17.15 | 12,581,728 | Watch 76th | Bearish Skew Diagonal
4690 MO CALL 46.50 / 49.00 $29 / $221 69.23% / $4.00 $0.47 / $0.18 318 15th / 15.39% 03/13-04/03 3s ago
Legs $45.59 | 4,204,379 | Watch Earnings: 04/23 70th | Bearish Skew Diagonal
2514 IP CALL 45.00 / 46.50 $23 / $127 76.52% / $1.27 $0.46 / $0.23 294 21st / 26.90% 03/27 27s ago
Legs $42.97 | 1,437,113 | Watch Earnings: 04/30 54th | Neutral Skew Vertical
7314 BP CALL 37.00 / 38.00 $21 / $79 72.83% / $2.88 $0.41 / $0.20 293 29th / 29.23% 03/27 1m21s ago
Legs $35.99 | 5,981,339 | Watch Earnings: 04/28 4th | Bullish Skew Vertical
5762 GOLD PUT 19.50 / 18.00 $22 / $128 70.48% / $1.73 $0.33 / $0.11 293 58th / 20.53% 04/03 1m01s ago
Legs $20.77 | 14,880,450 | Watch 66th | Bearish Skew Vertical
7511 PFE CALL 37.00 / 37.50 $6 / $44 82.19% / $0.22 $0.14 / $0.08 285 33rd / 21.16% 03/06 46s ago
Legs $35.895 | 35,169,562 | Watch Earnings: 05/05 2nd | Bullish Skew Vertical
4664 SVXY CALL 70.00 / 75.00 $77 / $423 70.59% / $2.85 $1.02 / $0.25 271 80th / 56.32% 03/20 1m08s ago
Legs $66.47 | 3,641,769 | Watch 47th | Neutral Skew Vertical
3999 ^SPX PUT 3275.00 / 3215.00 $750 / $5,250 78.70% / $0.15 $23.20 / $15.70 270 70th / 33.87% 03/20 58s ago
Legs $3369.94 | 1,568,298,407 | Watch 55th | Neutral Skew Vertical
2872 TSM CALL 58.50 / 61.00 $40 / $210 72.50% / $3.26 $0.70 / $0.30 261 99th / 95.39% 03/13 34s ago
Legs $56.35 | 6,032,631 | Watch Earnings: 07/16 59th | Neutral Skew Vertical
5889 MOMO PUT 28.00 / 25.00 $35 / $265 73.84% / $4.00 $0.75 / $0.40 258 82nd / 59.47% 03/13-03/20 56s ago
Legs $31.016 | 3,310,279 | Watch Earnings: 03/04 65th | Bearish Skew Diagonal
455 AMD PUT 52.00 / 48.50 $53 / $297 74.93% / $4.27 $1.01 / $0.48 253 62nd / 60.75% 03/13 53s ago
Legs $57.115 | 69,736,497 | Watch Earnings: 04/16 4th | Bullish Skew Vertical
1700 KRE CALL 58.00 / 60.50 $38 / $212 72.18% / $7.49 $0.48 / $0.10 250 9th / 2.68% 03/20-03/27 31s ago
Legs $56.39 | 7,049,801 | Watch 81st | Bearish Skew Diagonal
7378 MSFT CALL 192.50 / 205.00 $194 / $1,056 70.64% / $18.08 $3.00 / $1.06 243 69th / 53.19% 04/03 6s ago
Legs $184.22 | 30,194,498 | Watch Earnings: 04/23 5th | Bullish Skew Vertical
1924 C PUT 75.00 / 72.50 $38 / $212 74.56% / $2.55 $0.87 / $0.49 238 34th / 23.97% 03/20 47s ago
Legs $78.15 | 9,803,477 | Watch Earnings: 04/15 32nd | Bullish Skew Vertical
7253 X CALL 10.50 / 11.50 $12 / $88 77.95% / $0.17 $0.21 / $0.09 235 78th / 45.62% 04/03 1m13s ago
Legs $9.27 | 8,126,476 | Watch Earnings: 04/28 8th | Bullish Skew Vertical
4577 VXX CALL 15.50 / 17.50 $26 / $174 73.40% / $1.12 $0.58 / $0.32 233 92nd / 68.79% 03/13 30s ago
Legs $14.035 | 78,931,388 | Watch 50th | Neutral Skew Vertical
5409 TKR CALL 55.00 / 57.50 $25 / $225 78.27% / $0.38 $0.55 / $0.30 224 4th / 0.85% 03/20 13s ago
Legs $52.24 | 811,891 | Watch Earnings: 04/29 39th | Bullish Skew Vertical
3676 JKS CALL 31.00 / 35.00 $55 / $345 72.60% / $2.52 $0.95 / $0.40 220 77th / 59.13% 03/20 51s ago
Legs $28.17 | 1,726,592 | Watch Earnings: 03/09 60th | Neutral Skew Vertical
1946 MGM CALL 33.50 / 34.50 $10 / $90 79.64% / $0.31 $0.18 / $0.08 220 30th / 41.90% 03/06 52s ago
Legs $32.225 | 3,828,393 | Watch Earnings: 04/29 84th | Bearish Skew Vertical
5742 UBER CALL 44.00 / 46.50 $42 / $208 74.02% / $0.27 $0.87 / $0.45 217 28th / 8.02% 04/03 41s ago
Legs $40.765 | 21,992,999 | Watch Earnings: 05/28 24th | Bullish Skew Vertical
3561 XLE CALL 57.00 / 59.50 $36 / $214 73.29% / $0.22 $0.48 / $0.12 212 62nd / 13.96% 04/03 47s ago
Legs $54.8106 | 11,807,252 | Watch 56th | Neutral Skew Vertical
3445 MRVL PUT 23.50 / 22.50 $15 / $85 76.52% / $1.29 $0.33 / $0.18 211 84th / 64.99% 03/06 1m14s ago
Legs $25.13 | 3,773,396 | Watch Earnings: 03/04 54th | Neutral Skew Vertical
1943 TWTR PUT 37.50 / 36.00 $24 / $126 70.69% / $0.04 $0.43 / $0.19 208 41st / 27.06% 03/06 1m17s ago
Legs $38.895 | 12,864,399 | Watch Earnings: 04/30 21st | Bullish Skew Vertical
2245 GM CALL 37.00 / 39.00 $26 / $174 74.25% / $0.49 $0.39 / $0.13 203 68th / 37.57% 04/03 14s ago
Legs $35.28 | 6,193,738 | Watch Earnings: 05/06 78th | Bearish Skew Vertical
3228 ^SPXW PUT 3350.00 / 3325.00 $250 / $2,250 82.96% / $82.30 $3.90 / $1.40 199 70th / 27.35% 02/21 49s ago
Legs $3369.89 | 1,569,015,940 | Watch 45th | Neutral Skew Vertical
6883 AA CALL 17.50 / 19.00 $20 / $130 75.42% / $2.31 $0.35 / $0.15 194 72nd / 58.20% 03/27 1m16s ago
Legs $16.10 | 6,100,424 | Watch Earnings: 04/15 17th | Bullish Skew Vertical
7544 SLB CALL 36.50 / 38.00 $25 / $125 78.93% / $4.07 $0.56 / $0.31 194 59th / 43.76% 04/03 32s ago
Legs $33.82 | 6,021,369 | Watch Earnings: 04/16 0 | Bullish Skew Vertical
4956 BX CALL 64.00 / 66.00 $36 / $164 72.40% / $6.36 $0.55 / $0.19 190 10th / 32.72% 03/06 15s ago
Legs $62.385 | 2,811,788 | Watch Earnings: 04/16 32nd | Bullish Skew Vertical
3115 JD CALL 45.00 / 48.50 $54 / $296 75.09% / $7.84 $0.87 / $0.33 190 93rd / 54.60% 03/27 12s ago
Legs $41.485 | 11,377,334 | Watch Earnings: 02/27 51st | Neutral Skew Vertical
1324 MRO PUT 9.50 / 9.00 $5 / $45 79.78% / $0.44 $0.12 / $0.07 183 26th / 23.76% 03/13 1m02s ago
Legs $10.26 | 11,590,181 | Watch Earnings: 04/29 5th | Bullish Skew Vertical
797 MU PUT 53.00 / 49.50 $59 / $291 74.17% / $3.23 $1.19 / $0.60 182 64th / 51.04% 03/27 29s ago
Legs $58.88 | 18,630,842 | Watch Earnings: 03/25 20th | Bullish Skew Vertical
5097 CSCO CALL 48.50 / 49.50 $20 / $80 73.57% / $0.03 $0.52 / $0.32 179 24th / 8.52% 03/27 2s ago
Legs $46.81 | 16,574,627 | Watch Earnings: 05/13 25th | Bullish Skew Vertical
4643 ATVI CALL 66.50 / 70.00 $36 / $314 74.64% / $1.42 $0.62 / $0.26 177 18th / 17.74% 03/13-03/20 1m01s ago
Legs $63.835 | 3,129,423 | Watch Earnings: 04/30 60th | Neutral Skew Diagonal
6929 EEM CALL 44.50 / 46.23 $17 / $156 72.57% / $1.34 $0.26 / $0.09 175 79th / 11.20% 03/06-03/20 20s ago
Legs $43.545 | 85,036,869 | Watch 27th | Bullish Skew Diagonal
3800 SOXL CALL 350.00 / 390.00 $620 / $3,380 75.26% / $79.45 $9.60 / $3.40 175 64th / 50.87% 03/20 1m18s ago
Legs $310.5192 | 1,288,559 | Watch 44th | Neutral Skew Vertical
6918 OXY PUT 40.00 / 37.50 $41 / $209 72.69% / $5.53 $0.73 / $0.32 168 97th / 81.30% 03/13 55s ago
Legs $42.915 | 6,377,519 | Watch Earnings: 02/27 85th | Bearish Skew Vertical
5898 IQ CALL 27.00 / 31.00 $53 / $347 71.63% / $6.23 $0.93 / $0.40 165 71st / 68.24% 03/27-04/03 54s ago
Legs $24.755 | 7,039,469 | Watch Earnings: 02/27 34th | Bullish Skew Diagonal
6650 XOP CALL 20.50 / 22.00 $20 / $130 73.64% / $0.06 $0.34 / $0.14 162 74th / 48.16% 04/03 59s ago
Legs $19.19 | 31,354,664 | Watch 21st | Bullish Skew Vertical
3689 XLI CALL 86.00 / 88.00 $28 / $172 75.14% / $1.13 $0.38 / $0.10 155 51st / 13.98% 03/13 1m15s ago
Legs $83.97 | 7,721,373 | Watch 51st | Neutral Skew Vertical
4756 CSIQ CALL 27.00 / 30.00 $40 / $260 73.97% / $0.64 $0.75 / $0.35 153 94th / 57.04% 03/20 1m01s ago
Legs $24.4899 | 1,070,204 | Watch Earnings: 03/05 45th | Neutral Skew Vertical
532 AAL CALL 31.00 / 33.00 $29 / $171 76.27% / $2.10 $0.51 / $0.22 152 57th / 46.56% 04/03 1m06s ago
Legs $28.55 | 6,647,616 | Watch Earnings: 04/24 92nd | Bearish Skew Vertical
6728 CVX CALL 114.00 / 117.00 $49 / $251 76.18% / $3.76 $0.88 / $0.39 151 40th / 34.71% 03/27 1m04s ago
Legs $110.001 | 3,498,583 | Watch Earnings: 04/24 14th | Bullish Skew Vertical
6742 GPS CALL 18.50 / 21.00 $34 / $216 68.78% / $2.29 $0.45 / $0.11 150 84th / 44.22% 03/13-03/20 1m18s ago
Legs $17.44 | 3,051,660 | Watch Earnings: 03/12 26th | Bullish Skew Diagonal
4885 CCL CALL 45.00 / 49.00 $60 / $340 72.81% / $11.43 $0.95 / $0.35 149 84th / 64.46% 03/27-04/03 2s ago
Legs $42.38 | 4,254,878 | Watch Earnings: 03/31 40th | Neutral Skew Diagonal
5751 XBI CALL 102.00 / 107.00 $82 / $418 71.01% / $1.09 $1.09 / $0.27 149 70th / 48.51% 03/20 41s ago
Legs $97.69 | 3,392,209 | Watch 29th | Bullish Skew Vertical