Options Liquidity Scanner
Filter out contracts that make backtests and dashboards look better than they can trade. Start with sample data or fetch a chain with an API key.
Hybrid data mode
Leave this empty for public sample data. Add a key to request live or historical data in this browser session.
Contracts kept
10
12 contracts before filters.
Best score
91
Composite score from spread, volume, OI, quote.
Median spread
3.5%
Average spread percent across filtered contracts.
Mode
Sample
Data source currently displayed.
Chain Activity Heatmap
Cells combine same-day volume with scaled open interest.
PUT 485
Vol 5,820
CALL 485
Vol 5,240
PUT 490
Vol 7,480
CALL 490
Vol 6,980
PUT 495
Vol 9,100
CALL 495
Vol 10,320
PUT 500
Vol 12,840
CALL 500
Vol 14,280
PUT 505
Vol 8,640
CALL 505
Vol 9,680
Bid/Ask Spread by Strike
Lower bars usually produce more defensible fill assumptions.
| Contract | Type | Strike | Bid/Ask | Spread | Vol | OI | IV | Score |
|---|---|---|---|---|---|---|---|---|
| O:SPY260515C00485000 | call | 485 | 21.80 / 22.20 | 1.8% | 5,240 | 37,500 | 20.1% | 91 |
| O:SPY260515C00490000 | call | 490 | 17.85 / 18.22 | 2.1% | 6,980 | 49,600 | 19.6% | 90 |
| O:SPY260515C00495000 | call | 495 | 13.55 / 13.86 | 2.3% | 10,320 | 64,200 | 19.2% | 89 |
| O:SPY260515P00495000 | put | 495 | 7.10 / 7.34 | 3.3% | 9,100 | 68,400 | 20.9% | 83 |
| O:SPY260515P00500000 | put | 500 | 8.05 / 8.35 | 3.7% | 12,840 | 81,200 | 20.2% | 82 |
| O:SPY260515C00500000 | call | 500 | 8.05 / 8.35 | 3.7% | 14,280 | 88,900 | 18.8% | 82 |
| O:SPY260515P00490000 | put | 490 | 5.85 / 6.08 | 3.9% | 7,480 | 53,300 | 21.6% | 81 |
| O:SPY260515P00505000 | put | 505 | 10.35 / 10.78 | 4.1% | 8,640 | 60,500 | 19.8% | 80 |
| O:SPY260515C00505000 | call | 505 | 5.24 / 5.49 | 4.7% | 9,680 | 71,300 | 19.4% | 77 |
| O:SPY260515P00485000 | put | 485 | 4.65 / 4.90 | 5.2% | 5,820 | 41,200 | 22.4% | 74 |
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