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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol 
STOCK PRICE
STOCK VOLUME
Long Call
LEG VOLUME
MONEYNESS
EXPIRATION
Short Call
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from November 24, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 FTR 7.45 15 Dec '17 21 7.00 0.635 0.75 649 6.00 3.804 1.40 155 -0.65 1.00 2.86 3.17
2 MNKD 3.00 1 Dec '17 7 3.00 0.785 0.18 85 2.50 1.740 0.45 7 -0.27 0.50 2.17 0.96
3 TRXC 2.50 19 Jan '18 56 2.00 0.899 0.65 69 1.50 1.407 0.90 3 -0.25 0.50 2.00 0.51
4 VHC 3.95 15 Dec '17 21 4.00 0.987 0.50 29 3.00 1.471 1.00 2 -0.50 1.00 2.00 0.48
5 TRXC 2.50 15 Dec '17 21 2.50 0.837 0.25 158 2.00 1.246 0.45 40 -0.20 0.50 1.67 0.41
6 ESV 5.50 15 Dec '17 21 5.00 0.703 0.70 31 4.00 1.057 1.50 52 -0.80 1.00 5.00 0.35
7 CRR 10.66 15 Dec '17 21 10.00 0.759 1.25 34 9.00 1.079 1.70 77 -0.45 1.00 1.82 0.32
8 WFT 3.48 29 Dec '17 35 3.50 0.510 0.28 13 3.00 0.830 0.49 10 -0.21 0.50 1.72 0.32
9 EXTR 13.71 15 Dec '17 21 12.50 0.463 1.45 7 10.00 0.774 3.60 10 -2.15 2.50 7.14 0.31
10 NQ 4.41 15 Dec '17 21 4.50 0.806 0.35 47 4.00 1.111 0.50 210 -0.15 0.50 1.43 0.30
11 LLNW 5.86 15 Dec '17 21 6.00 0.555 0.35 5 5.00 0.857 0.90 1 -0.55 1.00 2.22 0.30
12 EXPR 7.81 15 Dec '17 21 7.00 0.824 1.15 60 6.00 1.125 1.90 10 -0.75 1.00 4.00 0.30
13 AVP 2.06 19 Jan '18 56 2.00 0.659 0.30 18 1.50 0.917 0.60 400 -0.30 0.50 2.50 0.26
14 FTR 7.45 19 Jan '18 56 7.00 0.786 0.85 101 6.00 1.022 1.40 23 -0.55 1.00 2.22 0.24
15 GCI 11.66 19 Jan '18 56 12.50 0.308 0.30 1 10.00 0.539 1.50 13 -1.20 2.50 1.92 0.23
16 TTI 4.10 16 Mar '18 112 5.00 0.595 0.30 15 2.50 0.814 1.35 1 -1.05 2.50 1.72 0.22
17 JCP 3.26 1 Dec '17 7 3.00 0.584 0.32 178 2.50 0.798 0.73 40 -0.41 0.50 5.56 0.21
18 NAK 2.07 16 Feb '18 84 2.00 1.020 0.50 30 1.50 1.203 0.70 5 -0.20 0.50 1.67 0.18
19 TDC 36.76 15 Dec '17 21 35.00 0.206 2.25 1 32.50 0.378 4.20 1 -1.95 2.50 4.55 0.17
20 SN 5.10 15 Dec '17 21 5.00 0.668 0.40 37 4.00 0.838 1.00 10 -0.60 1.00 2.50 0.17
21 DDD 8.87 8 Dec '17 14 9.00 0.489 0.34 18 8.50 0.650 0.49 20 -0.15 0.50 1.43 0.16
22 DBC 16.44 15 Dec '17 21 16.00 0.135 0.55 22 15.00 0.296 1.35 1 -0.80 1.00 5.00 0.16
23 STM 24.60 15 Dec '17 21 22.50 0.390 2.35 96 20.00 0.545 4.50 6 -2.15 2.50 7.14 0.16
24 SN 5.10 19 Jan '18 56 5.00 0.594 0.55 261 4.00 0.746 1.20 8 -0.65 1.00 2.86 0.15
25 FSM 4.27 19 Jan '18 56 4.00 0.474 0.50 50 3.00 0.626 1.25 17 -0.75 1.00 4.00 0.15
26 AFSI 8.86 15 Dec '17 21 10.00 0.598 0.20 22 7.50 0.750 1.40 10 -1.20 2.50 1.92 0.15
27 HK 7.06 19 Jan '18 56 7.50 0.569 0.50 20 5.00 0.720 1.95 7 -1.45 2.50 2.38 0.15
28 UNIT 16.26 15 Dec '17 21 17.50 0.395 0.30 569 15.00 0.541 1.45 5 -1.15 2.50 1.85 0.15
29 WDR 19.21 15 Dec '17 21 20.00 0.249 0.20 2 17.50 0.395 1.75 6 -1.55 2.50 2.63 0.15
30 VHC 3.95 19 Jan '18 56 4.00 1.053 0.70 10 3.00 1.198 1.15 4 -0.45 1.00 1.82 0.15
31 NAK 2.07 15 Dec '17 21 2.00 1.228 0.30 38 1.50 1.373 0.55 10 -0.25 0.50 2.00 0.14
32 SPWR 8.06 1 Dec '17 7 8.00 0.425 0.25 113 7.50 0.569 0.54 6 -0.29 0.50 2.38 0.14
33 CDE 7.74 15 Dec '17 21 8.00 0.416 0.25 60 7.00 0.560 0.75 13 -0.50 1.00 2.00 0.14
34 SSW 6.00 18 May '18 175 7.50 0.446 0.25 3 5.00 0.588 1.25 5 -1.00 2.50 1.67 0.14
35 CERS 3.81 19 Jan '18 56 4.00 0.535 0.25 12 3.00 0.677 0.80 16 -0.55 1.00 2.22 0.14
36 SYY 54.92 15 Dec '17 21 55.00 0.140 0.80 8 50.00 0.279 4.90 2 -4.10 5.00 5.56 0.14
37 CHS 8.40 15 Dec '17 21 8.00 0.358 0.60 30 7.00 0.496 1.35 2 -0.75 1.00 4.00 0.14
38 GNTX 19.50 15 Dec '17 21 20.00 0.182 0.20 3 17.50 0.318 1.95 4 -1.75 2.50 3.33 0.14
39 AMKR 11.50 15 Dec '17 21 11.00 0.308 0.70 45 10.00 0.442 1.50 22 -0.80 1.00 5.00 0.13
40 TLRD 15.94 15 Dec '17 21 16.00 0.951 1.45 16 15.00 1.084 1.75 5 -0.30 1.00 1.43 0.13
41 INFY 15.61 15 Dec '17 21 15.00 0.206 0.80 14 14.00 0.339 1.55 5 -0.75 1.00 4.00 0.13
42 TOUR 8.78 15 Dec '17 21 10.00 0.981 0.70 570 7.50 1.114 1.45 13 -0.75 2.50 1.43 0.13
43 UNG 5.84 22 Dec '17 28 5.50 0.350 0.44 215 5.00 0.472 0.81 27 -0.37 0.50 3.85 0.12
44 TIME 16.90 19 Jan '18 56 15.00 0.466 2.50 42 12.50 0.586 4.40 50 -1.90 2.50 4.17 0.12
45 DDD 8.87 1 Dec '17 7 8.50 0.425 0.48 30 8.00 0.545 0.77 10 -0.29 0.50 2.38 0.12
46 AGI 6.65 16 Mar '18 112 7.50 0.407 0.35 33 5.00 0.527 1.75 1 -1.40 2.50 2.27 0.12
47 GG 13.16 1 Dec '17 7 13.00 0.218 0.27 163 12.50 0.335 0.64 2 -0.37 0.50 3.85 0.12
48 EUO 21.39 15 Dec '17 21 21.00 0.128 0.60 4 20.00 0.244 1.30 50 -0.70 1.00 3.33 0.12
49 GROW 4.91 15 Dec '17 21 5.00 1.949 0.90 1,215 2.50 2.063 2.45 374 -1.55 2.50 2.63 0.11
50 ZNGA 4.08 15 Dec '17 21 4.00 0.326 0.19 3 3.50 0.439 0.54 5 -0.35 0.50 3.33 0.11
51 PSTG 18.53 15 Dec '17 21 17.50 0.629 1.75 41 15.00 0.741 3.60 8 -1.85 2.50 3.85 0.11
52 ALSN 39.02 19 Jan '18 56 40.00 0.253 1.20 4 35.00 0.363 4.40 3 -3.20 5.00 2.78 0.11
53 FMSA 5.12 16 Mar '18 112 5.00 0.753 1.00 5 4.50 0.860 1.10 10 -0.10 0.50 1.25 0.11
54 AKS 4.88 15 Dec '17 21 5.00 0.498 0.20 132 4.50 0.598 0.46 10 -0.26 0.50 2.08 0.10
55 SKT 24.40 15 Dec '17 21 25.00 0.300 0.50 31 22.50 0.400 1.90 20 -1.40 2.50 2.27 0.10
56 SBLK 9.75 18 May '18 175 10.00 0.606 1.70 200 7.50 0.706 2.80 200 -1.10 2.50 1.79 0.10
57 OCLR 7.04 8 Dec '17 14 7.00 0.523 0.45 1 6.50 0.620 0.55 12 -0.10 0.50 1.25 0.10
58 GPOR 12.22 19 Jan '18 56 12.50 0.457 0.80 12 10.00 0.552 2.30 10 -1.50 2.50 2.50 0.10
59 HALO 18.86 15 Dec '17 21 18.00 0.323 1.25 67 17.00 0.418 1.85 27 -0.60 1.00 2.50 0.10
60 BBD 10.39 15 Dec '17 21 10.00 0.371 0.62 330 9.00 0.463 1.36 1 -0.74 1.00 3.85 0.09
61 GSM 16.27 15 Dec '17 21 17.50 0.453 0.35 101 15.00 0.543 1.40 10 -1.05 2.50 1.72 0.09
62 HBM 8.20 19 Jan '18 56 10.00 0.477 0.15 7 7.50 0.567 0.90 9 -0.75 2.50 1.43 0.09
63 CLF 6.61 22 Dec '17 28 7.00 0.467 0.20 4 6.50 0.556 0.38 648 -0.18 0.50 1.56 0.09
64 SSYS 22.15 1 Dec '17 7 22.00 0.428 0.65 1 21.50 0.516 0.80 5 -0.15 0.50 1.43 0.09
65 QIWI 16.45 15 Dec '17 21 17.50 0.377 0.25 24 15.00 0.464 1.50 2 -1.25 2.50 2.00 0.09
66 OAS 10.06 15 Dec '17 21 10.00 0.541 0.65 460 9.00 0.626 1.15 4 -0.50 1.00 2.00 0.08
67 QID 13.38 15 Dec '17 21 13.00 0.212 0.51 100 12.00 0.296 1.39 125 -0.88 1.00 8.33 0.08
68 MPW 13.80 20 Apr '18 147 15.00 0.181 0.15 8 12.50 0.265 1.30 3 -1.15 2.50 1.85 0.08
69 ATEN 8.09 18 May '18 175 10.00 0.415 0.45 10 7.50 0.499 1.20 5 -0.75 2.50 1.43 0.08
70 MCD 169.11 1 Dec '17 7 167.50 0.183 2.10 25 165.00 0.266 4.15 8 -2.05 2.50 5.56 0.08
71 UBS 17.26 16 Mar '18 112 17.50 0.197 0.70 20 15.00 0.280 2.30 2 -1.60 2.50 2.78 0.08
72 DSW 20.59 15 Dec '17 21 20.00 0.369 1.10 105 17.50 0.450 3.00 30 -1.90 2.50 4.17 0.08
73 MAT 18.51 1 Dec '17 7 18.50 0.386 0.55 13 18.00 0.468 0.60 1 -0.05 0.50 1.11 0.08
74 ZTO 16.47 15 Dec '17 21 16.00 0.343 0.85 20 15.00 0.424 1.45 1 -0.60 1.00 2.50 0.08
75 S 6.15 1 Dec '17 7 6.00 0.342 0.24 2 5.50 0.423 0.43 2 -0.19 0.50 1.61 0.08
76 AGEN 3.92 15 Dec '17 21 4.00 0.762 0.30 15 3.00 0.843 0.90 2 -0.60 1.00 2.50 0.08
77 WFT 3.48 19 Jan '18 56 3.00 0.596 0.63 5 2.50 0.677 0.99 30 -0.36 0.50 3.57 0.08
78 M 21.07 8 Dec '17 14 21.50 0.355 0.50 31 21.00 0.435 0.60 88 -0.10 0.50 1.25 0.08
79 VALE 10.98 29 Dec '17 35 11.00 0.316 0.45 59 10.50 0.396 0.58 7 -0.13 0.50 1.35 0.08
80 MOMO 32.14 1 Dec '17 7 32.50 1.096 1.95 63 32.00 1.175 2.10 117 -0.15 0.50 1.43 0.08
81 UNG 5.84 15 Dec '17 21 5.50 0.309 0.40 669 5.00 0.387 0.76 211 -0.36 0.50 3.57 0.08
82 NRZ 17.83 15 Dec '17 21 18.00 0.131 0.20 87 17.00 0.209 0.80 20 -0.60 1.00 2.50 0.08
83 CLDR 16.23 15 Dec '17 21 17.50 0.662 0.60 107 15.00 0.739 1.75 32 -1.15 2.50 1.85 0.08
84 FIT 6.71 1 Dec '17 7 6.50 0.386 0.29 281 6.00 0.463 0.68 10 -0.39 0.50 4.55 0.08
85 AMC 13.85 15 Dec '17 21 13.00 0.664 1.40 48 12.00 0.740 1.80 22 -0.40 1.00 1.67 0.08
86 XRF 7.60 16 Feb '18 84 10.00 0.830 0.60 40 7.50 0.905 1.15 9 -0.55 2.50 1.28 0.08
87 AKS 4.88 8 Dec '17 14 5.00 0.490 0.15 35 4.50 0.565 0.40 19 -0.25 0.50 2.00 0.08
88 LLNW 5.86 16 Mar '18 112 5.00 0.667 1.35 33 4.00 0.742 1.95 3 -0.60 1.00 2.50 0.07
89 STM 24.60 19 Jan '18 56 22.50 0.370 2.65 362 20.00 0.445 4.70 238 -2.05 2.50 5.56 0.07
90 ETSY 17.12 15 Dec '17 21 17.50 0.319 0.40 227 15.00 0.392 2.10 20 -1.70 2.50 3.12 0.07
91 VFC 73.89 15 Dec '17 21 72.50 0.202 2.00 26 70.00 0.275 3.80 1 -1.80 2.50 3.57 0.07
92 KSS 45.09 1 Dec '17 7 45.50 0.352 0.85 461 45.00 0.424 0.90 139 -0.05 0.50 1.11 0.07
93 EVHC 29.90 16 Mar '18 112 30.00 0.521 3.70 21 25.00 0.593 6.30 12 -2.60 5.00 2.08 0.07
94 TRV 129.83 15 Dec '17 21 130.00 0.156 1.65 20 125.00 0.228 5.00 20 -3.35 5.00 3.03 0.07
95 PAYX 64.69 15 Dec '17 21 62.50 0.186 2.65 19 60.00 0.258 4.70 3 -2.05 2.50 5.56 0.07
96 FTR 7.45 19 Jan '18 56 8.00 0.715 0.40 87 7.00 0.786 0.70 101 -0.30 1.00 1.43 0.07
97 TROW 97.88 15 Dec '17 21 100.00 0.174 0.75 1 95.00 0.245 3.30 9 -2.55 5.00 2.04 0.07
98 CHK 3.92 15 Dec '17 21 4.00 0.508 0.16 255 3.50 0.578 0.45 140 -0.29 0.50 2.38 0.07
99 KRO 29.24 19 Jan '18 56 30.00 0.394 1.45 6 25.00 0.464 4.50 6 -3.05 5.00 2.56 0.07
100 TDOC 35.25 15 Dec '17 21 35.00 0.459 1.95 19 30.00 0.529 5.40 5 -3.45 5.00 3.23 0.07
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.