Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER 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 January 29, 2020. 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 TUP 6.53 21 Feb '20 23 5.00 1.044 1.70 15 2.50 2.524 3.80 4 -2.10 2.50 6.25 1.48
2 AM 5.69 21 Feb '20 23 5.00 0.376 0.80 5 2.50 1.759 3.10 503 -2.30 2.50 12.50 1.38
3 MIK 5.45 21 Feb '20 23 5.00 0.756 0.70 64 2.50 2.026 2.90 10 -2.20 2.50 8.33 1.27
4 SEAC 4.88 21 Feb '20 23 5.00 0.717 0.35 41 2.50 1.943 2.30 2 -1.95 2.50 4.55 1.23
5 FSM 3.90 19 Jun '20 142 3.00 0.458 1.10 82 2.00 1.640 1.85 23 -0.75 1.00 4.00 1.18
6 AGI 6.44 20 Mar '20 51 5.00 0.544 1.55 41 2.50 1.685 3.80 10 -2.25 2.50 10.00 1.14
7 CNSL 5.07 21 Feb '20 23 5.00 0.782 0.45 250 2.50 1.568 2.40 8 -1.95 2.50 4.55 0.79
8 GORO 5.48 20 Mar '20 51 5.00 0.569 0.75 71 2.50 1.332 2.95 27 -2.20 2.50 8.33 0.76
9 DOYU 8.00 21 Feb '20 23 7.50 0.701 0.85 41 5.00 1.327 2.95 118 -2.10 2.50 6.25 0.63
10 INSG 7.42 20 Mar '20 51 5.00 0.909 2.60 185 2.50 1.511 4.90 11 -2.30 2.50 12.50 0.60
11 HMY 3.29 21 Feb '20 23 3.00 0.529 0.40 54 2.00 1.123 1.20 4 -0.80 1.00 5.00 0.59
12 SAN 4.05 21 Feb '20 23 4.00 0.243 0.15 30 3.00 0.835 1.05 2 -0.90 1.00 10.00 0.59
13 CTSO 4.87 21 Feb '20 23 5.00 0.834 0.65 113 2.50 1.408 2.25 5 -1.60 2.50 2.78 0.57
14 OESX 4.70 21 Feb '20 23 5.00 0.787 0.30 29 2.50 1.351 2.05 13 -1.75 2.50 3.33 0.56
15 SEAC 4.88 20 Mar '20 51 5.00 0.756 0.55 16 2.50 1.302 2.20 4 -1.65 2.50 2.94 0.55
16 CNX 6.66 21 Feb '20 23 6.00 0.654 0.96 23 5.00 1.150 1.52 2 -0.56 1.00 2.27 0.50
17 APT 5.82 21 Feb '20 23 5.00 1.455 1.45 1,347 2.50 1.933 3.20 51 -1.75 2.50 3.33 0.48
18 ADAP 4.05 20 Mar '20 51 5.00 1.430 0.60 40 2.50 1.891 1.60 10 -1.00 2.50 1.67 0.46
19 MIK 5.45 20 Mar '20 51 5.00 0.905 1.00 225 2.50 1.357 2.90 9 -1.90 2.50 4.17 0.45
20 CTSO 4.87 15 May '20 107 5.00 0.766 0.80 20 2.50 1.209 2.40 5 -1.60 2.50 2.78 0.44
21 CPRX 4.33 21 Feb '20 23 5.00 0.927 0.20 199 2.50 1.353 1.75 3 -1.55 2.50 2.63 0.43
22 KALA 6.51 21 Feb '20 23 7.50 0.893 0.30 65 5.00 1.228 1.60 19 -1.30 2.50 2.08 0.33
23 CPE 3.11 17 Apr '20 79 3.00 0.693 0.50 1 2.00 1.015 1.10 1 -0.60 1.00 2.50 0.32
24 AGRX 3.84 21 Feb '20 23 5.00 2.735 0.70 1,394 2.50 3.048 1.65 258 -0.95 2.50 1.61 0.31
25 TUP 6.53 21 Feb '20 23 7.50 0.747 0.20 360 5.00 1.044 1.55 15 -1.35 2.50 2.17 0.30
26 AKTS 7.90 20 Mar '20 51 7.50 0.773 1.15 124 5.00 1.055 2.90 1 -1.75 2.50 3.33 0.28
27 MEET 5.53 21 Feb '20 23 5.00 0.419 0.75 9 4.00 0.691 1.40 24 -0.65 1.00 2.86 0.27
28 ADAP 4.05 21 Feb '20 23 5.00 1.360 0.30 531 2.50 1.628 1.50 193 -1.20 2.50 1.92 0.27
29 VKTX 6.40 21 Feb '20 23 6.00 0.677 0.75 5 5.00 0.935 1.25 1 -0.50 1.00 2.00 0.26
30 APPS 6.75 21 Feb '20 23 7.50 0.806 0.30 32 5.00 1.060 1.80 52 -1.50 2.50 2.50 0.25
31 CLS 8.85 21 Feb '20 23 10.00 0.575 0.20 132 7.50 0.820 1.40 4 -1.20 2.50 1.92 0.25
32 CALX 9.05 21 Feb '20 23 9.00 0.359 0.40 14 8.00 0.601 0.90 101 -0.50 1.00 2.00 0.24
33 ERIC 8.12 21 Feb '20 23 8.00 0.259 0.30 147 7.00 0.499 1.10 1 -0.80 1.00 5.00 0.24
34 SCOR 4.28 17 Apr '20 79 5.00 0.690 0.40 1 2.50 0.919 1.70 176 -1.30 2.50 2.08 0.23
35 QD 3.14 20 Mar '20 51 3.00 1.047 0.60 23 2.50 1.276 0.80 4,167 -0.20 0.50 1.67 0.23
36 ENDP 5.90 7 Feb '20 9 6.00 0.798 0.30 29 5.50 1.026 0.50 1 -0.20 0.50 1.67 0.23
37 OMI 6.89 20 Mar '20 51 7.50 0.815 0.65 27 5.00 1.039 2.05 20 -1.40 2.50 2.27 0.22
38 BTG 4.29 17 Apr '20 79 5.00 0.550 0.25 104 2.50 0.770 1.70 3 -1.45 2.50 2.38 0.22
39 JDST 10.18 7 Feb '20 9 10.00 0.799 0.70 9 9.50 1.019 0.85 1 -0.15 0.50 1.43 0.22
40 SBGL 10.20 21 Feb '20 23 10.00 0.588 0.75 1,143 7.50 0.807 2.60 6 -1.85 2.50 3.85 0.22
41 HOME 5.97 21 Feb '20 23 6.00 0.626 0.40 20 5.00 0.844 0.75 6 -0.35 1.00 1.54 0.22
42 DDD 11.27 14 Feb '20 16 11.50 0.490 0.53 12 11.00 0.706 0.62 2 -0.09 0.50 1.22 0.22
43 SRNE 3.80 20 Mar '20 51 4.00 1.072 0.55 305 3.50 1.279 0.65 7 -0.10 0.50 1.25 0.21
44 NAVI 15.00 21 Feb '20 23 15.00 0.279 0.45 18 12.50 0.486 2.45 1 -2.00 2.50 5.00 0.21
45 PAGP 17.84 21 Feb '20 23 17.00 0.182 0.95 3 16.00 0.376 1.75 12 -0.80 1.00 5.00 0.19
46 LL 7.83 7 Feb '20 9 7.50 0.523 0.60 106 7.00 0.717 0.85 5 -0.25 0.50 2.00 0.19
47 HL 3.05 20 Mar '20 51 3.00 0.608 0.35 58 2.50 0.800 0.61 1 -0.26 0.50 2.08 0.19
48 WPRT 2.70 17 Apr '20 79 3.00 0.602 0.25 40 2.00 0.791 0.65 100 -0.40 1.00 1.67 0.19
49 SH 23.69 21 Feb '20 23 23.00 0.099 0.75 7 22.00 0.282 1.60 3 -0.85 1.00 6.67 0.18
50 RMTI 2.78 21 Feb '20 23 3.00 0.753 0.15 4 2.00 0.933 0.70 90 -0.55 1.00 2.22 0.18
51 CDE 5.94 20 Mar '20 51 5.00 0.687 1.20 12 4.00 0.866 1.95 7 -0.75 1.00 4.00 0.18
52 WTI 4.32 21 Feb '20 23 4.00 0.623 0.55 10 3.00 0.800 1.15 39 -0.60 1.00 2.50 0.18
53 GSKY 9.31 21 Feb '20 23 10.00 0.578 0.30 71 7.50 0.750 1.65 10 -1.35 2.50 2.17 0.17
54 TLRD 4.29 20 Mar '20 51 4.00 0.797 0.75 1 3.00 0.968 1.30 5 -0.55 1.00 2.22 0.17
55 ZAGG 8.39 21 Feb '20 23 8.00 0.421 0.65 376 7.00 0.587 1.30 60 -0.65 1.00 2.86 0.17
56 TXT 47.10 21 Feb '20 23 45.00 0.274 2.63 1,151 40.00 0.440 7.10 6 -4.47 5.00 9.43 0.17
57 NOK 3.91 7 Feb '20 9 4.00 0.712 0.14 587 3.50 0.873 0.44 26 -0.30 0.50 2.50 0.16
58 SC 26.10 21 Feb '20 23 26.00 0.133 0.55 1,864 25.00 0.293 0.95 47 -0.40 1.00 1.67 0.16
59 BTU 6.92 21 Feb '20 23 7.00 0.738 0.55 2 6.00 0.895 0.95 1 -0.40 1.00 1.67 0.16
60 PSXP 58.87 20 Mar '20 51 55.00 0.148 4.20 2 50.00 0.303 8.80 172 -4.60 5.00 12.50 0.16
61 TIVO 7.72 21 Feb '20 23 8.00 0.541 0.40 6 7.00 0.695 0.85 89 -0.45 1.00 1.82 0.15
62 PE 16.86 20 Mar '20 51 15.00 0.488 2.35 3 12.50 0.642 4.30 5 -1.95 2.50 4.55 0.15
63 WTI 4.32 20 Mar '20 51 5.00 0.580 0.20 4 4.00 0.730 0.55 10 -0.35 1.00 1.54 0.15
64 JMIA 6.50 20 Mar '20 51 7.00 1.133 1.00 98 6.00 1.281 1.25 56 -0.25 1.00 1.33 0.15
65 VAL 4.94 21 Feb '20 23 5.00 0.965 0.50 79 4.00 1.111 1.05 29 -0.55 1.00 2.22 0.15
66 SKT 15.57 21 Feb '20 23 15.00 0.263 0.85 442 14.00 0.405 1.35 28 -0.50 1.00 2.00 0.14
67 AES 20.32 21 Feb '20 23 20.00 0.142 0.55 4 19.00 0.284 1.30 1,675 -0.75 1.00 4.00 0.14
68 PLUG 4.04 21 Feb '20 23 4.00 0.807 0.38 126 3.50 0.949 0.64 32 -0.26 0.50 2.08 0.14
69 SAVA 8.29 21 Feb '20 23 10.00 1.141 0.60 319 7.50 1.279 1.40 182 -0.80 2.50 1.47 0.14
70 OMI 6.89 19 Jun '20 142 7.50 0.748 1.20 45 5.00 0.885 2.15 13 -0.95 2.50 1.61 0.14
71 CGEN 7.42 20 Mar '20 51 7.50 0.783 0.90 9 5.00 0.919 2.45 82 -1.55 2.50 2.63 0.14
72 GRPN 2.88 20 Mar '20 51 3.00 0.537 0.19 83 2.50 0.670 0.43 5 -0.24 0.50 1.92 0.13
73 APT 5.82 15 May '20 107 5.00 0.966 1.75 12 2.50 1.099 3.20 51 -1.45 2.50 2.38 0.13
74 BBW 4.76 20 Mar '20 51 5.00 0.845 0.65 7 2.50 0.976 2.20 299 -1.55 2.50 2.63 0.13
75 STWD 25.82 20 Mar '20 51 25.00 0.122 1.10 50 22.50 0.253 3.30 71 -2.20 2.50 8.33 0.13
76 IAG 3.00 19 Jun '20 142 3.00 0.412 0.45 15 2.00 0.542 0.95 10 -0.50 1.00 2.00 0.13
77 AGNC 18.74 21 Feb '20 23 18.50 0.080 0.31 428 18.00 0.208 0.70 318 -0.39 0.50 4.55 0.13
78 F 8.86 7 Feb '20 9 8.50 0.415 0.46 201 8.00 0.541 0.87 94 -0.41 0.50 5.56 0.13
79 DCP 22.74 17 Jul '20 170 22.50 0.189 1.45 4 20.00 0.315 2.70 1 -1.25 2.50 2.00 0.13
80 CRC 7.01 21 Feb '20 23 7.00 0.921 0.70 117 6.00 1.047 1.15 7 -0.45 1.00 1.82 0.13
81 PLUG 4.04 7 Feb '20 9 4.00 0.952 0.27 303 3.50 1.077 0.57 60 -0.30 0.50 2.50 0.13
82 CHGG 41.37 21 Feb '20 23 40.00 0.623 3.30 19 35.00 0.748 6.90 15 -3.60 5.00 3.57 0.13
83 SAND 6.90 21 Feb '20 23 7.00 0.369 0.25 84 6.00 0.493 0.70 6 -0.45 1.00 1.82 0.12
84 KGC 5.00 7 Feb '20 9 5.00 0.415 0.14 70 4.50 0.535 0.50 16 -0.36 0.50 3.57 0.12
85 KMI 21.19 7 Feb '20 9 21.00 0.119 0.31 29 20.50 0.238 0.55 8 -0.24 0.50 1.92 0.12
86 PERI 8.16 21 Feb '20 23 10.00 0.805 0.20 29 7.50 0.924 0.90 1 -0.70 2.50 1.39 0.12
87 ORBC 4.11 18 Sep '20 233 5.00 0.580 0.55 61 2.50 0.699 1.70 9 -1.15 2.50 1.85 0.12
88 SPXS 12.67 21 Feb '20 23 12.00 0.352 0.90 137 11.00 0.470 1.60 61 -0.70 1.00 3.33 0.12
89 KGC 5.00 21 Feb '20 23 4.50 0.479 0.57 172 4.00 0.595 1.01 108 -0.44 0.50 8.33 0.12
90 CPRX 4.33 20 Mar '20 51 5.00 1.071 0.50 17 2.50 1.185 1.80 44 -1.30 2.50 2.08 0.11
91 KL 41.89 21 Feb '20 23 40.00 0.385 2.75 120 35.00 0.496 6.90 16 -4.15 5.00 5.88 0.11
92 NEPT 2.59 21 Feb '20 23 3.00 0.998 0.15 199 2.00 1.108 0.50 4 -0.35 1.00 1.54 0.11
93 NYCB 11.10 21 Feb '20 23 11.00 0.177 0.30 219 10.00 0.286 1.05 10 -0.75 1.00 4.00 0.11
94 GOSS 13.68 20 Mar '20 51 15.00 0.899 1.40 13 12.50 1.006 2.30 4 -0.90 2.50 1.56 0.11
95 AGNC 18.74 7 Feb '20 9 18.50 0.066 0.28 208 18.00 0.174 0.70 104 -0.42 0.50 6.25 0.11
96 CCC 20.75 21 Feb '20 23 20.00 0.322 1.20 29 17.50 0.428 3.10 1 -1.90 2.50 4.17 0.11
97 VRAY 3.24 20 Mar '20 51 4.00 0.913 0.25 5 3.00 1.016 0.50 63 -0.25 1.00 1.33 0.10
98 REZI 10.55 21 Feb '20 23 12.50 0.620 0.20 1 10.00 0.723 0.95 29 -0.75 2.50 1.43 0.10
99 QD 3.14 21 Feb '20 23 3.50 0.892 0.20 2 3.00 0.994 0.35 12 -0.15 0.50 1.43 0.10
100 DB 8.77 21 Feb '20 23 8.50 0.329 0.48 78 8.00 0.431 0.80 2 -0.32 0.50 2.78 0.10
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.