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 Put
LEG VOLUME
MONEYNESS
EXPIRATION
Short Put
LEG VOLUME
SPREAD
 
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from March 30, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CGI 6.50 21 Apr '17 22 7.50 0.497 1.20 5 5.00 1.072 0.10 100 1.10 2.50 2.27 0.58
2 EROS 10.10 21 Apr '17 22 10.00 0.788 0.75 69 7.50 1.133 0.15 749 0.60 2.50 4.17 0.35
3 AFSI 18.62 21 Apr '17 22 17.50 0.447 0.45 1,841 15.00 0.689 0.10 71 0.35 2.50 7.14 0.24
4 NQ 4.10 16 Jun '17 78 4.50 0.334 0.74 120 4.00 0.535 0.32 34 0.42 0.50 1.19 0.20
5 IMMU 6.54 19 May '17 50 7.00 0.647 1.15 2 6.00 0.802 0.40 31 0.75 1.00 1.33 0.16
6 GEO 46.25 21 Apr '17 22 45.00 0.262 0.70 28 40.00 0.407 0.05 1 0.65 5.00 7.69 0.15
7 ITCI 16.26 21 Apr '17 22 15.00 1.119 1.20 4 12.50 1.253 0.45 9 0.75 2.50 3.33 0.13
8 IPHI 48.86 21 Apr '17 22 45.00 0.395 0.55 12 40.00 0.527 0.10 15 0.45 5.00 11.11 0.13
9 ICON 7.43 19 Jan '18 295 7.50 0.575 1.65 4 5.00 0.706 0.55 50 1.10 2.50 2.27 0.13
10 AFSI 18.62 19 May '17 50 17.50 0.519 1.10 7 15.00 0.650 0.35 4 0.75 2.50 3.33 0.13
11 GLOG 15.25 21 Apr '17 22 17.50 0.199 2.45 20 15.00 0.331 0.30 30 2.15 2.50 1.16 0.13
12 LGIH 33.82 21 Apr '17 22 35.00 0.322 1.95 18 30.00 0.451 0.10 2 1.85 5.00 2.70 0.13
13 BOFI 27.58 21 Apr '17 22 30.00 0.373 2.85 5 25.00 0.502 0.35 526 2.50 5.00 2.00 0.13
14 PTC 52.47 21 Apr '17 22 50.00 0.355 0.90 294 45.00 0.476 0.15 190 0.75 5.00 6.67 0.12
15 ARLP 22.20 19 May '17 50 20.00 0.375 0.60 2 17.50 0.492 0.15 2 0.45 2.50 5.56 0.12
16 GNC 7.34 19 Jan '18 295 7.50 0.810 2.35 20 5.00 0.926 0.95 50 1.40 2.50 1.79 0.12
17 CARA 18.76 21 Apr '17 22 17.50 0.785 0.90 289 15.00 0.900 0.25 107 0.65 2.50 3.85 0.12
18 RAD 4.42 21 Apr '17 22 4.50 0.742 0.40 120 4.00 0.853 0.16 519 0.24 0.50 2.08 0.11
19 SWC 17.32 21 Jul '17 113 18.00 0.088 0.80 10 17.00 0.192 0.55 41 0.25 1.00 4.00 0.10
20 ARLP 22.20 21 Apr '17 22 22.50 0.315 1.00 27 20.00 0.419 0.15 1 0.85 2.50 2.94 0.10
21 RAD 4.42 21 Jul '17 113 4.00 0.859 0.66 1,080 3.50 0.962 0.40 28 0.26 0.50 1.92 0.10
22 RAD 4.42 19 May '17 50 4.00 0.829 0.45 49 3.50 0.932 0.10 300 0.35 0.50 1.43 0.10
23 SFL 14.75 19 Jan '18 295 12.50 0.289 1.05 10 10.00 0.385 0.35 75 0.70 2.50 3.57 0.10
24 TIME 19.35 21 Apr '17 22 20.00 0.434 1.40 10 17.50 0.529 0.20 13 1.20 2.50 2.08 0.09
25 WLL 9.18 7 Apr '17 8 9.50 0.429 0.50 5 9.00 0.523 0.18 326 0.32 0.50 1.56 0.09
26 AUPH 7.01 19 May '17 50 7.50 1.013 1.55 46 5.00 1.106 0.25 365 1.30 2.50 1.92 0.09
27 SUN 23.56 21 Apr '17 22 25.00 0.196 1.70 30 22.50 0.287 0.20 7 1.50 2.50 1.67 0.09
28 PGNX 9.60 19 May '17 50 9.00 0.538 0.60 13 8.00 0.628 0.10 22 0.50 1.00 2.00 0.09
29 AEIS 68.34 21 Apr '17 22 65.00 0.270 0.65 6 60.00 0.359 0.15 223 0.50 5.00 10.00 0.09
30 STWD 22.61 15 Sep '17 169 22.50 0.047 0.90 20 20.00 0.136 0.15 15 0.75 2.50 3.33 0.09
31 DO 16.54 21 Apr '17 22 17.50 0.362 1.27 5 15.00 0.451 0.15 35 1.12 2.50 2.23 0.09
32 BCRX 8.32 19 May '17 50 9.00 0.740 1.53 20 8.00 0.827 0.76 20 0.77 1.00 1.30 0.09
33 PIR 7.18 21 Apr '17 22 7.00 0.699 0.50 30 6.00 0.786 0.05 15 0.45 1.00 2.22 0.09
34 GBX 43.15 21 Apr '17 22 40.00 0.474 0.95 10 35.00 0.561 0.10 7 0.85 5.00 5.88 0.09
35 SCG 65.55 21 Apr '17 22 65.00 0.193 1.10 335 60.00 0.279  0 140 1.10 5.00 4.55 0.09
36 DDR 12.50 21 Jul '17 113 12.50 0.275 0.95 10 10.00 0.360 0.10 1 0.85 2.50 2.94 0.08
37 CCJ 11.22 21 Apr '17 22 11.50 0.199 0.55 25 11.00 0.283 0.20 190 0.35 0.50 1.43 0.08
38 BOFI 27.58 21 Apr '17 22 25.00 0.502 0.40 526 22.50 0.584 0.10 9 0.30 2.50 8.33 0.08
39 PGNX 9.60 21 Apr '17 22 10.00 0.460 0.80 706 9.00 0.542 0.15 78 0.65 1.00 1.54 0.08
40 WPG 8.51 20 Oct '17 204 7.50 0.505 0.80 244 5.00 0.585 0.10 20 0.70 2.50 3.57 0.08
41 RAD 4.42 18 Aug '17 141 4.00 0.840 0.70 523 3.50 0.920 0.38 3 0.32 0.50 1.56 0.08
42 AFSI 18.62 16 Jun '17 78 17.50 0.541 1.45 152 15.00 0.620 0.60 51 0.85 2.50 2.94 0.08
43 BPT 19.70 21 Apr '17 22 17.50 0.709 0.70 59 15.00 0.784 0.15 15 0.55 2.50 4.55 0.07
44 NQ 4.10 16 Jun '17 78 4.00 0.535 0.41 34 3.50 0.609 0.13 45 0.28 0.50 1.79 0.07
45 DDR 12.50 21 Jul '17 113 15.00 0.287 3.00 5 10.00 0.360 0.10 1 2.90 5.00 1.72 0.07
46 PTC 52.47 19 May '17 50 50.00 0.337 1.80 62 45.00 0.410 0.45 1 1.35 5.00 3.70 0.07
47 SWC 17.32 21 Jul '17 113 17.00 0.192 0.60 41 16.00 0.264 0.40 353 0.20 1.00 5.00 0.07
48 ESV 8.86 21 Apr '17 22 9.00 0.442 0.55 20 8.00 0.513 0.10 535 0.45 1.00 2.22 0.07
49 HCLP 16.90 21 Apr '17 22 17.50 0.592 1.40 42 15.00 0.664 0.30 50 1.10 2.50 2.27 0.07
50 BGS 40.65 19 May '17 50 40.00 0.269 1.70 40 35.00 0.340 0.30 29 1.40 5.00 3.57 0.07
51 FTR 2.13 19 Jan '18 295 2.50 0.421 0.85 3,272 2.00 0.491 0.40 2,028 0.45 0.50 1.11 0.07
52 CY 13.97 21 Apr '17 22 14.00 0.281 0.45 263 13.00 0.350 0.05 80 0.40 1.00 2.50 0.07
53 TS 34.20 21 Apr '17 22 35.00 0.210 1.50 1 32.50 0.278 0.25 58 1.25 2.50 2.00 0.07
54 DE 109.17 7 Apr '17 8 110.00 0.033 1.49 42 109.00 0.101 0.78 12 0.71 1.00 1.41 0.07
55 OCLR 10.12 19 May '17 50 10.00 0.595 0.95 53 9.00 0.663 0.40 1 0.55 1.00 1.82 0.07
56 WLL 9.18 28 Apr '17 29 9.00 0.514 0.54 100 8.50 0.582 0.24 505 0.30 0.50 1.67 0.07
57 SIX 59.70 21 Apr '17 22 60.00 0.170 1.25 5 55.00 0.237 0.05 1 1.20 5.00 4.17 0.07
58 SYT 88.21 16 Jun '17 78 85.00 0.221 3.20 3 80.00 0.288 1.95 32 1.25 5.00 4.00 0.07
59 OLLI 34.00 21 Apr '17 22 35.00 0.319 1.75 1,567 30.00 0.385 0.10 103 1.65 5.00 3.03 0.07
60 OCLR 10.12 21 Apr '17 22 10.00 0.544 0.50 165 9.00 0.609 0.15 26 0.35 1.00 2.86 0.07
61 ARLP 22.20 16 Jun '17 78 20.00 0.382 0.85 3 17.50 0.447 0.20 1 0.65 2.50 3.85 0.06
62 FN 42.96 21 Apr '17 22 45.00 0.319 2.80 250 40.00 0.382 0.40 14 2.40 5.00 2.08 0.06
63 NAVI 14.87 19 Jan '18 295 12.50 0.433 1.15 6 10.00 0.495 0.50 124 0.65 2.50 3.85 0.06
64 TPX 46.29 21 Apr '17 22 45.00 0.367 1.15 5 40.00 0.428 0.10 2 1.05 5.00 4.76 0.06
65 HTZ 17.55 21 Apr '17 22 17.50 0.545 0.95 254 15.00 0.606 0.10 44 0.85 2.50 2.94 0.06
66 PGNX 9.60 18 Aug '17 141 10.00 0.526 1.60 10 9.00 0.587 0.85 3 0.75 1.00 1.33 0.06
67 KITE 78.27 21 Apr '17 22 75.00 0.607 3.30 63 70.00 0.667 1.40 24 1.90 5.00 2.63 0.06
68 WEC 60.43 19 May '17 50 60.00 0.161 1.60 59 55.00 0.220 0.20 1 1.40 5.00 3.57 0.06
69 EEP 18.60 21 Jul '17 113 20.00 0.194 2.30 2 17.50 0.252 0.60 10 1.70 2.50 1.47 0.06
70 KATE 23.20 21 Apr '17 22 23.00 0.463 1.10 5 22.00 0.521 0.45 300 0.65 1.00 1.54 0.06
71 HBI 20.71 21 Apr '17 22 20.00 0.340 0.45 152 19.00 0.397 0.15 122 0.30 1.00 3.33 0.06
72 CLDX 3.60 18 Aug '17 141 4.00 0.622 1.05 1 3.00 0.680 0.20 7 0.85 1.00 1.18 0.06
73 VTR 64.50 19 May '17 50 60.00 0.217 0.60 35 55.00 0.274 0.10 6 0.50 5.00 10.00 0.06
74 SHOP 69.05 21 Apr '17 22 65.00 0.413 1.20 272 60.00 0.470 0.30 576 0.90 5.00 5.56 0.06
75 TD 49.66 21 Apr '17 22 50.00 0.085 1.15 37 47.50 0.141 0.10 5 1.05 2.50 2.38 0.06
76 EQT 60.68 21 Apr '17 22 60.00 0.248 1.40 21 55.00 0.304 0.05 8 1.35 5.00 3.70 0.06
77 OHI 32.99 15 Sep '17 169 30.00 0.218 1.10 13 25.00 0.274 0.15 4 0.95 5.00 5.26 0.06
78 WPZ 40.16 19 May '17 50 40.00 0.192 1.75 2 37.50 0.248 0.60 15 1.15 2.50 2.17 0.06
79 MUR 28.28 21 Apr '17 22 30.00 0.261 2.05 8 27.50 0.317 0.50 42 1.55 2.50 1.61 0.06
80 PNR 62.89 19 May '17 50 60.00 0.246 1.30 3 55.00 0.301 0.35 3 0.95 5.00 5.26 0.05
81 ARRS 26.41 21 Apr '17 22 27.50 0.235 1.50 1 25.00 0.289 0.15 5 1.35 2.50 1.85 0.05
82 FMC 61.50 21 Apr '17 22 60.00 0.221 0.90 20 57.50 0.274 0.20 1 0.70 2.50 3.57 0.05
83 HIMX 8.71 21 Apr '17 22 9.00 0.448 0.60 33 8.50 0.501 0.30 13 0.30 0.50 1.67 0.05
84 VTR 64.50 21 Apr '17 22 65.00 0.171 1.45 10 60.00 0.224 0.10 25 1.35 5.00 3.70 0.05
85 CRAY 21.90 19 May '17 50 20.00 0.546 1.00 4 17.50 0.598 0.25 4 0.75 2.50 3.33 0.05
86 EPAM 75.92 21 Apr '17 22 75.00 0.191 1.20 1 70.00 0.244  0 1 1.20 5.00 4.17 0.05
87 TXMD 7.06 16 Jun '17 78 7.50 0.877 1.55 9 5.00 0.929 0.15 1 1.40 2.50 1.79 0.05
88 BLMN 19.63 19 May '17 50 20.00 0.327 1.25 2 17.50 0.378 0.20 1 1.05 2.50 2.38 0.05
89 USB 52.12 7 Apr '17 8 52.50 0.071 0.75 5 52.00 0.122 0.44 57 0.31 0.50 1.61 0.05
90 CUDA 23.18 21 Apr '17 22 22.50 0.667 1.25 11 20.00 0.717 0.30 1 0.95 2.50 2.63 0.05
91 ECL 125.34 21 Apr '17 22 125.00 0.105 1.20 1 120.00 0.155 0.15 5 1.05 5.00 4.76 0.05
92 JBHT 91.90 21 Apr '17 22 90.00 0.259 1.55 11 85.00 0.307 0.40 1 1.15 5.00 4.35 0.05
93 YUMC 26.52 21 Apr '17 22 27.50 0.310 1.65 600 25.00 0.359 0.30 15 1.35 2.50 1.85 0.05
94 FTR 2.13 19 May '17 50 2.50 0.638 0.50 21 2.00 0.687 0.10 35 0.40 0.50 1.25 0.05
95 ENB 41.29 21 Apr '17 22 42.50 0.124 1.50 2 40.00 0.172 0.15 3 1.35 2.50 1.85 0.05
96 FINL 14.31 21 Apr '17 22 14.00 0.390 0.45 1 13.00 0.439 0.05 507 0.40 1.00 2.50 0.05
97 WRK 52.56 21 Apr '17 22 52.50 0.210 1.15 6 50.00 0.259 0.30 27 0.85 2.50 2.94 0.05
98 CYH 8.92 21 Apr '17 22 9.00 0.609 0.65 5 8.50 0.658 0.30 5 0.35 0.50 1.43 0.05
99 MOH 45.80 19 May '17 50 45.00 0.446 2.75 50 40.00 0.494 0.95 2 1.80 5.00 2.78 0.05
100 CM 85.31 21 Apr '17 22 85.00 0.134 1.20 72 80.00 0.182  0 23 1.20 5.00 4.17 0.05
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.