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 December 27, 2019. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 OTIC 3.03 17 Jan '20 21 2.50 0.629 0.65 17 5.00 2.046  0 1 0.65 2.50 3.85 1.42
2 CLSD 3.14 17 Jan '20 21 2.50 1.262 0.90 190 5.00 1.820 0.10 305 0.80 2.50 3.13 0.56
3 ABEO 3.42 17 Jan '20 21 2.50 1.204 1.10 2 5.00 1.673 0.10 133 1.00 2.50 2.50 0.47
4 SILV 6.87 17 Jan '20 21 7.50 0.896 0.40 93 10.00 1.319 0.05 51 0.35 2.50 7.14 0.42
5 EROS 3.18 17 Jan '20 21 2.50 1.348 0.85 123 5.00 1.758 0.10 444 0.75 2.50 3.33 0.41
6 PTI 2.23 17 Jan '20 21 2.00 1.602 0.50 957 3.00 1.949 0.15 3,662 0.35 1.00 2.86 0.35
7 KODK 3.83 21 Feb '20 56 2.50 0.942 1.50 57 5.00 1.181 0.25 45 1.25 2.50 2.00 0.24
8 NEPT 2.60 17 Jan '20 21 2.00 0.883 0.70 1 3.00 1.118 0.10 57 0.60 1.00 1.67 0.24
9 DRRX 3.26 17 Jan '20 21 2.50 2.086 1.05 542 5.00 2.306 0.25 211 0.80 2.50 3.13 0.22
10 I 6.87 3 Jan '20 7 7.00 0.758 0.25 139 7.50 0.942 0.05 54 0.20 0.50 2.50 0.18
11 AGRX 2.43 21 Feb '20 56 2.50 2.379 0.95 97 5.00 2.560 0.40 206 0.55 2.50 4.55 0.18
12 VERU 3.03 17 Apr '20 112 2.50 0.714 0.85 137 5.00 0.884 0.10 1 0.75 2.50 3.33 0.17
13 OTIC 3.03 19 Jun '20 175 2.50 0.504 0.80 1 5.00 0.664 0.10 156 0.70 2.50 3.57 0.16
14 SONO 15.01 17 Jan '20 21 15.00 0.393 0.60 89 17.50 0.551 0.10 95 0.50 2.50 5.00 0.16
15 AKBA 6.52 17 Jan '20 21 5.00 0.956 1.70 10 7.50 1.106 0.30 40 1.40 2.50 1.79 0.15
16 SMLP 3.26 19 Jun '20 175 2.50 0.515 1.15 30 5.00 0.663 0.15 27 1.00 2.50 2.50 0.15
17 HTHT 41.51 17 Jan '20 21 45.00 0.359 0.40 22 50.00 0.506  0 1 0.40 5.00 12.50 0.15
18 ZUMZ 32.67 17 Jan '20 21 35.00 0.400 0.50 12 40.00 0.546  0 1 0.50 5.00 10.00 0.15
19 CLSD 3.14 17 Apr '20 112 2.50 1.242 1.30 265 5.00 1.387 0.35 155 0.95 2.50 2.63 0.15
20 SNDL 2.27 17 Apr '20 112 2.50 1.429 0.65 56 5.00 1.572 0.20 5 0.45 2.50 5.56 0.14
21 BLDP 6.94 17 Jan '20 21 6.00 0.355 1.00 6 7.00 0.494 0.20 106 0.80 1.00 1.25 0.14
22 PYX 8.02 21 Feb '20 56 7.50 1.057 1.75 63 10.00 1.190 0.75 176 1.00 2.50 2.50 0.13
23 ARQL 20.05 17 Jan '20 21 20.00 0.130 0.30 749 21.00 0.263 0.15 194 0.15 1.00 6.67 0.13
24 INSG 7.11 20 Mar '20 84 5.00 0.591 2.30 37 7.50 0.723 0.80 200 1.50 2.50 1.67 0.13
25 AMC 7.30 3 Jan '20 7 7.00 0.396 0.45 55 7.50 0.527 0.10 126 0.35 0.50 1.43 0.13
26 FLNT 2.39 20 Mar '20 84 2.50 1.197 0.65 17 5.00 1.327 0.05 5 0.60 2.50 4.17 0.13
27 KODK 3.83 17 Apr '20 112 5.00 1.136 0.65 592 7.50 1.263 0.20 2 0.45 2.50 5.56 0.13
28 KODK 3.83 17 Apr '20 112 2.50 1.011 1.70 91 5.00 1.136 0.55 592 1.15 2.50 2.17 0.13
29 DHT 7.92 17 Jan '20 21 7.00 0.388 1.10 650 8.00 0.510 0.30 78 0.80 1.00 1.25 0.12
30 SPPI 3.54 17 Jan '20 21 3.00 0.987 0.75 248 4.00 1.109 0.20 1,165 0.55 1.00 1.82 0.12
31 WMGI 30.57 17 Jan '20 21 30.00 0.167 0.90 183 32.50 0.288 0.20 2,942 0.70 2.50 3.57 0.12
32 APHA 4.90 24 Jan '20 28 4.50 0.705 0.75 2 5.00 0.821 0.35 16 0.40 0.50 1.25 0.12
33 KODK 3.83 17 Jan '20 21 2.50 1.122 1.45 80 5.00 1.237 0.10 1,515 1.35 2.50 1.85 0.12
34 RUSS 6.70 17 Jan '20 21 6.00 0.436 0.80 10 7.00 0.550 0.20 103 0.60 1.00 1.67 0.11
35 SPXS 13.13 17 Jan '20 21 13.00 0.329 0.50 753 14.00 0.442 0.20 697 0.30 1.00 3.33 0.11
36 CLVS 11.15 3 Jan '20 7 11.00 0.655 0.70 165 11.50 0.767 0.30 254 0.40 0.50 1.25 0.11
37 WPG 3.54 18 Dec '20 357 2.50 0.344 1.30 6 5.00 0.455 0.20 46 1.10 2.50 2.27 0.11
38 SPPI 3.54 15 May '20 140 3.00 0.952 1.35 70 4.00 1.061 0.75 135 0.60 1.00 1.67 0.11
39 CRBP 5.41 17 Apr '20 112 7.50 0.805 0.55 13 10.00 0.914 0.10 10 0.45 2.50 5.56 0.11
40 AM 7.39 20 Mar '20 84 7.50 0.451 0.80 187 10.00 0.559 0.10 164 0.70 2.50 3.57 0.11
41 EPZM 22.62 17 Jan '20 21 25.00 0.672 0.75 35 30.00 0.781 0.05 37 0.70 5.00 7.14 0.11
42 BOIL 8.61 17 Jan '20 21 8.00 0.819 1.05 779 9.00 0.927 0.55 137 0.50 1.00 2.00 0.11
43 ANAB 16.76 17 Jan '20 21 17.50 0.659 0.85 10 20.00 0.766 0.15 3 0.70 2.50 3.57 0.11
44 MRNS 2.27 17 Apr '20 112 3.00 1.242 0.45 35 4.00 1.348 0.15 28 0.30 1.00 3.33 0.11
45 GGAL 16.42 17 Jan '20 21 17.50 0.650 0.65 269 20.00 0.755 0.10 51 0.55 2.50 4.55 0.11
46 GMLP 8.70 21 Aug '20 238 7.50 0.190 1.45 1 10.00 0.295 0.30 1 1.15 2.50 2.17 0.11
47 OILD 10.30 17 Jan '20 21 10.00 0.606 0.80 20 11.00 0.709 0.40 12 0.40 1.00 2.50 0.10
48 PTI 2.23 21 Feb '20 56 3.00 1.755 0.45 332 4.00 1.857 0.05 11 0.40 1.00 2.50 0.10
49 KODK 3.83 17 Jul '20 203 2.50 0.959 1.85 30 5.00 1.060 0.75 20 1.10 2.50 2.27 0.10
50 REGI 27.22 17 Jan '20 21 30.00 0.812 1.25 418 35.00 0.913 0.25 1 1.00 5.00 5.00 0.10
51 PTI 2.23 21 Feb '20 56 2.00 1.655 0.75 153 3.00 1.755 0.35 332 0.40 1.00 2.50 0.10
52 TUP 8.22 21 Feb '20 56 7.50 0.581 1.40 20 10.00 0.681 0.30 14 1.10 2.50 2.27 0.10
53 SSI 8.22 21 Feb '20 56 7.50 1.222 2.00 1 10.00 1.322 0.95 6 1.05 2.50 2.38 0.10
54 MIK 8.00 17 Jan '20 21 7.50 0.941 1.00 7,903 10.00 1.039 0.20 5,497 0.80 2.50 3.13 0.10
55 ISEE 7.75 17 Jan '20 21 7.50 1.339 1.20 27 10.00 1.436 0.35 268 0.85 2.50 2.94 0.10
56 MAC 26.50 17 Jan '20 21 27.50 0.332 0.50 36 30.00 0.428 0.15 35 0.35 2.50 7.14 0.10
57 MEET 5.04 21 Feb '20 56 5.00 0.548 0.50 18 6.00 0.643 0.10 5 0.40 1.00 2.50 0.10
58 AMRS 3.27 20 Mar '20 84 3.00 0.931 0.80 2 3.50 1.026 0.50 26 0.30 0.50 1.67 0.10
59 DRRX 3.26 21 Feb '20 56 5.00 1.719 0.50 114 7.50 1.814  0 24 0.50 2.50 5.00 0.09
60 TWM 12.51 17 Jan '20 21 12.00 0.232 0.70 85 13.00 0.326 0.15 101 0.55 1.00 1.82 0.09
61 XON 5.74 17 Jan '20 21 6.00 0.790 0.35 169 7.00 0.882 0.10 153 0.25 1.00 4.00 0.09
62 I 6.87 10 Jan '20 14 7.00 0.947 0.50 3 7.50 1.038 0.20 56 0.30 0.50 1.67 0.09
63 JDST 10.47 3 Jan '20 7 10.50 0.699 0.50 124 11.00 0.790 0.20 84 0.30 0.50 1.67 0.09
64 NAT 4.82 17 Apr '20 112 4.00 0.620 1.15 115 5.00 0.709 0.60 82 0.55 1.00 1.82 0.09
65 MRNS 2.27 17 Jan '20 21 2.00 1.456 0.50 107 3.00 1.545 0.10 101 0.40 1.00 2.50 0.09
66 SMSI 3.87 21 Feb '20 56 4.00 0.671 0.40 5 5.00 0.759 0.10 5 0.30 1.00 3.33 0.09
67 EVH 8.85 17 Jan '20 21 7.50 0.766 1.65 26 10.00 0.853 0.30 99 1.35 2.50 1.85 0.09
68 BLDP 6.94 15 May '20 140 7.00 0.421 0.80 15 8.00 0.507 0.45 1 0.35 1.00 2.86 0.09
69 FSM 3.96 20 Mar '20 84 4.00 0.577 0.50 11 5.00 0.662 0.15 61 0.35 1.00 2.86 0.09
70 PYX 8.02 17 Jan '20 21 7.50 1.113 1.35 326 10.00 1.197 0.15 358 1.20 2.50 2.08 0.08
71 BMA 36.38 17 Jan '20 21 40.00 0.654 1.15 123 45.00 0.738 0.35 3 0.80 5.00 6.25 0.08
72 GMLP 8.70 15 May '20 140 7.50 0.228 1.35 10 10.00 0.311 0.20 26 1.15 2.50 2.17 0.08
73 LABD 12.00 10 Jan '20 14 11.50 0.674 0.95 1 12.50 0.756 0.45 10 0.50 1.00 2.00 0.08
74 DVAX 5.99 17 Jan '20 21 6.00 0.794 0.50 84 7.00 0.875 0.10 89 0.40 1.00 2.50 0.08
75 AMC 7.30 10 Jan '20 14 7.00 0.491 0.55 1 7.50 0.572 0.20 101 0.35 0.50 1.43 0.08
76 NIO 2.42 15 May '20 140 2.00 0.747 0.70 232 2.50 0.826 0.45 318 0.25 0.50 2.00 0.08
77 AKBA 6.52 17 Apr '20 112 5.00 0.852 2.15 2 7.50 0.931 0.80 4 1.35 2.50 1.85 0.08
78 LOVE 14.83 17 Jan '20 21 12.50 0.611 2.80 6 15.00 0.689 0.85 9 1.95 2.50 1.28 0.08
79 XON 5.74 17 Jan '20 21 5.00 0.716 0.90 2 6.00 0.790 0.30 169 0.60 1.00 1.67 0.07
80 SPXS 13.13 21 Feb '20 56 13.00 0.348 0.85 27 14.00 0.421 0.50 269 0.35 1.00 2.86 0.07
81 TDC 26.61 17 Jan '20 21 27.50 0.420 0.75 261 30.00 0.492 0.20 297 0.55 2.50 4.55 0.07
82 LABD 12.00 3 Jan '20 7 12.00 0.603 0.45 81 12.50 0.676 0.20 41 0.25 0.50 2.00 0.07
83 PTLA 25.06 17 Jan '20 21 27.50 0.529 0.60 28 30.00 0.601 0.15 4 0.45 2.50 5.56 0.07
84 CDE 7.97 17 Jan '20 21 8.00 0.510 0.40 142 9.00 0.582 0.10 395 0.30 1.00 3.33 0.07
85 HMY 3.57 21 Feb '20 56 3.00 0.510 0.70 77 4.00 0.581 0.15 155 0.55 1.00 1.82 0.07
86 DBVT 10.80 21 Feb '20 56 10.00 0.517 1.40 26 12.50 0.587 0.35 159 1.05 2.50 2.38 0.07
87 IMGN 5.12 17 Jan '20 21 5.00 0.853 0.50 138 6.00 0.923 0.15 410 0.35 1.00 2.86 0.07
88 TIVO 8.44 17 Jan '20 21 8.00 0.351 0.70 1 9.00 0.421 0.10 2 0.60 1.00 1.67 0.07
89 SRTY 17.92 17 Jan '20 21 18.00 0.401 0.70 11 19.00 0.471 0.35 40 0.35 1.00 2.86 0.07
90 GTT 10.21 17 Jan '20 21 10.00 0.897 1.10 15 12.50 0.966 0.20 25 0.90 2.50 2.78 0.07
91 REI 2.54 19 Jun '20 175 2.50 1.083 0.80 31 5.00 1.151 0.25 1 0.55 2.50 4.55 0.07
92 SQQQ 22.09 17 Jan '20 21 23.00 0.446 0.60 2,462 24.00 0.514 0.40 280 0.20 1.00 5.00 0.07
93 SPXS 13.13 17 Jan '20 21 14.00 0.442 0.25 697 15.00 0.509 0.10 178 0.15 1.00 6.67 0.07
94 BHF 39.49 17 Jan '20 21 40.00 0.325 1.10 11 45.00 0.393 0.05 3 1.05 5.00 4.76 0.07
95 VUZI 2.10 15 Jan '21 385 2.50 0.848 0.65 300 5.00 0.914 0.20 2 0.45 2.50 5.56 0.07
96 NLNK 2.77 21 Feb '20 56 3.00 1.411 0.55 103 4.00 1.477 0.20 126 0.35 1.00 2.86 0.07
97 SPXU 19.84 17 Jan '20 21 20.00 0.329 0.60 697 21.00 0.394 0.30 140 0.30 1.00 3.33 0.07
98 UVXY 13.03 3 Jan '20 7 13.00 0.870 0.71 2,955 13.50 0.935 0.45 2,819 0.26 0.50 1.92 0.07
99 NLNK 2.77 17 Jan '20 21 2.00 1.673 0.95 224 3.00 1.738 0.25 487 0.70 1.00 1.43 0.07
100 MRNA 19.52 17 Jan '20 21 17.50 0.530 2.45 13 20.00 0.595 0.85 1,093 1.60 2.50 1.56 0.06
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.