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 March 30, 2017. 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 AVXL 5.76 21 Apr '17 22 5.00 0.736 1.00 173 7.50 1.091 0.10 86 0.90 2.50 2.78 0.35
2 TTPH 8.85 21 Apr '17 22 7.50 0.526 1.60 35 10.00 0.800 0.25 55 1.35 2.50 1.85 0.27
3 AUPH 7.01 21 Apr '17 22 7.50 0.896 0.45 616 10.00 1.159 0.10 1,079 0.35 2.50 7.14 0.26
4 CNAT 5.90 21 Apr '17 22 5.00 0.815 1.05 1,170 7.50 1.021 0.10 174 0.95 2.50 2.63 0.21
5 NYMX 3.69 21 Apr '17 22 3.00 0.857 0.85 31 4.00 1.026 0.10 52 0.75 1.00 1.33 0.17
6 PACB 5.17 16 Jun '17 78 5.00 0.653 0.85 18 7.50 0.817 0.05 150 0.80 2.50 3.12 0.16
7 STON 8.10 21 Jul '17 113 7.50 0.315 1.15 2 10.00 0.449 0.20 114 0.95 2.50 2.63 0.13
8 TXMD 7.06 19 May '17 50 7.50 0.891 0.95 159 10.00 1.017 0.15 5 0.80 2.50 3.13 0.13
9 SPXS 9.00 19 May '17 50 8.00 0.269 1.15 14 10.00 0.380 0.15 55 1.00 2.00 2.00 0.11
10 AUPH 7.01 19 May '17 50 7.50 0.987 0.85 672 10.00 1.093 0.25 28 0.60 2.50 4.17 0.11
11 FUEL 5.23 19 May '17 50 5.00 0.835 0.85 21 6.00 0.940 0.35 82 0.50 1.00 2.00 0.11
12 FGP 6.13 19 May '17 50 5.00 0.499 1.35 10 7.50 0.602 0.05 5 1.30 2.50 1.92 0.10
13 BCRX 8.32 21 Apr '17 22 9.00 0.682 0.42 30 10.00 0.768 0.08 90 0.34 1.00 2.94 0.09
14 KTOS 7.90 19 May '17 50 7.50 0.554 0.90 1 10.00 0.638 0.15 25 0.75 2.50 3.33 0.08
15 CRBP 7.95 21 Apr '17 22 7.50 0.861 1.10 1,542 10.00 0.944 0.15 12,878 0.95 2.50 2.63 0.08
16 INSY 10.99 21 Apr '17 22 11.00 0.585 0.65 106 12.00 0.667 0.20 7 0.45 1.00 2.22 0.08
17 AU 10.63 21 Apr '17 22 10.00 0.406 0.90 69 11.00 0.485 0.25 18 0.65 1.00 1.54 0.08
18 SPXS 9.00 19 May '17 50 9.00 0.301 0.45 91 10.00 0.380 0.15 55 0.30 1.00 3.33 0.08
19 CHK 5.85 7 Apr '17 8 5.50 0.467 0.43 1,007 6.00 0.545 0.12 3,240 0.31 0.50 1.61 0.08
20 RAD 4.42 28 Apr '17 29 4.50 0.736 0.40 6 5.00 0.813 0.10 274 0.30 0.50 1.67 0.08
21 OCN 5.43 19 May '17 50 5.50 0.563 0.50 11 6.00 0.639 0.25 60 0.25 0.50 2.00 0.08
22 EROS 10.10 16 Jun '17 78 12.50 0.686 0.65 1 15.00 0.760 0.15 50 0.50 2.50 5.00 0.07
23 PTCT 9.32 21 Apr '17 22 9.00 0.654 0.90 25 10.00 0.727 0.15 28 0.75 1.00 1.33 0.07
24 KEM 11.65 21 Apr '17 22 11.00 0.408 1.05 100 12.00 0.482 0.30 21 0.75 1.00 1.33 0.07
25 MBI 8.43 7 Apr '17 8 8.00 0.333 0.63 200 8.50 0.406 0.13 10 0.50 0.50 1.00 0.07
26 TTPH 8.85 19 May '17 50 7.50 0.707 1.90 8 10.00 0.779 0.50 136 1.40 2.50 1.79 0.07
27 UVXY 15.61 7 Apr '17 8 15.50 0.821 0.84 742 16.00 0.890 0.64 1,217 0.20 0.50 2.50 0.07
28 VXX 15.52 7 Apr '17 8 16.00 0.489 0.26 4,128 16.50 0.557 0.17 924 0.09 0.50 5.56 0.07
29 UVXY 15.61 7 Apr '17 8 16.00 0.890 0.67 1,217 16.50 0.957 0.51 301 0.16 0.50 3.12 0.07
30 HMY 2.34 19 May '17 50 2.00 0.525 0.50 45 2.50 0.590 0.10 211 0.40 0.50 1.25 0.06
31 KERX 6.10 19 May '17 50 6.00 0.615 0.75 25 7.00 0.679 0.25 27 0.50 1.00 2.00 0.06
32 VXX 15.52 7 Apr '17 8 15.50 0.426 0.41 2,772 16.00 0.489 0.25 4,128 0.16 0.50 3.13 0.06
33 HCLP 16.90 21 Apr '17 22 15.00 0.575 2.30 211 17.50 0.638 0.70 54 1.60 2.50 1.56 0.06
34 ARRY 9.08 16 Jun '17 78 10.00 0.687 0.85 1 11.00 0.749 0.55 4 0.30 1.00 3.33 0.06
35 AVXL 5.76 21 Jul '17 113 5.00 0.866 1.55 13 7.50 0.928 0.35 77 1.20 2.50 2.08 0.06
36 FOLD 7.21 21 Apr '17 22 7.00 0.481 0.50 112 8.00 0.541 0.10 5 0.40 1.00 2.50 0.06
37 GIMO 35.15 21 Apr '17 22 37.50 0.332 0.40 6 40.00 0.392  0 5 0.40 2.50 6.25 0.06
38 VHC 2.25 19 May '17 50 2.00 1.246 0.60 21 3.00 1.305 0.15 330 0.45 1.00 2.22 0.06
39 BKU 37.60 21 Apr '17 22 35.00 0.193 2.95 57 40.00 0.252 0.15 1 2.80 5.00 1.79 0.06
40 VXX 15.52 13 Apr '17 14 15.50 0.433 0.55 459 16.00 0.491 0.39 235 0.16 0.50 3.12 0.06
41 SFM 22.79 21 Apr '17 22 22.50 0.518 1.45 332 25.00 0.576 0.45 233 1.00 2.50 2.50 0.06
42 TMV 22.60 21 Apr '17 22 22.00 0.226 1.05 4 23.00 0.282 0.40 55 0.65 1.00 1.54 0.06
43 TEN 62.85 21 Apr '17 22 65.00 0.244 0.75 539 70.00 0.297 0.05 62 0.70 5.00 7.14 0.05
44 FIT 5.84 13 Apr '17 14 5.50 0.379 0.43 18 6.00 0.432 0.12 48 0.31 0.50 1.61 0.05
45 QID 19.04 21 Apr '17 22 19.00 0.177 0.39 110 20.00 0.229 0.11 20 0.28 1.00 3.57 0.05
46 SNAP 22.23 13 Apr '17 14 22.00 0.568 1.25 16 22.50 0.618 0.90 23 0.35 0.50 1.43 0.05
47 ACIA 57.86 19 May '17 50 55.00 0.431 5.50 48 60.00 0.481 3.00 71 2.50 5.00 2.00 0.05
48 SIRI 5.21 15 Sep '17 169 5.00 0.223 0.52 10 5.50 0.272 0.20 5 0.32 0.50 1.56 0.05
49 SPXU 17.04 21 Apr '17 22 17.00 0.258 0.50 189 18.00 0.307 0.15 215 0.35 1.00 2.86 0.05
50 FEYE 12.82 13 Apr '17 14 13.00 0.390 0.38 309 13.50 0.439 0.14 1 0.24 0.50 2.08 0.05
51 K 72.54 21 Apr '17 22 75.00 0.161 0.35 481 77.50 0.209 0.10 31 0.25 2.50 10.00 0.05
52 PIR 7.18 21 Apr '17 22 7.00 0.596 0.55 35 8.00 0.643 0.15 35 0.40 1.00 2.50 0.05
53 HTZ 17.55 19 May '17 50 20.00 0.572 0.75 81 22.50 0.618 0.25 41 0.50 2.50 5.00 0.05
54 WOR 45.97 19 May '17 50 50.00 0.302 0.80 43 55.00 0.347 0.05 5 0.75 5.00 6.67 0.05
55 GIS 59.07 21 Apr '17 22 60.00 0.158 0.42 396 62.50 0.204 0.05 154 0.37 2.50 6.76 0.05
56 SFM 22.79 21 Apr '17 22 25.00 0.576 0.60 233 27.50 0.621 0.10 196 0.50 2.50 5.00 0.05
57 VXX 15.52 13 Apr '17 14 16.00 0.491 0.40 235 16.50 0.535 0.28 152 0.12 0.50 4.17 0.04
58 AXDX 24.10 19 May '17 50 25.00 0.487 1.50 24 30.00 0.530 0.05 3 1.45 5.00 3.45 0.04
59 GPRO 8.66 7 Apr '17 8 8.50 0.456 0.34 23 9.00 0.500 0.11 70 0.23 0.50 2.17 0.04
60 SN 9.35 21 Apr '17 22 10.00 0.599 0.35 225 11.00 0.642 0.10 21 0.25 1.00 4.00 0.04
61 KPTI 12.78 19 May '17 50 12.50 0.782 1.85 1 15.00 0.825 0.65 11 1.20 2.50 2.08 0.04
62 ITCI 16.26 21 Apr '17 22 17.50 1.138 1.40 79 20.00 1.181 0.60 4 0.80 2.50 3.13 0.04
63 BBRY 6.95 21 Apr '17 22 7.00 0.468 0.31 1,503 7.50 0.510 0.12 1,812 0.19 0.50 2.63 0.04
64 TSEM 23.26 21 Apr '17 22 24.00 0.234 0.30 31 25.00 0.276  0 4 0.30 1.00 3.33 0.04
65 SOXS 7.45 21 Apr '17 22 7.00 0.543 0.80 10 8.00 0.584 0.15 2 0.65 1.00 1.54 0.04
66 FRED 13.57 21 Apr '17 22 15.00 0.845 0.70 21 17.50 0.887 0.15 18 0.55 2.50 4.55 0.04
67 WLL 9.18 28 Apr '17 29 9.50 0.583 0.53 15 10.00 0.624 0.23 5 0.30 0.50 1.67 0.04
68 TAHO 7.95 16 Jun '17 78 7.50 0.486 1.00 16 10.00 0.525 0.15 118 0.85 2.50 2.94 0.04
69 PE 31.90 21 Apr '17 22 32.50 0.308 0.80 80 35.00 0.347 0.10 13 0.70 2.50 3.57 0.04
70 ACIA 57.86 21 Apr '17 22 55.00 0.394 4.00 85 60.00 0.433 1.55 549 2.45 5.00 2.04 0.04
71 VXX 15.52 21 Apr '17 22 15.50 0.474 0.74 2,330 16.00 0.513 0.57 1,579 0.17 0.50 2.94 0.04
72 FRED 13.57 21 Apr '17 22 12.50 0.806 1.80 80 15.00 0.845 0.50 21 1.30 2.50 1.92 0.04
73 AXTA 32.12 21 Apr '17 22 32.00 0.251 0.90 5 33.00 0.290 0.50 10 0.40 1.00 2.50 0.04
74 HDP 9.73 19 May '17 50 10.00 0.552 0.75 221 12.50 0.590 0.05 50 0.70 2.50 3.57 0.04
75 SPXU 17.04 19 May '17 50 17.00 0.310 0.85 10 18.00 0.348 0.45 10 0.40 1.00 2.50 0.04
76 SWIR 26.35 21 Apr '17 22 25.00 0.367 1.95 48 30.00 0.404 0.10 361 1.85 5.00 2.70 0.04
77 FAZ 19.07 7 Apr '17 8 19.50 0.340 0.27 20 20.00 0.378 0.10 139 0.17 0.50 2.94 0.04
78 VXX 15.52 21 Apr '17 22 16.00 0.513 0.58 1,579 16.50 0.551 0.45 131 0.13 0.50 3.85 0.04
79 USCR 63.30 21 Apr '17 22 65.00 0.299 1.20 444 67.50 0.336 0.65 350 0.55 2.50 4.55 0.04
80 SNI 78.67 21 Apr '17 22 80.00 0.189 1.00 11 85.00 0.227  0 1 1.00 5.00 5.00 0.04
81 SHLD 11.75 21 Apr '17 22 12.00 0.714 0.83 221 12.50 0.751 0.53 62 0.30 0.50 1.67 0.04
82 FUEL 5.23 21 Apr '17 22 5.00 0.747 0.55 455 6.00 0.784 0.10 31 0.45 1.00 2.22 0.04
83 ZIOP 6.45 21 Jul '17 113 6.00 0.602 1.15 21 7.00 0.639 0.55 65 0.60 1.00 1.67 0.04
84 NFX 36.71 21 Apr '17 22 37.00 0.288 1.05 7 38.00 0.324 0.45 71 0.60 1.00 1.67 0.04
85 FEYE 12.82 28 Apr '17 29 12.50 0.430 0.87 7 13.00 0.466 0.46 32 0.41 0.50 1.22 0.04
86 CIEN 23.73 7 Apr '17 8 24.00 0.247 0.29 103 24.50 0.283 0.09 7 0.20 0.50 2.50 0.04
87 VXX 15.52 28 Apr '17 29 16.00 0.600 0.86 471 16.50 0.636 0.70 15 0.16 0.50 3.12 0.04
88 UVXY 15.61 21 Apr '17 22 15.50 0.920 1.47 193 16.00 0.956 1.27 923 0.20 0.50 2.50 0.04
89 VXX 15.52 28 Apr '17 29 15.50 0.565 1.02 359 16.00 0.600 0.82 471 0.20 0.50 2.50 0.04
90 UVXY 15.61 21 Apr '17 22 16.00 0.956 1.31 923 16.50 0.991 1.14 93 0.17 0.50 2.94 0.04
91 SPXU 17.04 15 Sep '17 169 17.00 0.372 2.00 15 18.00 0.407 1.30 15 0.70 1.00 1.43 0.03
92 CHK 5.85 28 Apr '17 29 5.50 0.476 0.56 567 6.00 0.510 0.23 745 0.33 0.50 1.52 0.03
93 OMER 15.63 21 Apr '17 22 16.00 0.642 0.85 218 17.00 0.677 0.45 277 0.40 1.00 2.50 0.03
94 VIAV 10.80 21 Apr '17 22 10.00 0.319 0.93 150 11.00 0.353 0.27 28 0.66 1.00 1.52 0.03
95 TZA 18.13 7 Apr '17 8 18.50 0.397 0.30 665 19.00 0.432 0.15 587 0.15 0.50 3.33 0.03
96 NTNX 19.15 21 Apr '17 22 17.50 0.498 2.00 22 20.00 0.532 0.60 69 1.40 2.50 1.79 0.03
97 BBRY 6.95 7 Apr '17 8 7.00 0.739 0.30 3,096 7.50 0.773 0.12 3,928 0.18 0.50 2.78 0.03
98 VXX 15.52 5 May '17 36 16.00 0.611 1.00 456 16.50 0.645 0.84 1 0.16 0.50 3.12 0.03
99 NTNX 19.15 21 Apr '17 22 20.00 0.532 0.70 69 22.50 0.566 0.15 94 0.55 2.50 4.55 0.03
100 EXTR 7.38 15 Sep '17 169 7.50 0.511 1.05 152 10.00 0.545 0.20 7 0.85 2.50 2.94 0.03
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.