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 November 14, 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 FOMX 3.44 20 Dec '19 36 3.00 0.591 0.65 191 4.00 0.960 0.15 1,880 0.50 1.00 2.00 0.37
2 HL 2.40 20 Dec '19 36 2.00 0.408 0.46 275 2.50 0.639 0.12 48 0.34 0.50 1.47 0.23
3 NEPT 2.64 17 Jan '20 64 2.00 0.880 0.80 137 3.00 1.092 0.25 9 0.55 1.00 1.82 0.21
4 GALT 3.37 17 Jan '20 64 3.00 0.519 0.65 5 4.00 0.728 0.15 52 0.50 1.00 2.00 0.21
5 ACB 3.29 29 Nov '19 15 3.00 1.110 0.53 340 3.50 1.316 0.25 3,602 0.28 0.50 1.79 0.21
6 HL 2.40 17 Jan '20 64 2.00 0.503 0.51 18 2.50 0.703 0.10 100 0.41 0.50 1.22 0.20
7 SBLK 9.68 20 Dec '19 36 7.50 0.459 2.45 1 10.00 0.649 0.55 10 1.90 2.50 1.32 0.19
8 NBEV 2.21 20 Dec '19 36 2.00 0.666 0.35 13 2.50 0.846 0.10 93 0.25 0.50 2.00 0.18
9 ZYNE 6.11 20 Dec '19 36 5.00 0.632 1.45 6 7.50 0.803 0.15 6 1.30 2.50 1.92 0.17
10 SLDB 3.16 20 Dec '19 36 2.50 1.681 1.05 12 5.00 1.833 0.25 47 0.80 2.50 3.13 0.15
11 ACB 3.29 13 Dec '19 29 3.00 0.890 0.59 12 3.50 1.041 0.25 287 0.34 0.50 1.47 0.15
12 AOBC 8.36 22 Nov '19 8 8.00 0.330 0.50 756 8.50 0.479 0.15 43 0.35 0.50 1.43 0.15
13 NDLS 5.88 21 Feb '20 99 5.00 0.540 1.45 150 7.50 0.678 0.15 2 1.30 2.50 1.92 0.14
14 AGEN 3.74 21 Feb '20 99 3.00 0.709 1.05 300 4.00 0.841 0.50 27 0.55 1.00 1.82 0.13
15 CRMD 5.12 20 Dec '19 36 5.00 0.890 0.80 2 6.00 1.017 0.20 16 0.60 1.00 1.67 0.13
16 ZIOP 4.39 17 Jan '20 64 4.00 0.762 0.90 1 4.50 0.884 0.45 51 0.45 0.50 1.11 0.12
17 APHA 4.41 13 Dec '19 29 4.00 0.564 0.65 43 4.50 0.686 0.20 22 0.45 0.50 1.11 0.12
18 BLDP 6.59 21 Feb '20 99 6.00 0.291 0.85 72 7.00 0.411 0.25 30 0.60 1.00 1.67 0.12
19 PLUG 3.42 13 Dec '19 29 3.00 0.529 0.52 78 3.50 0.638 0.13 61 0.39 0.50 1.28 0.11
20 NBEV 2.21 17 Jan '20 64 2.00 0.655 0.40 13 2.50 0.760 0.15 146 0.25 0.50 2.00 0.11
21 SNDL 3.26 17 Jan '20 64 2.50 0.936 1.10 15 5.00 1.041  0 16 1.10 2.50 2.27 0.11
22 PLUG 3.42 19 Jun '20 218 3.00 0.457 0.81 177 3.50 0.559 0.48 52 0.33 0.50 1.52 0.10
23 CNNE 35.51 20 Dec '19 36 35.00 0.243 1.55 3 40.00 0.329  0 7 1.55 5.00 3.23 0.09
24 GLYC 6.50 20 Dec '19 36 5.00 0.633 1.80 48 7.50 0.718 0.15 74 1.65 2.50 1.52 0.08
25 INSG 4.57 19 Jun '20 218 2.50 0.596 2.30 50 5.00 0.680 0.70 24 1.60 2.50 1.56 0.08
26 TECS 8.64 17 Jan '20 64 8.00 0.452 1.05 117 9.00 0.534 0.55 31 0.50 1.00 2.00 0.08
27 SPXS 15.13 20 Dec '19 36 15.00 0.335 0.75 96 16.00 0.416 0.40 390 0.35 1.00 2.86 0.08
28 LLNW 4.24 17 Jan '20 64 4.00 0.478 0.55 3 5.00 0.557 0.05 1 0.50 1.00 2.00 0.08
29 AGI 5.37 20 Mar '20 127 5.00 0.470 0.85 2 7.50 0.547 0.15 31 0.70 2.50 3.57 0.08
30 CRK 6.86 17 Jan '20 64 6.00 0.502 1.15 175 7.00 0.577 0.50 5 0.65 1.00 1.54 0.08
31 NTLA 13.53 20 Dec '19 36 12.50 0.615 1.85 10 15.00 0.688 0.50 31 1.35 2.50 1.85 0.07
32 NEPT 2.64 15 Jan '21 428 2.00 0.855 1.35 101 3.00 0.928 0.65 52 0.70 1.00 1.43 0.07
33 SOHU 10.22 20 Dec '19 36 10.00 0.520 0.85 1 12.50 0.593 0.10 10 0.75 2.50 3.33 0.07
34 NG 6.75 20 Dec '19 36 6.00 0.323 0.90 1 7.00 0.395 0.20 96 0.70 1.00 1.43 0.07
35 CRON 6.82 13 Dec '19 29 6.50 0.632 0.70 37 7.00 0.703 0.36 21 0.34 0.50 1.47 0.07
36 AERI 18.23 20 Dec '19 36 17.50 0.617 1.90 11 20.00 0.684 0.65 14 1.25 2.50 2.00 0.07
37 VFF 6.80 20 Dec '19 36 6.00 0.916 1.30 1 7.00 0.982 0.65 199 0.65 1.00 1.54 0.07
38 TECS 8.64 20 Dec '19 36 8.00 0.442 0.90 58 9.00 0.508 0.35 8 0.55 1.00 1.82 0.07
39 REAL 17.91 20 Dec '19 36 17.50 0.625 1.85 123 20.00 0.691 0.65 125 1.20 2.50 2.08 0.07
40 YETI 29.42 22 Nov '19 8 29.00 0.477 1.20 25 29.50 0.540 0.70 16 0.50 0.50 1.00 0.06
41 IOVA 22.20 20 Dec '19 36 20.00 0.545 2.85 2,161 22.50 0.606 1.25 58 1.60 2.50 1.56 0.06
42 AGEN 3.74 20 Dec '19 36 3.00 0.695 1.00 5 4.00 0.755 0.20 44 0.80 1.00 1.25 0.06
43 FCG 10.74 20 Dec '19 36 10.00 0.254 0.95 50 11.00 0.314 0.25 133 0.70 1.00 1.43 0.06
44 SPXS 15.13 17 Jan '20 64 15.00 0.370 1.05 82 16.00 0.427 0.65 88 0.40 1.00 2.50 0.06
45 HL 2.40 6 Dec '19 22 2.00 0.718 0.48 1 2.50 0.775 0.09 30 0.39 0.50 1.28 0.06
46 RVLV 15.65 20 Dec '19 36 15.00 0.610 1.65 274 17.50 0.667 0.50 100 1.15 2.50 2.17 0.06
47 PLUG 3.42 20 Dec '19 36 3.00 0.527 0.50 449 3.50 0.584 0.17 435 0.33 0.50 1.52 0.06
48 APLE 16.17 17 Apr '20 155 15.00 0.089 1.40 2 17.50 0.146 0.15 49 1.25 2.50 2.00 0.06
49 JMIA 5.32 21 Feb '20 99 5.00 0.850 1.15 12 6.00 0.905 0.70 142 0.45 1.00 2.22 0.06
50 SPXU 22.88 20 Dec '19 36 22.00 0.317 1.50 20,029 23.00 0.368 0.95 305 0.55 1.00 1.82 0.05
51 SMSI 5.03 20 Dec '19 36 5.00 0.661 0.55 9 6.00 0.712 0.10 8 0.45 1.00 2.22 0.05
52 PLUG 3.42 20 Mar '20 127 3.00 0.491 0.63 325 3.50 0.538 0.34 39 0.29 0.50 1.72 0.05
53 BOIL 13.05 20 Dec '19 36 13.00 1.061 1.80 10 14.00 1.107 1.30 35 0.50 1.00 2.00 0.05
54 ACB 3.29 6 Dec '19 22 3.00 1.057 0.55 173 3.50 1.102 0.26 430 0.29 0.50 1.72 0.05
55 SPCE 9.66 17 Apr '20 155 9.00 0.584 1.90 7 10.00 0.628 1.30 1 0.60 1.00 1.67 0.04
56 TPVG 15.11 20 Mar '20 127 15.00 0.227 0.95 110 17.50 0.268 0.15 22 0.80 2.50 3.13 0.04
57 KRG 18.79 15 May '20 183 17.50 0.115 1.80 15 20.00 0.155 0.35 1 1.45 2.50 1.72 0.04
58 GSKY 7.74 20 Mar '20 127 7.50 0.542 1.15 1 10.00 0.583 0.30 1 0.85 2.50 2.94 0.04
59 DT 21.09 20 Dec '19 36 20.00 0.549 2.20 32 22.50 0.589 0.95 1,087 1.25 2.50 2.00 0.04
60 SH 25.12 20 Dec '19 36 25.00 0.115 0.45 1 26.00 0.154 0.15 10 0.30 1.00 3.33 0.04
61 AG 10.76 6 Dec '19 22 10.50 0.440 0.65 1 11.00 0.480 0.35 48 0.30 0.50 1.67 0.04
62 EQH 23.50 20 Dec '19 36 22.50 0.195 1.35 45 25.00 0.234 0.15 20 1.20 2.50 2.08 0.04
63 REAL 17.91 21 Feb '20 99 17.50 0.606 2.60 1 20.00 0.645 1.50 3 1.10 2.50 2.27 0.04
64 ACB 3.29 27 Dec '19 43 3.00 0.805 0.62 36 3.50 0.844 0.29 99 0.33 0.50 1.52 0.04
65 ANAB 10.89 20 Dec '19 36 10.00 0.652 1.50 1 12.50 0.689 0.30 19 1.20 2.50 2.08 0.04
66 CBS 37.63 22 Nov '19 8 37.50 0.254 0.73 63 38.00 0.290 0.37 426 0.36 0.50 1.39 0.04
67 CPE 4.19 17 Jan '20 64 4.00 0.657 0.60 66 5.00 0.693 0.15 121 0.45 1.00 2.22 0.04
68 COMM 14.62 20 Dec '19 36 14.00 0.465 1.35 4 15.00 0.500 0.60 1 0.75 1.00 1.33 0.04
69 PYX 8.76 20 Dec '19 36 7.50 0.868 1.70 18 10.00 0.903 0.50 99 1.20 2.50 2.08 0.03
70 UNIT 7.10 17 Jan '20 64 6.00 0.925 1.80 51 7.50 0.960 0.95 298 0.85 1.50 1.76 0.03
71 VXX 18.21 22 Nov '19 8 18.00 0.551 0.71 1,604 18.50 0.585 0.49 2,734 0.22 0.50 2.27 0.03
72 LK 21.54 6 Dec '19 22 21.50 0.370 0.90 63 22.00 0.404 0.55 8 0.35 0.50 1.43 0.03
73 ETSY 41.84 22 Nov '19 8 41.50 0.382 1.25 148 42.00 0.415 0.90 289 0.35 0.50 1.43 0.03
74 AMC 8.88 13 Dec '19 29 8.50 0.422 0.70 12 9.00 0.455 0.35 3 0.35 0.50 1.43 0.03
75 TTM 11.53 22 Nov '19 8 11.50 0.448 0.40 23 12.00 0.480 0.10 10 0.30 0.50 1.67 0.03
76 SDOW 41.67 17 Jan '20 64 41.00 0.361 2.95 21 42.00 0.393 2.40 2 0.55 1.00 1.82 0.03
77 WLL 6.33 29 Nov '19 15 6.00 0.768 0.63 30 6.50 0.800 0.30 68 0.33 0.50 1.52 0.03
78 FTCH 7.48 17 Jan '20 64 7.00 0.831 1.50 43 8.00 0.863 0.80 10,336 0.70 1.00 1.43 0.03
79 BDSI 6.23 20 Dec '19 36 6.00 0.488 0.55 42 7.00 0.519 0.10 48 0.45 1.00 2.22 0.03
80 EAF 13.40 17 Jan '20 64 12.50 0.392 1.50 25 15.00 0.423 0.30 1 1.20 2.50 2.08 0.03
81 VIPS 12.05 29 Nov '19 15 12.00 0.411 0.45 11 12.50 0.442 0.20 66 0.25 0.50 2.00 0.03
82 PLUG 3.42 17 Jan '20 64 3.00 0.502 0.60 198 3.50 0.533 0.25 653 0.35 0.50 1.43 0.03
83 VXX 18.21 29 Nov '19 15 18.00 0.540 0.92 139 18.50 0.571 0.70 299 0.22 0.50 2.27 0.03
84 AVYA 12.32 17 Jan '20 64 10.00 0.506 2.70 1 12.50 0.537 1.00 20 1.70 2.50 1.47 0.03
85 DGII 15.10 20 Dec '19 36 15.00 0.439 1.00 21 17.50 0.470 0.10 32 0.90 2.50 2.78 0.03
86 VXX 18.21 13 Dec '19 29 18.00 0.596 1.35 9 18.50 0.625 1.13 43 0.22 0.50 2.27 0.03
87 TLRY 19.81 22 Nov '19 8 19.50 0.545 0.84 231 20.00 0.575 0.56 471 0.28 0.50 1.79 0.03
88 ZAGG 8.28 20 Dec '19 36 8.00 0.518 0.90 66 9.00 0.547 0.20 94 0.70 1.00 1.43 0.03
89 NG 6.75 20 Mar '20 127 6.00 0.397 1.15 11 7.00 0.426 0.55 79 0.60 1.00 1.67 0.03
90 GLOG 9.60 15 May '20 183 7.50 0.415 2.60 3 10.00 0.444 1.00 59 1.60 2.50 1.56 0.03
91 CVX 121.96 22 Nov '19 8 121.00 0.054 1.09 374 122.00 0.083 0.55 426 0.54 1.00 1.85 0.03
92 ATNX 11.23 17 Jan '20 64 10.00 0.731 2.25 1 12.50 0.760 0.80 105 1.45 2.50 1.72 0.03
93 PAYS 11.29 20 Mar '20 127 10.00 0.584 2.30 22 12.50 0.613 1.05 342 1.25 2.50 2.00 0.03
94 SH 25.12 21 Feb '20 99 25.00 0.129 0.80 73 26.00 0.158 0.45 43 0.35 1.00 2.86 0.03
95 KKR 29.80 22 Nov '19 8 29.50 0.224 0.70 12 30.00 0.251 0.30 2 0.40 0.50 1.25 0.03
96 DXC 35.83 20 Dec '19 36 35.00 0.358 2.15 74 36.00 0.385 1.60 97 0.55 1.00 1.82 0.03
97 AEM 59.22 20 Dec '19 36 55.00 0.243 4.80 8 60.00 0.270 1.61 231 3.19 5.00 1.57 0.03
98 PLUG 3.42 15 Jan '21 428 3.00 0.440 0.93 71 3.50 0.467 0.65 221 0.28 0.50 1.79 0.03
99 ENLC 5.36 19 Jun '20 218 5.00 0.353 0.85 5 6.00 0.379 0.30 1 0.55 1.00 1.82 0.03
100 SDC 8.89 17 Apr '20 155 7.50 0.863 2.75 172 10.00 0.889 1.60 360 1.15 2.50 2.17 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.