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 December 21, 2016. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CLNE 3.36 20 Jan '17 30 4.00 0.387 0.75 10 5.00 0.739 1.55 128 -0.80 1.00 5.00 0.35
2 ONVO 3.56 20 Jan '17 30 4.00 0.420 0.60 8 4.50 0.582 0.80 22 -0.20 0.50 1.67 0.16
3 ERIC 5.78 20 Jan '17 30 6.00 0.249 0.35 4 7.00 0.397 1.15 15 -0.80 1.00 5.00 0.15
4 LPL 13.39 20 Jan '17 30 12.50 0.400 0.30 252 15.00 0.515 1.70 1 -1.40 2.50 2.27 0.12
5 RUSS 6.68 20 Jan '17 30 6.00 0.760 0.35 5 7.00 0.869 0.70 10 -0.35 1.00 1.54 0.11
6 NTNX 28.54 20 Jan '17 30 25.00 0.793 1.15 8 30.00 0.894 3.40 23 -2.25 5.00 1.82 0.10
7 UVXY 7.65 6 Jan '17 16 8.00 0.934 0.84 128 8.50 1.032 1.15 11 -0.31 0.50 2.63 0.10
8 UVXY 7.65 6 Jan '17 16 7.50 0.842 0.50 1,142 8.00 0.934 0.79 128 -0.29 0.50 2.38 0.09
9 WATT 17.48 20 Jan '17 30 17.50 0.822 1.70 29 20.00 0.907 3.30 67 -1.60 2.50 2.78 0.08
10 SQQQ 12.43 20 Jan '17 30 12.00 0.347 0.35 37 13.00 0.430 0.85 54 -0.50 1.00 2.00 0.08
11 CIM 17.49 20 Jan '17 30 17.00 0.131 0.30 25 18.00 0.212 0.85 2 -0.55 1.00 2.22 0.08
12 WFT 4.96 20 Jan '17 30 5.00 0.562 0.35 240 5.50 0.638 0.65 31 -0.30 0.50 2.50 0.08
13 CEMP 6.15 20 Jan '17 30 5.00 1.848 0.70 410 7.50 1.924 2.20 14 -1.50 2.50 2.50 0.08
14 PIR 9.11 20 Jan '17 30 9.00 0.559 0.55 163 10.00 0.628 1.10 62 -0.55 1.00 2.22 0.07
15 NAT 8.58 20 Jan '17 30 9.00 0.404 0.70 143 10.00 0.471 1.40 488 -0.70 1.00 3.33 0.07
16 DO 19.19 20 Jan '17 30 20.00 0.444 1.46 1 22.50 0.508 3.40 31 -1.94 2.50 4.46 0.06
17 UVXY 7.65 20 Jan '17 30 7.50 1.105 0.89 176 8.00 1.163 1.21 461 -0.32 0.50 2.78 0.06
18 CPLP 3.27 16 Jun '17 177 2.50 0.574 0.25 40 5.00 0.632 1.75 20 -1.50 2.50 2.50 0.06
19 CXW 23.59 20 Jan '17 30 24.00 0.361 1.25 50 25.00 0.419 1.90 10 -0.65 1.00 2.86 0.06
20 BTE 4.91 21 Jul '17 212 5.00 0.574 0.95 3 7.50 0.632 2.80 5 -1.85 2.50 3.85 0.06
21 UVXY 7.65 20 Jan '17 30 8.00 1.163 1.24 461 8.50 1.220 1.58 31 -0.34 0.50 3.13 0.06
22 PIR 9.11 17 Feb '17 58 9.00 0.525 0.85 12 10.00 0.577 1.25 14 -0.40 1.00 1.67 0.05
23 GNC 13.00 20 Jan '17 30 12.50 0.482 0.55 36 15.00 0.533 1.95 3 -1.40 2.50 2.27 0.05
24 SPXU 19.83 20 Jan '17 30 19.00 0.284 0.40 1 20.00 0.335 0.75 1 -0.35 1.00 1.54 0.05
25 CNAT 4.32 21 Jul '17 212 2.50 0.919 0.30 383 5.00 0.967 1.40 10 -1.10 2.50 1.79 0.05
26 FTR 3.29 20 Jan '17 30 3.50 0.378 0.30 476 4.00 0.425 0.65 11 -0.35 0.50 3.33 0.05
27 NUGT 5.99 20 Jan '17 30 6.00 1.239 0.90 147 6.20 1.286 0.95 28 -0.05 0.20 1.33 0.05
28 AUY 2.56 20 Jan '17 30 3.00 0.601 0.51 27 3.50 0.646 0.93 30 -0.42 0.50 6.25 0.05
29 BBRY 7.30 20 Jan '17 30 7.50 0.280 0.36 407 8.00 0.323 0.73 799 -0.37 0.50 3.85 0.04
30 INSY 9.26 17 Feb '17 58 9.00 0.639 0.90 61 10.00 0.681 1.40 1 -0.50 1.00 2.00 0.04
31 OCN 5.72 21 Apr '17 121 6.00 0.600 1.05 34 7.00 0.639 1.60 1 -0.55 1.00 2.22 0.04
32 ZIOP 5.96 20 Jan '17 30 5.00 0.886 0.25 148 6.00 0.924 0.55 34 -0.30 1.00 1.43 0.04
33 SQQQ 12.43 20 Jan '17 30 13.00 0.430 1.00 54 14.00 0.466 1.70 2 -0.70 1.00 3.33 0.04
34 QID 23.17 20 Jan '17 30 23.00 0.239 0.58 3 24.00 0.275 1.19 5 -0.61 1.00 2.56 0.04
35 FTR 3.29 19 May '17 149 3.00 0.374 0.25 650 3.50 0.408 0.50 60 -0.25 0.50 2.00 0.03
36 DB 18.71 20 Jan '17 30 19.00 0.475 1.25 145 19.50 0.509 1.40 134 -0.15 0.50 1.43 0.03
37 SQ 14.38 20 Jan '17 30 14.00 0.319 0.40 13 15.00 0.351 0.85 20 -0.45 1.00 1.82 0.03
38 FEYE 12.54 6 Jan '17 16 12.50 0.425 0.47 10 13.00 0.456 0.68 11 -0.21 0.50 1.72 0.03
39 UCO 11.15 20 Jan '17 30 11.50 0.530 0.95 10 12.00 0.559 1.15 178 -0.20 0.50 1.67 0.03
40 FIT 7.36 20 Jan '17 30 7.50 0.550 0.55 98 8.00 0.578 0.83 84 -0.28 0.50 2.27 0.03
41 TZA 19.20 20 Jan '17 30 19.00 0.487 1.01 3 19.50 0.515 1.22 3 -0.21 0.50 1.72 0.03
42 T 42.36 6 Jan '17 16 42.50 0.222 0.88 37 43.00 0.251 1.21 13 -0.33 0.50 2.94 0.03
43 UAA 30.05 20 Jan '17 30 30.50 0.343 1.55 10 31.00 0.371 1.65 14 -0.10 0.50 1.25 0.03
44 MYCC 14.55 20 Jan '17 30 14.00 0.358 0.40 1 15.00 0.385 0.80 2 -0.40 1.00 1.67 0.03
45 ZIOP 5.96 20 Jan '17 30 6.00 0.924 0.70 34 7.00 0.951 1.25 13 -0.55 1.00 2.22 0.03
46 PFF 37.45 20 Jan '17 30 37.00 0.084 0.20 20 38.00 0.110 0.60 122 -0.40 1.00 1.67 0.03
47 VXX 23.83 27 Jan '17 37 24.00 0.575 1.88 14 24.50 0.599 2.16 2 -0.28 0.50 2.27 0.02
48 EUO 27.53 20 Jan '17 30 27.00 0.194 0.40 17 28.00 0.217 0.85 10 -0.45 1.00 1.82 0.02
49 AKS 10.89 6 Jan '17 16 10.50 0.550 0.36 430 11.00 0.573 0.56 2 -0.20 0.50 1.67 0.02
50 VXX 23.83 6 Jan '17 16 24.00 0.449 1.00 107 24.50 0.472 1.31 272 -0.31 0.50 2.63 0.02
51 XLF 23.61 6 Jan '17 16 23.50 0.148 0.32 20 24.00 0.171 0.46 10 -0.14 0.50 1.39 0.02
52 QID 23.17 20 Jan '17 30 24.00 0.275 1.27 5 25.00 0.298 1.88 1 -0.61 1.00 2.56 0.02
53 SDS 14.80 20 Jan '17 30 14.50 0.190 0.21 21 15.00 0.212 0.45 110 -0.24 0.50 1.92 0.02
54 VXX 23.83 6 Jan '17 16 23.50 0.428 0.70 168 24.00 0.449 0.97 107 -0.27 0.50 2.17 0.02
55 CTL 23.77 21 Jul '17 212 24.00 0.318 2.65 30 25.00 0.339 3.00 6 -0.35 1.00 1.54 0.02
56 VXX 23.83 13 Jan '17 23 24.00 0.522 1.36 52 24.50 0.543 1.65 1 -0.29 0.50 2.38 0.02
57 VXX 23.83 20 Jan '17 30 23.50 0.538 1.31 400 24.00 0.558 1.60 6,496 -0.29 0.50 2.38 0.02
58 OCLR 9.52 20 Jan '17 30 9.00 0.617 0.45 739 10.00 0.637 0.85 16 -0.40 1.00 1.67 0.02
59 TWTR 17.08 6 Jan '17 16 17.50 0.395 0.82 32 18.00 0.415 1.16 138 -0.34 0.50 3.12 0.02
60 VXX 23.83 20 Jan '17 30 24.00 0.558 1.62 6,496 24.50 0.577 1.94 345 -0.32 0.50 2.78 0.02
61 FINL 21.00 20 Jan '17 30 22.00 0.350 1.70 76 23.00 0.369 2.10 132 -0.40 1.00 1.67 0.02
62 SSRI 8.01 20 Jan '17 30 9.00 0.579 1.25 10 10.00 0.597 1.90 9 -0.65 1.00 2.86 0.02
63 CM 83.44 20 Jan '17 30 80.00 0.191 0.65 2 85.00 0.209 2.75 2 -2.10 5.00 1.72 0.02
64 PAY 18.32 20 Jan '17 30 19.00 0.281 1.05 100 20.00 0.299 1.75 119 -0.70 1.00 3.33 0.02
65 AMD 11.47 6 Jan '17 16 11.50 0.506 0.54 6,130 12.00 0.523 0.76 10 -0.22 0.50 1.79 0.02
66 CYS 7.75 16 Jun '17 177 7.00 0.268 0.35 1 8.00 0.285 0.65 5 -0.30 1.00 1.43 0.02
67 EXEL 16.32 20 Jan '17 30 16.00 0.630 1.10 139 17.00 0.647 1.45 35 -0.35 1.00 1.54 0.02
68 UNG 9.00 6 Jan '17 16 8.50 0.503 0.19 10 9.00 0.519 0.35 17 -0.16 0.50 1.47 0.02
69 T 42.36 6 Jan '17 16 42.00 0.206 0.58 55 42.50 0.222 0.84 37 -0.26 0.50 2.08 0.02
70 CLF 9.18 13 Jan '17 23 9.00 0.655 0.53 200 9.50 0.671 0.77 1 -0.24 0.50 1.92 0.02
71 SNY 39.43 20 Jan '17 30 40.00 0.195 1.30 9 41.00 0.211 1.80 134 -0.50 1.00 2.00 0.02
72 VXX 23.83 13 Jan '17 23 23.50 0.506 1.05 6 24.00 0.522 1.31 52 -0.26 0.50 2.08 0.02
73 UAA 30.05 20 Jan '17 30 30.00 0.328 1.20 96 30.50 0.343 1.30 10 -0.10 0.50 1.25 0.02
74 EWZ 31.30 6 Jan '17 16 31.00 0.304 0.74 20 31.50 0.319 0.88 2 -0.14 0.50 1.39 0.01
75 SEAS 19.08 20 Jan '17 30 19.00 0.271 0.65 10 20.00 0.285 1.10 2 -0.45 1.00 1.82 0.01
76 JKS 15.51 20 Jan '17 30 15.00 0.476 0.75 10 16.00 0.491 1.10 45 -0.35 1.00 1.54 0.01
77 GES 12.92 20 Jan '17 30 12.00 0.357 0.20 8 13.00 0.371 0.50 8 -0.30 1.00 1.43 0.01
78 FXI 35.11 20 Jan '17 30 35.50 0.282 1.36 29 36.00 0.296 1.69 979 -0.33 0.50 2.94 0.01
79 NAT 8.58 20 Jan '17 30 8.00 0.391 0.20 206 9.00 0.404 0.60 143 -0.40 1.00 1.67 0.01
80 JNK 36.52 17 Mar '17 86 36.00 0.127 0.70 150 37.00 0.140 1.10 5 -0.40 1.00 1.67 0.01
81 FXI 35.11 20 Jan '17 30 35.00 0.269 1.04 172 35.50 0.282 1.33 29 -0.29 0.50 2.38 0.01
82 HL 5.28 20 Jan '17 30 5.50 0.516 0.45 63 6.00 0.529 0.80 1 -0.35 0.50 3.33 0.01
83 TWTR 17.08 6 Jan '17 16 17.00 0.382 0.52 591 17.50 0.395 0.79 32 -0.27 0.50 2.17 0.01
84 MXIM 39.18 17 Feb '17 58 40.00 0.239 2.10 7 41.00 0.252 2.55 2 -0.45 1.00 1.82 0.01
85 TWTR 17.08 13 Jan '17 23 17.50 0.422 0.97 1,331 18.00 0.435 1.29 57 -0.32 0.50 2.78 0.01
86 CSCO 30.42 6 Jan '17 16 30.00 0.174 0.28 21 30.50 0.186 0.50 14 -0.22 0.50 1.79 0.01
87 TWTR 17.08 13 Jan '17 23 17.00 0.410 0.68 308 17.50 0.422 0.94 1,331 -0.26 0.50 2.08 0.01
88 RRC 34.21 20 Jan '17 30 35.00 0.411 2.25 2 36.00 0.423 2.60 80 -0.35 1.00 1.54 0.01
89 YINN 14.68 20 Jan '17 30 14.00 0.549 0.75 25 15.00 0.561 0.95 7 -0.20 1.00 1.25 0.01
90 UNG 9.00 13 Jan '17 23 8.50 0.510 0.26 12 9.00 0.522 0.43 9 -0.17 0.50 1.52 0.01
91 FNV 56.94 20 Jan '17 30 55.00 0.341 1.55 3,125 60.00 0.354 4.00 2 -2.45 5.00 1.96 0.01
92 SYY 56.26 20 Jan '17 30 55.00 0.182 0.80 184 60.00 0.194 3.90 5 -3.10 5.00 2.63 0.01
93 FXI 35.11 27 Jan '17 37 35.00 0.255 1.15 6 35.50 0.267 1.36 10 -0.21 0.50 1.72 0.01
94 VZ 52.97 6 Jan '17 16 52.50 0.201 0.68 18 53.00 0.212 0.94 24 -0.26 0.50 2.08 0.01
95 AA 30.43 20 Jan '17 30 31.00 0.405 1.80 3 32.00 0.416 2.30 14 -0.50 1.00 2.00 0.01
96 UUP 26.62 20 Jan '17 30 26.50 0.084 0.21 1,742 27.00 0.095 0.49 1 -0.28 0.50 2.27 0.01
97 WLL 12.12 20 Jan '17 30 12.50 0.573 1.10 62 13.00 0.584 1.30 30 -0.20 0.50 1.67 0.01
98 GE 32.13 20 Jan '17 30 32.50 0.205 0.98 49 33.00 0.215 1.28 15 -0.30 0.50 2.50 0.01
99 AUY 2.56 21 Apr '17 121 2.50 0.598 0.33 7 3.00 0.608 0.63 5 -0.30 0.50 2.50 0.01
100 VXX 23.83 27 Jan '17 37 23.50 0.565 1.56 65 24.00 0.575 1.82 14 -0.26 0.50 2.08 0.01
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.