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 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 November 12, 2019. 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 CRBP 4.36 15 Nov '19 3 5.00 1.576 0.80 6 7.50 3.992 3.00 9 -2.20 2.50 8.33 2.42
2 NAT 3.45 15 Nov '19 3 4.00 0.542 0.65 3 5.00 2.622 1.50 1 -0.85 1.00 6.67 2.08
3 RYAM 4.46 15 Nov '19 3 5.00 0.831 0.65 2 7.50 2.765 3.00 7 -2.35 2.50 16.67 1.93
4 TXMD 2.73 15 Nov '19 3 3.00 0.347 0.35 21 4.00 2.086 1.20 4 -0.85 1.00 6.67 1.74
5 DPLO 3.10 15 Nov '19 3 5.00 4.215 2.10 40 7.50 5.862 4.30 6 -2.20 2.50 8.33 1.65
6 HEAR 8.84 15 Nov '19 3 10.00 0.831 1.35 27 12.50 2.139 3.50 8 -2.15 2.50 7.14 1.31
7 NEPT 3.12 15 Nov '19 3 4.00 3.524 1.05 74 5.00 4.801 1.80 10 -0.75 1.00 4.00 1.28
8 ETRN 11.12 15 Nov '19 3 12.50 0.975 1.50 124 15.00 2.166 3.80 11 -2.30 2.50 12.50 1.19
9 XON 5.01 15 Nov '19 3 5.00 0.856 0.25 90 6.00 2.013 0.95 15 -0.70 1.00 3.33 1.16
10 PD 22.82 15 Nov '19 3 25.00 0.757 2.40 4 30.00 1.910 7.00 3 -4.60 5.00 12.50 1.15
11 APRN 7.23 15 Nov '19 3 8.00 0.884 0.90 116 9.00 1.996 1.65 3 -0.75 1.00 4.00 1.11
12 PYX 10.14 15 Nov '19 3 10.00 0.935 0.30 4 12.50 2.022 2.25 2 -1.95 2.50 4.55 1.09
13 MAG 9.98 15 Nov '19 3 10.00 0.664 0.35 51 12.50 1.700 2.45 4 -2.10 2.50 6.25 1.04
14 SQQQ 26.56 15 Nov '19 3 27.00 0.404 0.70 459 28.00 1.236 1.30 21 -0.60 1.00 2.50 0.83
15 EPC 33.07 15 Nov '19 3 35.00 0.423 2.15 319 40.00 1.220 6.70 61 -4.55 5.00 11.11 0.80
16 PYX 10.14 15 Nov '19 3 12.50 2.022 2.50 2 15.00 2.780 4.70 3 -2.20 2.50 8.33 0.76
17 KGC 4.29 15 Nov '19 3 4.50 0.501 0.24 8 5.00 1.229 0.65 1 -0.41 0.50 5.56 0.73
18 SLDB 2.82 15 Nov '19 3 5.00 4.786 2.40 11 7.50 5.458 4.60 17 -2.20 2.50 8.33 0.67
19 BGS 16.22 15 Nov '19 3 17.50 0.532 1.40 4,064 20.00 1.198 3.70 102 -2.30 2.50 12.50 0.67
20 SA 12.25 15 Nov '19 3 13.00 0.781 0.90 46 14.00 1.381 1.70 33 -0.80 1.00 5.00 0.60
21 EGO 7.61 15 Nov '19 3 8.00 0.696 0.55 15 9.00 1.263 1.30 1 -0.75 1.00 4.00 0.57
22 ZG 37.70 15 Nov '19 3 40.00 0.533 2.55 31 45.00 1.092 7.10 16 -4.55 5.00 11.11 0.56
23 ENB 38.26 15 Nov '19 3 37.50 0.311 0.20 61 40.00 0.856 2.20 11 -2.00 2.50 5.00 0.54
24 SVC 23.41 15 Nov '19 3 24.00 0.140 0.80 50 25.00 0.619 1.55 38 -0.75 1.00 4.00 0.48
25 GPRO 4.56 15 Nov '19 3 5.00 0.951 0.48 93 5.50 1.406 0.92 18 -0.44 0.50 8.33 0.46
26 HEXO 2.12 20 Dec '19 38 2.50 1.103 0.70 9 3.00 1.516 0.75 1 -0.05 0.50 1.11 0.41
27 CHD 67.05 15 Nov '19 3 70.00 0.478 3.30 94 75.00 0.875 8.00 100 -4.70 5.00 16.67 0.40
28 CHGG 35.34 15 Nov '19 3 35.00 0.395 0.40 28 40.00 0.770 4.60 16 -4.20 5.00 6.25 0.38
29 WWE 55.22 15 Nov '19 3 60.00 0.457 5.00 2 65.00 0.809 9.60 1 -4.60 5.00 12.50 0.35
30 TME 13.21 15 Nov '19 3 14.00 0.390 0.85 636 15.00 0.733 1.70 112 -0.85 1.00 6.67 0.34
31 HEXO 2.12 15 Nov '19 3 2.50 2.325 0.45 41 3.00 2.650 0.80 3 -0.35 0.50 3.33 0.33
32 CLF 7.32 15 Nov '19 3 7.50 0.488 0.28 1,265 8.00 0.804 0.67 67 -0.39 0.50 4.55 0.32
33 GLAD 10.18 20 Dec '19 38 10.00 0.177 0.25 1 12.50 0.491 2.35 1 -2.10 2.50 6.25 0.31
34 SQM 24.92 15 Nov '19 3 25.00 0.442 0.50 90 26.00 0.736 1.00 51 -0.50 1.00 2.00 0.29
35 DUK 87.59 15 Nov '19 3 87.50 0.330 1.05 62 90.00 0.612 3.30 9 -2.25 2.50 10.00 0.28
36 COTY 12.41 15 Nov '19 3 12.50 0.538 0.31 9 13.00 0.786 0.70 12 -0.39 0.50 4.55 0.25
37 DUK 87.59 15 Nov '19 3 90.00 0.612 3.50 9 92.50 0.855 5.70 3 -2.20 2.50 8.33 0.24
38 ENPH 19.12 15 Nov '19 3 20.00 0.781 1.20 110 22.50 1.019 3.30 80 -2.10 2.50 6.25 0.24
39 GLOG 10.38 20 Dec '19 38 10.00 0.514 0.75 15 12.50 0.734 2.20 7 -1.45 2.50 2.38 0.22
40 MJ 18.56 15 Nov '19 3 19.00 0.696 0.75 97 20.00 0.915 1.45 37 -0.70 1.00 3.33 0.22
41 ET 11.66 15 Nov '19 3 12.00 0.622 0.53 3,597 12.50 0.840 0.77 80 -0.24 0.50 1.92 0.22
42 GUSH 3.11 20 Dec '19 38 4.00 0.906 1.15 6 5.00 1.122 1.75 2 -0.60 1.00 2.50 0.22
43 BLDP 6.29 20 Dec '19 38 6.00 0.597 0.40 79 7.00 0.808 1.00 5 -0.60 1.00 2.50 0.21
44 EXC 44.32 15 Nov '19 3 45.00 0.405 1.10 5 46.00 0.607 2.00 3 -0.90 1.00 10.00 0.20
45 XNET 5.74 20 Dec '19 38 5.00 1.458 0.75 24 7.50 1.657 2.25 2 -1.50 2.50 2.50 0.20
46 SA 12.25 15 Nov '19 3 12.00 0.583 0.20 42 13.00 0.781 0.75 46 -0.55 1.00 2.22 0.20
47 M 16.08 15 Nov '19 3 16.50 0.528 0.58 255 17.00 0.724 0.89 54 -0.31 0.50 2.63 0.20
48 IRM 32.67 15 Nov '19 3 32.50 0.235 0.25 59 35.00 0.428 2.25 4 -2.00 2.50 5.00 0.19
49 CVM 6.88 20 Dec '19 38 7.50 1.778 2.10 50 10.00 1.969 3.70 1 -1.60 2.50 2.78 0.19
50 SPXU 23.01 15 Nov '19 3 23.00 0.342 0.40 22 24.00 0.533 0.95 13 -0.55 1.00 2.22 0.19
51 GTT 7.02 20 Dec '19 38 7.50 0.790 1.15 115 10.00 0.976 3.00 3 -1.85 2.50 3.85 0.19
52 PD 22.82 15 Nov '19 3 22.50 0.571 0.35 158 25.00 0.757 2.00 4 -1.65 2.50 2.94 0.19
53 SLDB 2.82 20 Dec '19 38 5.00 1.761 2.45 214 7.50 1.945 4.60 33 -2.15 2.50 7.14 0.18
54 SPG 153.60 15 Nov '19 3 150.00 0.337 0.64 187 155.00 0.514 3.45 118 -2.81 5.00 2.28 0.18
55 PPL 33.73 15 Nov '19 3 34.00 0.197 0.45 1 35.00 0.372 1.05 1 -0.60 1.00 2.50 0.17
56 DK 38.47 15 Nov '19 3 37.50 0.535 0.40 10 40.00 0.709 1.80 3 -1.40 2.50 2.27 0.17
57 OMER 13.70 15 Nov '19 3 14.00 1.580 1.20 54 15.00 1.748 1.50 25 -0.30 1.00 1.43 0.17
58 ACB 3.57 22 Nov '19 10 3.50 1.347 0.30 388 4.00 1.512 0.59 49 -0.29 0.50 2.38 0.17
59 RVLV 15.52 15 Nov '19 3 17.50 0.676 2.15 60 20.00 0.839 4.30 26 -2.15 2.50 7.14 0.16
60 O 75.76 15 Nov '19 3 77.50 0.211 1.90 49 80.00 0.373 4.10 7 -2.20 2.50 8.33 0.16
61 AM 5.80 20 Mar '20 129 7.50 0.829 2.45 46 10.00 0.989 4.40 10 -1.95 2.50 4.55 0.16
62 PCG 7.06 22 Nov '19 10 7.00 1.620 0.87 76 7.50 1.779 0.94 36 -0.07 0.50 1.16 0.16
63 APRN 7.23 20 Dec '19 38 7.00 0.888 0.95 60 8.00 1.046 1.25 25 -0.30 1.00 1.43 0.16
64 IRDM 24.37 15 Nov '19 3 25.00 0.425 0.85 5 26.00 0.581 1.55 1 -0.70 1.00 3.33 0.16
65 ADNT 22.00 15 Nov '19 3 22.00 0.723 0.65 1 23.00 0.874 1.10 6 -0.45 1.00 1.82 0.15
66 TERP 15.16 20 Dec '19 38 15.00 0.251 0.60 147 17.50 0.402 2.25 5 -1.65 2.50 2.94 0.15
67 EPD 26.15 15 Nov '19 3 26.50 0.164 0.45 89 27.00 0.315 0.85 108 -0.40 0.50 5.00 0.15
68 SOXS 26.37 15 Nov '19 3 27.00 0.715 1.15 5 28.00 0.862 1.70 1 -0.55 1.00 2.22 0.15
69 EXC 44.32 15 Nov '19 3 44.00 0.260 0.30 10 45.00 0.405 1.00 5 -0.70 1.00 3.33 0.15
70 HRTX 20.74 15 Nov '19 3 20.00 0.605 0.40 12 21.00 0.743 0.50 14 -0.10 1.00 1.11 0.14
71 CROX 35.38 15 Nov '19 3 36.00 0.414 1.00 10 37.00 0.548 1.55 4 -0.55 1.00 2.22 0.13
72 SLDB 2.82 17 Jan '20 66 5.00 1.709 2.65 16 7.50 1.843 4.70 1 -2.05 2.50 5.56 0.13
73 TRUE 4.53 15 Nov '19 3 5.00 0.535 0.55 156 6.00 0.667 1.35 4 -0.80 1.00 5.00 0.13
74 AEP 88.49 15 Nov '19 3 90.00 0.152 1.65 17 92.50 0.284 3.90 10 -2.25 2.50 10.00 0.13
75 MRO 12.01 15 Nov '19 3 12.50 0.377 0.55 16 13.00 0.509 0.94 2 -0.39 0.50 4.55 0.13
76 ZIOP 4.20 20 Dec '19 38 4.00 0.647 0.35 35 4.50 0.778 0.40 200 -0.05 0.50 1.11 0.13
77 APHA 4.75 6 Dec '19 24 4.50 0.721 0.35 6 5.00 0.851 0.45 3 -0.10 0.50 1.25 0.13
78 SLV 15.72 15 Nov '19 3 16.00 0.250 0.33 1,948 16.50 0.380 0.78 1,078 -0.45 0.50 10.00 0.13
79 SLDB 2.82 17 Jan '20 66 2.50 1.580 0.60 81 5.00 1.709 2.35 16 -1.75 2.50 3.33 0.13
80 NBEV 2.46 22 Nov '19 10 2.50 1.404 0.30 8 3.00 1.532 0.55 5 -0.25 0.50 2.00 0.13
81 GLW 29.62 15 Nov '19 3 30.00 0.402 0.67 53 30.50 0.530 1.02 11 -0.35 0.50 3.33 0.13
82 TJX 58.40 15 Nov '19 3 57.50 0.255 0.25 17 60.00 0.379 1.75 6 -1.50 2.50 2.50 0.12
83 UVXY 17.47 15 Nov '19 3 17.50 0.909 0.65 11,629 18.00 1.032 0.76 1,357 -0.11 0.50 1.28 0.12
84 ADT 7.72 20 Dec '19 38 7.50 0.670 0.65 99 10.00 0.792 2.30 26 -1.65 2.50 2.94 0.12
85 ACB 3.57 6 Dec '19 24 4.00 1.176 0.74 10 4.50 1.297 1.06 4 -0.32 0.50 2.78 0.12
86 NEWM 7.13 17 Jan '20 66 7.50 0.467 0.90 26 10.00 0.587 2.80 5 -1.90 2.50 4.17 0.12
87 ATUS 26.51 15 Nov '19 3 27.00 0.364 0.70 26 28.00 0.482 1.35 4 -0.65 1.00 2.86 0.12
88 CLMT 3.69 17 Jan '20 66 4.00 0.496 0.60 15 5.00 0.614 1.25 25 -0.65 1.00 2.86 0.12
89 NRZ 16.12 17 Jan '20 66 17.00 0.281 1.40 7 18.00 0.399 2.20 45 -0.80 1.00 5.00 0.12
90 CRK 6.88 20 Dec '19 38 6.00 0.713 0.35 104 7.00 0.830 0.75 44 -0.40 1.00 1.67 0.12
91 LEN 58.52 15 Nov '19 3 60.00 0.257 1.63 78 62.50 0.373 3.90 2 -2.27 2.50 10.87 0.12
92 LL 8.35 15 Nov '19 3 8.50 0.539 0.30 87 9.00 0.652 0.60 45 -0.30 0.50 2.50 0.11
93 INSG 4.65 20 Mar '20 129 5.00 0.786 1.20 20 7.50 0.898 3.00 10 -1.80 2.50 3.57 0.11
94 ETRN 11.12 17 Jan '20 66 12.50 0.421 1.80 1 15.00 0.533 3.80 30 -2.00 2.50 5.00 0.11
95 KR 27.00 15 Nov '19 3 27.50 0.390 0.73 8 28.00 0.501 1.07 5 -0.34 0.50 3.13 0.11
96 DHT 7.44 15 Nov '19 3 8.00 0.281 0.65 510 9.00 0.392 1.45 7 -0.80 1.00 5.00 0.11
97 BOIL 13.04 15 Nov '19 3 13.00 0.998 0.50 28 14.00 1.104 1.10 19 -0.60 1.00 2.50 0.11
98 LJPC 6.69 20 Dec '19 38 6.00 0.850 0.50 6 7.00 0.953 0.85 1 -0.35 1.00 1.54 0.10
99 CX 3.63 20 Dec '19 38 4.00 0.362 0.46 59 4.50 0.465 0.83 25 -0.37 0.50 3.85 0.10
100 ET 11.66 29 Nov '19 17 12.00 0.348 0.66 117 12.50 0.447 0.89 5 -0.23 0.50 1.85 0.10
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.