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 May 5, 2017. 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 HOS 2.99 19 May '17 14 3.00 0.727 0.20 20 4.00 1.671 1.00 20 -0.80 1.00 5.00 0.94
2 WFT 5.21 12 May '17 7 5.50 0.584 0.37 105 6.00 1.454 0.67 50 -0.30 0.50 2.50 0.87
3 BLDP 2.82 19 May '17 14 3.00 0.626 0.30 31 4.00 1.156 1.10 50 -0.80 1.00 5.00 0.53
4 NAT 7.07 19 May '17 14 8.00 0.859 1.15 104 9.00 1.324 2.05 5 -0.90 1.00 10.00 0.46
5 KND 10.60 19 May '17 14 10.00 0.542 0.25 16 12.50 0.900 1.80 3 -1.55 2.50 2.63 0.36
6 ESV 7.86 19 May '17 14 8.00 0.525 0.50 45 9.00 0.842 1.05 1 -0.55 1.00 2.22 0.32
7 CIM 19.25 19 May '17 14 20.00 0.072 0.90 1 21.00 0.325 1.60 1 -0.70 1.00 3.33 0.25
8 NTNX 16.29 19 May '17 14 17.50 0.487 1.70 4 20.00 0.736 3.50 1 -1.80 2.50 3.57 0.25
9 IBN 9.41 16 Jun '17 42 10.00 0.168 0.83 157 11.00 0.393 1.64 176 -0.81 1.00 5.26 0.23
10 GRPN 3.38 12 May '17 7 3.50 0.330 0.16 160 4.00 0.555 0.59 3 -0.43 0.50 7.14 0.23
11 ORC 10.56 21 Jul '17 77 10.00 0.348 0.45 25 12.50 0.573 2.20 30 -1.75 2.50 3.33 0.22
12 FIT 6.15 12 May '17 7 6.50 0.509 0.44 184 7.00 0.721 0.83 37 -0.39 0.50 4.55 0.21
13 VIRT 15.00 16 Jun '17 42 15.00 0.341 0.75 13 17.50 0.547 2.55 21 -1.80 2.50 3.57 0.21
14 NAT 7.07 19 May '17 14 7.00 0.654 0.35 287 8.00 0.859 1.05 104 -0.70 1.00 3.33 0.21
15 OCLR 8.39 19 May '17 14 9.00 0.586 0.85 16 10.00 0.789 1.55 55 -0.70 1.00 3.33 0.20
16 SHLD 10.76 12 May '17 7 11.00 1.037 0.86 20 11.50 1.226 0.92 1 -0.06 0.50 1.14 0.19
17 SO 50.07 19 May '17 14 50.00 0.185 0.73 36 52.50 0.372 2.95 41 -2.22 2.50 8.93 0.19
18 WDR 16.85 16 Jun '17 42 17.50 0.280 1.10 5 20.00 0.457 3.10 5 -2.00 2.50 5.00 0.18
19 ATW 7.92 19 May '17 14 8.00 0.819 0.60 36 9.00 0.991 1.10 7 -0.50 1.00 2.00 0.17
20 NAT 7.07 16 Jun '17 42 7.00 0.510 0.50 303 8.00 0.677 1.10 125 -0.60 1.00 2.50 0.17
21 FIT 6.15 19 May '17 14 6.50 0.511 0.48 132 7.00 0.659 0.87 12 -0.39 0.50 4.55 0.15
22 ETP 22.71 19 May '17 14 22.00 0.304 0.30 61 23.00 0.452 0.75 31 -0.45 1.00 1.82 0.15
23 GRPN 3.38 19 May '17 14 3.50 0.325 0.18 48 4.00 0.471 0.60 120 -0.42 0.50 6.25 0.15
24 CCJ 9.72 19 May '17 14 10.00 0.304 0.45 22 10.50 0.444 0.75 10 -0.30 0.50 2.50 0.14
25 VIXY 12.05 19 May '17 14 12.00 0.452 0.45 57 12.50 0.592 0.70 3 -0.25 0.50 2.00 0.14
26 WPG 8.24 21 Jul '17 77 7.50 0.456 0.40 96 10.00 0.592 2.05 15 -1.65 2.50 2.94 0.14
27 UNG 7.54 19 May '17 14 8.00 0.307 0.51 28 8.50 0.415 0.94 4 -0.43 0.50 7.14 0.11
28 RMBS 12.52 19 May '17 14 13.00 0.155 0.56 10 14.00 0.262 1.46 10 -0.90 1.00 10.00 0.11
29 JMEI 3.09 19 Jan '18 259 2.50 0.533 0.45 72 5.00 0.639 1.90 19 -1.45 2.50 2.38 0.11
30 HBI 21.46 19 May '17 14 22.00 0.301 0.90 35 23.00 0.405 1.65 40 -0.75 1.00 4.00 0.10
31 SSRI 9.19 19 May '17 14 10.00 0.510 0.95 20 11.00 0.613 1.75 1 -0.80 1.00 5.00 0.10
32 UVXY 13.15 19 May '17 14 13.00 0.954 0.91 349 13.50 1.050 1.24 64 -0.33 0.50 2.94 0.10
33 UVXY 13.15 12 May '17 7 13.50 1.023 1.00 195 14.00 1.118 1.32 361 -0.32 0.50 2.78 0.10
34 BP 35.30 12 May '17 7 35.50 0.379 0.88 62 36.00 0.466 1.27 35 -0.39 0.50 4.55 0.09
35 BZH 13.04 19 May '17 14 13.00 0.393 0.45 1 14.00 0.480 0.95 4 -0.50 1.00 2.00 0.09
36 MTDR 23.41 19 May '17 14 22.50 0.383 0.40 10 25.00 0.470 1.70 55 -1.30 2.50 2.08 0.09
37 UVXY 13.15 19 May '17 14 13.50 1.050 1.31 64 14.00 1.137 1.61 133 -0.30 0.50 2.50 0.09
38 XLF 23.84 12 May '17 7 24.00 0.151 0.30 336 24.50 0.236 0.63 66 -0.33 0.50 2.94 0.08
39 MFA 7.92 21 Jul '17 77 8.00 0.077 0.35 163 9.00 0.160 1.05 10 -0.70 1.00 3.33 0.08
40 ERY 12.61 19 May '17 14 13.00 0.400 0.75 5 14.00 0.483 1.35 1 -0.60 1.00 2.50 0.08
41 MAT 22.12 12 May '17 7 22.00 0.226 0.25 62 22.50 0.309 0.45 50 -0.20 0.50 1.67 0.08
42 FIT 6.15 26 May '17 21 6.50 0.484 0.54 50 7.00 0.564 0.89 11 -0.35 0.50 3.33 0.08
43 VXX 14.47 12 May '17 7 14.50 0.481 0.40 19,357 15.00 0.562 0.77 1,070 -0.37 0.50 3.85 0.08
44 BP 35.30 12 May '17 7 35.00 0.303 0.46 245 35.50 0.379 0.81 62 -0.35 0.50 3.33 0.08
45 YRCW 8.57 19 May '17 14 9.00 0.514 0.65 91 10.00 0.589 1.31 225 -0.66 1.00 2.94 0.07
46 WLL 8.23 12 May '17 7 8.50 0.522 0.45 341 9.00 0.595 0.75 2 -0.30 0.50 2.50 0.07
47 CHK 5.46 12 May '17 7 5.50 0.526 0.19 1,317 6.00 0.598 0.55 758 -0.36 0.50 3.57 0.07
48 USO 9.66 12 May '17 7 10.00 0.322 0.40 1,026 10.50 0.394 0.85 229 -0.45 0.50 10.00 0.07
49 WPG 8.24 20 Oct '17 168 7.50 0.508 0.75 1,676 10.00 0.578 2.40 1 -1.65 2.50 2.94 0.07
50 PFE 33.48 12 May '17 7 33.50 0.232 0.45 44 34.00 0.302 0.84 12 -0.39 0.50 4.55 0.07
51 GLW 28.91 19 May '17 14 29.00 0.116 0.41 41 29.50 0.185 0.69 1 -0.28 0.50 2.27 0.07
52 MAT 22.12 19 May '17 14 22.00 0.324 0.55 15 22.50 0.392 0.80 14 -0.25 0.50 2.00 0.07
53 UVXY 13.15 26 May '17 21 13.00 1.009 1.23 79 13.50 1.076 1.48 19 -0.25 0.50 2.00 0.07
54 GALT 2.84 20 Oct '17 168 2.00 1.370 0.55 15 3.00 1.437 0.95 30 -0.40 1.00 1.67 0.07
55 YINN 18.79 19 May '17 14 19.00 0.485 0.90 15 20.00 0.551 1.40 1 -0.50 1.00 2.00 0.07
56 CS 15.77 16 Jun '17 42 15.00 0.280 0.60 4,415 17.50 0.346 2.30 295 -1.70 2.50 3.12 0.07
57 CTL 23.60 16 Jun '17 42 24.00 0.339 1.40 50 25.00 0.404 2.00 25 -0.60 1.00 2.50 0.07
58 OCLR 8.39 19 May '17 14 8.00 0.523 0.20 312 9.00 0.586 0.70 16 -0.50 1.00 2.00 0.06
59 UVXY 13.15 12 May '17 7 13.00 0.959 0.64 3,878 13.50 1.023 0.93 195 -0.29 0.50 2.38 0.06
60 COST 180.20 12 May '17 7 182.50 0.165 3.15 199 185.00 0.228 5.25 37 -2.10 2.50 6.25 0.06
61 KHC 89.63 19 May '17 14 90.00 0.215 1.80 277 92.50 0.277 3.50 1 -1.70 2.50 3.13 0.06
62 DUK 82.98 19 May '17 14 82.50 0.207 1.15 206 85.00 0.268 2.85 29 -1.70 2.50 3.12 0.06
63 KERX 6.50 19 May '17 14 6.00 0.705 0.20 1 7.00 0.762 0.60 100 -0.40 1.00 1.67 0.06
64 VALE 8.17 12 May '17 7 8.50 0.430 0.42 218 9.00 0.487 0.72 10 -0.30 0.50 2.50 0.06
65 VXX 14.47 19 May '17 14 14.50 0.491 0.56 2,455 15.00 0.548 0.94 3,835 -0.38 0.50 4.17 0.06
66 URA 12.74 16 Jun '17 42 12.00 0.324 0.40 2 13.00 0.381 0.55 500 -0.15 1.00 1.18 0.06
67 SNAP 23.19 12 May '17 7 23.00 1.171 1.45 282 23.50 1.227 1.65 93 -0.20 0.50 1.67 0.06
68 VXX 14.47 19 May '17 14 14.00 0.436 0.28 5,919 14.50 0.491 0.58 2,455 -0.30 0.50 2.50 0.06
69 SIRI 4.89 16 Jun '17 42 5.00 0.315 0.29 10 5.50 0.369 0.62 1 -0.33 0.50 2.94 0.05
70 MRO 14.29 9 Jun '17 35 14.00 0.413 0.65 6 14.50 0.465 0.80 2 -0.15 0.50 1.43 0.05
71 TWTR 18.69 12 May '17 7 19.00 0.329 0.58 177 19.50 0.381 0.90 37 -0.32 0.50 2.78 0.05
72 PBF 21.30 19 May '17 14 21.00 0.454 0.70 3 22.00 0.506 1.15 1 -0.45 1.00 1.82 0.05
73 TZA 17.30 12 May '17 7 17.00 0.335 0.25 216 17.50 0.387 0.44 109 -0.19 0.50 1.61 0.05
74 SLV 15.51 12 May '17 7 16.00 0.250 0.56 109 16.50 0.300 1.00 129 -0.44 0.50 8.33 0.05
75 IBM 155.05 12 May '17 7 157.50 0.151 4.15 669 160.00 0.201 6.30 104 -2.15 2.50 7.14 0.05
76 VXX 14.47 26 May '17 21 14.50 0.487 0.69 1,008 15.00 0.537 1.05 9 -0.36 0.50 3.57 0.05
77 VXX 14.47 12 May '17 7 14.00 0.432 0.16 25,137 14.50 0.481 0.40 19,357 -0.24 0.50 1.92 0.05
78 NAT 7.07 21 Jul '17 77 7.00 0.494 0.65 337 8.00 0.543 1.25 82 -0.60 1.00 2.50 0.05
79 SQQQ 33.00 19 May '17 14 32.00 0.259 0.35 16 34.00 0.307 1.30 15 -0.95 2.00 1.90 0.05
80 VXX 14.47 2 Jun '17 28 14.50 0.494 0.80 122 15.00 0.541 1.17 67 -0.37 0.50 3.85 0.05
81 EXEL 21.69 19 May '17 14 21.00 0.414 0.50 117 22.00 0.460 0.80 13 -0.30 1.00 1.43 0.05
82 AEO 14.20 19 May '17 14 14.50 0.547 0.85 10 15.00 0.593 1.05 10 -0.20 0.50 1.67 0.05
83 KTOS 9.08 18 Aug '17 105 7.50 0.514 0.40 30 10.00 0.559 1.40 2 -1.00 2.50 1.67 0.05
84 TWLO 23.97 12 May '17 7 24.00 0.434 0.68 249 24.50 0.478 0.86 29 -0.18 0.50 1.56 0.04
85 SLM 11.93 19 May '17 14 12.00 0.261 0.35 4 13.00 0.304 0.79 550 -0.44 1.00 1.79 0.04
86 UA 19.09 19 May '17 14 19.50 0.317 0.80 3 20.00 0.360 0.95 10 -0.15 0.50 1.43 0.04
87 PFE 33.48 12 May '17 7 33.00 0.190 0.17 87 33.50 0.232 0.43 44 -0.26 0.50 2.08 0.04
88 ARCC 16.62 16 Jun '17 42 16.00 0.103 0.15 45 17.00 0.145 0.70 61 -0.55 1.00 2.22 0.04
89 GPRO 8.42 19 May '17 14 8.00 0.547 0.21 64 8.50 0.588 0.39 152 -0.18 0.50 1.56 0.04
90 SN 7.93 16 Jun '17 42 8.00 0.665 0.85 10 9.00 0.706 1.25 167 -0.40 1.00 1.67 0.04
91 FE 28.83 19 May '17 14 28.00 0.151 0.20 2 29.00 0.192 0.40 15 -0.20 1.00 1.25 0.04
92 SBLK 8.44 19 May '17 14 7.50 0.729 0.25 4 10.00 0.770 1.50 7 -1.25 2.50 2.00 0.04
93 SCSS 30.99 19 May '17 14 31.00 0.328 0.85 10 32.00 0.369 1.25 3 -0.40 1.00 1.67 0.04
94 TZA 17.30 2 Jun '17 28 17.00 0.359 0.64 3 17.50 0.399 0.80 2 -0.16 0.50 1.47 0.04
95 OMER 15.36 19 May '17 14 15.00 0.776 0.90 40 16.00 0.815 1.20 30 -0.30 1.00 1.43 0.04
96 SSRI 9.19 19 May '17 14 9.00 0.471 0.30 36 10.00 0.510 0.85 20 -0.55 1.00 2.22 0.04
97 VXX 14.47 2 Jun '17 28 14.00 0.455 0.51 169 14.50 0.494 0.81 122 -0.30 0.50 2.50 0.04
98 WLL 8.23 19 May '17 14 8.50 0.582 0.55 27 9.00 0.620 0.88 3 -0.33 0.50 2.94 0.04
99 VXX 14.47 26 May '17 21 14.00 0.449 0.41 760 14.50 0.487 0.69 1,008 -0.28 0.50 2.27 0.04
100 SSW 6.67 19 May '17 14 7.50 0.602 0.95 1 10.00 0.640 3.20 5 -2.25 2.50 10.00 0.04
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.