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
Call Leg
LEG VOLUME
MONEYNESS
EXPIRATION
Put leg
LEG VOLUME
 
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from June 12, 2020. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 HTZ 2.83 2 Jul '20 20 3.00 3.324 0.85 422 5.450 1.45 922 81.27 8.77 2.30
2 HTZ 2.83 2 Jul '20 20 2.50 3.405 1.15 179 5.278 1.05 1,485 77.74 8.68 2.20
3 HTZ 2.83 17 Jul '20 35 2.50 2.708 1.20 1,012 4.900 1.25 2,848 86.57 7.61 2.45
4 HTZ 2.83 17 Jul '20 35 3.00 2.664 0.90 3,655 4.827 1.65 2,784 90.11 7.49 2.55
5 GNUS 4.16 17 Jul '20 35 4.00 2.638 1.40 1,251 4.206 1.75 118 75.72 6.84 3.15
6 DGLY 4.25 17 Jul '20 35 5.00 3.094 1.45 945 3.707 2.25 31 87.06 6.80 3.70
7 DGLY 4.25 21 Aug '20 70 2.50 2.338 2.55 171 3.396 1.00 16 83.53 5.73 3.55
8 ZYNE 4.85 17 Jul '20 35 5.00 2.886 1.75 162 2.840 1.65 13 70.10 5.73 3.40
9 CLSN 3.06 17 Jul '20 35 2.50 2.780 1.25 17 2.715 0.55 2 58.82 5.50 1.80
10 LK 3.89 17 Jul '20 35 4.00 2.097 1.15 268 2.985 1.20 1 60.41 5.08 2.35
11 MARK 2.29 17 Jul '20 35 2.50 2.496 0.65 2,142 2.570 0.80 80 63.32 5.07 1.45
12 LK 3.89 2 Jul '20 20 4.00 2.234 0.80 57 2.774 1.05 5 47.56 5.01 1.85
13 LK 3.89 2 Jul '20 20 3.50 2.074 1.10 105 2.875 0.53 2 41.90 4.95 1.63
14 VBIV 2.17 17 Jul '20 35 2.50 2.425 0.55 972 2.387 0.80 7 62.21 4.81 1.35
15 WTRH 2.35 17 Jul '20 35 2.50 2.150 0.60 634 2.472 0.65 10 53.19 4.62 1.25
16 BGG 2.11 17 Jul '20 35 2.50 2.055 0.55 126 2.558 0.90 23 68.72 4.61 1.45
17 GCI 2.02 17 Jul '20 35 2.50 2.238 0.45 180 2.318 0.70 4 56.93 4.56 1.15
18 RIOT 2.29 17 Jul '20 35 2.00 2.087 0.94 116 2.456 0.31 48 54.59 4.54 1.25
19 MFA 2.61 17 Jul '20 35 2.00 2.245 1.00 838 2.286 0.35 534 51.72 4.53 1.35
20 RIG 2.21 2 Jul '20 20 2.00 2.251 0.57 75 2.251 0.25 97 37.10 4.50 0.82
21 RIG 2.21 10 Jul '20 28 2.50 2.200 0.47 2 2.283 0.61 19 48.87 4.48 1.08
22 MFA 2.61 17 Jul '20 35 3.00 2.238 0.65 1,068 2.176 0.85 463 57.47 4.41 1.50
23 RIOT 2.29 18 Sep '20 98 2.00 2.131 1.20 65 2.265 0.70 52 82.97 4.40 1.90
24 XAN 3.05 17 Jul '20 35 2.50 2.055 1.20 32 2.217 0.45 6 54.10 4.27 1.65
25 RIG 2.21 10 Jul '20 28 2.00 2.038 0.66 122 2.221 0.33 12 44.80 4.26 0.99
26 NERV 3.41 17 Jul '20 35 2.50 2.137 1.40 109 2.088 0.35 28 51.32 4.22 1.75
27 NERV 3.41 17 Jul '20 35 5.00 2.104 0.50 253 2.104 1.95 14 71.85 4.21 2.45
28 RIG 2.21 2 Jul '20 20 2.50 2.167 0.51 131 1.973 0.51 3 46.15 4.14 1.02
29 RIG 2.21 17 Jul '20 35 2.50 2.097 0.48 563 2.042 0.70 11 53.39 4.14 1.18
30 RIG 2.21 17 Jul '20 35 2.00 2.068 0.66 154 1.946 0.36 45 46.15 4.01 1.02
31 IVR 4.83 17 Jul '20 35 5.00 1.841 1.05 2,438 2.170 1.25 108 47.62 4.01 2.30
32 SRNE 4.62 17 Jul '20 35 4.50 1.969 1.20 424 2.034 0.85 23 44.42 4.00 2.05
33 EROS 3.24 17 Jul '20 35 2.50 1.915 1.20 108 2.046 0.30 3 46.30 3.96 1.50
34 SRNE 4.62 17 Jul '20 35 5.00 1.971 1.00 753 1.963 1.30 36 49.84 3.93 2.30
35 NAVB 2.99 17 Jul '20 35 2.00 1.576 1.20 25 2.297  0 3 40.13 3.87 1.20
36 IVR 4.83 17 Jul '20 35 4.00 1.724 1.55 507 2.088 0.65 276 45.55 3.81 2.20
37 MESA 3.58 17 Jul '20 35 2.50 1.834 1.65 11 1.885 0.15 52 50.21 3.72 1.80
38 SRNE 4.62 18 Sep '20 98 5.00 1.784 1.55 467 1.886 1.95 119 75.84 3.67 3.50
39 HLX 4.13 17 Jul '20 35 4.00 1.782 1.05 74 1.844 0.75 2 43.58 3.63 1.80
40 TRVG 2.11 17 Jul '20 35 2.50 1.671 0.45 67 1.901 0.55 10 47.39 3.57 1.00
41 RIG 2.21 21 Aug '20 70 2.00 1.814 0.79 37 1.755 0.52 18 59.28 3.57 1.31
42 EROS 3.24 18 Sep '20 98 2.50 1.727 1.45 15 1.806 0.50 24 60.19 3.53 1.95
43 NYMT 2.69 17 Jul '20 35 2.50 1.704 0.65 437 1.802 0.40 297 39.03 3.51 1.05
44 FCEL 2.73 17 Jul '20 35 2.50 1.780 0.70 537 1.683 0.40 210 40.29 3.46 1.10
45 MNK 2.50 17 Jul '20 35 2.50 1.804 0.60 8 1.636 0.40 12 40.00 3.44 1.00
46 EVFM 2.90 17 Jul '20 35 2.50 1.839 0.85 73 1.596 0.15 26 34.48 3.43 1.00
47 LTRPA 2.53 17 Jul '20 35 2.50 1.742 0.60 5 1.676 0.45 57 41.50 3.42 1.05
48 WKHS 3.78 17 Jul '20 35 2.50 1.789 1.60 50 1.623 0.15 18 46.30 3.41 1.75
49 HOME 6.61 17 Jul '20 35 7.00 1.606 1.35 37 1.804 1.45 3 42.36 3.41 2.80
50 FCEL 2.73 17 Jul '20 35 3.00 1.643 0.50 1,928 1.732 0.70 217 43.96 3.38 1.20
51 BLNK 2.25 17 Jul '20 35 2.50 1.672 0.40 121 1.690 0.50 1 40.00 3.36 0.90
52 OPK 2.48 2 Jul '20 20 2.00 1.452 0.80 71 1.908 0.10 24 36.29 3.36 0.90
53 MNK 2.50 17 Jul '20 35 2.00 1.670 0.90 10 1.670 0.15 100 42.00 3.34 1.05
54 OPK 2.48 2 Jul '20 20 2.50 1.644 0.60 5 1.688 0.30 32 36.29 3.33 0.90
55 SAVA 2.42 21 Aug '20 70 2.50 1.763 0.95 9 1.564 0.50 10 59.92 3.33 1.45
56 MGI 3.15 17 Jul '20 35 3.00 1.656 0.85 35 1.656 0.45 11 41.27 3.31 1.30
57 AMC 5.89 2 Jul '20 20 5.50 1.444 1.15 18 1.863 0.65 79 30.56 3.31 1.80
58 HOME 6.61 17 Jul '20 35 6.00 1.618 1.70 150 1.665 0.90 158 39.33 3.28 2.60
59 TUP 4.80 17 Jul '20 35 5.00 1.580 0.90 94 1.665 0.90 21 37.50 3.24 1.80
60 BLNK 2.25 18 Sep '20 98 2.50 1.390 0.65 10 1.840 0.85 3 66.67 3.23 1.50
61 AMC 5.89 17 Jul '20 35 6.00 1.155 0.85 650 2.070 1.25 41 35.65 3.22 2.10
62 GTX 5.81 17 Jul '20 35 5.00 1.503 1.65 7 1.682 0.60 20 38.73 3.18 2.25
63 OPK 2.48 10 Jul '20 28 2.50 1.501 0.55 37 1.650 0.45 52 40.32 3.15 1.00
64 APRN 10.13 17 Jul '20 35 10.00 1.406 1.90 13 1.721 1.80 28 36.53 3.13 3.70
65 SM 4.63 21 Aug '20 70 2.50 1.494 2.45 12 1.628 0.20 50 57.24 3.12 2.65
66 SAVE 18.82 17 Jul '20 35 17.50 1.530 4.20 824 1.586 2.85 905 37.46 3.12 7.05
67 OPK 2.48 17 Jul '20 35 2.00 1.526 0.75 70 1.567 0.20 12 38.31 3.09 0.95
68 AMC 5.89 18 Sep '20 98 6.00 0.991 1.20 187 2.087 2.25 194 58.57 3.08 3.45
69 SAVE 18.82 17 Jul '20 35 20.00 1.481 3.00 2,956 1.580 4.30 457 38.79 3.06 7.30
70 NCLH 20.50 2 Jul '20 20 20.00 1.484 3.10 354 1.538 2.50 198 27.32 3.02 5.60
71 AMC 5.89 31 Jul '20 49 5.50 1.004 1.30 38 2.013 1.20 18 42.44 3.02 2.50
72 SRG 13.91 17 Jul '20 35 13.00 1.474 3.10 6 1.536 1.95 10 36.30 3.01 5.05
73 APRN 10.13 17 Jul '20 35 11.00 1.392 1.55 301 1.600 2.40 51 38.99 2.99 3.95
74 NCLH 20.50 2 Jul '20 20 21.00 1.501 2.85 111 1.488 2.95 31 28.29 2.99 5.80
75 COTY 4.87 21 Aug '20 70 5.00 1.517 1.30 111 1.468 1.26 7 52.57 2.98 2.56
76 SAVA 2.42 17 Jul '20 35 2.50 1.626 0.50 50 1.355 0.30 26 33.06 2.98 0.80
77 AAL 16.74 2 Jul '20 20 16.50 1.416 2.40 489 1.554 2.09 246 26.82 2.97 4.49
78 AMC 5.89 24 Jul '20 42 5.50 1.097 1.10 16 1.863 1.10 10 37.35 2.96 2.20
79 VXX 38.73 2 Jul '20 20 39.00 1.463 5.20 99 1.485 5.45 25 27.50 2.95 10.65
80 SRG 13.91 17 Jul '20 35 14.00 1.430 2.45 42 1.510 2.45 124 35.23 2.94 4.90
81 VXX 38.73 2 Jul '20 20 38.50 1.430 5.40 28 1.509 5.10 7 27.11 2.94 10.50
82 OPK 2.48 10 Jul '20 28 2.00 1.326 0.75 2 1.613 0.10 5 34.27 2.94 0.85
83 SM 4.63 17 Jul '20 35 5.00 1.524 0.75 92 1.402 0.95 29 36.72 2.93 1.70
84 AAL 16.74 2 Jul '20 20 17.00 1.427 2.17 1,869 1.498 2.38 419 27.18 2.92 4.55
85 BCRX 4.29 17 Jul '20 35 4.00 1.369 1.10 90 1.551 0.60 150 39.63 2.92 1.70
86 SM 4.63 21 Aug '20 70 5.00 1.509 1.15 9 1.396 1.30 50 52.92 2.91 2.45
87 ADMA 2.92 21 Aug '20 70 2.50 1.554 1.15 26 1.348 0.30 2 49.66 2.90 1.45
88 CCL 19.98 2 Jul '20 20 20.00 1.372 2.60 426 1.529 2.60 117 26.03 2.90 5.20
89 MIK 5.54 17 Jul '20 35 7.50 1.392 0.45 233 1.473 2.15 57 46.93 2.87 2.60
90 COTY 4.87 17 Jul '20 35 5.00 1.428 0.82 398 1.428 0.90 23 35.32 2.86 1.72
91 NCLH 20.50 17 Jul '20 35 20.00 1.408 3.80 2,116 1.428 3.20 556 34.15 2.84 7.00
92 COTY 4.87 24 Jul '20 42 4.50 1.307 1.17 9 1.505 0.65 1 37.37 2.81 1.82
93 TWO 5.07 17 Jul '20 35 5.00 1.360 0.90 315 1.434 0.70 195 31.56 2.79 1.60
94 LABD 5.04 2 Jul '20 20 5.00 1.349 0.70 5 1.436 0.60 5 25.79 2.78 1.30
95 DBI 6.98 17 Jul '20 35 7.50 1.343 1.00 34 1.436 1.50 23 35.82 2.78 2.50
96 NLS 6.70 17 Jul '20 35 5.00 1.411 2.15 26 1.366 0.25 5 35.82 2.78 2.40
97 SRTY 12.37 21 Aug '20 70 13.00 1.388 2.85 262 1.386 3.20 17 48.91 2.77 6.05
98 SRTY 12.37 17 Jul '20 35 12.00 1.413 2.45 64 1.352 1.80 14 34.36 2.76 4.25
99 VXX 38.73 10 Jul '20 28 39.00 1.367 5.75 210 1.397 6.00 135 30.34 2.76 11.75
100 VXX 38.73 10 Jul '20 28 38.50 1.364 5.95 95 1.395 5.65 21 29.95 2.76 11.60
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.