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
Short Leg
LEG VOLUME
MONEYNESS
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from October 24, 2018. You must subscribe to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 SNAP 6.59 21.5M 26 Oct '18 2 7.00 C 0.42 4,995 6.37 3.038 13.45%
2 SNAP 6.59 21.5M 26 Oct '18 2 6.50 C 0.61 2,239 7.89 2.975 8.70%
3 AVEO 2.17 2.9M 16 Nov '18 23 2.00 C 0.60 130 19.82 2.869 27.39%
4 AVEO 2.17 2.9M 16 Nov '18 23 2.50 C 0.30 106 13.82 2.851 33.69%
5 KODK 2.41 450K 26 Oct '18 2 2.00 C 0.25 1 -6.64 2.668 -7.41%
6 AVEO 2.17 2.9M 21 Dec '18 58 2.00 C 0.75 10 26.73 2.660 40.85%
7 INFI 2.22 299K 16 Nov '18 23 3.00 C 0.05 508 2.25 2.625 38.25%
8 AMD 22.79 109.1M 26 Oct '18 2 22.50 C 1.78 1,147 6.54 2.547 7.09%
9 AMD 22.79 109.1M 26 Oct '18 2 23.00 C 1.58 5,218 6.93 2.508 8.44%
10 TWTR 27.54 32.9M 26 Oct '18 2 28.00 C 1.77 665 6.43 2.506 8.65%
11 TWTR 27.54 32.9M 26 Oct '18 2 27.50 C 1.86 1,579 6.61 2.477 7.09%
12 AVEO 2.17 2.9M 18 Jan '19 86 2.00 C 0.85 20 31.34 2.386 51.52%
13 CNAT 4.30 566K 18 Apr '19 176 5.00 C 2.10 527 48.84 2.204 127.27%
14 ACRX 4.31 3.2M 16 Nov '18 23 2.50 C 1.85 289 0.93 2.140 1.63%
15 IGC 2.60 4.4M 16 Nov '18 23 2.50 C 0.55 58 17.31 2.073 21.95%
16 CPRX 3.11 1.3M 21 Dec '18 58 2.50 C 1.15 13 17.36 2.037 27.55%
17 CNAT 4.30 566K 21 Dec '18 58 5.00 C 1.05 171 24.42 1.976 53.85%
18 CNAT 4.30 566K 18 Jan '19 86 5.00 C 1.20 174 27.91 1.964 61.29%
19 NBEV 4.50 8.0M 16 Nov '18 23 5.00 C 0.65 1,135 14.44 1.918 29.87%
20 CNAT 4.30 566K 16 Nov '18 23 5.00 C 0.50 123 11.63 1.914 31.58%
21 RIOT 2.37 726K 2 Nov '18 9 2.50 C 0.09 1 3.80 1.844 9.65%
22 MAT 13.44 4.0M 26 Oct '18 2 13.50 C 0.65 46 4.84 1.836 5.55%
23 ENPH 4.26 1.2M 16 Nov '18 23 2.50 C 1.75 4 -0.23 1.831 -0.40%
24 XXII 2.56 1.2M 16 Nov '18 23 2.00 C 0.55 46 -0.39 1.823 -0.50%
25 SSC 3.22 254K 16 Nov '18 23 2.50 C 0.75 1 0.93 1.810 1.21%
26 IGC 2.60 4.4M 21 Dec '18 58 3.00 C 0.45 21 17.31 1.800 39.53%
27 ACRX 4.31 3.2M 16 Nov '18 23 5.00 C 0.50 1,706 11.60 1.786 31.23%
28 SSC 3.22 254K 16 Nov '18 23 5.00 C 0.10 9 3.11 1.774 60.26%
29 CPRX 3.11 1.3M 21 Dec '18 58 5.00 C 0.30 85 9.65 1.765 77.94%
30 IGC 2.60 4.4M 15 Feb '19 114 2.50 C 0.80 5 26.92 1.732 38.89%
31 AVEO 2.17 2.9M 18 Apr '19 176 2.00 C 0.95 15 35.94 1.715 63.93%
32 NBEV 4.50 8.0M 16 Nov '18 23 4.00 C 0.85 516 7.78 1.712 9.59%
33 PYX 26.00 1.2M 16 Nov '18 23 25.00 C 4.70 124 14.23 1.709 17.37%
34 GNC 3.67 3.2M 16 Nov '18 23 2.50 C 1.00 14 -4.63 1.709 -6.37%
35 PYX 26.00 1.2M 16 Nov '18 23 30.00 C 2.90 250 11.15 1.704 29.87%
36 AKS 4.13 13.4M 26 Oct '18 2 4.00 C 0.26 123 3.15 1.696 3.36%
37 ZNGA 3.80 10.4M 26 Oct '18 2 3.50 C 0.24 6 -1.58 1.691 -1.69%
38 KMPH 2.04 733K 15 Mar '19 142 2.50 C 0.60 1 29.41 1.691 73.61%
39 SRCI 7.38 3.1M 16 Nov '18 23 7.50 C 1.05 5 14.23 1.675 18.48%
40 CRON 7.63 7.5M 26 Oct '18 2 8.00 C 0.20 459 2.62 1.656 7.67%
41 NIHD 5.71 1.6M 16 Nov '18 23 7.50 C 0.10 83 1.75 1.630 33.69%
42 XXII 2.56 1.2M 21 Dec '18 58 2.00 C 0.60 2 1.56 1.627 2.04%
43 WIN 4.17 524K 16 Nov '18 23 5.00 C 0.26 570 6.24 1.608 27.88%
44 NIHD 5.71 1.6M 21 Dec '18 58 7.50 C 0.85 2 14.89 1.599 54.32%
45 HPR 3.56 2.2M 16 Nov '18 23 5.00 C 0.15 273 4.21 1.563 46.63%
46 BLNK 2.04 312K 21 Dec '18 58 2.50 C 0.20 1 9.80 1.551 35.87%
47 NBEV 4.50 8.0M 21 Dec '18 58 4.00 C 1.20 41 15.56 1.550 21.21%
48 NEPT 3.65 2.0M 16 Nov '18 23 3.00 C 0.85 7 5.48 1.547 7.14%
49 RUBI 3.30 313K 16 Nov '18 23 2.50 C 0.75 15 -1.52 1.530 -1.96%
50 SNAP 6.59 21.5M 2 Nov '18 9 6.50 C 0.65 742 8.50 1.525 9.43%
51 NBEV 4.50 8.0M 21 Dec '18 58 5.00 C 0.80 134 17.78 1.522 35.14%
52 NOK 5.26 29.4M 26 Oct '18 2 5.50 C 0.11 610 2.09 1.519 6.80%
53 CPRX 3.11 1.3M 15 Mar '19 142 5.00 C 0.40 2 12.86 1.519 84.50%
54 WIN 4.17 524K 16 Nov '18 23 4.00 C 0.56 11 9.35 1.503 10.80%
55 WIN 4.17 524K 21 Dec '18 58 5.00 C 0.41 11 9.83 1.498 32.98%
56 NOK 5.26 29.4M 26 Oct '18 2 5.00 C 0.37 129 2.09 1.497 2.25%
57 SNAP 6.59 21.5M 2 Nov '18 9 7.00 C 0.44 1,704 6.68 1.481 13.82%
58 SRNE 3.04 2.0M 21 Dec '18 58 5.00 C 0.20 108 6.58 1.481 76.06%
59 XXII 2.56 1.2M 16 Nov '18 23 3.00 C 0.20 647 7.81 1.476 27.12%
60 BLNK 2.04 312K 16 Nov '18 23 2.50 C 0.10 3 4.90 1.466 28.87%
61 NEPT 3.65 2.0M 16 Nov '18 23 4.00 C 0.30 183 8.22 1.465 19.40%
62 XOG 8.06 5.2M 16 Nov '18 23 10.00 C 0.45 141 5.58 1.459 31.41%
63 AMD 22.79 109.1M 2 Nov '18 9 22.50 C 2.07 127 7.81 1.449 8.59%
64 NEPT 3.65 2.0M 15 Feb '19 114 3.00 C 1.10 2 12.33 1.446 17.65%
65 MHLD 3.19 379K 16 Nov '18 23 2.50 C 0.75 20 1.88 1.435 2.46%
66 CRON 7.63 7.5M 9 Nov '18 16 7.50 C 0.90 3 10.09 1.435 11.44%
67 TWTR 27.54 32.9M 2 Nov '18 9 27.50 C 2.34 10 8.35 1.430 9.13%
68 AMD 22.79 109.1M 2 Nov '18 9 23.00 C 1.87 962 8.21 1.428 9.94%
69 DBD 3.63 1.1M 16 Nov '18 23 5.00 C 0.10 4 2.75 1.414 41.64%
70 AXSM 3.83 215K 16 Nov '18 23 5.00 C 0.15 3 3.92 1.409 35.87%
71 GOGO 6.08 1.4M 26 Oct '18 2 6.00 C 0.10 112 0.33 1.391 0.33%
72 PTI 5.35 12.9M 16 Nov '18 23 6.00 C 0.25 89 4.67 1.385 17.65%
73 NBEV 4.50 8.0M 15 Mar '19 142 5.00 C 1.30 603 28.89 1.382 56.25%
74 CRON 7.63 7.5M 16 Nov '18 23 8.00 C 0.85 86 11.14 1.380 17.99%
75 TTPH 2.09 610K 16 Nov '18 23 2.50 C 0.05 2 2.39 1.373 22.55%
76 AXSM 3.83 215K 21 Dec '18 58 5.00 C 0.40 10 10.44 1.373 45.77%
77 CYH 2.77 2.3M 16 Nov '18 23 3.00 C 0.15 1 5.42 1.372 14.50%
78 TZA 12.68 23.4M 26 Oct '18 2 13.00 C 0.34 643 2.68 1.370 5.35%
79 CRON 7.63 7.5M 2 Nov '18 9 8.00 C 0.40 154 5.24 1.369 10.65%
80 NIHD 5.71 1.6M 15 Mar '19 142 5.00 C 2.05 42 23.47 1.367 36.61%
81 SRNE 3.04 2.0M 15 Mar '19 142 5.00 C 0.50 40 16.45 1.365 96.85%
82 BDSI 3.52 613K 16 Nov '18 23 3.00 C 0.50 16 -0.57 1.363 -0.66%
83 DTEA 2.33 262K 16 Nov '18 23 2.50 C 0.15 10 6.44 1.363 14.68%
84 IGC 2.60 4.4M 17 May '19 205 2.50 C 1.00 3 34.62 1.360 56.25%
85 TWTR 27.54 32.9M 2 Nov '18 9 28.00 C 2.11 238 7.66 1.355 10.11%
86 S 5.94 24.0M 26 Oct '18 2 6.00 C  0 18 0.00 1.355 1.01%
87 FSLR 42.43 1.4M 26 Oct '18 2 42.00 C 1.84 10 3.32 1.353 3.47%
88 CRON 7.63 7.5M 9 Nov '18 16 8.00 C 0.55 55 7.21 1.341 12.99%
89 SELB 7.36 1.2M 16 Nov '18 23 7.50 C 0.85 10 11.55 1.341 15.21%
90 ERX 24.45 2.7M 26 Oct '18 2 24.00 C 1.05 12 2.45 1.340 2.56%
91 XXII 2.56 1.2M 21 Dec '18 58 3.00 C 0.30 30 11.72 1.338 32.74%
92 CRON 7.63 7.5M 2 Nov '18 9 7.50 C 0.60 50 6.16 1.338 6.69%
93 AAL 30.34 15.3M 26 Oct '18 2 30.00 C 1.30 513 3.16 1.328 3.31%
94 AVXL 2.35 314K 16 Nov '18 23 2.50 C 0.15 22 6.38 1.321 13.64%
95 CYH 2.77 2.3M 21 Dec '18 58 3.00 C 0.30 11 10.83 1.318 21.46%
96 SWN 4.86 20.4M 26 Oct '18 2 4.50 C 0.39 159 0.62 1.309 0.67%
97 GUSH 21.43 2.8M 16 Nov '18 23 22.00 C 2.30 33 10.73 1.305 15.00%
98 NIHD 5.71 1.6M 15 Mar '19 142 7.50 C 1.10 60 19.26 1.300 62.69%
99 USAT 5.56 1.2M 16 Nov '18 23 5.00 C 0.90 111 6.12 1.300 7.30%
100 SSC 3.22 254K 18 Jan '19 86 5.00 C 0.30 4 9.32 1.293 71.23%
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.