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
Short Leg
LEG VOLUME
MONEYNESS
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from March 2, 2017. 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 SYNT 18.12 813K 21 Apr '17 50 17.50 C 1.15 2 2.92 5.504 3.12%
2 SYNT 18.12 813K 21 Apr '17 50 20.00 C 0.20 5 1.10 3.643 11.61%
3 AXON 13.14 250K 20 Oct '17 232 12.50 C 8.10 52 56.77 2.211 148.02%
4 GLDD 4.55 361K 17 Mar '17 15 2.50 C 1.90 175 -3.30 2.089 -5.66%
5 ADPT 2.79 12.5M 17 Mar '17 15 2.50 C 0.50 174 7.53 1.825 9.17%
6 PTX 3.62 1.6M 17 Mar '17 15 5.00 C 0.10 50 2.76 1.671 42.05%
7 AUPH 4.53 47.7M 21 Apr '17 50 2.50 C 2.00 1,495 -0.66 1.633 -1.19%
8 SPHS 2.63 424K 21 Apr '17 50 5.00 C 0.05 50 1.90 1.608 93.80%
9 JDST 20.43 21.3M 17 Mar '17 15 21.00 C 2.15 10 10.52 1.574 14.88%
10 ACOR 27.20 860K 17 Mar '17 15 28.00 C 2.90 255 10.66 1.545 15.23%
11 BTUUQ 2.19 268K 19 Jan '18 323 2.50 C 0.95 15 43.38 1.544 101.61%
12 SSI 2.12 8.3M 21 Jul '17 141 2.50 C 0.35 105 16.51 1.475 41.24%
13 CRBP 9.38 2.3M 17 Mar '17 15 10.00 C 0.65 1,589 6.93 1.455 14.61%
14 CRBP 9.38 2.3M 21 Apr '17 50 10.00 C 1.50 690 16.00 1.449 26.98%
15 CEMP 3.85 2.9M 17 Mar '17 15 3.50 C 0.25 22 -2.60 1.440 -2.78%
16 SGMO 4.60 589K 17 Mar '17 15 4.00 C 0.65 111 1.09 1.425 1.27%
17 UVXY 21.43 21.9M 16 Jun '17 106 21.00 C 6.30 63 27.39 1.410 38.80%
18 ADPT 2.79 12.5M 19 May '17 78 2.50 C 0.75 91 16.49 1.398 22.55%
19 INFI 3.01 5.3M 21 Jul '17 141 3.00 C 0.75 37 24.58 1.375 32.74%
20 TNDM 2.45 205K 17 Mar '17 15 2.50 C 0.05 5 2.04 1.375 4.17%
21 BIOC 2.35 1.7M 17 Mar '17 15 2.50 C 0.15 5 6.38 1.373 13.64%
22 OREX 4.20 313K 17 Mar '17 15 5.00 C 0.05 50 1.19 1.357 20.48%
23 DSX 3.86 381K 17 Mar '17 15 3.00 C 0.80 10 -1.55 1.353 -1.96%
24 CALA 12.00 3.3M 17 Mar '17 15 12.50 C 0.95 227 7.92 1.352 13.12%
25 GBT 27.05 5.0M 17 Mar '17 15 30.00 C 1.80 2,407 6.65 1.339 18.81%
26 ARLZ 3.98 373K 17 Mar '17 15 3.00 C 0.95 1 -0.75 1.328 -0.99%
27 ADPT 2.79 12.5M 19 May '17 78 5.00 C 0.15 205 5.38 1.319 89.39%
28 OREX 4.20 313K 17 Mar '17 15 4.00 C 0.30 20 2.38 1.278 2.56%
29 IMGN 3.58 5.1M 17 Mar '17 15 3.00 C 0.55 32 -0.70 1.276 -0.83%
30 WAC 3.40 449K 17 Mar '17 15 4.00 C 0.10 20 2.94 1.264 21.21%
31 HOV 2.43 861K 17 Mar '17 15 2.00 C 0.40 10 -1.23 1.245 -1.48%
32 WTI 2.79 6.7M 21 Apr '17 50 2.00 C 0.75 80 -1.43 1.216 -1.96%
33 JONE 3.20 757K 21 Apr '17 50 5.00 C 0.10 50 3.12 1.216 61.29%
34 CLNE 2.61 2.3M 17 Mar '17 15 2.00 C 0.60 10 -0.38 1.216 -0.50%
35 PTX 3.62 1.6M 19 May '17 78 5.00 C 0.35 9 9.67 1.197 52.91%
36 UVXY 21.43 21.9M 24 Mar '17 22 21.00 C 2.40 119 9.19 1.197 10.35%
37 BIOC 2.35 1.7M 15 Sep '17 197 2.50 C 0.60 1 25.53 1.193 42.86%
38 CXRX 2.06 802K 19 May '17 78 2.50 C  0 70 0.00 1.180 21.36%
39 UVXY 21.43 21.9M 31 Mar '17 29 21.00 C 2.81 35 11.11 1.170 12.78%
40 UVXY 21.43 21.9M 21 Apr '17 50 21.00 C 3.75 58 15.49 1.168 18.78%
41 UVXY 21.43 21.9M 31 Mar '17 29 21.50 C 2.63 23 12.27 1.167 14.36%
42 AUPH 4.53 47.7M 17 Mar '17 15 5.00 C 0.20 7,689 4.42 1.161 15.47%
43 ACRX 3.20 310K 17 Mar '17 15 2.50 C 0.55 5 -4.69 1.159 -5.66%
44 DUST 37.32 10.3M 10 Mar '17 8 37.00 C 2.55 253 5.98 1.157 6.41%
45 LBIO 8.05 475K 17 Mar '17 15 10.00 C 0.10 30 1.24 1.155 25.79%
46 DUST 37.32 10.3M 10 Mar '17 8 37.50 C 2.30 100 6.16 1.150 7.08%
47 PTX 3.62 1.6M 21 Apr '17 50 2.50 C 1.10 22 -0.55 1.136 -0.79%
48 DVAX 6.45 4.8M 21 Jul '17 141 6.00 C 1.85 103 21.71 1.134 30.43%
49 NUGT 8.29 63.2M 19 Jan '18 323 8.40 C 3.15 18 38.00 1.124 63.42%
50 INFI 3.01 5.3M 21 Apr '17 50 3.00 C 0.35 21 11.30 1.123 12.78%
51 FTR 2.81 57.4M 17 Mar '17 15 2.50 C 0.25 4 -2.14 1.111 -2.34%
52 AVXL 5.96 463K 17 Mar '17 15 7.50 C 0.10 85 1.68 1.110 27.99%
53 SPHS 2.63 424K 21 Jul '17 141 5.00 C 0.15 30 5.70 1.103 101.61%
54 INFI 3.01 5.3M 21 Apr '17 50 4.00 C 0.05 23 1.66 1.100 35.14%
55 IDRA 2.04 3.4M 17 Mar '17 15 2.00 C 0.05 263 0.49 1.100 0.50%
56 NMBL 9.18 1.9M 17 Mar '17 15 10.00 C 0.45 95 4.90 1.096 14.55%
57 ADPT 2.79 12.5M 18 Aug '17 169 5.00 C 0.30 392 10.75 1.093 100.80%
58 UVXY 21.43 21.9M 17 Mar '17 15 21.50 C 1.82 546 8.49 1.085 9.64%
59 AREX 2.57 924K 17 Mar '17 15 2.00 C 0.40 1 -6.61 1.069 -7.83%
60 RUN 5.48 1.0M 17 Mar '17 15 5.00 C 0.55 105 1.28 1.064 1.42%
61 IMGN 3.58 5.1M 21 Apr '17 50 3.00 C 0.60 24 0.70 1.064 0.84%
62 VCEL 3.00 221K 21 Apr '17 50 2.50 C 0.50 20 0.00 1.053 0.00%
63 UVXY 21.43 21.9M 17 Mar '17 15 21.00 C 1.99 504 7.28 1.049 8.02%
64 IMGN 3.58 5.1M 17 Mar '17 15 4.00 C 0.10 337 2.80 1.043 15.11%
65 CEMP 3.85 2.9M 21 Apr '17 50 3.50 C 0.65 13 7.79 1.034 9.38%
66 AG 8.24 6.3M 10 Mar '17 8 8.50 C 0.15 2 1.82 1.032 5.07%
67 AMRN 3.17 3.7M 15 Dec '17 288 3.00 C 0.98 10 25.55 1.032 36.99%
68 AREX 2.57 924K 21 Apr '17 50 3.00 C 0.10 72 3.89 1.031 21.46%
69 CEMP 3.85 2.9M 19 Jan '18 323 4.00 C 1.10 20 28.57 1.029 45.45%
70 INAP 2.32 551K 21 Apr '17 50 2.50 C 0.15 3 6.47 1.026 15.21%
71 OCUL 8.57 1.3M 17 Mar '17 15 10.00 C 0.10 22 1.17 1.017 18.06%
72 CEMP 3.85 2.9M 21 Jul '17 141 4.00 C 0.70 10 18.18 1.015 26.98%
73 OREX 4.20 313K 21 Apr '17 50 5.00 C 0.30 70 7.14 1.003 28.21%
74 NLNK 19.73 1.4M 16 Jun '17 106 20.00 C 3.90 40 19.77 1.003 26.34%
75 BDSI 2.05 368K 17 Mar '17 15 2.00 C 0.15 25 4.88 1.002 5.26%
76 IMMU 5.18 4.5M 17 Mar '17 15 5.50 C 0.15 296 2.90 1.001 9.34%
77 OMED 10.52 270K 17 Mar '17 15 12.50 C 0.15 5 1.43 0.993 20.54%
78 SGMO 4.60 589K 21 Apr '17 50 4.00 C 0.75 20 3.26 0.991 3.90%
79 UVXY 21.43 21.9M 10 Mar '17 8 21.50 C 1.19 480 5.55 0.991 6.23%
80 IMMU 5.18 4.5M 17 Mar '17 15 5.00 C 0.35 169 3.28 0.982 3.52%
81 SNSS 4.06 275K 17 Mar '17 15 4.00 C 0.10 10 0.99 0.981 1.01%
82 HOS 4.51 512K 17 Mar '17 15 4.00 C 0.60 10 2.00 0.976 2.30%
83 PMTS 4.70 716K 17 Mar '17 15 5.00 C 0.05 11 1.06 0.974 7.53%
84 SSW 8.13 2.3M 17 Mar '17 15 7.50 C 0.70 50 0.86 0.974 0.94%
85 CARA 16.76 3.1M 17 Mar '17 15 17.50 C 0.90 368 5.37 0.967 10.34%
86 ARLZ 3.98 373K 17 Mar '17 15 4.00 C 0.20 20 5.03 0.962 5.82%
87 CEMP 3.85 2.9M 20 Oct '17 232 4.00 C 0.95 13 24.68 0.961 37.93%
88 NKTR 14.79 6.4M 21 Apr '17 50 14.00 C 2.10 21 8.86 0.960 10.32%
89 TLRD 23.58 1.2M 17 Mar '17 15 25.00 C 1.15 52 4.88 0.956 11.46%
90 AXON 13.14 250K 18 Aug '17 169 12.50 C 3.40 67 21.00 0.955 28.34%
91 EXK 3.30 8.2M 19 May '17 78 2.50 C 0.85 4 1.52 0.951 2.04%
92 CLDX 3.54 1.9M 19 May '17 78 4.00 C 0.25 20 7.06 0.950 21.58%
93 CEMP 3.85 2.9M 21 Apr '17 50 4.00 C 0.40 54 10.39 0.948 15.94%
94 NLNK 19.73 1.4M 21 Apr '17 50 19.00 C 2.95 207 11.25 0.947 13.23%
95 UVXY 21.43 21.9M 10 Mar '17 8 21.00 C 1.38 1,285 4.43 0.945 4.74%
96 SGMO 4.60 589K 19 Jan '18 323 5.00 C 1.30 13 28.26 0.944 51.52%
97 ADXS 9.21 790K 17 Mar '17 15 10.00 C 0.30 66 3.26 0.941 12.30%
98 ACRX 3.20 310K 15 Sep '17 197 5.00 C 0.40 10 12.50 0.941 78.57%
99 ARWR 2.25 839K 16 Jun '17 106 3.00 C 0.10 18 4.44 0.940 39.53%
100 JONE 3.20 757K 20 Oct '17 232 5.00 C 0.25 10 7.81 0.938 69.49%
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.