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 30, 2019. 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 AUPH 4.80 620K 20 Dec '19 51 5.00 C 1.60 1 33.33 2.709 56.25%
2 SWN 2.10 19.5M 1 Nov '19 2 2.00 C 0.10 30 0.00 2.563 0.00%
3 AUPH 4.80 620K 20 Dec '19 51 4.00 C 1.95 7 23.96 2.551 40.35%
4 AUPH 4.80 620K 17 Jan '20 79 4.00 C 2.00 2 25.00 2.494 42.86%
5 SPWR 8.40 7.1M 1 Nov '19 2 8.00 C 0.71 132 3.69 2.477 4.03%
6 PCG 6.14 56.0M 1 Nov '19 2 6.00 C 0.48 4,745 5.54 2.438 6.01%
7 AUPH 4.80 620K 17 Jan '20 79 5.00 C 1.70 40 35.42 2.430 61.29%
8 PCG 6.14 56.0M 1 Nov '19 2 6.50 C 0.29 1,531 4.72 2.428 11.11%
9 FIT 5.85 32.4M 1 Nov '19 2 5.50 C 0.45 1,504 1.71 2.396 1.85%
10 DDD 8.75 2.3M 1 Nov '19 2 9.00 C 0.45 906 5.14 2.299 8.43%
11 LPCN 2.69 424K 15 Nov '19 16 2.50 C 0.50 9 11.52 2.279 14.16%
12 ISEE 3.56 21.3M 15 Nov '19 16 5.00 C 0.20 199 5.62 2.270 48.81%
13 GPOR 2.81 5.2M 1 Nov '19 2 2.50 C 0.30 102 -0.18 2.270 -0.20%
14 SPWR 8.40 7.1M 1 Nov '19 2 8.50 C 0.50 203 5.95 2.241 7.59%
15 PINS 25.92 6.9M 1 Nov '19 2 26.00 C 1.65 745 6.37 2.239 7.13%
16 FLR 19.37 2.5M 1 Nov '19 2 19.00 C 1.30 10 4.80 2.220 5.15%
17 PINS 25.92 6.9M 1 Nov '19 2 25.50 C 1.85 245 5.52 2.217 5.94%
18 AKBA 3.82 401K 15 Nov '19 16 2.50 C 1.10 9 -5.76 2.166 -8.09%
19 PCG 6.14 56.0M 15 Nov '19 16 6.00 C 1.10 982 15.64 2.145 19.05%
20 EROS 2.30 6.5M 15 Nov '19 16 2.50 C 0.30 352 13.04 2.100 25.00%
21 MNK 3.11 5.3M 15 Nov '19 16 3.50 C 0.30 129 9.65 2.098 24.56%
22 XNET 5.09 7.8M 15 Nov '19 16 7.50 C 0.25 563 4.91 2.091 54.96%
23 FLR 19.37 2.5M 1 Nov '19 2 19.50 C 1.05 110 5.42 2.082 6.44%
24 PCG 6.14 56.0M 8 Nov '19 9 6.00 C 0.79 1,818 10.59 2.081 12.15%
25 PCG 6.14 56.0M 8 Nov '19 9 6.50 C 0.64 856 10.42 2.061 18.18%
26 MNK 3.11 5.3M 8 Nov '19 9 3.50 C 0.10 86 3.22 2.021 16.28%
27 YETI 34.71 1.9M 1 Nov '19 2 34.50 C 2.05 15 5.30 2.001 5.63%
28 CREE 48.12 2.1M 1 Nov '19 2 48.00 C 2.81 369 5.59 1.981 5.94%
29 AKS 2.67 6.6M 1 Nov '19 2 2.50 C 0.20 992 1.12 1.966 1.21%
30 BE 2.96 2.8M 15 Nov '19 16 2.00 C 0.95 8 -0.34 1.965 -0.50%
31 PCG 6.14 56.0M 29 Nov '19 30 6.00 C 1.30 142 18.89 1.961 23.97%
32 CRC 6.05 6.1M 15 Nov '19 16 6.00 C 0.90 503 14.05 1.950 16.50%
33 PCG 6.14 56.0M 22 Nov '19 23 6.50 C 0.97 138 15.80 1.950 25.73%
34 MNK 3.11 5.3M 15 Nov '19 16 3.00 C 0.50 111 12.54 1.945 14.94%
35 CREE 48.12 2.1M 1 Nov '19 2 48.50 C 2.51 157 5.22 1.940 6.34%
36 PCG 6.14 56.0M 6 Dec '19 37 6.00 C 1.43 30 21.01 1.935 27.39%
37 PCG 6.14 56.0M 22 Nov '19 23 6.00 C 1.18 214 16.94 1.924 20.97%
38 ITCI 9.15 611K 21 Feb '20 114 10.00 C 3.30 27 36.07 1.919 70.94%
39 YETI 34.71 1.9M 1 Nov '19 2 35.00 C 1.75 253 5.04 1.912 6.19%
40 KDMN 2.81 1.1M 20 Dec '19 51 5.00 C 0.10 13 3.56 1.894 84.50%
41 PCG 6.14 56.0M 15 Nov '19 16 6.50 C 0.78 220 12.70 1.887 21.27%
42 PCG 6.14 56.0M 29 Nov '19 30 6.50 C 1.08 20 17.59 1.865 28.46%
43 XNET 5.09 7.8M 15 Nov '19 16 5.00 C 0.75 645 12.97 1.861 15.21%
44 PCG 6.14 56.0M 20 Dec '19 51 6.00 C 1.66 244 24.76 1.858 33.93%
45 FIT 5.85 32.4M 1 Nov '19 2 6.00 C 0.25 3,793 4.27 1.856 7.14%
46 UUUU 2.07 767K 15 Nov '19 16 2.50 C 0.15 65 7.25 1.843 30.21%
47 EROS 2.30 6.5M 20 Dec '19 51 2.50 C 0.50 132 21.74 1.838 38.89%
48 PCG 6.14 56.0M 17 Jan '20 79 6.00 C 2.05 156 31.11 1.836 46.70%
49 PCG 6.14 56.0M 6 Dec '19 37 6.50 C 1.19 69 19.38 1.836 31.31%
50 CRC 6.05 6.1M 15 Nov '19 16 7.00 C 0.55 409 9.09 1.807 27.27%
51 AUPH 4.80 620K 17 Apr '20 170 4.00 C 2.30 5 31.25 1.797 60.00%
52 PCG 6.14 56.0M 20 Mar '20 142 6.00 C 2.48 194 38.11 1.755 63.93%
53 VERI 2.72 533K 15 Nov '19 16 2.50 C 0.45 11 8.46 1.753 10.13%
54 NBEV 2.69 841K 1 Nov '19 2 2.50 C 0.20 3 0.37 1.753 0.40%
55 LYFT 44.11 6.7M 1 Nov '19 2 44.50 C 2.00 318 4.53 1.751 5.68%
56 VRAY 2.51 1.2M 15 Nov '19 16 3.00 C 0.15 4 5.98 1.743 27.12%
57 LYFT 44.11 6.7M 1 Nov '19 2 44.00 C 2.26 3,891 4.87 1.742 5.14%
58 FIT 5.85 32.4M 8 Nov '19 9 5.50 C 0.75 322 6.84 1.733 7.84%
59 AMRN 16.36 5.5M 15 Nov '19 16 16.00 C 2.18 8 11.12 1.723 12.83%
60 OMI 6.92 2.2M 15 Nov '19 16 5.00 C 1.85 20 -1.01 1.721 -1.38%
61 ISEE 3.56 21.3M 20 Dec '19 51 5.00 C 0.25 373 7.02 1.720 51.06%
62 EROS 2.30 6.5M 17 Jan '20 79 2.50 C 0.60 520 26.09 1.718 47.06%
63 LPCN 2.69 424K 20 Dec '19 51 2.50 C 0.45 2 9.67 1.710 11.61%
64 FIT 5.85 32.4M 8 Nov '19 9 6.00 C 0.51 2,197 8.72 1.708 12.36%
65 CVM 7.10 335K 15 Nov '19 16 5.00 C 2.05 18 -0.70 1.700 -0.99%
66 ADMS 3.94 232K 17 Jan '20 79 2.50 C 1.80 2 9.14 1.679 16.82%
67 CLVS 3.40 3.1M 15 Nov '19 16 3.00 C 0.55 98 4.41 1.662 5.26%
68 EVH 7.63 736K 15 Nov '19 16 7.50 C 1.05 45 12.06 1.660 13.98%
69 TWLO 107.70 5.1M 1 Nov '19 2 107.00 C 5.50 555 4.46 1.655 4.70%
70 EROS 2.30 6.5M 20 Mar '20 142 2.50 C 0.70 7 30.43 1.653 56.25%
71 XNET 5.09 7.8M 20 Dec '19 51 7.50 C 0.50 67 9.82 1.652 63.40%
72 TWLO 107.70 5.1M 1 Nov '19 2 108.00 C 5.00 272 4.64 1.646 5.16%
73 AMRN 16.36 5.5M 15 Nov '19 16 16.50 C 2.16 42 13.20 1.643 16.20%
74 MNK 3.11 5.3M 17 Apr '20 170 3.00 C 1.20 10 35.05 1.632 57.07%
75 MLNT 2.69 574K 15 Nov '19 16 2.50 C 0.35 9 5.95 1.608 6.84%
76 EROS 2.30 6.5M 19 Jun '20 233 2.50 C 0.85 2 36.96 1.597 72.41%
77 BE 2.96 2.8M 15 Nov '19 16 3.00 C 0.35 287 11.82 1.572 14.94%
78 XNET 5.09 7.8M 20 Dec '19 51 5.00 C 1.05 31 18.86 1.555 23.76%
79 PRTK 2.96 584K 20 Dec '19 51 2.50 C 0.65 100 6.42 1.555 8.23%
80 TAST 7.17 651K 15 Nov '19 16 5.00 C 2.10 100 -0.98 1.552 -1.38%
81 ADMA 4.91 421K 15 Nov '19 16 2.50 C 2.15 5 -5.30 1.551 -9.42%
82 PTE 2.14 214K 15 Nov '19 16 2.50 C  0 8 0.00 1.536 16.82%
83 PBYI 6.95 1.1M 15 Nov '19 16 6.50 C 1.05 4 8.63 1.531 10.17%
84 SWN 2.10 19.5M 8 Nov '19 9 2.00 C 0.14 30 1.90 1.530 2.04%
85 CRC 6.05 6.1M 17 Jan '20 79 6.00 C 1.50 114 23.97 1.528 31.87%
86 ENDP 4.58 7.6M 8 Nov '19 9 5.00 C 0.25 28 5.46 1.519 15.47%
87 MYOV 4.65 491K 15 Nov '19 16 5.00 C 0.40 336 8.60 1.518 17.65%
88 RESN 2.08 217K 15 Nov '19 16 2.50 C 0.10 7 4.81 1.514 26.26%
89 ENDP 4.58 7.6M 8 Nov '19 9 4.50 C 0.25 6 3.71 1.511 3.93%
90 AVDL 4.61 218K 19 Jun '20 233 2.50 C 2.80 6 14.97 1.511 38.12%
91 PRTK 2.96 584K 20 Dec '19 51 5.00 C 0.10 1 3.38 1.505 74.83%
92 ORBC 3.89 4.8M 15 Nov '19 16 2.50 C 1.30 14 -2.31 1.499 -3.47%
93 CLVS 3.40 3.1M 15 Nov '19 16 4.00 C 0.20 281 5.88 1.495 25.00%
94 CRC 6.05 6.1M 20 Dec '19 51 6.00 C 1.30 366 20.66 1.493 26.32%
95 MGI 4.25 1.0M 15 Nov '19 16 4.00 C 0.50 9 5.76 1.493 6.52%
96 PBYI 6.95 1.1M 15 Nov '19 16 7.00 C 0.70 1 10.07 1.490 12.00%
97 AMRN 16.36 5.5M 22 Nov '19 23 16.00 C 2.51 2 13.14 1.487 15.52%
98 CRC 6.05 6.1M 20 Dec '19 51 7.00 C 0.90 191 14.88 1.485 35.92%
99 ZNGA 6.21 20.7M 1 Nov '19 2 6.00 C 0.37 1,177 2.58 1.482 2.74%
100 ZNGA 6.21 20.7M 1 Nov '19 2 6.50 C 0.15 4,676 2.42 1.472 7.26%
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.