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 May 1, 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 APRN 2.10 1.4M 4 May '18 3 2.00 C 0.20 925 4.76 2.512 5.26%
2 SNAP 14.13 33.7M 4 May '18 3 14.50 C 1.02 6,831 7.22 2.353 10.60%
3 SNAP 14.13 33.7M 4 May '18 3 14.00 C 1.24 9,583 7.86 2.322 8.61%
4 EBIO 2.91 6.2M 18 May '18 17 5.00 C 0.10 83 3.44 2.273 77.94%
5 CBL 4.25 3.1M 21 Dec '18 234 2.50 C 1.65 2 -2.35 2.235 -3.85%
6 EBIO 2.91 6.2M 15 Jun '18 45 5.00 C 0.25 30 8.59 2.140 87.97%
7 EBIO 2.91 6.2M 15 Jun '18 45 2.50 C 0.80 33 13.40 1.959 18.48%
8 W 65.17 2.9M 4 May '18 3 65.00 C 4.40 2,760 6.49 1.899 6.96%
9 CYH 3.97 2.4M 4 May '18 3 4.00 C 0.20 298 5.04 1.839 6.10%
10 CYH 3.97 2.4M 4 May '18 3 3.50 C 0.50 53 0.76 1.834 0.86%
11 AVEO 2.43 1.3M 18 May '18 17 2.50 C 0.30 31 12.35 1.821 17.37%
12 ARLP 17.25 398K 21 Dec '18 234 15.00 C 2.15 34 -0.58 1.812 -0.66%
13 P 5.55 5.1M 4 May '18 3 6.00 C 0.18 200 3.24 1.787 11.73%
14 AVEO 2.43 1.3M 20 Jul '18 80 2.00 C 0.70 6 11.11 1.781 15.61%
15 P 5.55 5.1M 4 May '18 3 5.50 C 0.37 7,650 5.77 1.776 6.18%
16 APRN 2.10 1.4M 11 May '18 10 2.00 C 0.25 7 7.14 1.754 8.11%
17 EYPT 2.69 1.9M 18 May '18 17 2.50 C 0.35 63 5.95 1.746 6.84%
18 GNW 2.84 2.6M 4 May '18 3 3.00 C 0.03 79 1.06 1.745 6.76%
19 EYPT 2.69 1.9M 15 Jun '18 45 5.00 C 0.15 54 5.58 1.735 96.85%
20 WTW 72.91 1.3M 4 May '18 3 73.00 C 4.40 20 6.03 1.724 6.55%
21 AQMS 3.16 1.1M 18 May '18 17 2.50 C 0.75 39 2.85 1.716 3.73%
22 OLED 89.75 921K 4 May '18 3 90.00 C 5.20 35 5.79 1.701 6.45%
23 AVP 2.59 1.9M 4 May '18 3 2.50 C 0.15 5 2.32 1.639 2.46%
24 EBIO 2.91 6.2M 17 Aug '18 108 2.50 C 1.00 22 20.27 1.639 30.89%
25 FOSL 14.44 3.2M 11 May '18 10 14.50 C 1.45 7 10.04 1.632 11.62%
26 FIT 5.50 3.4M 4 May '18 3 5.00 C 0.59 188 1.64 1.623 1.83%
27 FIT 5.50 3.4M 4 May '18 3 6.00 C 0.13 286 2.36 1.598 11.73%
28 GPRO 4.91 4.1M 4 May '18 3 5.00 C 0.23 271 4.68 1.579 6.84%
29 FOSL 14.44 3.2M 11 May '18 10 14.00 C 1.65 4 8.38 1.569 9.46%
30 GPRO 4.91 4.1M 4 May '18 3 4.50 C 0.50 29 1.83 1.567 2.04%
31 CHK 2.98 35.3M 4 May '18 3 2.50 C 0.49 351 0.34 1.565 0.40%
32 FIT 5.50 3.4M 4 May '18 3 5.50 C 0.30 343 5.45 1.560 5.77%
33 QHC 7.21 1.1M 18 May '18 17 5.00 C 2.15 1 -0.83 1.556 -1.19%
34 VKTX 4.04 518K 15 Jun '18 45 5.00 C 0.35 29 8.66 1.530 35.50%
35 DDD 10.40 1.5M 4 May '18 3 10.00 C 0.71 26 2.98 1.512 3.20%
36 SPHS 2.85 603K 20 Jul '18 80 5.00 C 0.20 2 7.02 1.484 88.68%
37 HTGM 3.90 1.2M 18 May '18 17 5.00 C 0.10 9 2.56 1.480 31.58%
38 SPHS 2.85 603K 20 Jul '18 80 2.50 C 0.85 86 17.54 1.451 25.00%
39 SRNE 6.33 1.9M 18 May '18 17 5.00 C 1.25 42 -1.19 1.439 -1.48%
40 AQMS 3.16 1.1M 15 Jun '18 45 2.50 C 0.85 5 6.01 1.431 8.23%
41 DDD 10.40 1.5M 4 May '18 3 10.50 C 0.46 140 4.42 1.426 5.63%
42 PTLA 35.66 1.6M 15 Jun '18 45 40.00 C 5.20 5 14.58 1.405 31.32%
43 APRN 2.10 1.4M 18 May '18 17 2.00 C 0.25 31 7.14 1.403 8.11%
44 GERN 3.84 2.2M 21 Sep '18 143 4.00 C 1.20 2 31.25 1.397 51.52%
45 AMRN 2.80 1.1M 18 Jan '19 262 3.00 C 1.11 14 39.64 1.394 77.51%
46 AMRN 2.80 1.1M 18 Jan '19 262 2.50 C 1.24 38 33.57 1.379 60.26%
47 FEYE 18.38 5.3M 4 May '18 3 18.50 C 0.85 100 4.62 1.378 5.53%
48 APRN 2.10 1.4M 25 May '18 24 2.00 C 0.25 20 7.14 1.376 8.11%
49 SNAP 14.13 33.7M 11 May '18 10 14.50 C 1.10 1,853 7.78 1.375 11.28%
50 MEET 2.38 936K 18 May '18 17 2.00 C 0.20 61 -7.56 1.368 -8.26%
51 GERN 3.84 2.2M 21 Dec '18 234 4.00 C 1.50 8 39.06 1.359 70.94%
52 CBI 15.73 10.7M 4 May '18 3 16.00 C 0.40 5 2.54 1.356 4.37%
53 FEYE 18.38 5.3M 4 May '18 3 18.00 C 1.06 153 3.70 1.349 3.93%
54 FGP 3.80 244K 18 May '18 17 2.50 C 1.20 45 -2.63 1.348 -3.85%
55 SNAP 14.13 33.7M 11 May '18 10 14.00 C 1.28 726 8.14 1.337 8.95%
56 AKAO 14.70 2.2M 18 May '18 17 15.00 C 1.50 829 10.20 1.331 13.64%
57 APRN 2.10 1.4M 25 May '18 24 2.50 C 0.10 6 4.76 1.327 25.00%
58 EYPT 2.69 1.9M 15 Jun '18 45 2.50 C 0.55 10 13.38 1.315 16.82%
59 GERN 3.84 2.2M 15 Jun '18 45 3.50 C 0.75 1 10.68 1.307 13.27%
60 FOSL 14.44 3.2M 18 May '18 17 14.00 C 1.75 1 9.07 1.307 10.32%
61 EBIO 2.91 6.2M 18 May '18 17 2.50 C 0.45 119 1.37 1.302 1.63%
62 GERN 3.84 2.2M 21 Dec '18 234 3.50 C 1.60 70 32.81 1.299 56.25%
63 LITE 52.65 2.7M 4 May '18 3 53.00 C 2.15 469 4.08 1.294 4.95%
64 FOSL 14.44 3.2M 18 May '18 17 14.50 C 1.50 54 10.39 1.292 12.06%
65 HMNY 2.17 4.8M 18 May '18 17 2.50 C 0.10 1,388 4.61 1.285 20.77%
66 GERN 3.84 2.2M 18 May '18 17 4.00 C 0.30 168 7.81 1.264 12.99%
67 VKTX 4.04 518K 18 May '18 17 5.00 C 0.10 14 2.48 1.259 26.90%
68 GERN 3.84 2.2M 15 Jun '18 45 4.00 C 0.55 27 14.32 1.242 21.58%
69 SSYS 19.86 637K 4 May '18 3 19.50 C 1.00 81 3.22 1.242 3.39%
70 EYPT 2.69 1.9M 20 Jul '18 80 2.50 C 0.55 43 13.38 1.233 16.82%
71 S 5.42 43.8M 4 May '18 3 5.00 C 0.43 108 0.18 1.232 0.20%
72 VHC 2.20 516K 15 Jun '18 45 3.00 C 0.10 52 4.55 1.223 42.86%
73 ZNGA 3.52 7.7M 4 May '18 3 3.50 C 0.16 250 3.98 1.220 4.17%
74 JCP 2.93 11.6M 4 May '18 3 2.50 C 0.43 90 -0.00 1.216 0.00%
75 SQ 48.20 7.5M 4 May '18 3 48.50 C 1.94 1,012 4.02 1.214 4.84%
76 FTR 8.15 2.0M 17 Jan '20 626 8.00 C 2.00 100 22.70 1.214 30.08%
77 RUBI 2.27 242K 18 May '18 17 2.50 C  0 5 0.00 1.213 10.13%
78 GERN 3.84 2.2M 18 May '18 17 3.50 C 0.55 63 5.47 1.210 6.38%
79 ENPH 4.06 1.7M 18 May '18 17 5.00 C 0.10 197 2.46 1.205 26.26%
80 SSYS 19.86 637K 4 May '18 3 20.00 C 0.75 103 3.78 1.205 4.66%
81 SQ 48.20 7.5M 4 May '18 3 48.00 C 2.17 1,062 4.09 1.204 4.28%
82 ROKU 32.97 2.1M 11 May '18 10 33.00 C 2.40 93 7.28 1.202 7.95%
83 ACET 2.60 873K 15 Jun '18 45 2.50 C 0.40 30 11.54 1.192 13.64%
84 SPOT 164.88 2.9M 4 May '18 3 165.00 C 6.80 159 4.12 1.189 4.38%
85 FOSL 14.44 3.2M 25 May '18 24 14.00 C 1.80 2 9.42 1.187 10.76%
86 SPHS 2.85 603K 19 Oct '18 171 5.00 C 0.40 1 14.04 1.185 104.08%
87 MARK 6.22 246K 18 May '18 17 5.00 C 1.25 2 0.48 1.184 0.60%
88 AQMS 3.16 1.1M 20 Jul '18 80 2.50 C 0.90 105 7.59 1.180 10.62%
89 MDXG 8.01 1.6M 15 Jun '18 45 7.50 C 1.45 48 11.74 1.176 14.33%
90 SPOT 164.88 2.9M 4 May '18 3 162.50 C 8.00 72 3.41 1.174 3.58%
91 ENPH 4.06 1.7M 18 May '18 17 2.50 C 1.50 126 -1.48 1.171 -2.34%
92 MCEP 2.29 578K 18 May '18 17 2.50 C 0.05 2 2.18 1.170 11.61%
93 PTI 5.16 354K 19 Oct '18 171 7.50 C 0.85 3 16.47 1.169 74.01%
94 SHLD 3.00 860K 11 May '18 10 3.00 C 0.16 16 5.33 1.163 5.63%
95 ROKU 32.97 2.1M 11 May '18 10 32.50 C 2.60 43 6.46 1.162 7.01%
96 WFT 2.90 13.0M 4 May '18 3 2.50 C 0.40 24 -0.00 1.157 0.00%
97 PI 12.61 384K 18 May '18 17 12.50 C 1.15 47 8.25 1.154 9.08%
98 MDXG 8.01 1.6M 18 May '18 17 7.50 C 0.95 133 5.49 1.154 6.23%
99 CNAT 3.58 458K 20 Jul '18 80 2.50 C 1.00 100 -2.23 1.149 -3.10%
100 MDXG 8.01 1.6M 15 Jun '18 45 10.00 C 0.60 11 7.49 1.146 34.95%
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.