Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FORUM FAQs CONTACT US RSS

Butterfly Puts Screener Report Date:

SCREENER   
Select Stock
 Symbol 
STOCK PRICE
STOCK VOLUME
Selection Filters
LEG VOLUME
MONEYNESS
EXPIRATION
Additional Filters
There are no additional filters for this screener
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from January 27, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days P/C Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike IVol Volume Price Leg Price Strike IVol Volume Price Leg Price
1 ETE 18.56 3 Feb '17 7 P 18.50 0.596 110 0.36 0.72 19.00
18.00
0.492
0.418
15
45
0.89
0.21
1.10 (0.38) 0.12 -0.38 -0.32 0.281
2 IMMU 4.65 17 Feb '17 21 P 4.50 1.498 111 0.40 0.80 5.50
4.00
1.198
1.580
1
1,364
1.25
0.40
1.65 (0.85) 0.15 -0.85 -0.18 0.218
3 RAD 6.93 17 Feb '17 21 P 6.50 1.325 3,334 0.56 1.12 7.00
6.00
0.999
1.446
7,171
4,071
0.95
0.58
1.53 (0.41) 0.09 -0.41 -0.22 0.205
4 ENDP 11.78 3 Feb '17 7 P 11.50 0.742 121 0.25 0.50 12.00
11.00
0.657
0.688
62
511
0.70
0.20
0.90 (0.40) 0.10 -0.40 -0.25 0.139
5 ENDP 11.78 17 Feb '17 21 P 11.50 0.703 15,081 0.55 1.10 12.00
11.00
0.602
0.665
56
6
0.95
0.50
1.45 (0.35) 0.15 -0.35 -0.43 0.138
6 SPWR 6.57 17 Feb '17 21 P 6.50 0.824 74 0.39 0.78 7.00
6.00
0.699
0.823
35
52
0.83
0.29
1.12 (0.34) 0.16 -0.34 -0.47 0.126
7 ENDP 11.78 3 Feb '17 7 P 11.50 0.742 121 0.25 0.50 12.50
11.00
0.674
0.688
35
511
1.05
0.20
1.25 (0.75) 0.25 -0.75 -0.33 0.122
8 UA 25.52 3 Feb '17 7 P 25.50 0.831 4 0.95 1.90 26.00
25.00
0.804
0.738
13
34
1.45
0.95
2.40 (0.50) -0.00 -0.50  0 0.119
9 GLW 26.68 17 Feb '17 21 P 26.50 0.153 168 0.36 0.72 27.50
26.00
0.058
0.166
21
37
0.97
0.21
1.18 (0.46) 0.54 -0.46 -1.17 0.082
10 UCO 21.93 17 Feb '17 21 P 21.50 0.575 6 0.85 1.70 22.00
21.00
0.545
0.525
166
17
1.40
0.75
2.15 (0.45) 0.05 -0.45 -0.11 0.079
11 NVO 35.78 17 Feb '17 21 P 36.00 0.203 7 1.00 2.00 37.00
35.00
0.088
0.240
1
163
1.85
0.75
2.60 (0.60) 0.40 -0.60 -0.67 0.077
12 SGYP 6.27 17 Feb '17 21 P 6.00 0.851 179 0.35 0.70 7.00
5.50
0.699
0.931
57
592
1.15
0.25
1.40 (0.70) 0.30 -0.70 -0.43 0.072
13 CBI 33.85 17 Feb '17 21 P 34.00 0.362 2 1.10 2.20 34.50
33.00
0.319
0.335
2
3
1.50
0.75
2.25 (0.05) 0.45 -0.55 -0.82 0.069
14 UAA 29.13 3 Feb '17 7 P 29.50 0.826 80 1.46 2.92 30.00
29.00
0.796
0.788
109
59
1.83
1.23
3.06 (0.14) 0.36 -0.14 -2.57 0.069
15 GPRO 10.07 3 Feb '17 7 P 10.00 1.109 99 0.55 1.10 10.50
9.50
1.095
1.056
30
82
0.92
0.35
1.27 (0.17) 0.33 -0.17 -1.94 0.067
16 YELP 42.41 3 Feb '17 7 P 42.50 0.343 51 0.75 1.50 43.00
42.00
0.304
0.316
149
90
1.15
0.65
1.80 (0.30) 0.20 -0.30 -0.67 0.066
17 CAB 57.21 17 Mar '17 49 P 57.50 0.191 2 1.70 3.40 60.00
55.00
0.127
0.192
13
4
3.20
0.75
3.95 (0.55) 1.95 -0.55 -3.55 0.064
18 KSS 39.00 3 Feb '17 7 P 39.00 0.395 90 0.65 1.30 40.00
38.50
0.355
0.371
32
202
1.55
0.70
2.25 (0.95) 0.05 -0.95 -0.05 0.063
19 AZN 27.05 17 Feb '17 21 P 27.00 0.468 50 1.20 2.40 27.50
26.50
0.483
0.394
5
50
1.85
1.05
2.90 (0.50) 0.00 -0.50  0 0.060
20 HAS 82.59 10 Feb '17 14 P 82.50 0.454 64 2.55 5.10 83.00
82.00
0.424
0.426
1
1
3.20
2.65
5.85 (0.75) -0.25 -0.75 0.33 0.058
21 UAA 29.13 3 Feb '17 7 P 29.50 0.826 80 1.46 2.92 30.00
28.50
0.796
0.798
109
98
1.83
0.99
2.82 0.10 0.60 -0.40 -1.50 0.058
22 KSS 39.00 3 Feb '17 7 P 39.00 0.395 90 0.65 1.30 40.00
38.00
0.355
0.378
32
55
1.55
0.50
2.05 (0.75) 0.25 -0.75 -0.33 0.057
23 HBI 22.88 21 Apr '17 84 P 23.00 0.329 102 1.45 2.90 24.00
22.00
0.278
0.326
5
7
2.20
1.10
3.30 (0.40) 0.60 -0.40 -1.50 0.054
24 SDRL 2.86 21 Jul '17 175 P 2.50 1.441 113 0.80 1.60 3.00
2.00
1.388
1.440
50
154
1.25
0.60
1.85 (0.25) 0.25 -0.25 -1.00 0.053
25 KORS 41.53 17 Feb '17 21 P 41.50 0.495 1 1.85 3.70 42.50
41.00
0.444
0.495
2
10
2.65
1.80
4.45 (0.75) 0.25 -0.75 -0.33 0.051
26 GNC 8.83 17 Feb '17 21 P 10.00 0.827 90 1.40 2.80 12.50
7.50
0.683
0.922
1
22
3.90
0.25
4.15 (1.35) 1.15 -1.35 -0.85 0.050
27 BANC 14.80 17 Mar '17 49 P 14.00 0.635 50 0.80 1.60 16.00
13.00
0.562
0.658
10
4
2.10
0.75
2.85 (1.25) 0.75 -1.25 -0.60 0.050
28 TEVA 34.59 3 Feb '17 7 P 34.50 0.679 361 1.18 2.36 35.00
34.00
0.653
0.656
138
214
1.62
1.10
2.72 (0.36) 0.14 -0.36 -0.39 0.048
29 UVXY 23.83 3 Feb '17 7 P 24.00 0.835 1,964 1.17 2.34 24.50
23.00
0.857
0.766
613
467
1.55
0.65
2.20 0.14 0.64 -0.36 -1.78 0.047
30 GLW 26.68 17 Feb '17 21 P 27.00 0.128 351 0.59 1.18 27.50
26.50
0.058
0.153
21
168
0.97
0.37
1.34 (0.16) 0.34 -0.16 -2.12 0.047
31 RRC 35.71 17 Mar '17 49 P 35.00 0.434 14 1.70 3.40 37.00
34.00
0.395
0.427
2,002
7
3.00
1.55
4.55 (1.15) 0.85 -1.15 -0.74 0.046
32 HBI 22.88 17 Feb '17 21 P 23.00 0.478 187 1.10 2.20 24.00
22.00
0.455
0.456
80
125
1.80
0.65
2.45 (0.25) 0.75 -0.25 -3.00 0.046
33 KSS 39.00 3 Feb '17 7 P 39.50 0.386 85 0.95 1.90 40.00
38.50
0.355
0.371
32
202
1.55
0.70
2.25 (0.35) 0.15 -0.85 -0.18 0.045
34 OCLR 9.96 17 Feb '17 21 P 10.00 0.660 22 0.55 1.10 11.00
9.00
0.652
0.624
40
1,270
1.45
0.25
1.70 (0.60) 0.40 -0.60 -0.67 0.045
35 DKS 51.31 17 Mar '17 49 P 50.00 0.442 105 2.55 5.10 55.00
49.00
0.402
0.438
176
4
5.60
2.40
8.00 (2.90) 2.10 -2.90 -0.72 0.043
36 HBI 22.88 17 Feb '17 21 P 23.00 0.478 187 1.10 2.20 24.00
21.00
0.455
0.459
80
69
1.80
0.35
2.15 0.05 1.05 -0.95 -1.11 0.043
37 GPRE 22.05 17 Feb '17 21 P 22.00 0.582 99 1.15 2.30 23.00
21.00
0.516
0.605
40
173
1.85
0.85
2.70 (0.40) 0.60 -0.40 -1.50 0.042
38 JBLU 19.65 17 Feb '17 21 P 20.00 0.343 5,069 0.75 1.50 21.00
19.00
0.308
0.336
2,771
779
1.60
0.40
2.00 (0.50) 0.50 -0.50 -1.00 0.042
39 FIT 7.21 3 Mar '17 35 P 7.00 0.684 3 0.47 0.94 7.50
6.50
0.644
0.683
20
2
0.80
0.31
1.11 (0.17) 0.33 -0.17 -1.94 0.041
40 WLL 11.50 17 Feb '17 21 P 11.50 0.500 476 0.50 1.00 12.00
11.00
0.475
0.486
763
2,616
0.87
0.35
1.22 (0.22) 0.28 -0.22 -1.27 0.040
41 JBLU 19.65 15 Sep '17 231 P 20.00 0.343 127 2.20 4.40 21.00
19.00
0.317
0.329
10
14
3.00
1.90
4.90 (0.50) 0.50 -0.50 -1.00 0.039
42 BWA 40.40 17 Feb '17 21 P 40.00 0.338 8 0.95 1.90 42.50
37.50
0.306
0.331
12
1
2.70
0.40
3.10 (1.20) 1.30 -1.20 -1.08 0.039
43 LCI 19.60 17 Feb '17 21 P 17.50 0.822 15 0.55 1.10 20.00
15.00
0.762
0.843
16
4
1.70
0.20
1.90 (0.80) 1.70 -0.80 -2.12 0.039
44 VALE 10.67 10 Feb '17 14 P 10.50 0.520 10 0.30 0.60 11.00
10.00
0.483
0.517
3
3
0.64
0.19
0.83 (0.23) 0.27 -0.23 -1.17 0.039
45 KSS 39.00 3 Feb '17 7 P 39.50 0.386 85 0.95 1.90 40.00
38.00
0.355
0.378
32
55
1.55
0.50
2.05 (0.15) 0.35 -1.15 -0.30 0.039
46 GT 31.31 3 Feb '17 7 P 31.50 0.259 7 0.50 1.00 32.00
31.00
0.224
0.254
105
2
0.95
0.35
1.30 (0.30) 0.20 -0.30 -0.67 0.039
47 MAT 26.49 10 Feb '17 14 P 26.00 0.300 27 0.30 0.60 27.00
25.50
0.272
0.289
55
14
0.90
0.25
1.15 (0.55) 0.45 -0.55 -0.82 0.038
48 WBA 81.50 3 Feb '17 7 P 81.50 0.197 10 0.81 1.62 82.00
81.00
0.172
0.184
167
39
1.21
0.74
1.95 (0.33) 0.17 -0.33 -0.52 0.038
49 PSX 82.77 3 Feb '17 7 P 82.50 0.261 33 0.85 1.70 83.50
82.00
0.244
0.240
12
52
1.60
0.85
2.45 (0.75) 0.25 -0.75 -0.33 0.037
50 BMY 47.74 3 Feb '17 7 P 47.50 0.367 18,921 0.75 1.50 48.50
47.00
0.356
0.341
165
365
1.46
0.66
2.12 (0.62) 0.38 -0.62 -0.61 0.037
51 JBLU 19.65 17 Mar '17 49 P 19.00 0.342 4,350 0.65 1.30 21.00
18.00
0.299
0.349
21
62
1.90
0.40
2.30 (1.00) 1.00 -1.00 -1.00 0.037
52 BX 31.30 3 Feb '17 7 P 31.50 0.416 50 0.80 1.60 32.00
30.50
0.486
0.308
64
213
1.29
0.23
1.52 0.08 0.58 -0.42 -1.38 0.037
53 LUV 52.70 3 Feb '17 7 P 52.50 0.257 29 0.55 1.10 53.00
52.00
0.229
0.248
204
16
0.95
0.50
1.45 (0.35) 0.15 -0.35 -0.43 0.036
54 MTZ 38.75 17 Feb '17 21 P 38.00 0.400 93 1.05 2.10 39.00
37.00
0.369
0.396
79
48
1.65
0.80
2.45 (0.35) 0.65 -0.35 -1.86 0.036
55 STX 44.50 3 Feb '17 7 P 45.00 0.317 11 0.97 1.94 45.50
44.50
0.298
0.301
14
46
1.40
0.78
2.18 (0.24) 0.26 -0.24 -1.08 0.036
56 COH 35.58 3 Feb '17 7 P 36.00 0.509 37 1.15 2.30 36.50
35.00
0.488
0.494
49
15
1.60
0.80
2.40 (0.10) 0.40 -0.60 -0.67 0.036
57 UVXY 23.83 10 Feb '17 14 P 24.00 0.908 43 1.68 3.36 24.50
23.00
0.925
0.854
11
102
2.22
1.22
3.44 (0.08) 0.42 -0.58 -0.72 0.036
58 JBLU 19.65 16 Jun '17 140 P 19.00 0.349 167 1.25 2.50 21.00
18.00
0.308
0.354
16
75
2.50
1.00
3.50 (1.00) 1.00 -1.00 -1.00 0.036
59 BMY 47.74 3 Feb '17 7 P 47.50 0.367 18,921 0.75 1.50 48.00
47.00
0.357
0.341
535
365
1.16
0.66
1.82 (0.32) 0.18 -0.32 -0.56 0.036
60 MXIM 44.71 17 Feb '17 21 P 44.00 0.244 18 0.55 1.10 45.00
43.00
0.214
0.239
15
1
1.20
0.45
1.65 (0.55) 0.45 -0.55 -0.82 0.036
61 TEVA 34.59 10 Feb '17 14 P 34.50 0.591 24 1.30 2.60 35.00
34.00
0.566
0.582
42
39
1.95
1.46
3.41 (0.81) -0.31 -0.81 0.38 0.035
62 WLL 11.50 24 Feb '17 28 P 11.50 0.504 120 0.61 1.22 12.50
10.50
0.427
0.547
20
150
1.39
0.33
1.72 (0.50) 0.50 -0.50 -1.00 0.035
63 PSX 82.77 3 Feb '17 7 P 82.50 0.261 33 0.85 1.70 83.00
82.00
0.247
0.240
33
52
1.35
0.85
2.20 (0.50)  0 -0.50  0 0.034
64 GT 31.31 3 Feb '17 7 P 31.50 0.259 7 0.50 1.00 32.00
30.50
0.224
0.259
105
80
0.95
0.20
1.15 (0.15) 0.35 -0.65 -0.54 0.034
65 HBI 22.88 21 Apr '17 84 P 23.00 0.329 102 1.45 2.90 24.00
21.00
0.278
0.347
5
13
2.20
0.75
2.95 (0.05) 0.95 -1.05 -0.90 0.034
66 AET 117.45 3 Feb '17 7 P 117.00 0.344 20 1.84 3.68 118.00
116.00
0.311
0.344
27
79
2.66
1.69
4.35 (0.67) 0.33 -0.67 -0.49 0.033
67 GLW 26.68 17 Feb '17 21 P 27.00 0.128 351 0.59 1.18 27.50
26.00
0.058
0.166
21
37
0.97
0.21
1.18 (0.00) 0.50 -0.50 -1.00 0.033
68 X 33.77 10 Feb '17 14 P 34.00 0.761 4 2.09 4.18 34.50
33.00
0.748
0.741
1
74
2.43
1.65
4.08 0.10 0.60 -0.40 -1.50 0.033
69 DDS 54.65 17 Feb '17 21 P 52.50 0.385 20 0.90 1.80 55.00
50.00
0.353
0.385
847
20
2.15
0.50
2.65 (0.85) 1.65 -0.85 -1.94 0.032
70 KSS 39.00 3 Feb '17 7 P 39.00 0.395 90 0.65 1.30 39.50
38.50
0.386
0.371
85
202
1.25
0.70
1.95 (0.65) -0.15 -0.65 0.23 0.032
71 JBLU 19.65 15 Sep '17 231 P 20.00 0.343 127 2.20 4.40 21.00
18.00
0.317
0.337
10
9
3.00
1.45
4.45 (0.05) 0.95 -1.05 -0.90 0.031
72 AMBA 50.07 3 Feb '17 7 P 50.50 0.422 201 1.30 2.60 51.00
50.00
0.403
0.411
1
52
1.75
1.25
3.00 (0.40) 0.10 -0.40 -0.25 0.031
73 GE 30.01 24 Feb '17 28 P 30.00 0.180 31 0.52 1.04 30.50
29.50
0.162
0.167
24
30
0.98
0.36
1.34 (0.30) 0.20 -0.30 -0.67 0.031
74 JNPR 26.67 17 Feb '17 21 P 26.50 0.221 34 0.47 0.94 27.50
26.00
0.183
0.228
45
130
1.10
0.31
1.41 (0.47) 0.53 -0.47 -1.13 0.030
75 VXX 18.97 17 Feb '17 21 P 19.00 0.496 1,852 0.91 1.82 19.50
18.00
0.526
0.436
185
7,817
1.26
0.39
1.65 0.17 0.67 -0.33 -2.03 0.030
76 NFX 41.78 17 Feb '17 21 P 41.00 0.321 13 0.80 1.60 42.00
40.00
0.303
0.310
1
5
1.40
0.55
1.95 (0.35) 0.65 -0.35 -1.86 0.030
77 ESRX 67.59 17 Feb '17 21 P 67.50 0.371 604 2.07 4.14 68.50
67.00
0.346
0.366
23
65
2.88
2.18
5.06 (0.92) 0.08 -0.92 -0.09 0.030
78 MTZ 38.75 17 Feb '17 21 P 38.00 0.400 93 1.05 2.10 40.00
37.00
0.375
0.396
55
48
2.25
0.80
3.05 (0.95) 1.05 -0.95 -1.11 0.030
79 CTSH 56.13 3 Feb '17 7 P 56.00 0.256 67 0.65 1.30 56.50
55.50
0.231
0.251
3
1
1.10
0.65
1.75 (0.45) 0.05 -0.45 -0.11 0.030
80 MAT 26.49 3 Feb '17 7 P 26.50 0.287 22 0.35 0.70 27.00
26.00
0.286
0.259
10
23
0.80
0.30
1.10 (0.40) 0.10 -0.40 -0.25 0.030
81 UVXY 23.83 3 Mar '17 35 P 23.50 1.014 5 2.65 5.30 24.00
23.00
1.008
0.992
382
16
3.35
2.61
5.96 (0.66) -0.16 -0.66 0.24 0.029
82 VXX 18.97 10 Feb '17 14 P 19.00 0.442 408 0.66 1.32 19.50
18.00
0.479
0.376
299
2,963
1.03
0.20
1.23 0.09 0.59 -0.41 -1.44 0.029
83 FEYE 12.60 3 Feb '17 7 P 12.50 0.980 60 0.60 1.20 13.00
12.00
0.972
0.960
14
65
0.93
0.40
1.33 (0.13) 0.37 -0.13 -2.85 0.028
84 AMBA 50.07 3 Feb '17 7 P 50.50 0.422 201 1.30 2.60 51.00
49.50
0.403
0.414
1
1
1.75
0.95
2.70 (0.10) 0.40 -0.60 -0.67 0.028
85 WLL 11.50 17 Feb '17 21 P 11.50 0.500 476 0.50 1.00 12.50
11.00
0.487
0.486
10
2,616
1.25
0.35
1.60 (0.60) 0.40 -0.60 -0.67 0.028
86 HBI 22.88 21 Apr '17 84 P 22.00 0.326 7 0.90 1.80 24.00
21.00
0.278
0.347
5
13
2.20
0.75
2.95 (1.15) 0.85 -1.15 -0.74 0.028
87 UVXY 23.83 17 Feb '17 21 P 24.00 0.992 180 2.33 4.66 24.50
23.00
1.012
0.944
54
67
2.72
1.75
4.47 0.19 0.69 -0.31 -2.23 0.028
88 JNUG 8.36 3 Feb '17 7 P 8.50 1.458 468 0.65 1.30 9.00
8.00
1.472
1.416
391
167
1.15
0.50
1.65 (0.35) 0.15 -0.35 -0.43 0.027
89 AET 117.45 3 Feb '17 7 P 117.00 0.344 20 1.84 3.68 119.00
116.00
0.318
0.344
125
79
3.25
1.69
4.94 (1.26) 0.74 -1.26 -0.59 0.027
90 ATI 21.83 17 Mar '17 49 P 20.00 0.571 121 0.80 1.60 22.50
17.50
0.511
0.604
9
1
2.20
0.45
2.65 (1.05) 1.45 -1.05 -1.38 0.027
91 COH 35.58 3 Feb '17 7 P 35.50 0.504 10 0.90 1.80 36.50
35.00
0.488
0.494
49
15
1.60
0.80
2.40 (0.60) 0.40 -0.60 -0.67 0.026
92 WBA 81.50 3 Feb '17 7 P 81.50 0.197 10 0.81 1.62 82.00
80.50
0.172
0.196
167
690
1.21
0.52
1.73 (0.11) 0.39 -0.61 -0.64 0.026
93 KSU 86.00 3 Feb '17 7 P 85.50 0.293 5 1.05 2.10 87.00
85.00
0.275
0.284
10
1
2.00
1.05
3.05 (0.95) 0.55 -0.95 -0.58 0.026
94 KSS 39.00 3 Feb '17 7 P 39.00 0.395 90 0.65 1.30 39.50
38.00
0.386
0.378
85
55
1.25
0.50
1.75 (0.45) 0.05 -0.95 -0.05 0.026
95 NEM 34.38 3 Feb '17 7 P 34.00 0.373 112 0.51 1.02 35.00
33.50
0.347
0.373
25
131
1.07
0.36
1.43 (0.41) 0.59 -0.41 -1.44 0.026
96 COH 35.58 3 Feb '17 7 P 36.00 0.509 37 1.15 2.30 36.50
35.50
0.488
0.504
49
10
1.60
1.00
2.60 (0.30) 0.20 -0.30 -0.67 0.026
97 LUV 52.70 3 Feb '17 7 P 52.50 0.257 29 0.55 1.10 53.50
52.00
0.240
0.248
44
16
1.25
0.50
1.75 (0.65) 0.35 -0.65 -0.54 0.026
98 STX 44.50 3 Feb '17 7 P 45.00 0.317 11 0.97 1.94 45.50
43.50
0.298
0.312
14
197
1.40
0.39
1.79 0.15 0.65 -0.85 -0.76 0.026
99 VXX 18.97 24 Feb '17 28 P 19.00 0.489 248 1.03 2.06 19.50
18.00
0.518
0.435
277
335
1.41
0.49
1.90 0.16 0.66 -0.34 -1.94 0.025
100 GT 31.31 3 Feb '17 7 P 31.00 0.254 2 0.25 0.50 32.00
30.50
0.224
0.259
105
80
0.95
0.20
1.15 (0.65) 0.35 -0.65 -0.54 0.025
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.