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 Call
LEG VOLUME
MONEYNESS
EXPIRATION
Long Call
LEG VOLUME
MONTHS
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from January 30, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 AUY 3.21 3.00 3 Feb '17 0.451 0.23 76 21 Apr '17 0.589 0.44 382 -0.00 0.14 -0.21
2 STM 13.46 12.50 17 Feb '17 0.318 1.20 158 21 Apr '17 0.427 1.30 118 -0.00 0.11 -0.10
3 PAY 18.16 18.00 17 Feb '17 0.275 0.55 22 21 Apr '17 0.373 1.30 3 -0.00 0.10 -0.75
4 NUGT 10.14 10.00 10 Feb '17 1.168 0.91 179 21 Apr '17 1.262 2.26 54 -0.00 0.09 -1.35
5 NUGT 10.14 10.00 24 Feb '17 1.168 1.33 19 21 Apr '17 1.262 2.26 54 -0.00 0.09 -0.93
6 NUGT 10.14 10.00 17 Feb '17 1.179 1.14 672 21 Apr '17 1.262 2.26 54 -0.00 0.08 -1.12
7 ANF 11.27 11.00 17 Feb '17 0.495 0.65 25 21 Apr '17 0.575 1.20 17 -0.00 0.08 -0.55
8 BBY 44.22 44.00 24 Feb '17 0.299 1.59 20 21 Apr '17 0.378 3.05 9 -0.00 0.08 -1.46
9 VXX 19.52 20.00 3 Mar '17 0.640 1.28 590 19 May '17 0.719 2.82 116 -0.00 0.08 -1.54
10 HTZ 20.97 22.50 17 Feb '17 0.510 0.45 573 21 Apr '17 0.586 1.60 6 -0.00 0.08 -1.15
11 ERY 10.45 11.00 17 Feb '17 0.500 0.30 199 21 Apr '17 0.574 0.75 82 -0.00 0.07 -0.45
12 HTZ 20.97 20.00 17 Feb '17 0.561 1.65 47 21 Apr '17 0.634 2.80 1 -0.00 0.07 -1.15
13 BBY 44.22 44.00 17 Feb '17 0.306 1.32 62 21 Apr '17 0.378 3.05 9 -0.00 0.07 -1.73
14 SXL 25.55 25.00 17 Mar '17 0.276 1.30 210 19 May '17 0.347 1.45 311 -0.00 0.07 -0.15
15 PZZA 84.71 85.00 17 Feb '17 0.212 1.65 21 21 Apr '17 0.277 4.10 3 -0.00 0.07 -2.45
16 VXX 19.52 20.00 10 Mar '17 0.655 1.47 196 19 May '17 0.719 2.82 116 -0.00 0.06 -1.35
17 HDP 9.32 10.00 17 Mar '17 0.659 0.70 13 19 May '17 0.724 0.90 3 -0.00 0.06 -0.20
18 BBY 44.22 44.00 3 Feb '17 0.317 0.75 255 21 Apr '17 0.378 3.05 9 -0.00 0.06 -2.30
19 VXX 19.52 20.00 24 Feb '17 0.641 1.11 1,707 21 Apr '17 0.701 2.33 686 -0.00 0.06 -1.22
20 KSS 39.71 40.00 17 Feb '17 0.308 1.10 36 21 Apr '17 0.366 2.50 208 -0.00 0.06 -1.40
21 ODP 4.42 4.50 17 Feb '17 0.384 0.12 5 21 Apr '17 0.440 0.31 10 -0.00 0.06 -0.19
22 NUGT 10.14 10.00 3 Feb '17 1.206 0.60 5,091 21 Apr '17 1.262 2.26 54 -0.00 0.06 -1.66
23 CFG 36.53 35.00 17 Feb '17 0.236 1.90 9 21 Apr '17 0.292 2.75 1 -0.00 0.06 -0.85
24 MU 24.18 24.00 24 Feb '17 0.369 1.05 157 21 Apr '17 0.424 1.98 803 -0.00 0.06 -0.93
25 ANF 11.27 11.00 10 Feb '17 0.520 0.57 21 21 Apr '17 0.575 1.20 17 -0.00 0.05 -0.63
26 GE 29.96 30.00 3 Mar '17 0.115 0.48 6 19 May '17 0.170 0.97 24 -0.00 0.05 -0.49
27 ADSK 81.16 80.00 17 Feb '17 0.303 3.05 211 21 Apr '17 0.356 5.80 26 -0.00 0.05 -2.75
28 GRMN 47.35 47.50 17 Feb '17 0.227 0.95 34 21 Apr '17 0.280 2.14 15 -0.00 0.05 -1.19
29 CPE 15.24 16.00 17 Feb '17 0.353 0.25 45 21 Apr '17 0.406 0.80 31 -0.00 0.05 -0.55
30 FDX 193.25 195.00 24 Feb '17 0.184 2.97 33 21 Apr '17 0.236 7.50 341 -0.00 0.05 -4.53
31 AG 9.09 9.00 17 Feb '17 0.629 0.60 434 21 Apr '17 0.681 1.15 133 -0.00 0.05 -0.55
32 ADBE 113.82 115.00 17 Feb '17 0.170 1.23 155 21 Apr '17 0.221 4.15 21 -0.00 0.05 -2.92
33 ORCL 40.23 40.00 10 Feb '17 0.134 0.52 180 21 Apr '17 0.185 1.43 50 -0.00 0.05 -0.91
34 BIDU 174.72 175.00 10 Feb '17 0.238 2.99 103 21 Apr '17 0.287 9.15 7 -0.00 0.05 -6.16
35 ORCL 40.23 40.00 24 Feb '17 0.135 0.71 11 21 Apr '17 0.185 1.43 50 -0.00 0.05 -0.72
36 ZIOP 5.80 6.00 17 Feb '17 0.672 0.30 1,051 21 Apr '17 0.721 0.65 106 -0.00 0.05 -0.35
37 MSFT 65.13 65.00 3 Mar '17 0.156 1.08 125 19 May '17 0.204 2.55 1,225 -0.00 0.05 -1.47
38 CREE 27.73 28.00 21 Apr '17 0.277 1.37 2 16 Jun '17 0.325 2.05 2 -0.00 0.05 -0.68
39 TWTR 16.94 17.00 3 Feb '17 0.401 0.27 12,839 21 Apr '17 0.448 1.39 186 -0.00 0.05 -1.12
40 CA 31.13 31.00 17 Mar '17 0.164 0.85 42 19 May '17 0.211 1.20 3 -0.00 0.05 -0.35
41 MSFT 65.13 65.00 10 Mar '17 0.158 1.24 45 19 May '17 0.204 2.55 1,225 -0.00 0.05 -1.31
42 FDX 193.25 195.00 10 Feb '17 0.190 1.83 5 21 Apr '17 0.236 7.50 341 -0.00 0.05 -5.67
43 ECL 121.49 125.00 17 Feb '17 0.106 0.35 1 21 Apr '17 0.152 1.80 18 -0.00 0.05 -1.45
44 KMX 66.89 67.50 17 Feb '17 0.266 1.35 176 21 Apr '17 0.312 3.60 6 -0.00 0.05 -2.25
45 SIRI 4.76 4.50 17 Feb '17 0.188 0.30 16 21 Apr '17 0.234 0.33 10 -0.00 0.05 -0.03
46 GE 29.96 30.00 10 Mar '17 0.125 0.49 22 19 May '17 0.170 0.97 24 -0.00 0.05 -0.48
47 ORCL 40.23 40.00 17 Feb '17 0.140 0.63 244 21 Apr '17 0.185 1.43 50 -0.00 0.04 -0.80
48 SN 13.46 13.00 17 Feb '17 0.594 1.05 66 21 Apr '17 0.639 1.75 10 -0.00 0.04 -0.70
49 GE 29.96 30.00 17 Mar '17 0.126 0.53 1,174 19 May '17 0.170 0.97 24 -0.00 0.04 -0.44
50 YHOO 43.93 44.00 3 Feb '17 0.193 0.40 339 21 Apr '17 0.237 1.90 4 -0.00 0.04 -1.50
51 AER 44.13 45.00 17 Feb '17 0.225 0.65 1 21 Apr '17 0.269 1.70 87 -0.00 0.04 -1.05
52 MSFT 65.13 65.00 17 Mar '17 0.160 1.37 2,673 19 May '17 0.204 2.55 1,225 -0.00 0.04 -1.18
53 NAK 2.99 3.00 17 Mar '17 1.019 0.45 107 19 May '17 1.063 0.65 307 -0.00 0.04 -0.20
54 GLW 26.65 27.00 17 Mar '17 0.183 0.49 101 19 May '17 0.227 1.02 42 -0.00 0.04 -0.53
55 FDX 193.25 195.00 17 Feb '17 0.193 2.56 550 21 Apr '17 0.236 7.50 341 -0.00 0.04 -4.94
56 BIG 48.56 50.00 17 Feb '17 0.309 0.85 5 21 Apr '17 0.353 2.50 28 -0.00 0.04 -1.65
57 DUK 77.12 75.00 17 Feb '17 0.124 2.50 12 21 Apr '17 0.167 2.95 3 -0.00 0.04 -0.45
58 HRB 21.90 22.00 17 Feb '17 0.269 0.55 1 21 Apr '17 0.312 1.10 25 -0.00 0.04 -0.55
59 VXX 19.52 20.00 17 Mar '17 0.677 1.67 4,348 19 May '17 0.719 2.82 116 -0.00 0.04 -1.15
60 NYCB 15.15 15.00 17 Feb '17 0.123 0.35 51 21 Apr '17 0.165 0.50 26 -0.00 0.04 -0.15
61 OLLI 30.00 30.00 17 Feb '17 0.329 0.95 1 21 Apr '17 0.370 1.90 2 -0.00 0.04 -0.95
62 HPQ 14.84 15.00 17 Feb '17 0.233 0.24 284 21 Apr '17 0.274 0.62 21 -0.00 0.04 -0.38
63 AU 12.00 12.00 17 Feb '17 0.470 0.60 17 21 Apr '17 0.510 1.10 25 -0.00 0.04 -0.50
64 CA 31.13 32.00 17 Mar '17 0.163 0.40 1,212 19 May '17 0.203 0.75 1,883 -0.00 0.04 -0.35
65 ORCL 40.23 40.00 3 Feb '17 0.145 0.39 302 21 Apr '17 0.185 1.43 50 -0.00 0.04 -1.04
66 INTC 37.42 37.00 3 Mar '17 0.168 0.84 38 19 May '17 0.207 1.61 309 -0.00 0.04 -0.77
67 AG 9.09 10.00 17 Feb '17 0.651 0.25 95 21 Apr '17 0.690 0.75 116 -0.00 0.04 -0.50
68 DRI 73.82 72.50 17 Feb '17 0.198 2.25 2 21 Apr '17 0.237 3.50 2 -0.00 0.04 -1.25
69 AXP 77.28 77.50 24 Feb '17 0.167 1.26 5 21 Apr '17 0.205 2.70 173 -0.00 0.04 -1.44
70 SGYP 6.54 7.00 17 Feb '17 0.918 0.40 332 21 Apr '17 0.956 0.85 225 -0.00 0.04 -0.45
71 JWN 43.70 45.00 17 Feb '17 0.348 0.84 2,141 21 Apr '17 0.386 2.40 777 -0.00 0.04 -1.56
72 KMX 66.89 65.00 17 Feb '17 0.284 2.85 1 21 Apr '17 0.321 4.90 37 -0.00 0.04 -2.05
73 CLD 5.91 5.00 17 Mar '17 0.840 1.40 30 19 May '17 0.876 1.30 2 1.00 0.04 0.10
74 MU 24.18 24.00 17 Feb '17 0.387 0.94 3,042 21 Apr '17 0.424 1.98 803 -0.00 0.04 -1.04
75 SN 13.46 14.00 17 Feb '17 0.608 0.60 103 21 Apr '17 0.644 1.30 11 -0.00 0.04 -0.70
76 HPQ 14.84 15.00 10 Feb '17 0.239 0.18 220 21 Apr '17 0.274 0.62 21 -0.00 0.04 -0.44
77 VXX 19.52 20.00 10 Feb '17 0.665 0.70 4,075 21 Apr '17 0.701 2.33 686 -0.00 0.04 -1.63
78 AXP 77.28 77.50 10 Feb '17 0.170 0.82 3 21 Apr '17 0.205 2.70 173 -0.00 0.03 -1.88
79 WLK 62.21 65.00 17 Feb '17 0.289 0.75 45 21 Apr '17 0.324 2.30 31 -0.00 0.03 -1.55
80 ADSK 81.16 82.50 17 Feb '17 0.321 1.76 255 21 Apr '17 0.355 4.75 11 -0.00 0.03 -2.99
81 UBS 16.28 17.50 17 Mar '17 0.235 0.25 112 19 May '17 0.269 0.40 3 -0.00 0.03 -0.15
82 UL 40.90 40.00 17 Mar '17 0.133 1.40 70 19 May '17 0.168 1.70 5 -0.00 0.03 -0.30
83 BGG 21.91 22.50 17 Feb '17 0.249 0.30 50 21 Apr '17 0.283 0.80 2 -0.00 0.03 -0.50
84 SKX 24.92 25.00 3 Feb '17 0.411 0.40 157 21 Apr '17 0.446 2.00 9 -0.00 0.03 -1.60
85 FAZ 20.94 21.00 24 Feb '17 0.354 0.79 38 21 Apr '17 0.388 1.20 20 -0.00 0.03 -0.41
86 AXP 77.28 77.50 17 Feb '17 0.171 1.08 213 21 Apr '17 0.205 2.70 173 -0.00 0.03 -1.62
87 ADBE 113.82 110.00 17 Feb '17 0.200 4.55 44 21 Apr '17 0.234 7.00 53 -0.00 0.03 -2.45
88 INTC 37.42 37.00 17 Mar '17 0.174 1.01 537 19 May '17 0.207 1.61 309 -0.00 0.03 -0.60
89 CSCO 30.83 31.00 10 Feb '17 0.124 0.20 171 21 Apr '17 0.157 0.83 94 -0.00 0.03 -0.63
90 NVDA 110.02 110.00 21 Apr '17 0.415 8.85 302 16 Jun '17 0.447 11.95 135 -0.00 0.03 -3.10
91 GE 29.96 30.00 24 Feb '17 0.132 0.43 359 21 Apr '17 0.165 0.79 587 -0.00 0.03 -0.36
92 STX 44.90 45.00 21 Apr '17 0.294 2.52 107 16 Jun '17 0.326 3.40 13 -0.00 0.03 -0.88
93 VXX 19.52 20.00 17 Feb '17 0.669 0.95 17,484 21 Apr '17 0.701 2.33 686 -0.00 0.03 -1.38
94 ED 73.26 72.50 17 Mar '17 0.170 2.05 20 19 May '17 0.203 2.75 11 -0.00 0.03 -0.70
95 TWLO 29.01 29.00 3 Feb '17 0.574 0.80 807 21 Apr '17 0.606 3.15 2 -0.00 0.03 -2.35
96 PDCO 41.00 42.00 17 Feb '17 0.187 0.40 4 21 Apr '17 0.218 1.10 245 -0.00 0.03 -0.70
97 MSFT 65.13 65.00 21 Apr '17 0.167 1.95 5,613 16 Jun '17 0.198 2.75 905 -0.00 0.03 -0.80
98 VZ 49.37 49.00 24 Feb '17 0.149 0.98 3 21 Apr '17 0.180 1.54 199 -0.00 0.03 -0.56
99 AXP 77.28 77.50 3 Feb '17 0.174 0.47 130 21 Apr '17 0.205 2.70 173 -0.00 0.03 -2.23
100 MU 24.18 24.00 10 Feb '17 0.393 0.78 369 21 Apr '17 0.424 1.98 803 -0.00 0.03 -1.20
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.