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 September 28, 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 AXON 6.75 5.00 20 Oct '17 0.761 1.90 73 15 Dec '17 1.242 2.20 51 -0.00 0.48 -0.30
2 AXON 6.75 7.50 20 Oct '17 0.783 0.30 848 15 Dec '17 1.184 1.15 45 -0.00 0.40 -0.85
3 TXMD 5.12 5.00 20 Oct '17 0.700 0.50 10 15 Dec '17 0.959 0.90 367 -0.00 0.26 -0.40
4 AXON 6.75 7.50 17 Nov '17 0.967 0.75 264 19 Jan '18 1.225 1.45 35 -0.00 0.26 -0.70
5 AXON 6.75 5.00 17 Nov '17 0.964 2.10 5 19 Jan '18 1.191 2.40 50 -0.00 0.23 -0.30
6 ARLZ 2.17 2.00 20 Oct '17 0.735 0.35 88 15 Dec '17 0.939 0.20 20 1.00 0.20 0.15
7 GNW 3.89 4.00 20 Oct '17 0.478 0.14 24 15 Dec '17 0.679 0.36 29 -0.00 0.20 -0.22
8 DVAX 21.25 21.00 20 Oct '17 0.566 1.45 33 15 Dec '17 0.766 2.90 16 -0.00 0.20 -1.45
9 VXX 39.93 40.00 6 Oct '17 0.466 1.09 3,942 15 Dec '17 0.664 4.80 185 -0.00 0.20 -3.71
10 SWN 6.14 6.00 13 Oct '17 0.370 0.37 5 15 Dec '17 0.543 0.65 22 -0.00 0.17 -0.28
11 TLRD 14.17 15.00 17 Nov '17 0.543 0.90 2,008 19 Jan '18 0.708 1.65 4 -0.00 0.17 -0.75
12 SIG 67.10 70.00 20 Oct '17 0.354 1.35 1 15 Dec '17 0.518 4.90 8 -0.00 0.16 -3.55
13 TLRD 14.17 14.00 17 Nov '17 0.560 1.30 3 19 Jan '18 0.722 2.05 27 -0.00 0.16 -0.75
14 IPI 4.40 4.00 20 Oct '17 0.450 0.50 7 15 Dec '17 0.612 0.65 61 -0.00 0.16 -0.15
15 TNA 64.55 65.00 6 Oct '17 0.309 1.05 85 15 Dec '17 0.469 4.20 1 -0.00 0.16 -3.15
16 TNA 64.55 65.00 13 Oct '17 0.314 1.57 122 15 Dec '17 0.469 4.20 1 -0.00 0.15 -2.63
17 CRR 8.79 8.00 20 Oct '17 0.577 1.10 24 15 Dec '17 0.720 1.45 8 -0.00 0.14 -0.35
18 MX 11.20 10.00 20 Oct '17 0.420 1.40 5 15 Dec '17 0.562 1.65 2 -0.00 0.14 -0.25
19 VXX 39.93 40.00 13 Oct '17 0.528 1.71 445 15 Dec '17 0.664 4.80 185 -0.00 0.14 -3.09
20 JCP 3.91 4.00 3 Nov '17 0.428 0.21 11 19 Jan '18 0.563 0.43 51 -0.00 0.13 -0.22
21 GRPN 5.00 5.00 20 Oct '17 0.408 0.22 160 15 Dec '17 0.542 0.48 17 -0.00 0.13 -0.26
22 KERX 7.10 7.00 20 Oct '17 0.577 0.50 8 15 Dec '17 0.709 0.90 103 -0.00 0.13 -0.40
23 TNA 64.55 65.00 20 Oct '17 0.338 1.94 75 15 Dec '17 0.469 4.20 1 -0.00 0.13 -2.26
24 TNA 64.55 65.00 27 Oct '17 0.339 2.33 5 15 Dec '17 0.469 4.20 1 -0.00 0.13 -1.87
25 GES 17.36 17.00 20 Oct '17 0.358 0.85 15 15 Dec '17 0.486 1.55 804 -0.00 0.13 -0.70
26 GES 17.36 18.00 20 Oct '17 0.341 0.35 128 15 Dec '17 0.469 1.05 105 -0.00 0.13 -0.70
27 FOSL 9.52 10.00 20 Oct '17 0.528 0.35 9 15 Dec '17 0.654 0.90 23 -0.00 0.13 -0.55
28 MTW 8.98 8.00 20 Oct '17 0.390 1.10 40 15 Dec '17 0.515 1.30 16 -0.00 0.13 -0.20
29 FOSL 9.52 10.00 6 Oct '17 0.533 0.20 11 15 Dec '17 0.654 0.90 23 -0.00 0.12 -0.70
30 NUGT 32.62 33.00 13 Oct '17 0.619 1.60 19 15 Dec '17 0.740 4.20 1 -0.00 0.12 -2.60
31 FNSR 22.02 23.00 20 Oct '17 0.381 0.50 39 15 Dec '17 0.501 1.55 1 -0.00 0.12 -1.05
32 CZR 13.05 13.00 6 Oct '17 0.160 0.40 1 15 Dec '17 0.280 0.65 1,067 -0.00 0.12 -0.25
33 GRPN 5.00 5.00 6 Oct '17 0.423 0.16 117 15 Dec '17 0.542 0.48 17 -0.00 0.12 -0.32
34 LULU 60.27 60.00 6 Oct '17 0.264 1.28 65 15 Dec '17 0.378 4.20 16 -0.00 0.11 -2.92
35 SNAP 14.45 14.00 13 Oct '17 0.456 0.87 12 15 Dec '17 0.570 1.68 31 -0.00 0.11 -0.81
36 ARLZ 2.17 2.00 17 Nov '17 0.835 0.40 659 19 Jan '18 0.948 0.45 143 -0.00 0.11 -0.05
37 AMRN 3.50 3.50 20 Oct '17 0.554 0.23 122 15 Dec '17 0.668 0.40 75 -0.00 0.11 -0.17
38 FEYE 16.82 17.00 6 Oct '17 0.292 0.27 80 15 Dec '17 0.403 1.13 8 -0.00 0.11 -0.86
39 WFT 4.51 4.50 13 Oct '17 0.439 0.22 192 15 Dec '17 0.548 0.44 50 -0.00 0.11 -0.22
40 TWTR 16.85 17.00 6 Oct '17 0.330 0.27 251 15 Dec '17 0.438 1.29 206 -0.00 0.11 -1.02
41 AMKR 10.55 11.00 20 Oct '17 0.310 0.25 10 15 Dec '17 0.418 0.55 4 -0.00 0.11 -0.30
42 UA 15.07 15.00 6 Oct '17 0.308 0.45 28 15 Dec '17 0.416 1.15 11 -0.00 0.11 -0.70
43 HIMX 10.42 10.00 6 Oct '17 0.525 0.65 1 15 Dec '17 0.632 1.35 29 -0.00 0.11 -0.70
44 TWTR 16.85 17.00 20 Oct '17 0.333 0.49 3,706 15 Dec '17 0.438 1.29 206 -0.00 0.11 -0.80
45 NUGT 32.62 33.00 6 Oct '17 0.635 1.11 208 15 Dec '17 0.740 4.20 1 -0.00 0.10 -3.09
46 WLL 5.53 5.50 6 Oct '17 0.582 0.24 302 15 Dec '17 0.685 0.69 43 -0.00 0.10 -0.45
47 SQ 28.49 28.00 20 Oct '17 0.328 1.20 1,084 15 Dec '17 0.431 2.45 1 -0.00 0.10 -1.25
48 FNSR 22.02 22.00 20 Oct '17 0.413 0.95 36 15 Dec '17 0.515 2.00 50 -0.00 0.10 -1.05
49 OPK 6.94 7.00 27 Oct '17 0.388 0.35 371 15 Dec '17 0.490 0.55 356 -0.00 0.10 -0.20
50 TWTR 16.85 17.00 13 Oct '17 0.337 0.40 16 15 Dec '17 0.438 1.29 206 -0.00 0.10 -0.89
51 ANF 14.41 14.00 20 Oct '17 0.400 0.83 2 15 Dec '17 0.500 1.38 2 -0.00 0.10 -0.55
52 GIII 29.25 30.00 20 Oct '17 0.409 0.90 2 15 Dec '17 0.510 2.35 37 -0.00 0.10 -1.45
53 FEYE 16.82 17.00 13 Oct '17 0.303 0.35 1 15 Dec '17 0.403 1.13 8 -0.00 0.10 -0.78
54 TEVA 17.16 17.50 13 Oct '17 0.395 0.48 240 15 Dec '17 0.495 1.29 529 -0.00 0.10 -0.81
55 ADXS 4.26 5.00 17 Nov '17 0.914 0.40 4 19 Jan '18 1.014 0.50 15 -0.00 0.10 -0.10
56 TZA 13.73 14.00 3 Nov '17 0.348 0.53 5 19 Jan '18 0.448 1.15 50 -0.00 0.10 -0.62
57 VOD 28.06 28.00 20 Oct '17 0.153 0.48 6 15 Dec '17 0.252 0.77 28 -0.00 0.10 -0.29
58 IAG 6.66 6.00 20 Oct '17 0.383 0.75 71 15 Dec '17 0.478 0.90 4 -0.00 0.10 -0.15
59 FEYE 16.82 17.00 27 Oct '17 0.308 0.60 8 15 Dec '17 0.403 1.13 8 -0.00 0.09 -0.53
60 NFLX 180.70 180.00 6 Oct '17 0.266 3.25 1,051 15 Dec '17 0.360 12.20 99 -0.00 0.09 -8.95
61 SNY 49.40 50.00 20 Oct '17 0.151 0.55 4 15 Dec '17 0.244 1.25 94 -0.00 0.09 -0.70
62 HIMX 10.42 10.00 20 Oct '17 0.539 0.80 62 15 Dec '17 0.632 1.35 29 -0.00 0.09 -0.55
63 KN 15.35 15.00 20 Oct '17 0.287 0.65 3 15 Dec '17 0.380 1.20 1 -0.00 0.09 -0.55
64 FEYE 16.82 17.00 20 Oct '17 0.311 0.46 46 15 Dec '17 0.403 1.13 8 -0.00 0.09 -0.67
65 SQ 28.49 29.00 20 Oct '17 0.331 0.75 239 15 Dec '17 0.423 1.95 24 -0.00 0.09 -1.20
66 VXX 39.93 40.00 20 Oct '17 0.572 2.22 537 15 Dec '17 0.664 4.80 185 -0.00 0.09 -2.58
67 URBN 23.93 24.00 20 Oct '17 0.398 1.00 41 15 Dec '17 0.490 2.00 22 -0.00 0.09 -1.00
68 LULU 60.27 60.00 20 Oct '17 0.287 1.93 121 15 Dec '17 0.378 4.20 16 -0.00 0.09 -2.27
69 AVAV 53.64 55.00 20 Oct '17 0.323 1.20 162 15 Dec '17 0.413 3.20 9 -0.00 0.09 -2.00
70 NFLX 180.70 180.00 13 Oct '17 0.270 4.45 697 15 Dec '17 0.360 12.20 99 -0.00 0.09 -7.75
71 LITE 55.20 55.00 13 Oct '17 0.522 2.50 1 15 Dec '17 0.611 6.10 1 -0.00 0.09 -3.60
72 PLUG 2.62 3.00 19 Jan '18 0.594 0.29 28 16 Mar '18 0.683 0.30 1 -0.00 0.09 -0.01
73 VEEV 56.37 60.00 20 Oct '17 0.294 0.55 53 15 Dec '17 0.383 2.40 37 -0.00 0.09 -1.85
74 SNAP 14.45 14.00 20 Oct '17 0.482 0.96 338 15 Dec '17 0.570 1.68 31 -0.00 0.09 -0.72
75 HPQ 19.97 20.00 6 Oct '17 0.156 0.19 87 15 Dec '17 0.244 0.81 65 -0.00 0.09 -0.62
76 NTRI 54.65 55.00 20 Oct '17 0.329 1.70 16 15 Dec '17 0.416 3.80 1 -0.00 0.09 -2.10
77 ERX 29.99 30.00 20 Oct '17 0.366 1.15 234 15 Dec '17 0.452 2.35 1 -0.00 0.09 -1.20
78 UNG 6.58 7.00 3 Nov '17 0.345 0.14 19 19 Jan '18 0.430 0.45 1,038 -0.00 0.08 -0.31
79 STX 32.98 33.00 6 Oct '17 0.298 0.61 10 15 Dec '17 0.382 2.19 1 -0.00 0.08 -1.58
80 WFT 4.51 4.50 20 Oct '17 0.465 0.22 1,678 15 Dec '17 0.548 0.44 50 -0.00 0.08 -0.22
81 LITE 55.20 55.00 20 Oct '17 0.528 3.10 12 15 Dec '17 0.611 6.10 1 -0.00 0.08 -3.00
82 VXX 39.93 40.00 27 Oct '17 0.582 2.66 123 15 Dec '17 0.664 4.80 185 -0.00 0.08 -2.14
83 LITE 55.20 55.00 6 Oct '17 0.530 2.00 2 15 Dec '17 0.611 6.10 1 -0.00 0.08 -4.10
84 MIK 22.21 22.50 20 Oct '17 0.280 0.60 42 15 Dec '17 0.361 1.25 137 -0.00 0.08 -0.65
85 UCTT 30.32 30.00 20 Oct '17 0.503 1.75 298 15 Dec '17 0.582 3.20 213 -0.00 0.08 -1.45
86 GBX 48.40 50.00 20 Oct '17 0.226 0.55 155 15 Dec '17 0.305 2.00 5 -0.00 0.08 -1.45
87 ERX 29.99 30.00 13 Oct '17 0.373 1.00 10 15 Dec '17 0.452 2.35 1 -0.00 0.08 -1.35
88 CY 14.74 14.00 20 Oct '17 0.307 0.95 35 15 Dec '17 0.387 1.35 83 -0.00 0.08 -0.40
89 NUGT 32.62 33.00 20 Oct '17 0.662 2.00 25 15 Dec '17 0.740 4.20 1 -0.00 0.08 -2.20
90 BURL 95.00 100.00 20 Oct '17 0.239 0.70 10 15 Dec '17 0.317 3.40 5 -0.00 0.08 -2.70
91 TEVA 17.16 17.50 20 Oct '17 0.417 0.60 1,443 15 Dec '17 0.495 1.29 529 -0.00 0.08 -0.69
92 OCLR 8.71 9.00 13 Oct '17 0.498 0.30 42 15 Dec '17 0.575 0.75 20 -0.00 0.08 -0.45
93 BUFF 28.55 30.00 20 Oct '17 0.218 0.20 24 15 Dec '17 0.295 0.90 8 -0.00 0.08 -0.70
94 ERX 29.99 30.00 6 Oct '17 0.375 0.75 32 15 Dec '17 0.452 2.35 1 -0.00 0.08 -1.60
95 WEB 24.95 25.00 20 Oct '17 0.286 0.75 1 15 Dec '17 0.363 1.55 162 -0.00 0.08 -0.80
96 TEVA 17.16 17.50 6 Oct '17 0.419 0.33 1,216 15 Dec '17 0.495 1.29 529 -0.00 0.08 -0.96
97 CMTL 17.61 20.00 17 Nov '17 0.313 0.35 77 19 Jan '18 0.388 0.55 8 -0.00 0.08 -0.20
98 SPXS 36.70 37.00 20 Oct '17 0.219 0.70 23 15 Dec '17 0.294 1.75 20 -0.00 0.08 -1.05
99 ALRM 45.04 45.00 20 Oct '17 0.307 1.45 28 15 Dec '17 0.382 2.90 21 -0.00 0.08 -1.45
100 LOGI 36.44 36.00 20 Oct '17 0.234 1.10 2 15 Dec '17 0.309 2.25 2 -0.00 0.07 -1.15
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.