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 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 29, 2020. 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 SAVA 8.29 10.00 20 Mar '20 1.236 1.10 8 15 May '20 2.081 3.00 17 -0.00 0.84 -1.90
2 ZIOP 4.21 4.00 21 Feb '20 0.193 0.40 50 17 Apr '20 0.938 0.75 273 -0.00 0.75 -0.35
3 KALA 6.51 5.00 21 Feb '20 1.228 1.80 19 17 Apr '20 1.843 2.60 11 -0.00 0.62 -0.80
4 AMRN 19.31 19.00 7 Feb '20 0.566 0.88 227 17 Apr '20 0.932 3.20 10 -0.00 0.37 -2.32
5 AMRN 19.31 19.00 21 Feb '20 0.620 1.38 120 17 Apr '20 0.932 3.20 10 -0.00 0.31 -1.82
6 TUP 6.53 7.50 21 Feb '20 0.747 0.20 360 17 Apr '20 1.047 0.90 321 -0.00 0.30 -0.70
7 ZIOP 4.21 4.50 21 Feb '20 0.621 0.20 32 17 Apr '20 0.916 0.50 18 -0.00 0.30 -0.30
8 RAD 11.99 12.00 7 Feb '20 0.726 0.83 139 17 Apr '20 0.989 2.15 12 -0.00 0.26 -1.32
9 AMRN 19.31 19.00 14 Feb '20 0.690 1.43 73 17 Apr '20 0.932 3.20 10 -0.00 0.24 -1.77
10 ADMA 4.14 5.00 20 Mar '20 0.674 0.20 75 15 May '20 0.911 0.50 20 -0.00 0.24 -0.30
11 RAD 11.99 12.00 21 Feb '20 0.754 1.14 166 17 Apr '20 0.989 2.15 12 -0.00 0.23 -1.01
12 RAD 11.99 12.00 14 Feb '20 0.764 0.85 72 17 Apr '20 0.989 2.15 12 -0.00 0.22 -1.30
13 CONN 9.28 10.00 21 Feb '20 0.524 0.25 22 17 Apr '20 0.716 0.90 1 -0.00 0.19 -0.65
14 MNK 4.81 5.00 7 Feb '20 1.264 0.40 47 17 Apr '20 1.446 1.00 74 -0.00 0.18 -0.60
15 RMTI 2.78 3.00 20 Mar '20 0.715 0.40 2 15 May '20 0.893 0.40 37 1.00 0.18  0
16 GME 4.13 4.00 28 Feb '20 0.537 0.36 1 17 Apr '20 0.707 0.55 21 -0.00 0.17 -0.19
17 SPPI 2.67 3.00 20 Mar '20 0.871 0.25 36 15 May '20 1.035 0.45 320 -0.00 0.16 -0.20
18 SIG 26.33 26.00 7 Feb '20 0.472 1.05 12 17 Apr '20 0.625 3.00 5 -0.00 0.15 -1.95
19 GME 4.13 4.00 21 Feb '20 0.563 0.39 70 17 Apr '20 0.707 0.55 21 -0.00 0.14 -0.16
20 ZYNE 5.01 5.00 20 Mar '20 1.003 0.95 27 15 May '20 1.144 1.15 2 -0.00 0.14 -0.20
21 SIG 26.33 26.00 21 Feb '20 0.488 1.55 5 17 Apr '20 0.625 3.00 5 -0.00 0.14 -1.45
22 NTNX 32.25 32.50 21 Feb '20 0.469 1.55 26 17 Apr '20 0.603 3.30 6 -0.00 0.13 -1.75
23 CLSD 3.47 2.50 21 Feb '20 0.974 1.15 109 17 Apr '20 1.089 1.15 5 1.00 0.11  0
24 MAT 14.52 15.00 7 Feb '20 0.365 0.20 5 17 Apr '20 0.474 1.00 2 -0.00 0.11 -0.80
25 FTCH 11.33 12.00 21 Feb '20 0.585 0.45 65 17 Apr '20 0.695 1.05 32 -0.00 0.11 -0.60
26 SIG 26.33 26.00 14 Feb '20 0.516 1.35 1 17 Apr '20 0.625 3.00 5 -0.00 0.11 -1.65
27 OLLI 55.96 55.00 21 Feb '20 0.381 2.70 80 17 Apr '20 0.489 5.30 9 -0.00 0.11 -2.60
28 TREX 99.12 100.00 21 Feb '20 0.290 2.55 11 17 Apr '20 0.398 6.80 7 -0.00 0.11 -4.25
29 NTNX 32.25 32.50 14 Feb '20 0.500 1.30 20 17 Apr '20 0.603 3.30 6 -0.00 0.10 -2.00
30 TREX 99.12 95.00 21 Feb '20 0.314 5.70 3 17 Apr '20 0.413 9.50 3 -0.00 0.10 -3.80
31 VSLR 8.73 9.00 21 Feb '20 0.440 0.35 65 17 Apr '20 0.534 0.60 2 -0.00 0.09 -0.25
32 GME 4.13 4.00 14 Feb '20 0.615 0.29 1 17 Apr '20 0.707 0.55 21 -0.00 0.09 -0.26
33 GME 4.13 4.00 7 Feb '20 0.615 0.26 5 17 Apr '20 0.707 0.55 21 -0.00 0.09 -0.29
34 MOMO 30.53 31.00 21 Feb '20 0.472 1.30 28 17 Apr '20 0.564 2.85 1 -0.00 0.09 -1.55
35 CIEN 42.16 42.00 21 Feb '20 0.272 1.25 17 17 Apr '20 0.363 2.87 12 -0.00 0.09 -1.62
36 PI 34.76 35.00 21 Feb '20 0.492 1.75 322 17 Apr '20 0.582 3.50 3 -0.00 0.09 -1.75
37 UIS 9.76 10.00 21 Feb '20 0.465 0.40 2 17 Apr '20 0.554 0.85 5 -0.00 0.09 -0.45
38 CRBP 6.66 7.50 21 Feb '20 0.590 0.15 2 17 Apr '20 0.678 0.45 115 -0.00 0.09 -0.30
39 CIEN 42.16 42.00 7 Feb '20 0.280 0.86 11 17 Apr '20 0.363 2.87 12 -0.00 0.08 -2.01
40 CIEN 42.16 42.00 14 Feb '20 0.282 1.10 16 17 Apr '20 0.363 2.87 12 -0.00 0.08 -1.77
41 WORK 20.80 21.00 21 Feb '20 0.488 0.95 348 17 Apr '20 0.567 2.05 34 -0.00 0.08 -1.10
42 NTNX 32.25 32.50 7 Feb '20 0.528 1.00 61 17 Apr '20 0.603 3.30 6 -0.00 0.08 -2.30
43 MOMO 30.53 31.00 28 Feb '20 0.490 1.55 235 17 Apr '20 0.564 2.85 1 -0.00 0.07 -1.30
44 CRC 7.01 8.00 20 Mar '20 0.940 0.70 8 15 May '20 1.009 0.95 53 -0.00 0.07 -0.25
45 DELL 48.95 50.00 21 Feb '20 0.287 1.00 374 17 Apr '20 0.356 2.65 12 -0.00 0.07 -1.65
46 RUN 16.95 16.00 21 Feb '20 0.448 1.40 17 17 Apr '20 0.516 2.05 5 -0.00 0.07 -0.65
47 BIG 28.27 30.00 21 Feb '20 0.432 0.60 238 17 Apr '20 0.500 1.85 5 -0.00 0.07 -1.25
48 TDOC 103.48 105.00 21 Feb '20 0.415 3.80 171 17 Apr '20 0.482 8.50 128 -0.00 0.07 -4.70
49 TGT 114.27 115.00 28 Feb '20 0.190 2.21 7 17 Apr '20 0.256 5.05 62 -0.00 0.07 -2.84
50 ADSK 199.74 200.00 21 Feb '20 0.246 4.85 74 17 Apr '20 0.311 11.35 11 -0.00 0.07 -6.50
51 FTCH 11.33 11.00 21 Feb '20 0.601 0.90 22 17 Apr '20 0.666 1.50 10 -0.00 0.06 -0.60
52 BBBY 16.21 16.00 21 Feb '20 0.484 0.91 41 17 Apr '20 0.546 1.65 4 -0.00 0.06 -0.74
53 MTZ 58.20 60.00 21 Feb '20 0.287 1.05 31 17 Apr '20 0.348 2.90 3 -0.00 0.06 -1.85
54 TGT 114.27 115.00 21 Feb '20 0.197 1.94 502 17 Apr '20 0.256 5.05 62 -0.00 0.06 -3.11
55 XRAY 58.93 60.00 21 Feb '20 0.221 0.95 96 17 Apr '20 0.280 2.50 23 -0.00 0.06 -1.55
56 VBTX 28.12 30.00 21 Feb '20 0.281 0.30 70 17 Apr '20 0.340 0.95 947 -0.00 0.06 -0.65
57 HRB 23.75 24.00 21 Feb '20 0.205 0.40 108 17 Apr '20 0.263 1.00 1 -0.00 0.06 -0.60
58 BBBY 16.21 16.00 20 Mar '20 0.471 1.27 2 15 May '20 0.529 1.88 10 -0.00 0.06 -0.61
59 ADSK 199.74 200.00 14 Feb '20 0.255 4.20 8 17 Apr '20 0.311 11.35 11 -0.00 0.06 -7.15
60 BILI 22.38 22.50 21 Feb '20 0.498 1.10 182 17 Apr '20 0.554 2.20 11 -0.00 0.06 -1.10
61 DRI 119.21 120.00 21 Feb '20 0.168 1.70 1,250 17 Apr '20 0.223 4.40 44 -0.00 0.05 -2.70
62 BIG 28.27 27.50 21 Feb '20 0.467 1.80 426 17 Apr '20 0.521 3.00 18 -0.00 0.05 -1.20
63 MYL 22.10 22.50 7 Feb '20 0.377 0.38 464 17 Apr '20 0.430 1.40 117 -0.00 0.05 -1.02
64 STAR 14.78 15.00 21 Feb '20 0.164 0.20 53 17 Apr '20 0.217 0.45 20 -0.00 0.05 -0.25
65 WORK 20.80 21.00 14 Feb '20 0.514 0.85 109 17 Apr '20 0.567 2.05 34 -0.00 0.05 -1.20
66 GWRE 111.12 115.00 21 Feb '20 0.229 1.15 7 17 Apr '20 0.282 4.00 44 -0.00 0.05 -2.85
67 KR 27.45 27.00 28 Feb '20 0.208 0.93 2 17 Apr '20 0.261 1.53 8 -0.00 0.05 -0.60
68 BBBY 16.21 16.00 7 Feb '20 0.494 0.64 25 17 Apr '20 0.546 1.65 4 -0.00 0.05 -1.01
69 GTX 8.55 10.00 21 Feb '20 0.641 0.35 41 17 Apr '20 0.693 0.35 10 1.00 0.05  0
70 MEET 5.53 6.00 20 Mar '20 0.645 0.40 62 15 May '20 0.697 0.60 52 -0.00 0.05 -0.20
71 INFY 11.06 11.00 21 Feb '20 0.225 0.30 102 17 Apr '20 0.276 0.50 1 -0.00 0.05 -0.20
72 DCP 22.74 22.50 21 Feb '20 0.173 0.60 6 17 Apr '20 0.224 1.00 200 -0.00 0.05 -0.40
73 WGO 55.63 55.00 21 Feb '20 0.364 2.45 2 17 Apr '20 0.415 4.40 2 -0.00 0.05 -1.95
74 WORK 20.80 21.00 7 Feb '20 0.516 0.65 627 17 Apr '20 0.567 2.05 34 -0.00 0.05 -1.40
75 MRNA 20.55 22.50 21 Feb '20 0.645 0.65 1,705 17 Apr '20 0.695 1.80 146 -0.00 0.05 -1.15
76 DOYU 8.00 10.00 20 Mar '20 0.694 0.30 1 15 May '20 0.744 0.50 40 -0.00 0.05 -0.20
77 IGT 13.72 14.00 21 Feb '20 0.362 0.40 3 17 Apr '20 0.409 0.85 109 -0.00 0.05 -0.45
78 EXPE 109.55 110.00 7 Feb '20 0.277 1.80 15 17 Apr '20 0.324 6.10 2 -0.00 0.05 -4.30
79 MTSI 30.72 35.00 20 Mar '20 0.424 0.75 17 15 May '20 0.470 1.50 2 -0.00 0.05 -0.75
80 ADSK 199.74 200.00 7 Feb '20 0.265 3.20 47 17 Apr '20 0.311 11.35 11 -0.00 0.05 -8.15
81 KBH 38.43 39.00 21 Feb '20 0.267 0.79 23 17 Apr '20 0.313 1.95 98 -0.00 0.05 -1.16
82 KR 27.45 27.00 21 Feb '20 0.215 0.86 8 17 Apr '20 0.261 1.53 8 -0.00 0.05 -0.67
83 DVAX 5.05 6.00 21 Feb '20 0.998 0.25 8 17 Apr '20 1.043 0.55 13 -0.00 0.05 -0.30
84 REGI 25.98 30.00 21 Feb '20 0.487 0.25 40 17 Apr '20 0.532 1.10 1 -0.00 0.05 -0.85
85 WORK 20.80 21.00 28 Feb '20 0.522 1.20 58 17 Apr '20 0.567 2.05 34 -0.00 0.04 -0.85
86 MYL 22.10 22.50 21 Feb '20 0.385 0.70 806 17 Apr '20 0.430 1.40 117 -0.00 0.04 -0.70
87 BHC 29.15 29.00 7 Feb '20 0.297 0.63 171 17 Apr '20 0.342 1.91 85 -0.00 0.04 -1.28
88 RIG 4.73 5.00 20 Mar '20 0.688 0.38 162 15 May '20 0.733 0.62 192 -0.00 0.04 -0.24
89 XRAY 58.93 57.50 21 Feb '20 0.244 2.40 4 17 Apr '20 0.288 3.80 2 -0.00 0.04 -1.40
90 LOW 120.42 120.00 21 Feb '20 0.210 2.78 58 17 Apr '20 0.254 5.85 53 -0.00 0.04 -3.07
91 KBH 38.43 38.00 21 Feb '20 0.274 1.29 24 17 Apr '20 0.318 2.46 92 -0.00 0.04 -1.17
92 RUN 16.95 17.00 21 Feb '20 0.456 0.80 26 17 Apr '20 0.499 1.50 1 -0.00 0.04 -0.70
93 TGT 114.27 115.00 7 Feb '20 0.213 1.22 2,719 17 Apr '20 0.256 5.05 62 -0.00 0.04 -3.83
94 MU 55.30 55.00 28 Feb '20 0.402 2.70 264 17 Apr '20 0.445 4.60 406 -0.00 0.04 -1.90
95 VKTX 6.40 7.00 20 Mar '20 0.739 0.50 43 15 May '20 0.781 0.80 24 -0.00 0.04 -0.30
96 TGT 114.27 115.00 14 Feb '20 0.215 1.74 915 17 Apr '20 0.256 5.05 62 -0.00 0.04 -3.31
97 MOMO 30.53 31.00 7 Feb '20 0.523 0.80 92 17 Apr '20 0.564 2.85 1 -0.00 0.04 -2.05
98 STZ 192.58 195.00 21 Feb '20 0.183 2.55 71 17 Apr '20 0.224 6.80 4 -0.00 0.04 -4.25
99 STZ 192.58 195.00 28 Feb '20 0.184 3.10 41 17 Apr '20 0.224 6.80 4 -0.00 0.04 -3.70
100 WFC 47.27 47.50 21 Feb '20 0.145 0.59 386 17 Apr '20 0.184 1.51 16,593 -0.00 0.04 -0.92
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.