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 March 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 ITEK 2.15 2.50 19 May '17 1.019 0.30 40 21 Jul '17 1.632 0.40 61 -0.00 0.61 -0.10
2 ADAP 5.31 5.00 21 Apr '17 0.206 0.50 18 16 Jun '17 0.695 0.75 9 -0.00 0.49 -0.25
3 TXMD 7.06 7.50 21 Apr '17 0.611 0.35 20 16 Jun '17 0.905 0.85 19 -0.00 0.29 -0.50
4 DVAX 6.05 7.00 19 May '17 0.878 0.65 10 21 Jul '17 1.146 1.10 10 -0.00 0.27 -0.45
5 GNC 7.34 7.50 21 Apr '17 0.655 0.50 42 16 Jun '17 0.829 1.00 1 -0.00 0.17 -0.50
6 SWIR 26.35 25.00 21 Apr '17 0.367 1.95 48 16 Jun '17 0.521 3.00 24 -0.00 0.15 -1.05
7 RUSS 6.05 6.00 21 Apr '17 0.584 0.45 10 16 Jun '17 0.736 0.70 2 -0.00 0.15 -0.25
8 SYT 88.21 90.00 21 Apr '17 0.091 0.25 5 16 Jun '17 0.238 2.15 35 -0.00 0.15 -1.90
9 FOLD 7.21 8.00 19 May '17 0.575 0.40 10 21 Jul '17 0.717 0.75 8 -0.00 0.14 -0.35
10 VXX 15.52 16.00 7 Apr '17 0.489 0.26 4,128 16 Jun '17 0.631 1.57 43 -0.00 0.14 -1.31
11 KEM 11.65 11.00 21 Apr '17 0.408 1.05 100 16 Jun '17 0.549 1.30 2 -0.00 0.14 -0.25
12 VXX 15.52 16.00 13 Apr '17 0.491 0.40 235 16 Jun '17 0.631 1.57 43 -0.00 0.14 -1.17
13 AINV 6.47 6.00 21 Apr '17 0.261 0.55 10 16 Jun '17 0.400 0.35 10 1.00 0.14 0.20
14 ANW 12.00 12.50 21 Apr '17 0.344 0.30 9 16 Jun '17 0.479 0.70 10 -0.00 0.13 -0.40
15 ANF 12.24 12.00 21 Apr '17 0.413 0.65 32 16 Jun '17 0.544 1.19 65 -0.00 0.13 -0.54
16 FEYE 12.82 13.00 13 Apr '17 0.390 0.38 309 16 Jun '17 0.520 1.13 113 -0.00 0.13 -0.75
17 FEYE 12.82 13.00 21 Apr '17 0.391 0.43 83 16 Jun '17 0.520 1.13 113 -0.00 0.13 -0.70
18 ARRY 9.08 9.00 21 Apr '17 0.632 0.80 120 16 Jun '17 0.758 1.00 9 -0.00 0.13 -0.20
19 ETSY 10.40 10.00 21 Apr '17 0.366 0.65 35 16 Jun '17 0.492 1.05 10 -0.00 0.13 -0.40
20 CS 15.08 15.00 21 Apr '17 0.284 0.55 2 16 Jun '17 0.409 0.70 2 -0.00 0.12 -0.15
21 SNY 44.85 44.00 21 Apr '17 0.146 1.35 1 16 Jun '17 0.269 1.60 6 -0.00 0.12 -0.25
22 SEDG 15.50 15.00 21 Apr '17 0.407 0.95 48 16 Jun '17 0.529 1.55 26 -0.00 0.12 -0.60
23 DY 93.04 95.00 21 Apr '17 0.240 1.55 134 16 Jun '17 0.362 5.20 1 -0.00 0.12 -3.65
24 WLL 9.18 9.00 7 Apr '17 0.523 0.41 53 16 Jun '17 0.641 1.16 157 -0.00 0.12 -0.75
25 VXX 15.52 16.00 21 Apr '17 0.513 0.58 1,579 16 Jun '17 0.631 1.57 43 -0.00 0.12 -0.99
26 ANF 12.24 12.00 28 Apr '17 0.427 0.77 1 16 Jun '17 0.544 1.19 65 -0.00 0.12 -0.42
27 CIEN 23.73 24.00 7 Apr '17 0.247 0.29 103 16 Jun '17 0.363 1.43 7 -0.00 0.12 -1.14
28 ETE 19.42 19.00 7 Apr '17 0.248 0.60 25 16 Jun '17 0.364 1.33 10 -0.00 0.12 -0.73
29 CLD 4.57 5.00 21 Apr '17 0.622 0.15 6 16 Jun '17 0.731 0.40 1 -0.00 0.11 -0.25
30 SQ 17.32 17.00 21 Apr '17 0.281 0.75 57 16 Jun '17 0.389 1.35 5 -0.00 0.11 -0.60
31 S 8.52 9.00 28 Apr '17 0.342 0.21 20 16 Jun '17 0.449 0.49 1,731 -0.00 0.11 -0.28
32 AKS 7.23 7.00 13 Apr '17 0.485 0.43 3 16 Jun '17 0.591 0.87 281 -0.00 0.11 -0.44
33 TASR 23.22 23.00 13 Apr '17 0.267 0.70 200 16 Jun '17 0.372 1.60 10 -0.00 0.10 -0.90
34 CIEN 23.73 24.00 21 Apr '17 0.259 0.51 417 16 Jun '17 0.363 1.43 7 -0.00 0.10 -0.92
35 SWIR 26.35 30.00 21 Apr '17 0.404 0.15 361 16 Jun '17 0.508 1.15 55 -0.00 0.10 -1.00
36 TASR 23.22 23.00 21 Apr '17 0.269 0.80 61 16 Jun '17 0.372 1.60 10 -0.00 0.10 -0.80
37 ANF 12.24 12.00 7 Apr '17 0.441 0.46 34 16 Jun '17 0.544 1.19 65 -0.00 0.10 -0.73
38 NUS 55.32 55.00 7 Apr '17 0.294 1.25 1 16 Jun '17 0.396 3.80 1 -0.00 0.10 -2.55
39 QSII 15.17 15.00 21 Apr '17 0.236 0.55 20 16 Jun '17 0.336 0.90 1 -0.00 0.10 -0.35
40 EXTR 7.38 7.50 21 Apr '17 0.490 0.35 240 16 Jun '17 0.590 0.60 944 -0.00 0.10 -0.25
41 AKS 7.23 7.00 21 Apr '17 0.492 0.48 140 16 Jun '17 0.591 0.87 281 -0.00 0.10 -0.39
42 FEYE 12.82 13.00 7 Apr '17 0.422 0.27 132 16 Jun '17 0.520 1.13 113 -0.00 0.10 -0.86
43 NUS 55.32 55.00 21 Apr '17 0.298 1.90 22 16 Jun '17 0.396 3.80 1 -0.00 0.10 -1.90
44 SSYS 20.29 20.00 21 Apr '17 0.352 0.95 115 16 Jun '17 0.449 1.75 4 -0.00 0.10 -0.80
45 MBI 8.43 8.00 7 Apr '17 0.333 0.63 200 16 Jun '17 0.430 0.83 6 -0.00 0.10 -0.20
46 THO 96.79 95.00 21 Apr '17 0.244 3.60 2 16 Jun '17 0.340 6.60 7 -0.00 0.10 -3.00
47 TASR 23.22 23.00 7 Apr '17 0.278 0.55 120 16 Jun '17 0.372 1.60 10 -0.00 0.09 -1.05
48 FSLR 27.47 27.50 21 Apr '17 0.347 0.97 286 16 Jun '17 0.441 2.12 27 -0.00 0.09 -1.15
49 BBY 48.59 49.00 21 Apr '17 0.245 1.00 176 16 Jun '17 0.337 2.64 3 -0.00 0.09 -1.64
50 VIAV 10.80 10.00 21 Apr '17 0.319 0.93 150 16 Jun '17 0.409 1.24 15 -0.00 0.09 -0.31
51 WLL 9.18 9.00 21 Apr '17 0.550 0.60 224 16 Jun '17 0.641 1.16 157 -0.00 0.09 -0.56
52 AKS 7.23 7.00 7 Apr '17 0.501 0.36 135 16 Jun '17 0.591 0.87 281 -0.00 0.09 -0.51
53 SYNA 49.70 50.00 13 Apr '17 0.339 1.30 200 16 Jun '17 0.429 3.60 1 -0.00 0.09 -2.30
54 URBN 24.46 24.00 21 Apr '17 0.350 1.20 2 16 Jun '17 0.439 2.10 5 -0.00 0.09 -0.90
55 LOCO 12.10 12.00 7 Apr '17 0.275 0.30 50 16 Jun '17 0.363 0.80 6 -0.00 0.09 -0.50
56 NOK 5.33 5.00 19 May '17 0.373 0.51 124 21 Jul '17 0.461 0.48 25 1.00 0.09 0.03
57 NVDA 109.40 110.00 21 Apr '17 0.298 2.97 5,489 16 Jun '17 0.385 7.40 1,106 -0.00 0.09 -4.43
58 FMSA 7.31 7.50 21 Apr '17 0.605 0.40 60 16 Jun '17 0.692 0.80 5 -0.00 0.09 -0.40
59 TWTR 14.92 15.00 21 Apr '17 0.320 0.44 1,258 16 Jun '17 0.405 1.06 534 -0.00 0.09 -0.62
60 ALRM 30.00 30.00 21 Apr '17 0.357 1.10 34 16 Jun '17 0.443 2.15 2 -0.00 0.09 -1.05
61 BBY 48.59 49.00 7 Apr '17 0.252 0.58 23 16 Jun '17 0.337 2.64 3 -0.00 0.09 -2.06
62 NVDA 109.40 110.00 7 Apr '17 0.300 1.92 6,424 16 Jun '17 0.385 7.40 1,106 -0.00 0.09 -5.48
63 NE 6.21 6.00 7 Apr '17 0.517 0.33 36 16 Jun '17 0.602 0.75 13 -0.00 0.08 -0.42
64 TMV 22.60 22.00 21 Apr '17 0.226 1.05 4 16 Jun '17 0.310 1.55 4 -0.00 0.08 -0.50
65 EBAY 33.70 34.00 7 Apr '17 0.159 0.20 50 16 Jun '17 0.243 1.34 56 -0.00 0.08 -1.14
66 S 8.52 9.00 21 Apr '17 0.365 0.14 837 16 Jun '17 0.449 0.49 1,731 -0.00 0.08 -0.35
67 SYNA 49.70 50.00 7 Apr '17 0.346 1.00 378 16 Jun '17 0.429 3.60 1 -0.00 0.08 -2.60
68 NVDA 109.40 110.00 13 Apr '17 0.302 2.34 314 16 Jun '17 0.385 7.40 1,106 -0.00 0.08 -5.06
69 MXL 27.98 25.00 21 Apr '17 0.366 3.30 20 16 Jun '17 0.449 3.90 13 -0.00 0.08 -0.60
70 BBY 48.59 49.00 28 Apr '17 0.255 1.26 2 16 Jun '17 0.337 2.64 3 -0.00 0.08 -1.38
71 ASNA 4.31 4.00 21 Apr '17 0.544 0.45 90 16 Jun '17 0.627 0.60 1 -0.00 0.08 -0.15
72 CLF 8.27 8.00 7 Apr '17 0.525 0.45 606 16 Jun '17 0.607 1.02 12 -0.00 0.08 -0.57
73 BMY 55.36 55.00 21 Apr '17 0.147 1.09 269 16 Jun '17 0.227 2.45 216 -0.00 0.08 -1.36
74 GTLS 34.81 35.00 21 Apr '17 0.319 1.10 3 16 Jun '17 0.399 2.30 10 -0.00 0.08 -1.20
75 PAY 19.20 20.00 19 May '17 0.233 0.40 2 21 Jul '17 0.312 0.90 6 -0.00 0.08 -0.50
76 TTWO 58.90 60.00 21 Apr '17 0.210 0.85 16 16 Jun '17 0.288 2.45 2 -0.00 0.08 -1.60
77 CRM 82.56 82.50 7 Apr '17 0.181 0.97 40 16 Jun '17 0.260 3.90 35 -0.00 0.08 -2.93
78 P 11.72 12.00 21 Apr '17 0.402 0.37 30 16 Jun '17 0.480 0.87 1 -0.00 0.08 -0.50
79 HPJ 4.10 5.00 19 May '17 0.661 0.30 1 21 Jul '17 0.739 0.30 32 1.00 0.08  0
80 FNGN 42.60 45.00 21 Apr '17 0.259 0.40 10 16 Jun '17 0.337 1.45 2 -0.00 0.08 -1.05
81 NTAP 41.90 42.00 13 Apr '17 0.183 0.61 10 16 Jun '17 0.260 1.92 14 -0.00 0.08 -1.31
82 CLF 8.27 8.00 21 Apr '17 0.529 0.59 312 16 Jun '17 0.607 1.02 12 -0.00 0.08 -0.43
83 ETE 19.42 19.00 21 Apr '17 0.286 0.80 2,311 16 Jun '17 0.364 1.33 10 -0.00 0.08 -0.53
84 DECK 59.68 60.00 21 Apr '17 0.299 1.70 2 16 Jun '17 0.376 3.80 4 -0.00 0.08 -2.10
85 EBAY 33.70 34.00 13 Apr '17 0.166 0.34 2 16 Jun '17 0.243 1.34 56 -0.00 0.08 -1.00
86 JBLU 20.73 20.00 21 Apr '17 0.267 1.05 13 16 Jun '17 0.343 1.55 42 -0.00 0.08 -0.50
87 NVDA 109.40 110.00 28 Apr '17 0.309 3.55 110 16 Jun '17 0.385 7.40 1,106 -0.00 0.08 -3.85
88 GLNG 28.26 30.00 21 Apr '17 0.345 0.40 11 16 Jun '17 0.421 1.45 23 -0.00 0.08 -1.05
89 JACK 101.80 100.00 21 Apr '17 0.186 2.95 63 16 Jun '17 0.262 5.80 9 -0.00 0.08 -2.85
90 CDE 7.86 8.00 21 Apr '17 0.484 0.35 55 16 Jun '17 0.560 0.70 1 -0.00 0.08 -0.35
91 VNDA 14.15 14.00 21 Apr '17 0.415 0.95 8 16 Jun '17 0.491 1.20 9 -0.00 0.08 -0.25
92 SPLK 62.64 62.50 21 Apr '17 0.290 1.95 6 16 Jun '17 0.366 4.10 10 -0.00 0.08 -2.15
93 DSX 4.68 5.00 21 Apr '17 0.595 0.20 202 16 Jun '17 0.670 0.35 321 -0.00 0.08 -0.15
94 P 11.72 12.00 7 Apr '17 0.404 0.20 39 16 Jun '17 0.480 0.87 1 -0.00 0.08 -0.67
95 TEVA 32.71 32.50 7 Apr '17 0.219 0.59 13 16 Jun '17 0.294 1.69 199 -0.00 0.08 -1.10
96 EA 90.26 90.00 7 Apr '17 0.175 1.16 158 16 Jun '17 0.250 4.20 133 -0.00 0.07 -3.04
97 CLF 8.27 8.00 13 Apr '17 0.532 0.52 63 16 Jun '17 0.607 1.02 12 -0.00 0.07 -0.50
98 NTAP 41.90 42.00 21 Apr '17 0.186 0.76 33 16 Jun '17 0.260 1.92 14 -0.00 0.07 -1.16
99 CRM 82.56 82.50 13 Apr '17 0.186 1.33 1 16 Jun '17 0.260 3.90 35 -0.00 0.07 -2.57
100 CERN 59.17 60.00 21 Apr '17 0.164 0.70 194 16 Jun '17 0.237 2.15 4 -0.00 0.07 -1.45
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.