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 July 30, 2019. 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 NBRV 2.39 2.50 16 Aug '19 0.904 0.15 112 18 Oct '19 1.341 0.50 73 -0.00 0.44 -0.35
2 SIG 18.09 18.00 9 Aug '19 0.381 0.60 6 18 Oct '19 0.600 2.05 1 -0.00 0.22 -1.45
3 SIG 18.09 18.00 2 Aug '19 0.387 0.35 15 18 Oct '19 0.600 2.05 1 -0.00 0.21 -1.70
4 SLDB 5.94 5.00 16 Aug '19 1.124 1.30 14 18 Oct '19 1.320 1.65 6 -0.00 0.20 -0.35
5 SIG 18.09 18.00 16 Aug '19 0.421 0.75 2 18 Oct '19 0.600 2.05 1 -0.00 0.18 -1.30
6 ITCI 8.52 7.50 20 Sep '19 0.885 1.75 1 15 Nov '19 1.058 2.25 12 -0.00 0.17 -0.50
7 SBGL 5.34 5.00 16 Aug '19 0.408 0.45 25 18 Oct '19 0.572 0.65 64 -0.00 0.16 -0.20
8 AUPH 6.37 6.00 20 Sep '19 0.355 0.75 4 15 Nov '19 0.518 0.80 10 -0.00 0.16 -0.05
9 AMRN 18.44 18.00 16 Aug '19 0.628 1.35 299 18 Oct '19 0.788 2.77 133 -0.00 0.16 -1.42
10 AUPH 6.37 6.00 16 Aug '19 0.274 0.55 7 18 Oct '19 0.424 0.60 4 -0.00 0.15 -0.05
11 AMRN 18.44 18.00 23 Aug '19 0.645 1.63 29 18 Oct '19 0.788 2.77 133 -0.00 0.14 -1.14
12 KPTI 8.88 10.00 20 Sep '19 0.699 0.65 2 15 Nov '19 0.835 1.00 10 -0.00 0.14 -0.35
13 GME 4.03 4.00 9 Aug '19 0.545 0.20 10 18 Oct '19 0.680 0.50 163 -0.00 0.13 -0.30
14 I 21.86 21.00 18 Oct '19 0.743 3.60 7 20 Dec '19 0.875 5.00 9 -0.00 0.13 -1.40
15 SIG 18.09 18.00 30 Aug '19 0.469 1.10 10 18 Oct '19 0.600 2.05 1 -0.00 0.13 -0.95
16 GME 4.03 4.00 16 Aug '19 0.563 0.22 197 18 Oct '19 0.680 0.50 163 -0.00 0.12 -0.28
17 ITCI 8.52 7.50 16 Aug '19 0.885 1.40 235 18 Oct '19 1.000 1.95 218 -0.00 0.11 -0.55
18 I 21.86 21.00 16 Aug '19 0.634 1.75 23 18 Oct '19 0.743 3.30 7 -0.00 0.11 -1.55
19 ROKU 105.76 105.00 2 Aug '19 0.564 2.63 6,126 18 Oct '19 0.670 13.45 97 -0.00 0.11 -10.82
20 I 21.86 22.00 16 Aug '19 0.632 1.20 43 18 Oct '19 0.738 2.80 37 -0.00 0.11 -1.60
21 AMRN 18.44 18.00 9 Aug '19 0.683 1.15 352 18 Oct '19 0.788 2.77 133 -0.00 0.10 -1.62
22 RAD 6.89 7.00 9 Aug '19 0.592 0.30 100 18 Oct '19 0.690 0.70 3 -0.00 0.10 -0.40
23 NAV 32.00 32.00 16 Aug '19 0.363 1.15 1 18 Oct '19 0.458 2.50 10 -0.00 0.10 -1.35
24 WORK 32.58 30.00 16 Aug '19 0.436 3.00 52 18 Oct '19 0.525 4.40 25 -0.00 0.09 -1.40
25 ABEV 5.32 5.00 16 Aug '19 0.181 0.40 9 18 Oct '19 0.265 0.35 29 1.00 0.08 0.05
26 BBBY 9.39 10.00 20 Sep '19 0.532 0.53 162 15 Nov '19 0.614 0.98 338 -0.00 0.08 -0.45
27 CHGG 45.77 45.00 20 Sep '19 0.356 2.95 200 15 Nov '19 0.433 4.40 32 -0.00 0.08 -1.45
28 BBBY 9.39 9.00 20 Sep '19 0.548 1.02 57 15 Nov '19 0.623 1.39 35 -0.00 0.07 -0.37
29 MDR 6.52 6.00 20 Sep '19 0.754 1.05 1,804 15 Nov '19 0.828 1.30 204 -0.00 0.07 -0.25
30 CSIQ 21.18 21.00 9 Aug '19 0.435 0.75 25 18 Oct '19 0.508 2.00 15 -0.00 0.07 -1.25
31 FIZZ 43.22 45.00 16 Aug '19 0.408 0.90 79 18 Oct '19 0.481 3.00 74 -0.00 0.07 -2.10
32 TEVA 7.91 8.00 2 Aug '19 0.577 0.13 2,719 18 Oct '19 0.649 0.90 110 -0.00 0.07 -0.77
33 TSLA 242.26 240.00 6 Sep '19 0.434 14.80 100 15 Nov '19 0.505 27.55 71 -0.00 0.07 -12.75
34 NFLX 325.93 325.00 30 Aug '19 0.309 12.35 95 18 Oct '19 0.378 23.40 71 -0.00 0.07 -11.05
35 CTL 12.11 12.00 2 Aug '19 0.268 0.20 1,917 18 Oct '19 0.337 0.77 98 -0.00 0.07 -0.57
36 TWTR 41.00 41.00 18 Oct '19 0.348 2.76 46 20 Dec '19 0.416 4.20 2 -0.00 0.07 -1.44
37 PDD 21.95 21.00 16 Aug '19 0.400 1.40 87 18 Oct '19 0.468 2.30 281 -0.00 0.07 -0.90
38 ARQL 10.37 10.00 16 Aug '19 0.740 0.90 1,022 18 Oct '19 0.808 1.65 4 -0.00 0.07 -0.75
39 ANF 18.78 19.00 16 Aug '19 0.455 0.65 5 18 Oct '19 0.522 1.73 40 -0.00 0.07 -1.08
40 BBBY 9.39 10.00 6 Sep '19 0.547 0.46 2 15 Nov '19 0.614 0.98 338 -0.00 0.07 -0.52
41 NFLX 325.93 325.00 23 Aug '19 0.312 10.95 126 18 Oct '19 0.378 23.40 71 -0.00 0.07 -12.45
42 ADSK 160.29 160.00 16 Aug '19 0.286 4.15 77 18 Oct '19 0.352 10.65 3 -0.00 0.07 -6.50
43 HMY 2.64 2.00 20 Sep '19 0.458 0.75 5 15 Nov '19 0.523 0.65 60 1.00 0.06 0.10
44 NFLX 325.93 325.00 16 Aug '19 0.315 9.35 898 18 Oct '19 0.378 23.40 71 -0.00 0.06 -14.05
45 CGNX 46.11 50.00 20 Sep '19 0.270 0.65 31 15 Nov '19 0.334 1.70 7 -0.00 0.06 -1.05
46 TSLA 242.26 240.00 20 Sep '19 0.442 17.45 1,796 15 Nov '19 0.505 27.55 71 -0.00 0.06 -10.10
47 WORK 32.58 35.00 16 Aug '19 0.450 0.45 1,177 18 Oct '19 0.513 2.10 89 -0.00 0.06 -1.65
48 ADSK 160.29 160.00 9 Aug '19 0.291 3.25 53 18 Oct '19 0.352 10.65 3 -0.00 0.06 -7.40
49 SA 14.56 14.00 20 Sep '19 0.438 1.30 17 15 Nov '19 0.498 1.70 151 -0.00 0.06 -0.40
50 EBAY 41.38 41.00 6 Sep '19 0.189 1.24 1 15 Nov '19 0.249 2.44 15 -0.00 0.06 -1.20
51 KR 21.43 21.00 23 Aug '19 0.218 0.74 10 18 Oct '19 0.277 1.33 8 -0.00 0.06 -0.59
52 CHGG 45.77 50.00 20 Sep '19 0.344 1.00 328 15 Nov '19 0.402 2.25 82 -0.00 0.06 -1.25
53 CPRT 77.82 80.00 16 Aug '19 0.193 0.55 16 18 Oct '19 0.251 2.70 3 -0.00 0.06 -2.15
54 EBAY 41.38 41.00 20 Sep '19 0.192 1.41 38 15 Nov '19 0.249 2.44 15 -0.00 0.06 -1.03
55 CCL 47.38 47.50 30 Aug '19 0.182 1.00 10 18 Oct '19 0.238 2.05 39 -0.00 0.06 -1.05
56 RBS 5.46 5.00 15 Nov '19 0.273 0.65 2 17 Jan '20 0.329 0.65 32 1.00 0.06  0
57 DBX 23.80 24.00 2 Aug '19 0.346 0.25 71 18 Oct '19 0.401 1.65 15 -0.00 0.05 -1.40
58 ANF 18.78 19.00 23 Aug '19 0.469 1.05 15 18 Oct '19 0.522 1.73 40 -0.00 0.05 -0.68
59 DBD 14.13 15.00 20 Sep '19 0.564 0.90 3 15 Nov '19 0.618 1.50 11 -0.00 0.05 -0.60
60 NEO 23.90 25.00 20 Sep '19 0.389 1.15 11 15 Nov '19 0.442 1.80 73 -0.00 0.05 -0.65
61 WATT 4.28 5.00 20 Sep '19 0.810 0.35 358 15 Nov '19 0.863 0.45 289 -0.00 0.05 -0.10
62 EQM 39.64 40.00 16 Aug '19 0.102 0.30 11 18 Oct '19 0.155 0.90 10 -0.00 0.05 -0.60
63 NFLX 325.93 325.00 9 Aug '19 0.327 7.55 1,179 18 Oct '19 0.378 23.40 71 -0.00 0.05 -15.85
64 DELL 57.23 55.00 16 Aug '19 0.346 3.20 247 18 Oct '19 0.397 5.30 30 -0.00 0.05 -2.10
65 CRC 15.40 16.00 20 Sep '19 0.868 1.90 36 15 Nov '19 0.919 2.70 5 -0.00 0.05 -0.80
66 KR 21.43 21.00 16 Aug '19 0.227 0.68 33 18 Oct '19 0.277 1.33 8 -0.00 0.05 -0.65
67 RAD 6.89 7.00 16 Aug '19 0.640 0.48 49 18 Oct '19 0.690 0.70 3 -0.00 0.05 -0.22
68 EXEL 21.20 22.00 20 Sep '19 0.418 1.10 2,526 15 Nov '19 0.467 1.65 20 -0.00 0.05 -0.55
69 AA 23.04 23.00 30 Aug '19 0.337 1.00 20 18 Oct '19 0.386 1.65 8 -0.00 0.05 -0.65
70 EL 188.98 190.00 16 Aug '19 0.198 2.95 60 18 Oct '19 0.246 8.20 10 -0.00 0.05 -5.25
71 VKTX 7.63 8.00 20 Sep '19 0.568 0.55 69 15 Nov '19 0.615 0.85 121 -0.00 0.05 -0.30
72 FB 197.04 195.00 6 Sep '19 0.258 7.65 23 15 Nov '19 0.304 14.10 44 -0.00 0.05 -6.45
73 CSIQ 21.18 21.00 2 Aug '19 0.462 0.50 146 18 Oct '19 0.508 2.00 15 -0.00 0.05 -1.50
74 UFPI 41.30 40.00 16 Aug '19 0.308 1.95 1 18 Oct '19 0.353 3.30 15 -0.00 0.05 -1.35
75 HRB 27.86 28.00 16 Aug '19 0.215 0.50 10 18 Oct '19 0.260 1.25 20 -0.00 0.04 -0.75
76 ERIC 8.85 8.00 16 Aug '19 0.311 0.95 2 18 Oct '19 0.356 1.05 11 -0.00 0.04 -0.10
77 AA 23.04 23.00 23 Aug '19 0.341 0.90 10 18 Oct '19 0.386 1.65 8 -0.00 0.04 -0.75
78 STZ 200.95 200.00 30 Aug '19 0.212 5.60 21 18 Oct '19 0.257 10.00 21 -0.00 0.04 -4.40
79 CSX 70.21 70.00 20 Sep '19 0.193 2.18 55 15 Nov '19 0.237 3.65 35 -0.00 0.04 -1.47
80 CLF 11.18 11.00 6 Sep '19 0.378 0.65 1 15 Nov '19 0.421 1.09 4 -0.00 0.04 -0.44
81 AA 23.04 23.00 16 Aug '19 0.343 0.75 36 18 Oct '19 0.386 1.65 8 -0.00 0.04 -0.90
82 DELL 57.23 57.50 16 Aug '19 0.340 1.60 87 18 Oct '19 0.384 3.90 30 -0.00 0.04 -2.30
83 HPQ 21.54 22.00 16 Aug '19 0.207 0.21 33 18 Oct '19 0.249 0.79 16 -0.00 0.04 -0.58
84 FN 54.30 55.00 16 Aug '19 0.356 1.40 38 18 Oct '19 0.399 3.60 10 -0.00 0.04 -2.20
85 STZ 200.95 200.00 16 Aug '19 0.214 4.40 45 18 Oct '19 0.257 10.00 21 -0.00 0.04 -5.60
86 STZ 200.95 200.00 23 Aug '19 0.214 5.10 3 18 Oct '19 0.257 10.00 21 -0.00 0.04 -4.90
87 FB 197.04 195.00 20 Sep '19 0.262 8.90 393 15 Nov '19 0.304 14.10 44 -0.00 0.04 -5.20
88 WBA 55.40 55.00 30 Aug '19 0.187 1.44 78 18 Oct '19 0.229 2.56 10 -0.00 0.04 -1.12
89 ADBE 303.64 305.00 16 Aug '19 0.235 5.55 187 18 Oct '19 0.277 15.05 72 -0.00 0.04 -9.50
90 ORCL 57.49 57.50 23 Aug '19 0.178 1.06 13 18 Oct '19 0.219 2.35 10 -0.00 0.04 -1.29
91 CCL 47.38 47.50 23 Aug '19 0.197 0.95 4 18 Oct '19 0.238 2.05 39 -0.00 0.04 -1.10
92 RBS 5.46 5.00 20 Sep '19 0.233 0.55 2 15 Nov '19 0.273 0.55 2 1.00 0.04  0
93 CDNS 75.54 80.00 20 Sep '19 0.212 0.90 74 15 Nov '19 0.253 2.35 11 -0.00 0.04 -1.45
94 ORCL 57.49 57.50 16 Aug '19 0.178 0.89 57 18 Oct '19 0.219 2.35 10 -0.00 0.04 -1.46
95 MU 47.46 47.00 23 Aug '19 0.406 2.21 113 18 Oct '19 0.446 4.15 2,450 -0.00 0.04 -1.94
96 ORCL 57.49 57.50 30 Aug '19 0.179 1.21 3 18 Oct '19 0.219 2.35 10 -0.00 0.04 -1.14
97 ADBE 303.64 305.00 9 Aug '19 0.236 4.15 243 18 Oct '19 0.277 15.05 72 -0.00 0.04 -10.90
98 MU 47.46 47.00 30 Aug '19 0.406 2.49 49 18 Oct '19 0.446 4.15 2,450 -0.00 0.04 -1.66
99 TAL 32.16 33.00 20 Sep '19 0.374 1.50 20 15 Nov '19 0.414 2.50 14 -0.00 0.04 -1.00
100 SAH 27.72 30.00 20 Sep '19 0.344 0.70 10 15 Nov '19 0.384 1.30 30 -0.00 0.04 -0.60
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.