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 Leg
LEG VOLUME
MONEYNESS
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from January 27, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 BCRX 6.45 603K 17 Mar '17 49 7.00 C 1.85 372 28.68 2.238 52.17%
2 BCRX 6.45 603K 17 Mar '17 49 6.00 C 2.12 41 25.89 2.222 38.57%
3 BCRX 6.45 603K 17 Feb '17 21 6.00 C 1.16 53 11.01 1.863 13.42%
4 OREX 3.34 202K 17 Feb '17 21 4.00 C 0.30 53 8.98 1.799 31.58%
5 BCRX 6.45 603K 17 Feb '17 21 7.00 C 0.83 164 12.87 1.711 24.56%
6 BCRX 6.45 603K 21 Apr '17 84 7.00 C 1.66 25 25.74 1.671 46.14%
7 SPHS 3.00 727K 17 Mar '17 49 5.00 C  0 50 0.00 1.643 66.67%
8 MFIN 2.72 266K 17 Feb '17 21 2.50 C 0.45 25 8.46 1.530 10.13%
9 EBIO 2.18 398K 17 Feb '17 21 2.50 C 0.10 15 4.59 1.511 20.19%
10 TRVN 6.59 242K 17 Mar '17 49 7.50 C 0.95 95 14.42 1.488 32.98%
11 TRVN 6.59 242K 17 Feb '17 21 7.50 C 0.45 12 6.83 1.477 22.15%
12 EXK 4.11 1.5M 17 Feb '17 21 2.50 C 1.50 36 -2.68 1.469 -4.21%
13 JNUG 8.36 45.2M 17 Mar '17 49 8.00 C 1.65 12 15.43 1.450 19.23%
14 BCEI 2.51 1.0M 21 Apr '17 84 5.00 C 0.05 5 1.99 1.447 103.25%
15 BCEI 2.51 1.0M 17 Feb '17 21 2.50 C 0.25 45 9.56 1.446 10.62%
16 NAK 3.00 6.1M 17 Feb '17 21 2.00 C 0.95 28 -1.67 1.444 -2.44%
17 JNUG 8.36 45.2M 3 Feb '17 7 8.50 C 0.55 1,440 6.58 1.436 8.83%
18 JNUG 8.36 45.2M 3 Feb '17 7 8.00 C 0.70 585 4.07 1.428 4.44%
19 JNUG 8.36 45.2M 21 Apr '17 84 8.00 C 2.25 16 22.61 1.409 30.93%
20 JNUG 8.36 45.2M 24 Feb '17 28 8.00 C 1.30 1 11.24 1.405 13.31%
21 JNUG 8.36 45.2M 17 Feb '17 21 8.00 C 1.20 159 10.05 1.400 11.73%
22 IMMU 4.65 1.5M 17 Feb '17 21 4.50 C 0.65 3 10.75 1.381 12.50%
23 BCEI 2.51 1.0M 21 Apr '17 84 2.50 C 0.40 1 15.54 1.369 18.48%
24 JNUG 8.36 45.2M 17 Feb '17 21 8.50 C 0.95 70 11.36 1.362 14.71%
25 JNUG 8.36 45.2M 3 Mar '17 35 8.00 C 1.45 86 13.04 1.358 15.77%
26 JNUG 8.36 45.2M 10 Feb '17 14 8.00 C 0.95 6 7.06 1.347 7.96%
27 IMMU 4.65 1.5M 17 Feb '17 21 5.00 C 0.40 5 8.60 1.325 17.65%
28 JNUG 8.36 45.2M 3 Mar '17 35 8.50 C 1.20 401 14.35 1.323 18.72%
29 JNUG 8.36 45.2M 10 Feb '17 14 8.50 C 0.70 27 8.37 1.322 10.97%
30 EBIO 2.18 398K 17 Mar '17 49 2.50 C 0.15 50 6.88 1.305 23.15%
31 EBIO 2.18 398K 19 May '17 112 2.50 C 0.25 8 11.47 1.279 29.53%
32 IMMU 4.65 1.5M 17 Mar '17 49 4.50 C 0.85 2 15.05 1.279 18.42%
33 TDW 2.46 2.9M 17 Feb '17 21 2.50 C 0.20 1,271 8.13 1.246 10.62%
34 NAK 3.00 6.1M 18 Aug '17 203 2.00 C 1.30 2 10.00 1.207 17.65%
35 UVXY 23.83 12.0M 17 Mar '17 49 24.00 C 3.95 117 16.58 1.198 20.72%
36 DUST 33.30 5.1M 3 Feb '17 7 33.50 C 2.00 38 6.01 1.193 7.03%
37 NAK 3.00 6.1M 17 Mar '17 49 4.00 C 0.20 93 6.67 1.183 42.86%
38 DUST 33.30 5.1M 3 Feb '17 7 33.00 C 2.05 78 5.26 1.173 5.60%
39 NUGT 10.20 42.3M 21 Apr '17 84 10.00 C 2.28 82 20.39 1.167 26.26%
40 NUGT 10.20 42.3M 17 Mar '17 49 10.00 C 1.80 516 15.69 1.165 19.05%
41 BCEI 2.51 1.0M 19 Jan '18 357 2.50 C 1.00 200 39.44 1.165 65.56%
42 TRVN 6.59 242K 16 Jun '17 140 7.50 C 1.50 120 22.76 1.157 47.35%
43 AUPH 3.22 7.0M 17 Mar '17 49 5.00 C 0.05 220 1.55 1.157 57.73%
44 NUGT 10.20 42.3M 16 Jun '17 140 10.00 C 2.90 130 26.47 1.156 36.99%
45 NAK 3.00 6.1M 18 Aug '17 203 3.00 C 0.85 130 28.33 1.153 39.53%
46 AVGR 2.75 1.2M 17 Mar '17 49 2.50 C 0.50 1 9.09 1.152 11.11%
47 GV 6.15 940K 17 Feb '17 21 5.00 C 1.20 6 0.81 1.151 1.01%
48 ADPT 7.79 501K 17 Feb '17 21 10.00 C 0.15 1 1.93 1.149 30.89%
49 ITCI 13.57 203K 17 Feb '17 21 15.00 C 0.85 19 6.26 1.147 17.92%
50 NUGT 10.20 42.3M 3 Mar '17 35 10.00 C 1.51 41 12.84 1.146 15.07%
51 NAK 3.00 6.1M 19 May '17 112 4.00 C 0.35 28 11.67 1.136 50.94%
52 NUGT 10.20 42.3M 17 Feb '17 21 10.00 C 1.18 614 9.61 1.133 10.86%
53 BIOA 3.94 644K 17 Feb '17 21 5.00 C  0 25 0.00 1.131 26.90%
54 CEMP 3.15 947K 17 Feb '17 21 3.50 C 0.10 4 3.17 1.130 14.75%
55 PIP 3.20 929K 17 Feb '17 21 2.50 C 0.70 26 -0.00 1.129 0.00%
56 RAD 6.93 85.7M 3 Feb '17 7 7.00 C 0.35 4,784 5.05 1.129 6.38%
57 CRBP 6.75 711K 17 Mar '17 49 7.50 C 0.70 513 10.37 1.129 23.97%
58 CLMT 4.20 335K 18 Aug '17 203 5.00 C 0.40 5 9.52 1.128 31.58%
59 NUGT 10.20 42.3M 10 Feb '17 14 10.00 C 0.98 115 7.65 1.125 8.46%
60 NUGT 10.20 42.3M 10 Mar '17 42 10.00 C 1.62 47 13.92 1.124 16.55%
61 NAK 3.00 6.1M 18 Aug '17 203 4.00 C 0.55 1,017 18.33 1.123 63.27%
62 NUGT 10.20 42.3M 24 Feb '17 28 10.00 C 1.33 194 11.08 1.122 12.74%
63 NUGT 10.20 42.3M 3 Feb '17 7 10.00 C 0.72 2,137 5.10 1.121 5.49%
64 NUGT 10.20 42.3M 19 Jan '18 357 10.00 C 4.30 24 40.20 1.116 69.49%
65 RAD 6.93 85.7M 17 Feb '17 21 6.50 C 0.75 223 4.62 1.116 5.18%
66 NAK 3.00 6.1M 19 May '17 112 2.00 C 1.15 35 5.00 1.109 8.11%
67 TDW 2.46 2.9M 21 Apr '17 84 2.50 C 0.45 36 18.29 1.107 24.38%
68 NAK 3.00 6.1M 19 May '17 112 3.00 C 0.70 16 23.33 1.102 30.43%
69 CEMP 3.15 947K 19 Jan '18 357 3.00 C 1.15 50 31.75 1.097 50.00%
70 SDLP 4.35 518K 17 Mar '17 49 2.50 C 1.75 15 -2.30 1.094 -3.85%
71 NAK 3.00 6.1M 17 Mar '17 49 3.00 C 0.45 25 15.00 1.090 17.65%
72 SDRL 2.86 6.4M 3 Feb '17 7 2.50 C 0.30 5 -2.10 1.079 -2.34%
73 SGYP 6.27 10.1M 17 Mar '17 49 6.00 C 0.85 41 9.25 1.076 10.70%
74 CLNE 2.68 816K 17 Mar '17 49 2.00 C 0.65 5 -1.12 1.076 -1.48%
75 TDW 2.46 2.9M 21 Jul '17 175 2.50 C 0.65 27 26.42 1.073 38.12%
76 BOOT 10.58 573K 17 Feb '17 21 12.50 C 0.20 2 1.89 1.062 20.42%
77 IMMU 4.65 1.5M 19 May '17 112 5.00 C 0.75 6 16.13 1.061 28.21%
78 IPI 2.15 909K 17 Mar '17 49 2.00 C 0.30 100 6.98 1.060 8.11%
79 GNC 8.83 1.7M 17 Feb '17 21 7.50 C 1.50 1 1.93 1.053 2.32%
80 NAK 3.00 6.1M 17 Feb '17 21 3.00 C 0.25 151 8.33 1.048 9.09%
81 WG 3.27 206K 17 Mar '17 49 2.50 C 0.80 34 0.92 1.046 1.21%
82 ADPT 7.79 501K 17 Mar '17 49 10.00 C 0.45 15 5.78 1.037 36.24%
83 SDRL 2.86 6.4M 3 Mar '17 35 2.50 C 0.40 35 1.40 1.033 1.63%
84 WAC 3.75 230K 16 Jun '17 140 4.00 C 0.65 5 17.33 1.029 29.03%
85 IPI 2.15 909K 16 Jun '17 140 3.00 C 0.25 388 11.63 1.026 57.89%
86 ADPT 7.79 501K 17 Feb '17 21 7.50 C 0.75 18 5.91 1.022 6.53%
87 DATA 48.14 769K 3 Feb '17 7 48.50 C 2.45 70 5.09 1.022 6.15%
88 RAD 6.93 85.7M 17 Mar '17 49 7.00 C 0.90 5,329 12.99 1.022 16.09%
89 ARLZ 4.29 213K 17 Mar '17 49 5.00 C 0.35 70 8.16 1.020 26.90%
90 IMMU 4.65 1.5M 17 Mar '17 49 5.00 C 0.45 12 9.68 1.015 19.05%
91 RAD 6.93 85.7M 17 Feb '17 21 7.00 C 0.58 13,844 8.37 1.014 10.24%
92 FEYE 12.60 4.8M 3 Feb '17 7 13.00 C 0.52 867 4.13 1.008 7.62%
93 TNP 4.78 370K 17 Mar '17 49 2.50 C 2.20 20 -1.67 1.004 -3.10%
94 UVXY 23.83 12.0M 3 Mar '17 35 24.00 C 2.70 31 11.33 1.004 13.58%
95 INFI 2.10 845K 17 Feb '17 21 2.00 C 0.20 5 4.76 1.002 5.26%
96 MDC 27.33 382K 16 Jun '17 140 27.00 C 1.65 4 4.83 0.998 5.14%
97 FEYE 12.60 4.8M 3 Feb '17 7 12.50 C 0.71 24 4.84 0.994 5.13%
98 MEP 8.35 1.9M 21 Jul '17 175 7.50 C 0.75 558 -1.20 0.994 -1.32%
99 SGYP 6.27 10.1M 17 Feb '17 21 7.00 C 0.25 1,347 3.99 0.994 16.28%
100 GNW 3.43 9.8M 17 Mar '17 49 3.00 C 0.50 2 2.04 0.993 2.39%
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.