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
SPREAD
MONTHS
Screener Options
Subscribers can save settings 
 One Row Per Underlying
     
Data is delayed from July 15, 2020. You must subscribe to get the latest data.
# Stock Stock
Price
Short Call Long Call Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 CPTA 2.96 17 Jul '20 5.00 0.946 0.15 288 18 Sep '20 7.50 1.780 0.15 43  0 2.50 0.83
2 ALDX 5.83 17 Jul '20 5.00 0.801 0.95 332 18 Sep '20 7.50 1.505 0.90 20 0.05 2.50 0.70
3 XERS 2.89 21 Aug '20 2.50 1.653 0.80 13 16 Oct '20 5.00 2.062 0.65 831 0.15 2.50 0.41
4 ATHX 2.87 21 Aug '20 3.00 1.386 0.50 30 16 Oct '20 4.00 1.779 0.45 44 0.05 1.00 0.39
5 CALA 5.27 17 Jul '20 5.00 0.685 0.50 10 18 Sep '20 7.50 1.074 0.25 68 0.25 2.50 0.39
6 PACB 4.17 17 Jul '20 4.00 0.472 0.25 33 18 Sep '20 5.00 0.822  0 45 0.25 1.00 0.35
7 AMRN 6.86 31 Jul '20 6.50 0.726 0.68 5 18 Sep '20 7.00 1.071 1.15 257 -0.47 0.50 0.34
8 OSG 2.18 21 Aug '20 2.50 1.046 0.20 36 16 Oct '20 5.00 1.377 0.10 26 0.10 2.50 0.33
9 GILT 5.28 17 Jul '20 5.00 0.419 0.30 21 18 Sep '20 7.50 0.735 0.10 24 0.20 2.50 0.32
10 FMCI 14.20 21 Aug '20 15.00 1.292 2.10 139 16 Oct '20 17.50 1.608 3.40 78 -1.30 2.50 0.32
11 CPRX 5.08 17 Jul '20 5.00 0.881 0.20 171 18 Sep '20 7.50 1.174 0.30 12 -0.10 2.50 0.29
12 WBT 6.62 17 Jul '20 5.00 0.897 1.75 2 18 Sep '20 7.50 1.188 0.90 93 0.85 2.50 0.29
13 AIMT 16.80 17 Jul '20 15.00 0.493 1.90 14 18 Sep '20 17.50 0.780 1.80 21 0.10 2.50 0.29
14 AMRN 6.86 24 Jul '20 6.50 0.800 0.61 77 18 Sep '20 7.00 1.071 1.15 257 -0.54 0.50 0.27
15 TGI 8.28 17 Jul '20 7.50 0.950 0.85 41 18 Sep '20 10.00 1.208 1.00 12 -0.15 2.50 0.26
16 HLX 3.56 17 Jul '20 3.00 0.937 0.60 25 18 Sep '20 4.00 1.192 0.40 3 0.20 1.00 0.25
17 ACB 12.87 31 Jul '20 12.50 0.940 1.40 139 18 Sep '20 13.00 1.154 2.30 219 -0.90 0.50 0.21
18 LPG 7.83 17 Jul '20 7.50 0.489 0.50 36 18 Sep '20 10.00 0.703 0.20 3 0.30 2.50 0.21
19 GME 4.19 7 Aug '20 4.50 0.690 0.27 5 16 Oct '20 5.00 0.899 0.28 46 -0.01 0.50 0.21
20 SPXS 6.84 21 Aug '20 6.00 0.633 1.07 1,525 16 Oct '20 7.00 0.830 1.05 2,064 0.02 1.00 0.20
21 GEO 12.15 17 Jul '20 12.00 0.238 0.20 2,627 18 Sep '20 13.00 0.432 0.45 87 -0.25 1.00 0.19
22 ZYNE 3.56 17 Jul '20 2.50 1.062 1.10 65 18 Sep '20 5.00 1.245 0.30 18 0.80 2.50 0.18
23 ACB 12.87 24 Jul '20 12.50 0.978 1.00 590 18 Sep '20 13.00 1.154 2.30 219 -1.30 0.50 0.18
24 VUZI 3.99 21 Aug '20 2.50 1.233 1.65 35 16 Oct '20 5.00 1.405 0.75 171 0.90 2.50 0.17
25 AMRX 4.97 17 Jul '20 5.00 0.948 0.15 81 18 Sep '20 7.50 1.119 0.25 11 -0.10 2.50 0.17
26 APTO 6.26 21 Aug '20 5.00 0.887 1.50 8 16 Oct '20 7.50 1.051 0.60 1 0.90 2.50 0.16
27 GME 4.19 14 Aug '20 4.50 0.735 0.26 149 16 Oct '20 5.00 0.899 0.28 46 -0.02 0.50 0.16
28 EXTR 4.47 17 Jul '20 4.00 0.635 0.50 2 18 Sep '20 5.00 0.795 0.35 9 0.15 1.00 0.16
29 KIRK 3.42 21 Aug '20 5.00 1.539 0.30 65 16 Oct '20 7.50 1.698 0.30 24  0 2.50 0.16
30 SPXS 6.84 21 Aug '20 7.00 0.789 0.62 3,745 16 Oct '20 8.00 0.947 0.88 299 -0.26 1.00 0.16
31 IVR 3.64 21 Aug '20 3.00 0.634 0.75 542 16 Oct '20 4.00 0.790 0.40 2,023 0.35 1.00 0.16
32 NERV 3.42 21 Aug '20 2.50 1.207 1.20 2 16 Oct '20 5.00 1.359 0.45 54 0.75 2.50 0.15
33 CMCM 2.50 17 Jul '20 2.00 0.996 0.55 22 18 Sep '20 3.00 1.142 0.25 2 0.30 1.00 0.15
34 HDGE 4.67 21 Aug '20 5.00 0.410 0.15 4 16 Oct '20 6.00 0.556 0.10 10 0.05 1.00 0.15
35 WMC 2.35 21 Aug '20 2.50 1.126 0.30 66 16 Oct '20 5.00 1.271 0.10 118 0.20 2.50 0.15
36 AMC 4.50 31 Jul '20 4.00 1.070 0.86 54 18 Sep '20 5.00 1.214 0.68 122 0.18 1.00 0.14
37 HAL 13.00 17 Jul '20 12.50 0.544 0.62 2,602 18 Sep '20 13.00 0.688 1.43 39 -0.81 0.50 0.14
38 AGI 10.34 17 Jul '20 10.00 0.461 0.45 47 18 Sep '20 12.50 0.603 0.35 60 0.10 2.50 0.14
39 RDWR 25.55 17 Jul '20 25.00 0.243 0.75 21 18 Sep '20 26.00 0.384 1.25 17 -0.50 1.00 0.14
40 RIOT 2.26 24 Jul '20 2.50 1.513 0.15 142 18 Sep '20 3.00 1.645 0.35 161 -0.20 0.50 0.13
41 AR 2.85 20 Nov '20 3.00 1.140 0.85 1 15 Jan '21 3.50 1.262 0.75 6 0.10 0.50 0.12
42 AMC 4.50 17 Jul '20 4.50 1.091 0.18 2,148 18 Sep '20 5.00 1.214 0.68 122 -0.50 0.50 0.12
43 NERV 3.42 21 Aug '20 5.00 1.317 0.20 293 16 Oct '20 7.50 1.437 0.15 194 0.05 2.50 0.12
44 BBD 4.16 17 Jul '20 4.00 0.470 0.21 504 18 Sep '20 5.00 0.588 0.14 23 0.07 1.00 0.12
45 KIRK 3.42 21 Aug '20 2.50 1.426 1.15 20 16 Oct '20 5.00 1.543 0.50 1 0.65 2.50 0.12
46 LLNW 7.12 17 Jul '20 7.00 0.931 0.35 81 18 Sep '20 8.00 1.046 0.85 20 -0.50 1.00 0.11
47 TA 12.63 17 Jul '20 12.50 0.810 0.55 10 18 Sep '20 15.00 0.923 1.05 89 -0.50 2.50 0.11
48 AMRS 4.28 17 Jul '20 4.00 0.868 0.40 57 18 Sep '20 5.00 0.977 0.40 103  0 1.00 0.11
49 RLGY 7.68 17 Jul '20 7.50 0.879 0.40 193 18 Sep '20 10.00 0.986 0.50 5 -0.10 2.50 0.11
50 BB 4.71 17 Jul '20 4.50 0.486 0.28 55 18 Sep '20 5.00 0.590 0.33 272 -0.05 0.50 0.10
51 GME 4.19 21 Aug '20 4.50 0.795 0.33 32 16 Oct '20 5.00 0.899 0.28 46 0.05 0.50 0.10
52 RIOT 2.26 31 Jul '20 2.50 1.543 0.25 139 18 Sep '20 3.00 1.645 0.35 161 -0.10 0.50 0.10
53 SCO 16.56 21 Aug '20 17.00 0.864 1.70 40 16 Oct '20 18.00 0.964 2.30 6 -0.60 1.00 0.10
54 GNUS 2.29 21 Aug '20 2.00 2.030 0.75 238 16 Oct '20 2.50 2.123 0.85 96 -0.10 0.50 0.09
55 OPK 4.08 24 Jul '20 4.50 1.231 0.19 151 18 Sep '20 5.00 1.324 0.56 1,471 -0.37 0.50 0.09
56 GNUS 2.29 14 Aug '20 2.00 2.035 0.70 25 16 Oct '20 2.50 2.123 0.85 96 -0.15 0.50 0.09
57 PCG 9.20 24 Jul '20 9.50 0.533 0.19 972 18 Sep '20 10.00 0.620 0.64 195 -0.45 0.50 0.09
58 GME 4.19 7 Aug '20 4.00 0.772 0.59 1 16 Oct '20 4.50 0.858 0.58 2 0.01 0.50 0.09
59 MFA 2.67 21 Aug '20 3.00 0.872 0.20 1,460 16 Oct '20 4.00 0.958 0.15 78 0.05 1.00 0.09
60 SABR 8.60 21 Aug '20 7.50 0.879 1.65 419 16 Oct '20 9.00 0.965 1.35 101 0.30 1.50 0.09
61 HRL 48.82 17 Jul '20 49.00 0.177 0.35 54 18 Sep '20 50.00 0.260 1.50 184 -1.15 1.00 0.08
62 APPS 12.93 17 Jul '20 12.50 0.759 0.60 102 18 Sep '20 15.00 0.841 0.95 30 -0.35 2.50 0.08
63 FAZ 16.08 24 Jul '20 16.50 0.927 0.85 20 18 Sep '20 17.00 1.008 2.25 33 -1.40 0.50 0.08
64 ACB 12.87 17 Jul '20 12.50 1.077 0.63 2,457 18 Sep '20 13.00 1.154 2.30 219 -1.67 0.50 0.08
65 SDS 17.76 24 Jul '20 17.50 0.448 0.66 15 18 Sep '20 18.00 0.525 1.43 241 -0.77 0.50 0.08
66 ZS 119.84 17 Jul '20 119.00 0.609 2.69 26 18 Sep '20 120.00 0.685 13.55 97 -10.86 1.00 0.08
67 EVFM 2.95 21 Aug '20 5.00 1.691 0.20 154 16 Oct '20 7.50 1.767 0.20 4  0 2.50 0.08
68 BDSI 4.51 17 Jul '20 4.00 0.563 0.55 188 18 Sep '20 5.00 0.637 0.25 2 0.30 1.00 0.07
69 WELL 51.04 17 Jul '20 50.00 0.478 1.60 1,050 18 Sep '20 52.50 0.551 3.90 10 -2.30 2.50 0.07
70 SHLL 23.30 21 Aug '20 22.50 1.347 4.60 39 16 Oct '20 25.00 1.419 5.80 70 -1.20 2.50 0.07
71 BYD 21.84 17 Jul '20 22.00 0.657 0.55 592 18 Sep '20 23.00 0.729 2.00 23 -1.45 1.00 0.07
72 SPXU 10.32 31 Jul '20 10.50 0.779 0.60 108 18 Sep '20 11.00 0.849 1.15 627 -0.55 0.50 0.07
73 DXD 17.17 21 Aug '20 17.00 0.537 1.35 71 16 Oct '20 18.00 0.607 1.70 16 -0.35 1.00 0.07
74 CCJ 11.56 24 Jul '20 11.50 0.414 0.39 555 18 Sep '20 12.00 0.482 0.74 1,887 -0.35 0.50 0.07
75 SPXS 6.84 15 Jan '21 6.00 0.834 1.98 53 19 Mar '21 7.00 0.900 1.88 3 0.10 1.00 0.07
76 AMRN 6.86 17 Jul '20 6.50 1.006 0.40 556 18 Sep '20 7.00 1.071 1.15 257 -0.75 0.50 0.07
77 PCG 9.20 31 Jul '20 9.50 0.556 0.32 817 18 Sep '20 10.00 0.620 0.64 195 -0.32 0.50 0.06
78 AMKR 12.18 17 Jul '20 12.00 0.562 0.35 10 18 Sep '20 13.00 0.626 0.90 4 -0.55 1.00 0.06
79 SPXU 10.32 24 Jul '20 10.50 0.790 0.44 961 18 Sep '20 11.00 0.849 1.15 627 -0.71 0.50 0.06
80 BUD 54.16 17 Jul '20 54.50 0.387 0.57 62 18 Sep '20 55.00 0.444 3.55 53 -2.98 0.50 0.06
81 SABR 8.60 21 Aug '20 9.00 0.850 0.85 435 16 Oct '20 10.00 0.905 1.00 142 -0.15 1.00 0.06
82 SDS 17.76 31 Jul '20 17.50 0.470 0.84 48 18 Sep '20 18.00 0.525 1.43 241 -0.59 0.50 0.05
83 VXX 32.26 7 Aug '20 32.50 0.921 3.05 139 16 Oct '20 33.00 0.974 5.85 30 -2.80 0.50 0.05
84 BIG 37.17 21 Aug '20 37.50 0.610 2.85 37 16 Oct '20 40.00 0.658 3.50 9 -0.65 2.50 0.05
85 QID 11.35 21 Aug '20 11.00 0.638 1.10 864 16 Oct '20 12.00 0.686 1.25 28 -0.15 1.00 0.05
86 PCG 9.20 14 Aug '20 9.50 0.608 0.55 297 16 Oct '20 10.00 0.655 0.80 13 -0.25 0.50 0.05
87 BETZ 16.32 21 Aug '20 17.00 0.536 0.85 27 16 Oct '20 18.00 0.582 1.20 4 -0.35 1.00 0.05
88 ZNGA 9.47 31 Jul '20 9.50 0.499 0.41 335 18 Sep '20 10.00 0.544 0.64 357 -0.23 0.50 0.05
89 CHNG 11.02 21 Aug '20 12.00 0.580 0.50 57 16 Oct '20 12.50 0.625 0.63 174 -0.13 0.50 0.05
90 PBR 8.99 24 Jul '20 8.50 0.462 0.62 232 18 Sep '20 9.00 0.506 0.73 83 -0.11 0.50 0.04
91 DBA 13.59 21 Aug '20 14.00 0.242 0.30 217 16 Oct '20 15.00 0.285 0.25 135 0.05 1.00 0.04
92 UNG 10.44 14 Aug '20 10.50 0.568 0.69 14 16 Oct '20 11.00 0.610 1.03 276 -0.34 0.50 0.04
93 SPY 321.98 20 Jul '20 322.00 0.190 2.87 14,576 18 Sep '20 323.00 0.231 12.03 258 -9.16 1.00 0.04
94 FTCH 20.88 17 Jul '20 20.00 0.832 1.14 100 18 Sep '20 21.00 0.873 2.84 3 -1.70 1.00 0.04
95 AMC 4.50 31 Jul '20 4.50 1.173 0.54 127 18 Sep '20 5.00 1.214 0.68 122 -0.14 0.50 0.04
96 SPY 321.98 20 Jul '20 321.00 0.194 3.45 7,075 18 Sep '20 322.00 0.234 12.65 1,022 -9.20 1.00 0.04
97 RWT 6.87 21 Aug '20 7.50 0.793 0.50 741 16 Oct '20 10.00 0.833 0.30 151 0.20 2.50 0.04
98 EMR 63.63 24 Jul '20 64.00 0.307 1.29 7 18 Sep '20 65.00 0.346 3.00 23 -1.71 1.00 0.04
99 SKT 7.05 17 Jul '20 7.00 0.741 0.24 922 18 Sep '20 8.00 0.780 0.44 10 -0.20 1.00 0.04
100 FSM 5.16 17 Jul '20 5.00 0.749 0.25 958 18 Sep '20 6.00 0.787 0.35 64 -0.10 1.00 0.04
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.