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 Put
LEG VOLUME
MONEYNESS
EXPIRATION
Long Put
LEG VOLUME
SPREAD
MONTHS
Screener Options
Subscribers can save settings 
 One Row Per Underlying
     
Data is delayed from January 30, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Short Put Long Put Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 BCEI 2.49 17 Feb '17 2.50 1.111 0.40 54 21 Apr '17 5.00 1.487 0.05 3 0.35 2.50 0.38
2 NAK 2.99 17 Mar '17 3.00 1.019 0.45 107 19 May '17 4.00 1.158 0.35 196 0.10 1.00 0.14
3 CEMP 3.20 17 Feb '17 3.00 0.863 0.40 1 21 Apr '17 3.50 0.983 0.35 1 0.05 0.50 0.12
4 AUY 3.21 3 Feb '17 3.00 0.451 0.23 76 21 Apr '17 3.50 0.570 0.22 194 0.01 0.50 0.12
5 VXX 19.52 3 Mar '17 19.50 0.610 1.44 566 19 May '17 20.00 0.719 2.82 116 -1.38 0.50 0.11
6 ZIOP 5.80 17 Feb '17 6.00 0.672 0.30 1,051 21 Apr '17 7.00 0.779 0.35 542 -0.05 1.00 0.11
7 NTNX 29.22 17 Feb '17 30.00 0.458 0.95 139 21 Apr '17 35.00 0.563 1.15 55 -0.20 5.00 0.11
8 OCN 5.27 17 Feb '17 5.50 0.521 0.20 49 21 Apr '17 6.00 0.617 0.30 372 -0.10 0.50 0.10
9 ANF 11.27 24 Feb '17 11.50 0.469 0.49 3 21 Apr '17 12.00 0.556 0.78 62 -0.29 0.50 0.09
10 VXX 19.52 24 Feb '17 19.50 0.614 1.27 1,418 21 Apr '17 20.00 0.701 2.33 686 -1.06 0.50 0.09
11 ANF 11.27 17 Feb '17 11.50 0.472 0.39 55 21 Apr '17 12.00 0.556 0.78 62 -0.39 0.50 0.08
12 VXX 19.52 10 Mar '17 19.50 0.636 1.64 251 19 May '17 20.00 0.719 2.82 116 -1.18 0.50 0.08
13 PAY 18.16 17 Feb '17 18.00 0.275 0.55 22 21 Apr '17 19.00 0.358 0.85 3 -0.30 1.00 0.08
14 INFY 13.81 17 Feb '17 14.00 0.197 0.20 28 21 Apr '17 15.00 0.277 0.20 27  0 1.00 0.08
15 VXX 19.52 10 Feb '17 19.50 0.622 0.88 1,832 21 Apr '17 20.00 0.701 2.33 686 -1.45 0.50 0.08
16 SPXS 10.21 17 Feb '17 10.00 0.316 0.45 1,469 21 Apr '17 11.00 0.393 0.35 76 0.10 1.00 0.08
17 CIEN 24.33 17 Feb '17 24.50 0.297 0.59 90 21 Apr '17 25.00 0.373 1.38 6 -0.79 0.50 0.08
18 VXX 19.52 3 Feb '17 19.50 0.626 0.53 10,119 21 Apr '17 20.00 0.701 2.33 686 -1.80 0.50 0.07
19 VXX 19.52 17 Feb '17 19.50 0.637 1.13 1,252 21 Apr '17 20.00 0.701 2.33 686 -1.20 0.50 0.06
20 AG 9.09 17 Feb '17 9.00 0.629 0.60 434 21 Apr '17 10.00 0.690 0.75 116 -0.15 1.00 0.06
21 EXPR 10.15 17 Feb '17 10.00 0.358 0.45 11 21 Apr '17 11.00 0.416 0.45 205  0 1.00 0.06
22 STM 13.46 17 Feb '17 12.50 0.318 1.20 158 21 Apr '17 15.00 0.376 0.35 765 0.85 2.50 0.06
23 ANF 11.27 10 Feb '17 11.50 0.500 0.30 76 21 Apr '17 12.00 0.556 0.78 62 -0.48 0.50 0.06
24 UCO 21.53 10 Feb '17 21.50 0.527 1.05 10 21 Apr '17 22.00 0.582 2.05 3 -1.00 0.50 0.06
25 KSS 39.71 17 Feb '17 39.50 0.311 1.35 7 21 Apr '17 40.00 0.366 2.50 208 -1.15 0.50 0.05
26 HRB 21.90 17 Feb '17 22.00 0.269 0.55 1 21 Apr '17 23.00 0.324 0.65 30 -0.10 1.00 0.05
27 SGYP 6.54 17 Feb '17 7.00 0.918 0.40 332 21 Apr '17 8.00 0.972 0.65 918 -0.25 1.00 0.05
28 GE 29.96 3 Mar '17 29.50 0.116 0.78 20 19 May '17 30.00 0.170 0.97 24 -0.19 0.50 0.05
29 CIEN 24.33 10 Feb '17 24.50 0.320 0.49 34 21 Apr '17 25.00 0.373 1.38 6 -0.89 0.50 0.05
30 HTZ 20.97 17 Feb '17 22.50 0.510 0.45 573 21 Apr '17 25.00 0.563 0.90 9 -0.45 2.50 0.05
31 ADSK 81.16 17 Feb '17 80.00 0.303 3.05 211 21 Apr '17 82.50 0.355 4.75 11 -1.70 2.50 0.05
32 MU 24.18 24 Feb '17 24.50 0.366 0.80 34 21 Apr '17 25.00 0.418 1.53 1,159 -0.73 0.50 0.05
33 QID 21.53 17 Feb '17 21.00 0.216 0.76 123 21 Apr '17 22.00 0.266 0.81 10 -0.05 1.00 0.05
34 MMP 79.83 17 Feb '17 77.50 0.098 2.50 32 21 Apr '17 80.00 0.148 1.95 32 0.55 2.50 0.05
35 SN 13.46 17 Feb '17 13.00 0.594 1.05 66 21 Apr '17 14.00 0.644 1.30 11 -0.25 1.00 0.05
36 NYCB 15.15 17 Feb '17 15.00 0.123 0.35 51 21 Apr '17 16.00 0.172 0.15 24 0.20 1.00 0.05
37 MAT 26.32 24 Feb '17 26.50 0.212 0.65 2 21 Apr '17 27.00 0.261 0.90 3 -0.25 0.50 0.05
38 ORCL 40.23 10 Feb '17 40.50 0.127 0.25 3 21 Apr '17 41.00 0.175 0.92 143 -0.67 0.50 0.05
39 ORCL 40.23 17 Feb '17 40.50 0.129 0.36 50 21 Apr '17 41.00 0.175 0.92 143 -0.56 0.50 0.05
40 CPE 15.24 17 Feb '17 16.00 0.353 0.25 45 21 Apr '17 17.00 0.399 0.50 1 -0.25 1.00 0.05
41 DXD 13.88 17 Feb '17 14.00 0.223 0.25 177 21 Apr '17 15.00 0.268 0.25 11  0 1.00 0.04
42 ODP 4.42 17 Feb '17 4.50 0.384 0.12 5 21 Apr '17 5.00 0.426 0.13 30 -0.01 0.50 0.04
43 FDX 193.25 10 Feb '17 192.50 0.195 3.10 64 21 Apr '17 195.00 0.236 7.50 341 -4.40 2.50 0.04
44 ADBE 113.82 17 Feb '17 115.00 0.170 1.23 155 21 Apr '17 120.00 0.211 2.17 41 -0.94 5.00 0.04
45 GRMN 47.35 17 Feb '17 47.50 0.227 0.95 34 21 Apr '17 50.00 0.267 1.16 36 -0.21 2.50 0.04
46 FDX 193.25 17 Feb '17 192.50 0.197 3.90 212 21 Apr '17 195.00 0.236 7.50 341 -3.60 2.50 0.04
47 WB 47.39 24 Feb '17 47.50 0.486 2.50 41 21 Apr '17 48.00 0.525 4.30 14 -1.80 0.50 0.04
48 CA 31.13 17 Mar '17 31.00 0.164 0.85 42 19 May '17 32.00 0.203 0.75 1,883 0.10 1.00 0.04
49 ORCL 40.23 3 Feb '17 40.50 0.137 0.13 163 21 Apr '17 41.00 0.175 0.92 143 -0.79 0.50 0.04
50 DOG 18.82 17 Mar '17 19.00 0.124 0.30 20 19 May '17 20.00 0.161 0.15 31 0.15 1.00 0.04
51 KMX 66.89 17 Feb '17 67.50 0.266 1.35 176 21 Apr '17 70.00 0.304 2.50 2 -1.15 2.50 0.04
52 PLAY 55.06 17 Feb '17 55.00 0.291 1.60 75 21 Apr '17 60.00 0.327 1.55 15 0.05 5.00 0.04
53 FIVE 38.86 17 Mar '17 39.00 0.321 1.90 20 19 May '17 40.00 0.356 2.35 3 -0.45 1.00 0.03
54 INTC 37.42 3 Mar '17 37.50 0.164 0.58 37 19 May '17 38.00 0.198 1.12 27 -0.54 0.50 0.03
55 AU 12.00 17 Feb '17 12.00 0.470 0.60 17 21 Apr '17 13.00 0.505 0.70 3 -0.10 1.00 0.03
56 AXP 77.28 24 Feb '17 77.00 0.171 1.54 6 21 Apr '17 77.50 0.205 2.70 173 -1.16 0.50 0.03
57 UN 40.45 17 Mar '17 40.00 0.123 1.15 2 19 May '17 45.00 0.156 0.10 5 1.05 5.00 0.03
58 SIG 79.16 17 Feb '17 80.00 0.329 2.10 38 21 Apr '17 85.00 0.362 3.00 52 -0.90 5.00 0.03
59 MU 24.18 17 Feb '17 24.50 0.385 0.69 601 21 Apr '17 25.00 0.418 1.53 1,159 -0.84 0.50 0.03
60 BIDU 174.72 10 Feb '17 172.50 0.255 4.45 6 21 Apr '17 175.00 0.287 9.15 7 -4.70 2.50 0.03
61 CFG 36.53 17 Feb '17 35.00 0.236 1.90 9 21 Apr '17 40.00 0.269 0.60 18 1.30 5.00 0.03
62 QID 21.53 17 Feb '17 22.00 0.257 0.31 229 21 Apr '17 23.00 0.289 0.53 6 -0.22 1.00 0.03
63 INTC 37.42 10 Mar '17 37.50 0.166 0.66 10 19 May '17 38.00 0.198 1.12 27 -0.46 0.50 0.03
64 AXP 77.28 10 Feb '17 77.00 0.173 1.09 44 21 Apr '17 77.50 0.205 2.70 173 -1.61 0.50 0.03
65 CAT 96.79 3 Mar '17 97.00 0.209 2.33 4 19 May '17 97.50 0.240 4.35 68 -2.02 0.50 0.03
66 AXP 77.28 17 Feb '17 77.00 0.174 1.35 81 21 Apr '17 77.50 0.205 2.70 173 -1.35 0.50 0.03
67 GRMN 47.35 17 Feb '17 45.00 0.250 2.72 30 21 Apr '17 47.50 0.280 2.14 15 0.58 2.50 0.03
68 ERY 10.45 17 Feb '17 10.00 0.544 0.85 117 21 Apr '17 11.00 0.574 0.75 82 0.10 1.00 0.03
69 ECL 121.49 17 Feb '17 125.00 0.106 0.35 1 21 Apr '17 130.00 0.136 0.35 2  0 5.00 0.03
70 HDP 9.32 17 Mar '17 10.00 0.659 0.70 13 19 May '17 12.50 0.688 0.30 6 0.40 2.50 0.03
71 MU 24.18 10 Feb '17 24.50 0.390 0.53 3,938 21 Apr '17 25.00 0.418 1.53 1,159 -1.00 0.50 0.03
72 INTC 37.42 3 Feb '17 37.50 0.139 0.19 3,003 21 Apr '17 38.00 0.167 0.79 1,576 -0.60 0.50 0.03
73 KMX 66.89 17 Feb '17 65.00 0.284 2.85 1 21 Apr '17 67.50 0.312 3.60 6 -0.75 2.50 0.03
74 HPQ 14.84 17 Feb '17 14.50 0.248 0.53 12 21 Apr '17 15.00 0.274 0.62 21 -0.09 0.50 0.03
75 TGT 64.12 10 Feb '17 64.50 0.206 0.80 4 21 Apr '17 65.00 0.233 2.10 326 -1.30 0.50 0.03
76 AXP 77.28 3 Feb '17 77.00 0.178 0.74 330 21 Apr '17 77.50 0.205 2.70 173 -1.96 0.50 0.03
77 CAT 96.79 10 Mar '17 97.00 0.214 2.63 1 19 May '17 97.50 0.240 4.35 68 -1.72 0.50 0.03
78 MDLZ 44.43 3 Feb '17 44.50 0.228 0.53 35 21 Apr '17 45.00 0.254 1.81 37 -1.28 0.50 0.03
79 C 56.61 24 Feb '17 57.00 0.202 1.03 33 21 Apr '17 57.50 0.228 2.01 3,530 -0.98 0.50 0.03
80 DHI 30.71 10 Mar '17 30.50 0.235 1.03 5 19 May '17 31.00 0.261 1.51 23 -0.48 0.50 0.03
81 DUK 77.12 17 Feb '17 75.00 0.124 2.50 12 21 Apr '17 77.50 0.149 1.50 1 1.00 2.50 0.03
82 HTZ 20.97 17 Feb '17 20.00 0.561 1.65 47 21 Apr '17 22.50 0.586 1.60 6 0.05 2.50 0.03
83 VZ 49.37 24 Feb '17 49.50 0.144 0.69 1 21 Apr '17 50.00 0.169 1.03 138 -0.34 0.50 0.02
84 OIH 33.11 24 Feb '17 33.50 0.234 0.66 419 21 Apr '17 34.00 0.259 1.22 170 -0.56 0.50 0.02
85 BA 165.57 3 Mar '17 167.50 0.163 1.97 52 19 May '17 170.00 0.187 4.00 25 -2.03 2.50 0.02
86 EEM 37.26 10 Feb '17 37.50 0.144 0.28 45 21 Apr '17 38.00 0.168 0.83 33 -0.55 0.50 0.02
87 EUO 26.25 17 Mar '17 26.00 0.194 0.95 10 19 May '17 27.00 0.218 0.90 23 0.05 1.00 0.02
88 FDX 193.25 3 Feb '17 192.50 0.212 2.16 217 21 Apr '17 195.00 0.236 7.50 341 -5.34 2.50 0.02
89 NTAP 38.07 10 Feb '17 38.50 0.287 0.60 22 21 Apr '17 39.00 0.311 1.76 5 -1.16 0.50 0.02
90 HPQ 14.84 10 Feb '17 14.50 0.251 0.47 63 21 Apr '17 15.00 0.274 0.62 21 -0.15 0.50 0.02
91 SA 9.35 17 Mar '17 10.00 0.572 0.60 7 19 May '17 11.00 0.595 0.50 3 0.10 1.00 0.02
92 C 56.61 10 Feb '17 57.00 0.205 0.64 365 21 Apr '17 57.50 0.228 2.01 3,530 -1.37 0.50 0.02
93 HD 138.47 10 Feb '17 139.00 0.146 1.16 35 21 Apr '17 140.00 0.169 3.35 225 -2.19 1.00 0.02
94 VZ 49.37 17 Feb '17 49.50 0.146 0.58 235 21 Apr '17 50.00 0.169 1.03 138 -0.45 0.50 0.02
95 CSCO 30.83 10 Feb '17 30.50 0.134 0.49 100 21 Apr '17 31.00 0.157 0.83 94 -0.34 0.50 0.02
96 MMM 175.42 17 Feb '17 177.50 0.106 0.86 59 21 Apr '17 180.00 0.129 2.00 3 -1.14 2.50 0.02
97 AMAT 34.34 10 Feb '17 34.50 0.248 0.53 30 21 Apr '17 35.00 0.271 1.40 140 -0.87 0.50 0.02
98 SLV 16.23 3 Mar '17 16.50 0.220 0.31 68 19 May '17 17.00 0.243 0.54 31 -0.23 0.50 0.02
99 BIG 48.56 17 Feb '17 47.50 0.331 2.10 10 21 Apr '17 50.00 0.353 2.50 28 -0.40 2.50 0.02
100 RGR 50.35 17 Feb '17 52.50 0.299 0.70 15 21 Apr '17 55.00 0.321 1.10 30 -0.40 2.50 0.02
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.