Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME HOT SHEET REGISTER FAQs CONTACT US RSS

Historical Volatility / Implied Volatility Report Date:

SCREENER   
Stock Filter
STOCK PRICE
STOCK VOLUME
IMPLIED VOL
Option Filter
OPTION VOLUME
 
 
Screener Options
Subscribers can save settings 
 
 
Data is delayed from March 25, 2024. You can get started for free to get the latest data.
# Stock Name Stock
Price		 Stock Volume Option Volume Implied
Volatility		 Historical
Vol		 (IV + HV)
IV		 Price Change High/Low
Change % Change
1 EVBG EVBG 34.83 483,517 38 0.03 0.54 17.50 0.02 +0.12 +0.4%
2 XLG RYDEX ETF TR RUSSELL 50 42.14 1,212,870 7 0.17 2.31 14.37 -0.15 -1.21 -2.9%
3 IJH ISHARES S&P MIDCAP400ETF 59.65 4,799,319 95 0.15 1.61 11.83 0.05 -2.56 -4.3%
4 INBX INHIBRX INC. COMMON STOCK 34.94 348,039 135 0.06 0.61 11.01 0.05 +0.48 +1.4%
5 WISH NATIONAL PATENT DEVELOPMENT CO 5.55 556,522 129 0.40 3.34 9.42 0.01 -0.83 -15.0%
6 DOOR MASONITE INTERNATIONAL CORP 131.34 526,512 268 0.06 0.46 9.20 -0.25 -1.84 -1.4%
7 AGTI ALTERNATIVE GREEN 10.13 961,268 7,602 0.09 0.67 8.65 -0.04 -0.15 -1.5%
8 WMT WAL-MART STORES INC 60.57 14,153,614 80,217 0.14 1.10 8.61 -0.30 -1.69 -2.8%
9 ARR ARMOUR RESIDENTIAL REIT 19.20 820,197 716 0.22 1.61 8.39 -0.04 -1.62 -8.4%
10 TMF DIREXION DLY 30Y TRSY BL 52.80 4,333,567 8,180 0.38 2.35 7.28 -0.76 -8.16 -15.5%
11 GTE GRAN TIERRA ENERGY INC 6.88 373,279 504 0.46 2.40 6.24 0.25 +1.58 +23.0%
12 FUSN FUSION NETWORKS HLDG 21.18 2,545,330 1,569 0.20 1.02 5.99 -0.06 +0.37 +1.7%
13 HA HAWAIIAN HOLDINGS INC 13.53 526,839 497 0.26 1.23 5.65 0.26 -0.73 -5.4%
14 OLK OLINK HOLDING AB (PUBL) AMERIC 24.43 580,436 8 0.15 0.63 5.29 0.12 -1.92 -7.9%
15 TMV DIREXION DAILY 30-YEAR 34.57 1,411,425 366 0.37 1.48 4.95 0.49 +5.86 +17.0%
16 CPRT COPART INC 57.18 3,641,620 2,235 0.18 0.72 4.92 -0.23 -2.62 -4.6%
17 VTGN VISTAGEN THERAPEUTICS INC. COM 4.28 224,282 248 1.04 4.04 4.88 0.11 +1.46 +34.1%
18 SOXX ISHARES PHLX SOX SEMICONDUCTOR 224.57 2,241,414 1,582 0.29 1.10 4.83 -0.88 -10.33 -4.6%
19 MNST MONSTER WORLDWIDE INC 59.09 3,844,676 1,403 0.20 0.74 4.74 -0.41 -5.54 -9.4%
20 SRE SEMPRA ENERGY 69.63 2,909,804 204 0.19 0.72 4.73 -0.14 +2.63 +3.8%
21 LABU DIREXION DAILY S&P BIOTECH BUL 124.14 2,033,213 5,117 0.87 3.16 4.64 -3.30 -28.53 -23.0%
22 IMPP IMPERIAL PETROLEUM INC. COMMON 3.03 350,890 562 0.81 2.93 4.63 -0.07 +1.05 +34.7%
23 MLI MUELLER INDUSTRIES INC 53.20 354,735 40 0.21 0.76 4.56 -0.78 -1.96 -3.7%
24 GUSH DIREXION DAILY S&P OIL GAS EXP 39.67 762,908 845 0.42 1.46 4.50 0.83 +5.32 +13.4%
25 NCMI NATIONAL CINEMEDIA INC 5.35 1,238,804 693 0.76 2.54 4.34 -0.28 -0.78 -14.6%
26 MOR MORG STAN GLOB SER F S&P 18.15 284,105 502 0.24 0.80 4.31 -0.03 -0.28 -1.5%
27 CTLT CATALENT INC 56.40 1,695,388 1,406 0.19 0.64 4.27 0.61 +0.80 +1.4%
28 UP WHEELS UP EXPERIENCE INC 3.03 480,086 330 0.92 2.98 4.23 -0.06 -0.52 -17.2%
29 BOIL PROSHARES ULTRA DJ UBS NAT GAS 13.72 9,571,590 35,857 1.01 3.25 4.21 -0.15 +1.45 +10.6%
30 DPST DIREXION DAILY REGIONAL BANKS 72.09 718,707 4,098 0.77 2.43 4.14 0.23 -12.26 -17.0%
31 XELA EXELA TECHNOLOGIES INC 3.05 468,583 503 1.60 4.97 4.11 0.39 -0.85 -27.9%
32 FBL GRANITESHARES 1.5X LONG META D 28.17 241,290 8 0.59 1.79 4.04 -0.76 +3.12 +11.1%
33 PGY PAGAYA TECHNOLOGIES LTD. CLASS 10.50 803,013 517 0.91 2.69 3.96 0.26 -1.60 -15.2%
34 TSLY YIELDMAX TSLA OPTION INCOME ST 15.86 652,282 668 0.28 0.83 3.93 0.14 -1.57 -9.9%
35 UNG US NATURAL GAS FUND ETF 15.04 4,723,355 24,605 0.54 1.53 3.86 -0.07 +1.04 +6.9%
36 JNPR JUNIPER NETWORKS INC 37.07 2,448,285 296 0.10 0.29 3.85 0.02 -0.59 -1.6%
37 SPIR SPIRE CORP 12.43 898,892 867 0.89 2.45 3.74 0.40 -2.32 -18.7%
38 AMC AMC ENTERTAINMENT 4.09 8,001,181 89,265 0.83 2.25 3.71 0.01 -1.63 -39.9%
39 ATER ATERIAN INC 3.10 223,294 80 1.02 2.70 3.65 -0.23 -1.16 -37.4%
40 CHDN CHURCHILL DOWNS INC 117.65 367,152 58 0.29 0.76 3.62 -0.12 +8.78 +7.5%
41 TRIN TRINSIC INC 15.06 740,248 134 0.09 0.25 3.58 0.13 -1.04 -6.9%
42 HUBG HUB GROUP INC CL A 41.25 232,446 330 0.29 0.75 3.56 -0.37 +2.46 +6.0%
43 OUST OUSTER INC 4.99 563,905 345 0.96 2.41 3.50 0.05 +6.41 +128.5%
44 CERE CERES INC. COMMON STOCK 42.40 1,564,304 538 0.19 0.46 3.48 0.21 -0.90 -2.1%
45 NVO NOVO NORDISK A/S 129.05 3,310,404 23,440 0.30 0.75 3.48 0.29 -5.81 -4.5%
46 KIND NEXTDOOR HOLDINGS INC 2.13 1,033,770 1 0.23 0.56 3.44 0.01 -0.20 -9.4%
47 SMH SEMICONDUCTOR HLDRS TR 227.08 4,848,678 55,214 0.30 0.73 3.42 -0.56 -10.47 -4.6%
48 TCN TRICON RESIDENTIAL INC 11.11 2,694,358 2 0.15 0.37 3.38 -0.03 -1.66 -14.9%
49 INO INOVIO BIOMEDICAL CORP 12.40 557,954 875 1.12 2.65 3.37 0.78 +2.35 +18.9%
50 CELH CELSIUS HOLDINGS INC. 91.62 1,863,113 21,956 0.53 1.25 3.37 -0.84 -18.55 -20.2%
51 WPRT WESTPORT INNOVATIONS INC 7.24 283,242 1,491 1.04 2.43 3.34 0.94 -1.54 -21.3%
52 VFS VINFAST AUTO LTD. 4.83 1,209,833 3,079 0.78 1.81 3.31 -0.13 -1.67 -34.6%
53 TPST TEMPEST THERAPEUTICS INC. COMM 3.64 438,260 124 1.78 4.01 3.26 0.00 +2.36 +64.8%
54 LU LUFAX HOLDING LTD 4.35 7,452,844 2,587 0.70 1.56 3.22 -0.13 -0.27 -6.2%
55 VZIO VIZIO HOLDING CORP 10.93 1,437,456 491 0.24 0.52 3.21 0.03 -0.31 -2.8%
56 ABEV AMBEV S.A. 2.45 9,848,214 958 0.11 0.24 3.19 -0.02 -0.15 -6.1%
57 WAL WESTERN ALLIANCE BANCORP 61.80 758,921 2,304 0.40 0.87 3.15 -0.29 -6.55 -10.6%
58 LSXMA LIBERTY MEDIA CORP SERIES A LB 28.86 941,405 6 0.21 0.43 3.03 0.11 -4.00 -13.9%
59 LSXMK LIBERTY MEDIA CORP SERIES C LB 28.81 1,186,873 72 0.23 0.46 3.03 0.09 -4.04 -14.0%
60 JANX JANUX THERAPEUTICS INC. COMMON 38.53 292,938 38 0.73 1.42 2.95 -1.00 +17.74 +46.0%
61 VTYX VENTYX BIOSCIENCES INC. COMMON 6.54 1,060,849 693 0.98 1.92 2.95 -0.16 -2.04 -31.2%
62 MDC MDC HOLDINGS INC 62.81 994,105 284 0.17 0.33 2.94 -0.04 +0.18 +0.3%
63 LIVN LIVANOVA PLC ORDINARY SHARES 54.42 393,781 731 0.19 0.36 2.94 -1.56 +2.29 +4.2%
64 DHC DIVERSIFIED HEALTHCARE TRUST C 2.43 728,532 36 0.41 0.79 2.93 -0.16 +0.38 +15.4%
65 NSSC NAPCO SECURITY TECH INC 39.75 315,415 18 0.41 0.78 2.93 0.37 +2.04 +5.1%
66 ADVM ADVM 14.95 357,278 25 1.30 2.50 2.93 -1.11 -3.58 -23.9%
67 FINV FINVOLUTION GROUP 4.93 668,581 6 0.15 0.29 2.88 0.03 +0.48 +9.7%
68 NVDL NOVADEL PHARMA INC 46.22 19,063,528 12,208 1.05 1.96 2.88 0.73 -11.40 -24.7%
69 RUSHA RUSH ENTERPRISES INC A 51.72 219,507 101 0.27 0.51 2.87 -0.04 -2.85 -5.5%
70 IEP ICAHN ENTERPRISES LP 17.16 460,816 3,175 0.39 0.73 2.86 0.14 -0.63 -3.7%
71 PAYC PAYCOM SOFTWARE INC 191.26 396,676 442 0.33 0.61 2.84 -1.21 +16.73 +8.7%
72 EXPE EXPEDIA INC. 137.31 1,156,476 8,359 0.24 0.43 2.84 0.47 -9.22 -6.7%
73 ABM ABM INDUSTRIES INC 43.78 620,385 2 0.19 0.34 2.76 0.10 +1.41 +3.2%
74 WOR WORTHINGTON INDUSTRIES 62.35 282,562 48 0.33 0.57 2.74 -1.90 -4.93 -7.9%
75 NEP CHINA NORTH EAST PETRO 27.93 861,758 1,656 0.35 0.61 2.73 -0.33 +2.64 +9.5%
76 FHN FIRST HORIZON NATIONAL 14.82 6,394,596 421 0.31 0.53 2.72 -0.15 -0.96 -6.5%
77 GRPN GROUPON INC. CLASS A COMMON S 13.11 1,360,305 4,943 0.65 1.12 2.71 -1.30 -3.27 -24.9%
78 SKIN SKINOVATION PHARM IN 4.11 1,748,356 1,557 0.78 1.33 2.71 -0.18 -0.70 -17.0%
79 RCM R1 RCM INC. COMMON STOCK 13.06 2,730,543 165 0.28 0.48 2.71 0.06 -0.88 -6.7%
80 TGTX MANHATTAN PHARMACEUTICALS INC 15.69 1,769,077 4,190 0.61 1.03 2.71 0.20 -1.78 -11.3%
81 FL FOOT LOCKER INC 25.87 7,872,803 15,239 0.44 0.74 2.69 1.48 -4.08 -15.8%
82 AKRO AKERO THERAPEUTICS INC 24.17 735,850 340 0.69 1.16 2.68 -0.96 -2.91 -12.0%
83 ARMK ARAMARK HOLDINGS CORP 30.77 3,878,477 60 0.25 0.42 2.66 -0.19 +2.04 +6.6%
84 CDLX CARDLYTICS INC. COMMON STOCK 20.25 2,971,046 6,941 0.96 1.59 2.65 4.35 -8.23 -40.6%
85 AAOI APPLIED OPTOELECTRONICS INC. 14.50 1,164,210 3,268 0.81 1.34 2.64 -0.18 -3.65 -25.2%
86 SLRN SOLAR 18 CORPORATION 6.74 926,667 69 0.73 1.19 2.63 -0.19 -1.54 -22.8%
87 WCC WESCO INTERNATIONAL INC 168.19 267,599 344 0.34 0.55 2.63 -0.95 +9.43 +5.6%
88 YEXT YEXT INC 5.99 802,329 112 0.40 0.66 2.63 -0.14 -0.44 -7.3%
89 AMLX AMYLYX PHARMACEUTICALS INC. CO 2.71 2,179,191 694 1.14 1.85 2.63 -0.03 -0.72 -26.6%
90 S SPRINT NEXTEL CORP 22.48 3,658,892 8,481 0.44 0.71 2.61 -0.30 -1.97 -8.8%
91 AI ARLINGTON ASSET INVSTMNT 27.63 5,192,186 64,900 0.55 0.89 2.61 -0.19 -6.82 -24.7%
92 SRPT SAREPTA THERAPEUTICS 127.94 393,519 2,375 0.39 0.63 2.61 0.40 -10.16 -7.9%
93 MFA MFA FINANCIAL INC 11.58 548,415 822 0.18 0.30 2.61 0.06 -1.16 -10.0%
94 SIRI SIRIUS XM RADIO INC 3.89 9,173,901 6,173 0.38 0.61 2.60 0.01 -0.74 -19.0%
95 NVEI NUVEI CORPORATION SUBORDINATE 28.79 704,269 1,435 0.48 0.76 2.60 -0.34 +4.99 +17.3%
96 RELY SIGNATURE GROUP HOLDINGS INC.U 20.71 679,769 345 0.36 0.58 2.60 -0.06 -2.24 -10.8%
97 VIR VIR BIOTECHNOLOGY INC. 10.00 442,337 213 0.47 0.75 2.60 -0.05 -1.56 -15.6%
98 PANW PALO ALTO NETWORKS INC 285.07 2,630,788 42,331 0.32 0.50 2.60 -1.71 -20.07 -7.0%
99 BDTX BLACK DIAMOND THERAPEUTICS INC 5.19 491,757 27 0.92 1.47 2.59 -0.55 -0.63 -12.1%
100 BUR BURCON NUTRASCIENCE CORPORATIO 15.02 524,844 316 0.35 0.56 2.59 -0.23 +1.75 +11.7%

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.