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

Implied Volatility Change By Stock Report Date:

SCREENER   
Stock Filter
STOCK PRICE
STOCK VOLUME
IMPLIED VOL
Option Filter
OPTION VOLUME
 
 
Screener Options
Subscribers can save settings 
Direction 
 
Data is delayed from June 15, 2020. You must subscribe to get the latest data.
# Stock Name Stock
Price
Stock Volume Option Volume Implied
Volatility
IVol Change Price Change High/Low
Change % Change
1 NH NANTHEALTH INC. COMMON STOCK 3.87 8,904,708 4,542 3.82 2.37 1.02 +2.13 +55.0%
2 NINE NINETOWNS INTERNET TECH 2.92 380,560 18 2.27 -1.98 0.01 -1.14 -39.0%
3 BECN BEACON ROOFING SUPPLY 27.58 560,280 63 2.44 1.70 1.49 -2.94 -10.7%
4 XAIR BEYOND AIR INC. COMMON STOCK 6.88 299,583 4 2.80 1.65 0.44 +1.08 +15.7%
5 MIND MITCHAM INDUSTRIES 2.21 770,664 163 2.90 1.43 0.23 -0.67 -30.3%
6 BBVA BANCO BILBAO VIZCAYA ARG 3.45 3,855,600 1,230 0.56 -1.41 -0.06 +0.29 +8.6%
7 OXSQ OXFORD SQUARE CAPITAL CORP. CO 3.30 389,931 55 2.12 1.35 -0.03 -0.63 -19.1%
8 CEIX CONSOL ENERGY INC 7.01 451,814 83 2.73 1.34 -0.06 -2.07 -29.5%
9 BDSI BIODELIV SCIENCES INTL 4.65 887,803 290 0.62 -1.30 0.17 -0.56 -12.0%
10 OEC ORION ENGINEERED CARBONS S.A. 10.82 1,513,034 48 2.10 1.29 0.18 -1.15 -10.6%
11 CFRX CONTRAFECT CORPORATION COMMON 5.77 259,491 58 2.38 1.29 0.32 +2.23 +38.6%
12 DSKE HENNESSY CAPITAL ACQ CORP 2.94 358,679 29 1.18 -1.25 0.12 +1.05 +35.7%
13 CYH COMMUNITY HEALTH SYSTEMS 3.28 1,587,488 10,341 2.23 1.18 0.24 -0.60 -18.3%
14 IFRX INFLARX N.V. COMMON STOCK 7.29 1,135,158 335 3.58 1.04 0.59 -2.86 -39.2%
15 CLSN CELSION CORP 3.66 4,857,906 3,330 2.71 1.02 0.60 +2.84 +77.6%
16 XENE XENON PHARMACEUTICALS INC. COM 11.57 723,004 49 1.74 0.94 -0.44 +2.21 +19.1%
17 AFMD AFFIMED THERAPEUTICS B.V. COMM 3.28 896,682 264 1.83 0.93 0.22 +1.51 +46.0%
18 ACRE ARES COMMERCIAL REAL ESTATE CO 9.09 604,913 262 1.83 0.91 0.09 +0.91 +10.0%
19 CPF CENTRAL PACIFIC FNCL 16.80 230,857 4 1.41 0.89 0.07 -2.31 -13.7%
20 DGLY DIGITAL ALLY INC 5.15 19,498,154 22,859 4.12 0.86 0.90 -2.63 -51.1%
21 WNS WNS HOLDINGS LIMITED ADS 54.05 240,132 14 1.37 0.85 0.37 -2.73 -5.1%
22 EVTC EVOTEC AKTIENGESELLSCHAFT AMER 29.65 386,192 1 1.11 0.85 0.76 -2.79 -9.4%
23 BKH BLACK HILLS CORP 57.43 337,896 10 1.26 0.84 0.62 -5.08 -8.8%
24 IRWD IRONWOOD PHARMACEUTICALS 9.31 2,296,968 277 1.48 0.82 0.17 +1.20 +12.9%
25 HCAT HEALTH CATALYST INC COMMON STO 29.21 1,040,218 105 1.37 0.82 1.95 +4.50 +15.4%
26 AGFS AGROFRESH SOLUTIONS INC. COMMO 3.31 298,705 53 1.59 0.81 0.28 -0.81 -24.3%
27 MCRB SERES THERAPEUTICS INC. COMMOS 4.57 350,455 98 3.74 0.81 0.19 +1.15 +25.2%
28 GILT GILAT SATELLITE NETWORKS 6.04 411,237 368 0.72 -0.81 -0.18 +0.57 +9.4%
29 PFLT PENNANTPARK FLOATING RATE CAPI 9.02 354,632 157 1.32 0.80 0.18 -1.12 -12.5%
30 BXC BLUELINX HOLDINGS INC 7.58 219,359 29 2.10 0.78 0.21 +1.79 +23.6%
31 IEO ISHARES DJ US OIL & GAS 35.74 227,397 108 1.24 0.75 -0.14 -3.68 -10.3%
32 XRF CHINA RAPID FINANCE LTD 2.34 1,541,118 114 4.43 0.73 -0.49 +2.43 +103.8%
33 ACTG ACACIA RES-ACACIA TECH 4.00 556,709 104 1.18 -0.73 -0.01 +0.34 +8.4%
34 ZYNE ZYNERBA PHARMACEUTICALS INC. C 5.05 1,680,019 18,406 3.16 0.72 0.20 +2.40 +47.4%
35 INN SUMMIT HOTEL PROPERTIES 7.17 1,281,216 91 1.75 0.72 -0.10 -1.82 -25.4%
36 GFL GFL ENVIRONMENTAL INC 18.39 1,439,218 51 1.47 0.72 0.29 +1.25 +6.8%
37 AXU ALEXCO RESOURCE CORP. 2.07 1,461,389 235 1.90 0.70 0.05 +0.35 +16.9%
38 NMFC NEW MOUNTAIN FINANCE CORP 9.47 621,941 32 0.60 -0.68 -0.24 -0.73 -7.7%
39 CWK CUSHMAN & WAKEFIELD PLC 12.16 1,175,820 15 1.38 0.67 0.14 -1.05 -8.6%
40 ENBL ENABLE MIDSTREAM PARTNERS LP 5.60 2,123,059 1,630 1.80 0.66 0.29 -1.12 -20.0%
41 LCI LANNETT INC 7.50 474,524 286 1.60 0.66 0.24 -0.90 -12.0%
42 RYAM RAYONIER ADVANCED MATERIALS IN 2.52 352,400 20 1.83 0.66 -0.04 +0.68 +27.0%
43 CVE CENOVUS ENERGY 4.63 9,754,822 649 1.59 0.66 0.05 +0.46 +9.9%
44 HIBB HIBBETT SPORTS INC 20.68 514,222 866 1.12 0.65 0.39 +3.43 +16.6%
45 FRGI FIESTA RESTAURANT GROUP INC. 6.98 227,512 37 1.00 -0.65 -0.06 -1.36 -19.5%
46 LEAF SPRINGLEAF HOLDINGS INC 3.40 824,943 234 1.75 0.65 0.65 +1.15 +33.8%
47 OII OCEANEERING INTERNAT 7.23 1,270,085 97 1.98 0.64 0.24 -1.42 -19.6%
48 ETRN EQUITRANS MIDSTREAM CORP 8.80 33,498,696 43,792 1.62 0.63 0.74 +1.54 +17.4%
49 SECO SECURE COMMUN&TECH I 3.23 289,038 40 1.22 0.62 -0.06 +0.54 +16.7%
50 EOLS EVOLUS INC. COMMON STOCK 5.08 338,006 630 1.91 0.61 0.08 -2.00 -39.4%
51 AVID AVID TECHNOLOGY INC 7.33 394,140 80 0.80 -0.61 0.26 -0.60 -8.2%
52 GSG ISHARES GSCI COMMDTY ETF 10.11 327,102 38 0.47 -0.60 0.08 +0.58 +5.7%
53 DLNG DYNAGAS LNG PARTNERS LP COMMON 2.79 360,763 907 0.84 -0.60 0.33 +1.18 +42.3%
54 PEB PEBBLEBROOK HOTEL TRUST 14.77 1,644,534 34 0.87 -0.60 -0.15 -2.74 -18.6%
55 CPRI CAPRI HOLDINGS LTD 17.01 3,961,512 898 1.62 0.59 -0.20 -2.87 -16.9%
56 SPPI SPECTRUM PHARMACEUTICALS 2.92 1,164,485 267 1.64 0.58 0.11 +0.85 +29.1%
57 EIGI ENDURANCE INTERNATIONAL GROUP 3.55 402,279 120 1.72 0.58 0.09 +0.76 +21.4%
58 CLSD CLEARSIDE BIOMEDICAL INC. COMM 2.05 284,002 45 2.55 0.57 0.07 -0.20 -9.8%
59 BRBR BELLRING BRANDS INC 19.71 208,351 5 0.81 -0.57 0.60 -1.93 -9.8%
60 CASA MEXICAN RESTAURANTS INC 4.18 251,555 106 1.59 0.57 -0.06 +0.50 +12.0%
61 QMCO QUANTUM CORP COMMON STOCK 4.53 579,409 35 1.21 0.57 0.42 -0.82 -18.1%
62 FWONK LIBERTY MEDIA CORP SERIES C FO 36.31 990,656 15 1.19 0.57 0.02 -6.48 -17.8%
63 CYTK CYTOKINETICS INC 21.73 631,992 45 1.04 0.56 0.35 +5.27 +24.3%
64 GPMT GRANITE POINT MORTGAGE TRUST I 7.23 2,271,520 399 2.16 0.56 0.24 -0.96 -13.3%
65 NXTC NEXTCURE INC. COMMON STOCK 24.42 437,168 40 1.69 0.56 0.68 -6.72 -27.5%
66 TRTX TPG RE FINANCE TRUST INC 8.87 1,077,563 482 1.90 0.56 0.28 -1.08 -12.2%
67 PLYA PLAYA HOTELS & RESORTS N.V. OR 3.67 3,844,009 304 2.25 0.56 -0.13 -0.40 -10.9%
68 KRC KILROY REALTY CORP 63.09 866,352 23 1.10 0.55 -0.11 -5.86 -9.3%
69 DBI DESIGNER BRANDS INC 7.13 2,342,476 545 2.08 0.55 0.15 -1.36 -19.1%
70 NR NEWPARK RESOURCES INC 2.29 1,305,980 271 2.09 0.55 -0.02 -0.59 -25.8%
71 CLNY COLONY FINANCIAL INC 2.83 5,715,758 850 1.55 0.55 0.08 -0.58 -20.5%
72 CAPR CAPRICOR THERAPEUTICS INC. CO 4.70 745,636 478 2.64 0.54 0.26 +0.75 +16.0%
73 OIS OIL STATES INTERNATIONAL 5.52 2,275,311 376 2.15 0.54 0.26 -1.37 -24.8%
74 RPV RYDEX ETF SP500 PURE VAL 49.43 255,401 3 1.03 0.53 0.44 -3.81 -7.7%
75 SPNS SAPIENS INTERNAT CP N.V. 27.97 218,422 8 1.07 0.53 0.16 -2.41 -8.6%
76 CLNE CLEAN ENERGY FUELS CORP 2.19 1,046,852 443 1.25 0.53 0.01 -0.18 -8.2%
77 MFA MFA FINANCIAL INC 2.87 41,749,933 34,447 3.13 0.52 0.26 -0.64 -22.3%
78 GAN GAINSCO INC 21.43 3,296,342 11,410 2.13 0.52 3.24 +7.30 +34.1%
79 EPZM EPIZYME INC 19.37 1,397,781 1,339 2.13 0.52 2.02 -4.07 -21.0%
80 ATHX ATHERSYS INC 3.20 4,476,046 2,920 2.00 0.52 0.36 -1.64 -51.2%
81 KYN KAYNE ANDERSON MLP 6.17 1,759,826 86 1.33 0.52 0.44 -1.32 -21.4%
82 PRNB PRINCIPIA BIOPHARMA INC. COMMO 63.00 299,757 13 1.30 0.52 2.33 -8.00 -12.7%
83 FLDM FLUIDIGM 3.98 3,590,137 601 2.15 0.51 0.27 +0.96 +24.1%
84 AROC ARCHROCK INC 6.43 1,791,042 215 1.21 0.51 0.36 -0.69 -10.7%
85 VRT VERTIV HOLDINGS LLC 14.24 2,419,584 39 1.18 0.51 -0.02 -2.15 -15.1%
86 GNUS GENIUS BRANDS INTERNATIONAL I 4.52 114,940,027 65,181 3.69 0.50 0.36 -2.41 -53.3%
87 HT HERSHA HOSPITALITY TRUST 7.08 1,266,459 837 1.39 0.50 -0.23 -1.83 -25.8%
88 DS DS 2.34 2,763,214 687 2.16 0.50 -0.06 -0.62 -26.5%
89 HALL HALLMARK FINANCIAL SVCS 3.98 750,307 28 2.70 0.50 0.10 -1.25 -31.4%
90 GFI GOLD FIELDS LTD ADR 7.76 6,638,658 951 1.19 0.49 0.28 +2.17 +28.0%
91 RADA RADA ELECTRONIC INDS LTD 6.24 311,179 151 1.22 0.49 0.25 +0.80 +12.8%
92 BMA BANCO MACRO SA 20.90 452,030 69 1.33 0.49 -0.64 -2.99 -14.3%
93 CBIO CATALYST BIOSCIENCES INC. COMM 7.57 294,823 232 1.12 0.48 0.10 -1.92 -25.3%
94 GNCA GENOCEA BIOSCIENCES INC. COMM 2.33 290,172 66 2.32 0.48 0.05 +0.59 +25.3%
95 GTY GETTY REALTY CORP HLDNG 30.17 320,125 11 0.89 0.48 0.77 -2.03 -6.7%
96 VRML VERMILLION INC 4.00 1,319,330 1,270 2.57 0.48 0.00 -0.35 -8.8%
97 ALDX ALDEYRA THERAPEUTICS INC. COM 4.74 711,415 396 1.97 0.48 0.22 -0.79 -16.7%
98 CGBD TCG BDC INC. COMMON STOCK 9.21 371,070 33 0.65 -0.48 0.02 -1.19 -12.9%
99 WWW WOLVERINE WORLD WIDE 23.11 479,320 17 1.13 0.48 0.14 -1.87 -8.1%
100 SGRY SURGERY PARTNERS INC. COMMON S 12.44 496,258 191 1.84 0.47 0.61 -2.33 -18.7%

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.