Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FORUM 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 May 5, 2017. 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 MDCA MDC PARTNERS INC A 8.40 583,196 22 0.29 -0.83 -0.30 -0.85 -10.1%
2 ACLS AXCELIS TECHNOLOGIES INC 21.55 1,257,574 843 1.42 0.80 1.85 +1.30 +6.0%
3 NPTN NEOPHOTONICS 7.49 3,087,406 557 0.58 -0.75 0.31 +2.16 +28.8%
4 PTX PERNIX THERAPEUTICS HLDG 6.19 2,990,280 5,256 1.77 0.71 0.37 -2.25 -36.3%
5 INFN INFINERA CORP 9.55 5,212,952 5,814 0.43 -0.54 -0.40 +0.83 +8.7%
6 ADMS ADVANCED MESSAGING 17.40 238,908 321 0.85 0.53 -0.01 -2.81 -16.1%
7 RXDX IGNYTA INC. COMMON STOCK 7.15 580,684 13 0.56 -0.52 0.00 +0.70 +9.8%
8 RLGT RADIANT LOGISTICS INC 6.25 289,910 1 0.91 0.52 -0.14 -0.52 -8.3%
9 IPI INTREPID POTASH INC 2.11 2,946,094 289 0.82 -0.50 0.23 +0.39 +18.5%
10 PBYI Puma Biotechnology, Inc. 30.70 4,244,274 3,747 2.07 0.50 -5.85 +49.30 +160.6%
11 CPSI COMPUTER PROGR & SYSTEMS 30.55 367,119 119 0.22 -0.49 3.90 -3.80 -12.4%
12 ZFGN ZAFGEN INC 4.95 1,060,416 558 0.85 -0.43 0.08 -1.24 -25.1%
13 AAOI APPLIED OPTOELECTRONICS INC. 55.96 10,827,593 35,505 0.52 -0.41 9.15 +16.99 +30.4%
14 FTAI FORTRESS TRNSP & INFSTR INVSTR 15.81 355,516 37 0.28 -0.41 0.29 +0.89 +5.6%
15 CTRL CONTROL4 CORPORATION COMMON ST 17.90 943,931 929 0.43 -0.40 0.94 -1.58 -8.8%
16 BSM BLACK STONE MINERALS LP 15.88 429,641 15 0.10 -0.39 0.20 +1.33 +8.4%
17 LC LENDINGCLUB CORP 5.75 8,843,562 4,247 0.41 -0.39 -0.34 -0.33 -5.7%
18 CS CREDIT SUISSE GROUP ADS 15.77 4,177,294 27,381 0.84 0.38 0.30 -1.62 -10.3%
19 APFH ADVANCEPIERRE FOODS HLDGS INC 40.49 383,084 57 0.07 -0.38 -0.02 -0.34 -0.8%
20 ABTL AUTOBYTEL INC 12.59 228,022 5 0.49 -0.37 -1.00 +1.46 +11.6%
21 ACTG ACACIA RES-ACACIA TECH 4.85 688,921 201 0.56 -0.37 -0.10 -0.65 -13.4%
22 LOGM LOGMEIN INC 120.95 1,365,107 985 0.28 -0.36 8.20 -14.10 -11.7%
23 SHAK SHAKE SHACK INC 36.17 5,560,852 15,982 0.31 -0.35 3.05 +2.11 +5.8%
24 ZEN ZENDESK INC 27.60 4,914,956 739 0.34 -0.34 -2.10 -3.12 -11.3%
25 SWIR SIERRA WIRELESS INC 28.45 2,264,492 4,413 0.45 -0.34 3.65 -2.90 -10.2%
26 MULE MULE 22.15 842,390 820 0.49 -0.34 0.17 +6.85 +30.9%
27 AVD AMERICAN VANGUARD CORP 17.75 242,868 56 0.42 -0.33 2.00 -2.10 -11.8%
28 YRCW YRC WORLDWIDE INC 8.57 3,196,186 3,079 0.52 -0.33 -2.11 +1.25 +14.5%
29 NSTG NANOSTRING TECHNOLOGIES INC. 18.45 403,985 16 0.49 -0.33 1.07 -1.11 -6.0%
30 HDP HORTONWORKS INC. COMMON STOCKS 11.15 2,889,126 948 0.54 -0.33 1.05 +2.74 +24.6%
31 KOPN KOPIN CORP 4.23 432,373 96 0.92 0.32 0.05 -0.86 -20.3%
32 RPXC RPX CORPORATION COMMON STOCK 13.51 519,289 12 0.45 -0.32 -0.01 +0.77 +5.7%
33 NGVC NATURAL GROCERS BY VITAMIN COT 9.90 229,918 125 0.36 -0.31 -0.90 +0.90 +9.1%
34 SORL SORL AUTO PARTS INC 3.98 395,599 50 0.99 0.31 0.23 +5.52 +138.7%
35 OCUL OCULAR THERAPEUTIX INC. COMMOP 7.63 4,050,510 1,554 0.96 0.30 -1.47 +3.67 +48.1%
36 ZNGA ZYNGA INC. CLASS A COMMON STOC 3.20 41,199,217 12,726 0.33 -0.30 0.36 +0.42 +13.3%
37 PI PI 41.12 2,497,224 3,121 0.46 -0.29 3.28 -7.12 -17.3%
38 W WAYFAIR INC 48.52 1,093,578 950 1.08 0.29 0.07 +17.28 +35.6%
39 AREX APPROACH RESOURCES INC 2.28 1,150,057 195 0.72 -0.29 0.25 +0.82 +36.0%
40 ADMP ADAMIS PHARMACEUTICALS 3.50 481,479 255 1.64 0.29 -0.10 +0.71 +20.2%
41 OSTK OVERSTOCK.COM INC 15.50 216,732 267 0.36 -0.29 0.10 -1.65 -10.6%
42 AHT ASHFORD HOSPITALITY TR 6.19 790,196 151 0.44 -0.28 -0.07 -0.38 -6.1%
43 GGB GERDAU SA ADS 2.89 7,711,765 372 0.51 -0.28 0.00 +0.43 +14.9%
44 QTM QUANTUM CORP 8.93 772,375 503 0.58 -0.28 0.15 -1.32 -14.8%
45 MNST MONSTER WORLDWIDE INC 47.45 6,040,355 13,898 0.21 -0.28 1.52 +3.86 +8.1%
46 LHO LASALLE HOTEL PROPERTIES 28.92 719,493 135 0.48 0.28 0.28 -1.25 -4.3%
47 FRPT FORCE PROTECTION INC 13.30 829,043 457 0.33 -0.27 1.20 -2.05 -15.4%
48 VRNS VARONIS SYSTEMS INC. COMMON S 35.20 1,965,913 74 0.32 -0.27 3.30 +1.80 +5.1%
49 WEB WEB COM GROUP INC 22.00 934,780 2,003 0.31 -0.27 2.40 -1.65 -7.5%
50 INOV INOVALON HOLDINGS INC 13.05 1,113,005 279 0.68 0.27 0.10 +1.10 +8.4%
51 RATE BANKRATE INC 11.15 997,923 26 0.49 -0.27 0.60 -1.15 -10.3%
52 DV DEVRY INC 37.75 2,262,842 759 0.33 -0.26 -0.55 -3.30 -8.7%
53 UEIC UNIVERSAL ELECTRONICS 64.15 319,532 124 0.41 -0.26 -4.05 -7.05 -11.0%
54 BLDP BALLARD POWER SYSTEMS 2.82 1,718,827 264 0.82 0.26 0.15 -0.27 -9.6%
55 COLL COLLEGIUM PHARMACEUTICAL INC.O 8.10 732,997 55 0.81 -0.26 -0.40 +1.77 +21.9%
56 LBY LIBBEY INC 8.61 411,103 255 0.42 -0.26 -0.11 -0.91 -10.6%
57 NVRO NEVRO CORP 90.77 425,440 373 0.81 0.26 0.17 -18.86 -20.8%
58 IMPV IMPERVA INC 47.25 1,453,116 594 0.36 -0.25 2.40 +4.00 +8.5%
59 GTT GLOBAL TELECOM & TECHNOLOGY I 28.70 265,287 40 0.25 -0.25 0.20 +3.15 +11.0%
60 VBLT VASCULAR BIOGENICS LTD. ORDINA 6.10 369,682 319 1.02 0.24 -0.25 -0.65 -10.7%
61 UBS UBS AG 17.65 4,172,951 6,098 0.52 0.24 0.04 -1.73 -9.8%
62 MB MINDBODY INC CLASS A 25.85 2,696,300 1,806 0.41 -0.24 -2.65 +2.70 +10.4%
63 WAGE WAGEWORKS INC 72.30 611,881 226 0.24 -0.24 -1.20 +4.25 +5.9%
64 PETX ARATANA THERAPEUTICS INC. COM 6.64 665,555 127 0.91 0.24 0.30 -0.88 -13.3%
65 ELGX ENDOLOGIX INC 7.47 3,114,603 117 0.56 -0.23 0.13 -3.27 -43.7%
66 TACO LEVY ACQUISITION CORP. COMMON 13.45 1,166,537 298 0.30 -0.23 0.05 -0.85 -6.3%
67 APU AMERIGAS PARTNERS L.P. 45.45 298,001 603 0.42 0.23 0.25 -2.93 -6.4%
68 SRCL STERICYCLE INC 87.00 1,007,014 803 0.24 -0.23 1.27 -4.66 -5.4%
69 CLVS CLOVIS ONCOLOGY INC. COMMON S 50.37 1,853,589 1,965 0.85 0.23 -0.99 +5.55 +11.0%
70 ACET ACETO CORP 14.29 772,850 161 0.43 -0.23 -1.32 -0.79 -5.5%
71 LOCO EL POLLO LOCO HOLDINGS INC. CP 13.90 1,505,168 1,431 0.30 -0.23 1.40 -1.28 -9.2%
72 CNDT CNDT 17.69 2,049,583 1,155 0.40 -0.23 0.42 -1.58 -8.9%
73 TUES TUESDAY MORNING CORP 2.30 927,976 16 0.73 -0.23 0.10 -0.60 -26.1%
74 SBGL SIBANYE GOLD LIMITED AMERICAN 7.59 2,053,807 463 0.66 0.23 0.14 -2.32 -30.6%
75 TWOU 2U INC. COMMON STOCK 42.88 1,026,104 1,447 0.34 -0.23 -1.50 -3.30 -7.7%
76 IMMR IMMERSION CORP 8.15 663,971 240 0.62 -0.23 -0.94 +0.77 +9.4%
77 ANET ARISTA NETWORKS INC 144.72 2,254,302 5,117 0.24 -0.22 4.52 -9.51 -6.6%
78 REN RESOLUTE ENERGY CORP 38.13 696,293 1,631 0.49 -0.22 2.94 +6.31 +16.5%
79 UBNT UBIQUITI NETWORKS INC. COMMON 47.21 1,798,668 3,703 0.33 -0.22 -2.96 +3.24 +6.9%
80 ATVI ACTIVISION BLIZZARD INC 53.83 10,495,284 69,305 0.20 -0.22 0.73 +6.30 +11.7%
81 MMSI MERIT MEDICAL SYSTEMS 34.15 477,177 14 0.50 0.22 0.70 -1.50 -4.4%
82 MNK MALLINCKRODT PUBLIC LIMITED CO 46.63 1,688,785 5,014 0.75 0.21 0.83 -7.82 -16.8%
83 SNSS SUNESIS PHARMACEUTICALS 3.11 331,379 73 1.38 -0.21 0.05 -0.21 -6.8%
84 FPRX FIVE PRIME THERAPEUTICS INC. 29.79 916,436 39 0.58 -0.21 -1.95 -1.62 -5.4%
85 NLNK NEWLINK GENETICS CORPORATION C 16.95 628,268 3,159 1.26 0.21 -0.55 -3.07 -18.1%
86 BRS BRISTOW GROUP INC 13.48 512,049 166 0.56 -0.21 0.75 -6.32 -46.9%
87 JIVE JIVE SOFTWARE INC. COMMON STO 5.30 565,253 215 0.47 0.21 0.00 -0.10 -1.9%
88 KTOS KRATOS DEF&SEC SOLUTION 9.08 6,487,745 4,225 0.51 -0.20 1.41 +2.18 +24.0%
89 ECPG ENCORE CAPITAL GROUP 32.80 542,100 2,062 0.34 -0.20 -1.55 +6.50 +19.8%
90 RP REALPAGE 35.65 1,445,729 14 0.22 -0.20 -2.05 -3.35 -9.4%
91 CHUY CHUY'S HOLDINGS 30.05 609,929 236 0.31 -0.20 -1.00 -2.90 -9.7%
92 BTG B2GOLD CORP. 2.25 5,362,987 52 0.59 -0.20 0.09 +0.34 +15.1%
93 WIFI BOINGO WIRELESS INC. COMMON S 15.40 817,795 205 0.38 -0.20 1.83 -1.40 -9.1%
94 DISCK DISCOVERY COMMS C 26.46 1,771,114 3 0.58 0.19 0.38 -2.28 -8.6%
95 HMY HARMONY GOLD MINING ADS 2.16 3,902,972 164 0.62 -0.19 0.05 +0.23 +10.6%
96 CARA CARA THERAPEUTICS INC. COMMON 14.69 1,874,848 2,729 0.76 -0.19 -0.25 +3.29 +22.4%
97 ONVO ORGANOVO HOLDINGS INC. COMMON 2.71 732,680 823 0.74 0.19 0.01 +0.24 +8.9%
98 EPZM EPIZYME INC 16.30 267,215 52 1.41 -0.19 -0.35 +2.15 +13.2%
99 SNAP SNAP INC 23.19 12,781,058 51,491 1.07 0.19 0.60 -5.60 -24.1%
100 XEL XCEL ENERGY INC 45.05 2,023,320 19 0.31 0.19 0.13 +2.36 +5.2%

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.