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 May 2, 2019. 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 ADAP ADAPTIMMUNE THERAPEUTICS PLC A 4.80 437,024 67 3.34 1.54 -0.01 -1.29 -26.9%
2 GORO GOLD RESOURCE CORP 3.58 489,031 78 1.85 0.95 -0.02 -0.72 -20.1%
3 NEWM NEW MEDIA INVESTMENT GROUP 10.28 1,003,900 11 1.20 0.95 -0.35 -1.17 -11.3%
4 AGS PLAYAGS INC 23.49 222,223 2 1.61 0.92 -0.62 -4.13 -17.6%
5 PER PEROT SYSTEMS CORP 2.16 556,962 2 1.60 0.87 -0.04 -0.19 -8.8%
6 APU AMERIGAS PARTNERS L.P. 36.03 383,062 21 0.27 -0.66 -0.03 -1.94 -5.4%
7 AVXL ANAVEX LIFE SCIENCES CP 3.09 240,147 279 1.40 -0.60 0.03 +0.86 +27.8%
8 HTGC HERCULES TECHNOL GROWTH CAP. 12.92 476,322 217 0.25 -0.60 -0.01 +0.93 +7.2%
9 RBS ROYAL BANK SCOTLAND ADS 6.28 833,802 167 0.30 -0.59 -0.01 -0.75 -11.9%
10 MARA MARATHON PATENT GROUP INC. CO 2.93 290,178 33 0.67 -0.52 0.10 +0.92 +31.4%
11 IO ION GEOPHYSICAL CORP 10.65 499,922 657 0.85 -0.51 -1.52 -3.64 -34.2%
12 OMI OWENS & MINOR INC 3.56 1,142,051 102 1.23 0.50 0.23 +0.56 +15.7%
13 ANH ANWORTH MTG ASSET CORP 4.15 437,672 10 1.24 0.49 -0.05 -0.18 -4.3%
14 W WAYFAIR INC 151.96 6,632,983 18,035 0.41 -0.49 -11.57 -16.75 -11.0%
15 FOMX FOAMIX PHARMACEUTICAL LTD 3.22 245,685 18 0.42 -0.48 0.03 -0.82 -25.5%
16 RUBI THE RUBICON PROJECT INC 6.60 1,576,397 1,884 0.61 -0.47 0.36 +0.90 +13.6%
17 CSLT CASTLIGHT HEALTH INC 3.83 352,366 21 1.40 0.46 0.10 -0.64 -16.6%
18 BKCC BLACKROCK KELSO CAPITAL 6.25 420,165 16 0.20 -0.45 0.15 -0.17 -2.7%
19 FSM FORTUNA SILVER MINES INC 2.95 992,821 126 0.40 -0.43 -0.04 -0.49 -16.6%
20 BCRX BIOCRYST PHARMACEUTICALS 7.50 636,894 976 1.74 -0.42 0.22 -4.40 -58.7%
21 NVTR NUVECTRA CORPORATION COMMON ST 6.13 1,599,459 43 1.45 0.42 -3.26 -2.28 -37.2%
22 BDSI BIODELIV SCIENCES INTL 4.76 510,236 33 0.50 -0.41 0.04 +0.45 +9.5%
23 CLW CLEARWATER PAPER CORP 18.01 969,774 115 0.43 -0.41 -1.95 +1.55 +8.6%
24 SPN SUPERIOR ENERGY SVCS INC 3.26 4,119,301 6,044 1.13 0.41 -0.12 -1.39 -42.6%
25 CTST CANNTRUST HOLDINGS INC 5.59 30,410,927 6,475 1.02 -0.39 -0.85 +0.85 +15.2%
26 MDCA MDC PARTNERS INC A 2.05 229,068 10 1.66 0.39 0.00 +1.39 +67.8%
27 ABUS ARBUTUS BIOPHARMA CORPORATION 2.52 267,958 80 1.04 -0.39 -0.07 -0.53 -21.0%
28 LKSD LSC COMMUNICATIONS INC 6.24 552,413 58 0.80 0.37 -0.25 -0.97 -15.5%
29 SNDX SYNDAX PHARMACEUTICALS INC 6.90 207,466 131 2.30 0.36 -0.32 +1.13 +16.4%
30 YETI YETI HOLDINGS INC 30.94 5,938,905 22,904 0.66 -0.36 -2.98 -6.34 -20.5%
31 CVIA COVIA HOLDINGS CORP 3.91 1,207,993 236 0.81 -0.35 -0.59 -1.16 -29.7%
32 NTEC NEOSE TECHNOLOGIES INC. COMMO 6.22 242,834 564 0.89 -0.35 0.07 -1.40 -22.5%
33 FIT FITBIT INC 4.96 17,776,265 50,327 0.55 -0.35 -0.41 +0.50 +10.1%
34 PTCT PTC THERAPEUTICS INC. COMMON 37.38 636,573 1,289 1.04 0.34 1.08 +4.62 +12.4%
35 CSV CARRIAGE SERVICES INC 17.77 279,723 692 0.34 -0.34 0.46 +2.75 +15.5%
36 LMAT LEMAITRE VASCULAR INC 26.52 384,392 60 0.37 -0.34 -2.72 +2.49 +9.4%
37 APTS PREFERRED APARTMENT COMMUNITIE 15.74 271,687 61 0.61 0.33 -0.14 +1.20 +7.6%
38 LBY LIBBEY INC 2.69 232,011 5 0.31 -0.33 0.17 -0.48 -17.8%
39 AKRX AKORN INC 2.71 1,694,900 269 1.28 -0.33 -0.05 +2.13 +78.6%
40 LC LENDINGCLUB CORP 3.19 889,603 198 0.79 0.32 0.04 +0.58 +18.2%
41 MED MEDIFAST INC 143.67 671,941 982 0.39 -0.32 -7.61 +15.74 +11.0%
42 VSTO VISTA OUTDOOR INC 9.23 585,802 98 0.59 -0.32 0.58 -1.44 -15.6%
43 FTEK FUEL TECH INC 2.29 709,585 413 1.49 0.31 -0.27 -0.83 -36.2%
44 FGEN FIBROGEN INC COMMON STOCK S 47.45 517,396 2,794 1.21 0.30 1.50 -13.94 -29.4%
45 CYRX CRYOPORT INC. 14.35 387,281 294 0.88 0.30 0.14 +3.76 +26.2%
46 FORM FORMFACTOR INC 16.93 724,158 174 0.41 -0.29 -1.78 -2.48 -14.6%
47 GTX GARRETT MOTION INC 17.48 693,673 1,081 0.88 0.29 -0.52 +1.77 +10.1%
48 SMPL SIMPLICITY BANCORP INC. COMMON 22.52 229,871 5 0.26 -0.29 0.07 -0.96 -4.3%
49 DPLO DIPLOMAT PHARMACY INC 5.67 443,007 43 1.09 0.29 0.17 -0.70 -12.3%
50 CASA MEXICAN RESTAURANTS INC 7.68 1,790,093 2,322 0.54 -0.29 -1.87 -1.90 -24.7%
51 DRYS DRYSHIPS INC 4.01 341,041 79 1.27 -0.28 -0.07 +0.49 +12.2%
52 ACAD ACADIA PHARMACEUTICALS 25.50 2,604,457 3,502 0.41 -0.28 1.84 -2.31 -9.1%
53 RLGT RADIANT LOGISTICS INC 6.81 277,674 28 0.73 0.28 0.16 -1.06 -15.6%
54 UAA UAA 22.82 17,262,336 27,276 0.35 -0.28 0.78 -1.98 -8.7%
55 TLRA TELARIA INC 7.21 719,752 100 0.76 -0.28 0.02 +1.98 +27.5%
56 CMPR CIMPRESS N.V. ORDINARY SHARES 85.80 307,147 147 0.35 -0.28 -4.40 +6.08 +7.1%
57 EPZM EPIZYME INC 11.91 426,016 24 0.59 -0.28 -0.11 +1.12 +9.4%
58 GTE GRAN TIERRA ENERGY INC 2.28 2,978,975 1,211 0.54 -0.28 -0.01 -0.36 -15.8%
59 DNOW NOW INC 14.85 1,083,329 63 0.39 -0.28 0.59 -1.69 -11.3%
60 ONDK ON DECK CAPITAL INC 4.75 2,034,212 145 0.54 -0.28 -0.89 +0.65 +13.7%
61 ADT ADT CORP 6.74 2,189,336 184 0.91 0.28 0.11 -0.85 -12.6%
62 CWH COMMONWEALTH REIT 14.46 603,908 16,156 0.87 0.28 -0.08 -3.64 -25.2%
63 MITT AG MORTGAGE INVESTMENT TRUST I 17.00 206,895 15 0.42 0.28 -0.10 -1.25 -7.4%
64 GTHX G1 THERAPEUTICS INC. COMMON ST 20.89 313,115 13 0.68 -0.28 0.40 +7.01 +33.6%
65 MXL MAXLINEAR INC. 25.07 1,119,861 53 0.39 -0.28 -1.55 -3.98 -15.9%
66 BLDP BALLARD POWER SYSTEMS 3.39 1,390,315 204 0.46 -0.27 0.10 +0.83 +24.5%
67 EB EVENTBRITE INC 17.60 9,031,961 6,118 0.54 -0.27 -6.55 -2.30 -13.1%
68 RDUS RADIUS HEALTH INC. COMMON SHA 20.79 433,296 2,181 0.86 0.27 0.27 +1.65 +7.9%
69 BLCM BELLICUM PHARMACEUTICALS INC.H 3.02 266,589 49 1.18 0.26 -0.01 -0.72 -23.8%
70 FIVN FIVE9 INC. COMMON STOCK 49.17 1,750,747 1,216 0.39 -0.26 -3.80 +2.77 +5.6%
71 CCRN CROSS COUNTRY HEALTHCARE 7.38 347,987 23 0.44 -0.26 0.38 +1.15 +15.6%
72 CAR AVIS BUDGET GROUP INC 36.11 3,067,539 11,200 0.41 -0.26 1.11 -6.66 -18.4%
73 SXCP SUNCOKE ENERGY PARTNERS LP 12.50 249,684 110 0.57 0.26 0.31 -1.67 -13.4%
74 VRAY VIEWRAY INCORPORATED COMMON ST 6.77 1,422,510 925 0.85 0.26 0.07 +2.09 +30.9%
75 ROYT PACIFIC COAST OIL TRUST 2.26 252,765 3 0.52 0.26 -0.04 -0.28 -12.4%
76 PDFS PDF SOLUTIONS INC 13.73 660,486 212 0.36 -0.25 0.64 -1.87 -13.6%
77 KPTI KARYOPHARM THERAPEUTICS INC. C 4.82 453,940 65 0.56 -0.25 0.12 +1.61 +33.4%
78 UA UNDER ARMOUR INC CL A 20.39 5,270,242 4,854 0.36 -0.25 0.71 -1.99 -9.8%
79 TEN TENNECO INC 20.87 853,548 3,752 0.73 0.24 -0.40 -10.57 -50.6%
80 MNTA MOMENTA PHARMACEUTICALS 14.04 621,611 62 0.63 -0.24 0.25 -1.87 -13.3%
81 MGNX MACROGENICS INC. COMMON STOCK 17.34 766,517 5,403 0.96 0.24 0.56 -2.10 -12.1%
82 CRNT CERAGON NETWORKS LTD 3.78 510,965 267 0.72 -0.24 0.06 -1.02 -27.0%
83 CHEF THE CHEFS WAREHOUSE INC. COMM 33.25 330,884 21 0.35 -0.23 -0.26 +1.71 +5.1%
84 VSM VERSUM MATERIALS INC 52.11 2,760,657 13 0.37 0.23 -0.05 -1.02 -2.0%
85 SSYS STRATASYS INC 23.81 683,508 3,048 0.32 -0.23 0.86 +2.15 +9.0%
86 NAT NORDIC AMERICAN TNK SHIP 2.16 806,430 300 0.43 -0.23 0.06 +0.60 +27.8%
87 DXCM DEXCOM INC 120.37 2,459,169 4,449 0.38 -0.23 1.75 -6.74 -5.6%
88 GOGL GOLDEN OCEAN GROUP 5.74 210,157 75 0.54 -0.23 -0.32 -0.73 -12.7%
89 TEVA TEVA PHARMACEUTICAL LTD 14.90 21,657,806 74,106 0.34 -0.22 -0.33 -3.93 -26.4%
90 CEIX CONSOL ENERGY INC 31.82 208,292 115 0.44 -0.22 -0.87 -4.69 -14.7%
91 TTOO T2 BIOSYSTEMS INC. COMON STOCW 2.52 608,523 239 1.22 -0.22 0.02 -0.77 -30.6%
92 NE NOBLE CORP 2.52 16,674,844 1,724 0.55 -0.22 -0.03 -0.67 -26.6%
93 GTT GLOBAL TELECOM & TECHNOLOGY I 41.22 217,533 54 0.64 -0.22 0.28 -16.09 -39.0%
94 PENN PENN NATIONAL GAMING INC 20.04 6,611,238 4,669 0.36 -0.22 -1.00 +1.87 +9.3%
95 WSC WESCO FINANCIAL CORP 13.74 645,144 69 0.40 -0.22 0.17 +0.92 +6.7%
96 BMA BANCO MACRO SA 43.72 334,725 225 0.68 -0.22 1.88 +5.92 +13.5%
97 TK TEEKAY CORP 4.32 876,944 478 0.60 -0.22 0.18 -0.51 -11.7%
98 DFIN DONNELLEY FINANCIAL SOLUTIONS 15.73 210,134 14 0.41 -0.22 0.64 -2.99 -19.0%
99 CWEN CWEN 15.54 804,840 56 0.63 0.22 -0.13 -0.39 -2.5%
100 RIGL RIGEL PHARMACEUTICALS 2.26 953,656 96 0.70 -0.22 0.05 -0.28 -12.4%

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.