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

Implied Volatility / Historical 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 May 24, 2019. You must subscribe to get the latest data.
# Stock Name Stock
Price
Stock Volume Option Volume Implied
Volatility
Historical
Vol
(IV + HV)
HV
Price Change High/Low
Change % Change
1 AI ARLINGTON ASSET INVSTMNT 7.10 243,303 7 1.05 0.23 5.58 0.05 -0.45 -6.4%
2 CARA CARA THERAPEUTICS INC. COMMON 18.05 1,165,477 38,354 1.78 0.50 4.55 -0.38 +3.88 +21.5%
3 AMZA ETFIS SERIES TRUST I INFRACAP 5.56 462,951 913 0.82 0.27 4.04 0.06 -0.31 -5.6%
4 ITCI INTRA-CELLULAR THERAPIES INC. 13.47 220,044 486 1.59 0.55 3.90 0.18 -3.13 -23.2%
5 BXS BANCORPSOUTH INC 28.59 388,236 8 0.66 0.24 3.79 0.43 -1.67 -5.8%
6 CPRI CAPRI HOLDINGS LTD 38.99 2,648,025 18,199 1.00 0.38 3.66 -0.49 -6.91 -17.7%
7 CBAY CYMABAY THERAPEUTICS INC. COMM 12.90 1,335,802 203 1.26 0.58 3.19 0.00 -8.08 -62.6%
8 ORC ORCHID ISLAND CAPITAL 6.55 373,563 3 0.45 0.21 3.15 0.02 -0.54 -8.2%
9 AVH AVIANCA HOLDINGS S.A. 3.96 2,901,092 391 0.98 0.46 3.14 0.88 -0.93 -23.5%
10 S SPRINT NEXTEL CORP 7.16 21,565,681 19,107 0.78 0.37 3.12 0.21 -0.69 -9.6%
11 ACRS ACLARIS THERAPEUTICS INC. COMM 5.12 623,088 10 1.26 0.60 3.09 0.09 -0.85 -16.6%
12 ARQL ARQULE INC 7.53 5,258,893 17,944 1.91 0.93 3.05 0.19 +2.39 +31.7%
13 DG DOLLAR GENERAL 121.96 1,113,000 3,598 0.49 0.25 3.00 1.32 +15.43 +12.7%
14 GNW GENWORTH FINANCIAL INC A 3.22 4,774,349 4,685 0.91 0.45 2.99 -0.07 -0.33 -10.2%
15 PANW PALO ALTO NETWORKS INC 216.26 1,248,320 6,574 0.60 0.31 2.92 0.47 -21.59 -10.0%
16 ATRS ANTARES PHARMA INC. COMMON ST 2.93 599,830 21 0.95 0.50 2.92 0.09 -0.22 -7.5%
17 ULTA ULTA SALON C&F INC 335.09 612,545 6,279 0.61 0.32 2.91 -2.74 -31.05 -9.3%
18 DBI DESIGNER BRANDS INC 19.09 1,704,483 2,166 0.67 0.35 2.90 0.11 +1.49 +7.8%
19 DKS DICK'S SPORTING GOODS 36.65 1,868,098 10,202 0.76 0.41 2.85 -0.11 -3.54 -9.7%
20 MOMO MOPALS.COM INC. COMMON STOCK 26.02 4,589,244 14,493 1.07 0.59 2.82 -0.62 +7.39 +28.4%
21 APPS APPIANT TECHS INC 3.86 693,326 65 1.10 0.61 2.80 -0.08 +1.10 +28.5%
22 GOOS CANADA GOOSE HOLDINGS INC 47.89 1,472,253 3,301 1.08 0.61 2.78 0.96 -16.22 -33.9%
23 JILL JILL 3.69 814,309 1,062 1.07 0.60 2.78 -0.19 -2.45 -66.4%
24 ZS ZSCALER INC. COMMON STOCK 73.76 1,564,371 4,081 1.09 0.61 2.77 0.31 -8.46 -11.5%
25 RVNC REVANCE THERAPEUTICS INC. COM 11.61 227,919 28 0.79 0.45 2.76 -0.32 -1.24 -10.7%
26 SBGL SIBANYE GOLD LIMITED AMERICAN 3.25 2,090,630 424 1.13 0.64 2.75 -0.08 +1.16 +35.5%
27 NPTN NEOPHOTONICS 3.88 779,619 528 0.99 0.57 2.74 0.00 +0.66 +17.0%
28 AMAG AMAG PHARMACEUTICALS INC 10.24 735,243 413 0.86 0.49 2.74 0.20 -1.60 -15.6%
29 GPS GAP INC THE 21.46 4,319,203 6,059 0.68 0.39 2.73 0.20 -4.34 -20.2%
30 MD MEDNAX INC 26.02 622,861 48 0.45 0.26 2.71 0.20 -1.72 -6.6%
31 DFRG DEL FRISCOS RESTAURANT GROUP 6.94 1,250,130 2,787 0.94 0.55 2.70 0.14 -1.28 -18.4%
32 AMBC AMBAC FINANCIAL GROUP INC. CO 16.08 250,200 928 0.47 0.28 2.69 -0.03 -1.64 -10.2%
33 REMX MARKET VECTORS RARE EARTH/ST 14.67 1,093,870 1,338 0.53 0.32 2.69 0.11 +0.83 +5.7%
34 IAG IAMGOLD CORP 2.42 4,461,590 233 0.88 0.52 2.68 -0.06 +0.55 +22.5%
35 EWI ISHARES MSCI ITALY INDEX 26.98 590,529 5 0.35 0.21 2.67 0.44 -1.19 -4.4%
36 PIRS PIERIS PHARMACEUTICALS INC. CS 4.41 2,040,220 1,103 1.09 0.66 2.66 0.66 -0.64 -14.4%
37 CSIQ CANADIAN SOLAR INC 17.62 454,066 3,416 0.83 0.50 2.64 0.24 +4.23 +24.0%
38 EXPR EXPRESS 3.58 3,489,947 694 0.82 0.50 2.64 0.34 -1.06 -29.6%
39 ANF ABERCROMBIE & FITCH CO 24.61 2,215,796 3,618 0.93 0.57 2.64 0.28 -9.95 -40.4%
40 INO INOVIO BIOMEDICAL CORP 3.26 641,357 21 0.88 0.54 2.63 0.01 -1.11 -34.0%
41 CAL CONTINENTAL AIRLINES 21.24 659,992 1,022 0.58 0.36 2.62 -0.25 -2.91 -13.7%
42 RRGB RED ROBIN GOURMET BURGER 30.71 287,089 23 0.71 0.44 2.61 -0.32 -6.14 -20.0%
43 CPG CRESCENT POINT ENERGY CORP 3.49 1,734,605 7 0.95 0.59 2.59 0.02 -0.60 -17.2%
44 TEUM TEUM 4.72 2,834,671 3,797 1.02 0.64 2.59 0.29 -2.70 -57.2%
45 NVTR NUVECTRA CORPORATION COMMON ST 3.97 611,410 5 1.17 0.74 2.59 0.04 -0.49 -12.3%
46 BSGM BIOSIG TECHNOLOGIES INC. COMMW 6.87 347,774 479 1.18 0.74 2.58 -0.31 +1.76 +25.6%
47 SNR NEW SENIOR INVESTMENT GROUP I 6.40 208,245 52 0.52 0.33 2.58 0.02 +0.38 +5.9%
48 GPK GRAPHIC PACKAGING HLDNG 12.79 1,543,989 270 0.43 0.27 2.58 0.09 +1.55 +12.1%
49 BLDP BALLARD POWER SYSTEMS 4.07 1,037,133 174 0.90 0.57 2.57 0.12 -0.49 -12.0%
50 PRO PROS HOLDINGS INC 52.95 252,245 353 0.54 0.34 2.57 0.49 +11.07 +20.9%
51 GOL GOL INTELLIGENT AIRLINES 12.27 1,199,707 7 1.13 0.72 2.57 0.62 +4.02 +32.8%
52 TTOO T2 BIOSYSTEMS INC. COMON STOCW 2.10 1,409,978 323 1.23 0.78 2.57 0.02 -0.75 -35.7%
53 BAH BOOZ ALLEN HAMILTON 62.36 1,103,019 797 0.33 0.21 2.56 0.44 +4.11 +6.6%
54 AGFS AGROFRESH SOLUTIONS INC. COMMO 2.52 264,441 129 0.84 0.54 2.56 0.30 -0.78 -31.0%
55 OCUL OCULAR THERAPEUTIX INC. COMMOP 2.64 894,279 2,411 0.93 0.60 2.54 0.18 +1.95 +73.9%
56 MUFG MITSUBISHI UFJ FINANCIAL GROUP 4.65 2,279,735 2 0.32 0.21 2.54 0.09 -0.14 -3.0%
57 DVAX DYNAVAX TECHNOLOGIES CP 5.78 5,231,342 5,030 0.92 0.60 2.54 -0.57 -2.21 -38.2%
58 RTRX DESERT GATEWAY INC. COMMON ST 18.80 315,810 3,171 0.68 0.44 2.54 0.31 +1.09 +5.8%
59 LYG LLOYDS BANKING GRP ADS 2.96 4,126,759 27 0.40 0.26 2.53 0.05 -0.14 -4.7%
60 SESN SESEN BIO INC. COMMON STOCK 2.02 3,729,822 411 1.50 0.99 2.51 -0.03 +0.58 +28.7%
61 GHL GREENHILL & CO INC 16.45 269,651 7 0.63 0.42 2.51 0.59 -2.48 -15.1%
62 ENS ENERSYS INC 60.76 254,576 10 0.48 0.32 2.51 0.72 -5.25 -8.6%
63 DLTR DOLLAR TREE INC 98.42 2,027,655 3,017 0.49 0.33 2.50 0.96 +12.70 +12.9%
64 BLCM BELLICUM PHARMACEUTICALS INC.H 2.36 584,318 275 0.98 0.65 2.50 0.05 -0.82 -34.7%
65 WDAY WORKDAY INC 210.72 1,647,300 12,060 0.60 0.40 2.49 5.40 -21.10 -10.0%
66 VEON VEON LTD. ADS 2.38 4,251,490 6 0.52 0.35 2.48 -0.03 +0.20 +8.4%
67 HCHC HC2 HOLDINGS INC. COMMON STOC 2.67 228,119 15 0.83 0.56 2.47 -0.02 -0.42 -15.7%
68 OKTA OKTA INC. CL A COMMON STOCK 109.63 1,469,273 4,656 0.85 0.58 2.47 1.65 +24.23 +22.1%
69 WRE WASHINGTON RL EST INV TR 26.97 220,009 1 0.30 0.20 2.47 0.12 -0.95 -3.5%
70 KIRK KIRKLANDS INC 4.58 286,619 3 0.97 0.66 2.46 0.03 -2.56 -55.9%
71 BHVN BIOHAVEN PHARMACEUTICAL HOLDIN 61.83 246,818 149 0.89 0.61 2.46 1.12 -9.50 -15.4%
72 HOME HOME FEDERAL BANCORP MD 20.74 1,401,604 1,165 0.81 0.56 2.45 0.75 -13.30 -64.1%
73 SMTA SPIRIT MTA REIT 7.20 395,227 184 0.51 0.35 2.45 0.44 +1.61 +22.4%
74 HDS HD SUPPLY HOLDINGS INC. COMMO 41.75 1,609,672 1,196 0.30 0.21 2.45 -0.43 -3.18 -7.6%
75 BIOS BIOSCRIP INC 2.05 351,828 6 0.84 0.58 2.44 0.02 +0.31 +15.1%
76 TPRE THIRD POINT REINSURANCE LTD 10.62 505,349 2 0.48 0.33 2.44 -0.85 +0.91 +8.6%
77 MBIO MUSTANG BIO INC. COMMON STOCK 3.42 327,599 307 1.62 1.12 2.44 0.06 +0.38 +11.1%
78 CCXI CHEMOCENTRYX INC. COMMON STOC 11.71 345,382 343 0.90 0.63 2.43 0.11 -3.65 -31.2%
79 TIVO TIVO INC 6.84 1,473,638 4,819 0.64 0.44 2.43 0.01 +0.74 +10.8%
80 VUZI VUZIX CORP 2.57 306,373 78 0.89 0.62 2.43 0.16 +1.93 +75.1%
81 CISN CISION LTD 10.95 456,606 290 0.48 0.34 2.43 0.05 +0.76 +6.9%
82 KPTI KARYOPHARM THERAPEUTICS INC. C 6.19 2,177,702 498 1.21 0.85 2.43 0.09 -1.05 -17.0%
83 CARS CARS COM INC 21.70 463,838 1,447 0.51 0.36 2.43 0.32 -2.65 -12.2%
84 HROW HARROW HEALTH INC. COMMON STOC 6.26 209,882 3 0.84 0.59 2.43 -0.05 -0.99 -15.8%
85 MCFT MCBC HOLDINGS INC. COMMON STOC 21.70 307,142 13 0.70 0.49 2.43 -0.53 -2.21 -10.2%
86 BCS BARCLAYS PLC ADR 7.63 4,693,099 98 0.38 0.27 2.42 0.05 +0.20 +2.6%
87 GNL GLOBAL NET LEASE INC 18.84 384,152 4 0.35 0.25 2.42 -0.01 +0.91 +4.8%
88 BMRN BIOMARIN PHARMACEUTICALS 89.07 1,032,608 1,150 0.49 0.34 2.42 2.10 -9.24 -10.4%
89 AVXL ANAVEX LIFE SCIENCES CP 3.30 443,971 153 1.20 0.85 2.41 -0.26 -0.46 -13.9%
90 NTNX NUTANIX INC. CLASS A COMMON ST 35.14 2,389,443 5,411 0.93 0.66 2.41 0.44 -10.39 -29.6%
91 COST COSTCO WHOLESALE CORP 247.30 1,331,608 11,970 0.29 0.21 2.41 -1.23 +14.95 +6.0%
92 AMBA AMBARELLA INC. ORDINARY SHARE 38.24 793,368 1,982 0.63 0.45 2.41 1.03 +5.51 +14.4%
93 TLRD TLRD 6.30 2,056,835 1,504 1.01 0.72 2.40 0.05 -1.27 -20.2%
94 HIIQ HEALTH INSURANCE INNOVATIONS 24.90 516,428 1,946 1.08 0.77 2.40 0.28 +10.10 +40.6%
95 UUUU ENERGY FUELS INC. 2.60 703,863 310 0.90 0.64 2.40 -0.12 +0.59 +22.7%
96 VRA VERA BRADLEY 11.91 228,673 226 0.64 0.46 2.40 0.52 -1.73 -14.5%
97 AVYA AVYA 12.90 2,298,665 6,378 0.71 0.51 2.39 -0.46 -1.10 -8.5%
98 TISI TEAM INC 14.50 326,083 2 0.52 0.37 2.39 -0.10 +0.65 +4.5%
99 BIG BIG LOTS INC 28.95 1,712,472 1,796 0.62 0.45 2.39 -0.36 -3.22 -11.1%
100 SAN BANCO SANTANDER CHILE 4.49 5,042,935 75 0.38 0.28 2.38 0.04 -0.16 -3.6%

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.