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 1, 2018. 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 FGP FERRELLGAS PARTNERS L.P. 3.80 244,363 154 1.40 0.36 4.85 0.13 -0.28 -7.4%
2 BBVA BANCO BILBAO VIZCAYA ARG 7.97 3,083,924 5 0.81 0.21 4.85 -0.09 -0.36 -4.5%
3 SPHS SOPHIRIS BIO INC. COMMON STOC 2.85 602,829 239 1.53 0.45 4.38 0.13 +0.90 +31.6%
4 GMED GLOBUS MEDICAL 49.67 1,274,995 950 0.85 0.26 4.19 -1.52 +3.17 +6.4%
5 PTLA PORTOLA PHARMACEUTICALS INC. 35.66 1,578,005 5,243 2.09 0.67 4.11 -0.47 +9.32 +26.1%
6 BOLD BOLD ENERGY INC COMMON STOCK 36.65 250,942 55 1.76 0.60 3.91 -0.71 -6.83 -18.6%
7 DRH DIAMONDROCK HOSPITALITY 11.03 2,261,977 1 0.59 0.21 3.80 -0.02 +1.40 +12.7%
8 JNCE JNCE 20.89 246,247 65 1.64 0.62 3.64 0.30 -10.69 -51.1%
9 AMRN AMARIN CORP PLC ADS 2.80 1,134,950 3,405 1.06 0.42 3.51 0.05 +0.55 +19.6%
10 EPAY BOTTOMLINE TECHNOLOGIES 39.58 271,752 143 0.53 0.21 3.51 0.06 +9.73 +24.6%
11 TTI TETRA TECHNOLOGIES INC 3.96 546,499 8 1.39 0.57 3.45 0.03 +0.89 +22.5%
12 RBBN RIBBON COMMUNICATION INC 5.77 301,401 2 0.89 0.39 3.30 -0.05 -0.36 -6.2%
13 JELD JELD 28.68 588,107 5 0.64 0.28 3.26 0.57 +3.64 +12.7%
14 DENN DENNY'S CORP 17.28 592,794 749 0.48 0.21 3.25 -0.23 -2.55 -14.8%
15 EBIO ELEVEN BIOTHERAPEUTICS INC. C 2.91 6,210,129 621 2.00 0.89 3.25 0.12 +0.59 +20.3%
16 TRUP TRUPANION INC 27.58 538,017 856 0.91 0.41 3.25 1.30 +3.14 +11.4%
17 LPLA LPL INVESTMENT HOLDINGS 60.92 1,095,547 2,068 0.55 0.25 3.23 0.35 +12.36 +20.3%
18 CBM CAMBREX CORP 54.25 201,614 14 0.72 0.32 3.22 1.30 -7.75 -14.3%
19 AKAO ACHAOGEN INC. COMMON STOCK 14.70 2,248,790 4,392 1.30 0.60 3.16 0.39 -4.60 -31.3%
20 AVDL AVDL 6.57 410,906 266 0.90 0.42 3.14 -0.06 +0.63 +9.6%
21 CSGS CSG SYSTEMS INTERNAT INC 43.63 379,271 500 0.46 0.22 3.12 0.84 -5.56 -12.7%
22 CSLT CASTLIGHT HEALTH INC 3.85 440,787 28 1.06 0.51 3.08 0.10 -0.35 -9.1%
23 MTCH MATECH CORP 36.71 21,347,941 38,232 0.93 0.45 3.08 -10.41 +10.61 +28.9%
24 CWH COMMONWEALTH REIT 28.86 2,158,560 1,785 0.85 0.41 3.07 0.23 -7.71 -26.7%
25 USFD US FOODS HOLDING CORP 34.19 2,902,339 2 0.44 0.22 3.01 0.01 -2.32 -6.8%
26 HDSN HUDSON TECHNOLOGIES INC 4.46 472,085 328 0.91 0.45 3.01 0.08 -2.26 -50.7%
27 WOW WIDEOPENWEST INC 6.34 407,745 17 0.86 0.43 3.01 0.01 +2.86 +45.1%
28 AUO AU OPTRONICS CORP ADS 4.03 1,777,288 487 0.66 0.33 3.00 0.05 +0.32 +7.9%
29 ACTG ACACIA RES-ACACIA TECH 3.65 215,566 441 1.05 0.53 2.99 0.00 +0.40 +11.0%
30 CVGI COMMERCIAL VEHICLE GROUP 6.82 233,350 20 1.18 0.60 2.98 0.11 +2.53 +37.1%
31 GERN GERON CORPORATION 3.84 2,187,328 1,810 1.34 0.68 2.98 0.12 -0.61 -15.9%
32 DSKE HENNESSY CAPITAL ACQ CORP 8.55 468,719 352 0.57 0.29 2.96 0.27 +1.28 +15.0%
33 LSCC LATTICE SEMICONDUCTOR CP 5.44 2,133,559 48 0.61 0.31 2.96 0.02 +0.26 +4.8%
34 MEET MEETME INC 2.38 936,261 209 1.42 0.72 2.96 0.00 +0.97 +40.8%
35 PCTY PAYLOCITY HOLDING CORPORATION 53.82 282,032 29 0.60 0.31 2.95 -0.81 +6.73 +12.5%
36 ABMD ABIOMED INC 310.50 445,300 287 0.54 0.28 2.95 9.55 +79.28 +25.5%
37 CRY CRYOLIFE INC 22.70 215,019 169 0.64 0.33 2.95 0.25 +4.55 +20.0%
38 PBH PRESTIGE BRANDS HOLDINGS 29.34 1,365,771 38 0.56 0.29 2.94 -0.10 +8.87 +30.2%
39 WMGI WRIGHT MEDICAL GROUP 19.83 642,233 11 0.56 0.29 2.93 0.22 +5.16 +26.0%
40 BGCP BGC PARTNERS INC CL A 13.39 1,166,535 645 0.45 0.23 2.93 0.03 -1.44 -10.8%
41 SSP E.W. SCRIPPS CO CL A 11.09 581,021 10 0.63 0.33 2.93 -0.04 +2.40 +21.6%
42 TDC TERADATA CORP. 41.00 837,506 45 0.50 0.26 2.91 0.08 -4.38 -10.7%
43 FRPT FORCE PROTECTION INC 20.80 335,500 157 0.72 0.38 2.91 1.00 -2.30 -11.1%
44 TYPE MONOTYPE IMAGING HOLDING 21.55 360,200 16 0.45 0.23 2.90 -0.60 -1.79 -8.3%
45 GRPN GROUPON INC. CLASS A COMMON S 4.61 4,264,041 464 0.79 0.42 2.90 -0.03 +0.87 +18.9%
46 MB MINDBODY INC CLASS A 39.30 466,455 8 0.73 0.38 2.89 -0.35 +6.20 +15.8%
47 GOGO GOGO INC. COMMON STOCK 9.52 595,416 841 0.73 0.39 2.89 0.10 -4.65 -48.8%
48 TTGT TECHTARGET INC 20.72 209,818 98 0.45 0.24 2.88 -0.13 +3.89 +18.8%
49 AGEN ANTIGENICS INC 3.47 1,325,559 213 1.06 0.57 2.86 0.04 -0.41 -11.7%
50 FEYE FIREEYE INC. COMMON STOCK 18.38 5,328,726 6,143 0.63 0.34 2.86 0.33 -1.78 -9.7%
51 SXCP SUNCOKE ENERGY PARTNERS LP 15.30 247,641 230 0.50 0.27 2.85 -0.05 +0.85 +5.6%
52 CRUS CIRRUS LOGIC INC 37.89 1,986,568 2,757 0.60 0.33 2.85 1.42 -2.89 -7.6%
53 AMGP ANTERO MIDSTREAM GP LP 17.44 249,815 4 0.48 0.26 2.84 0.22 +1.32 +7.6%
54 FTD FTD GROUP INC 6.26 228,711 1 1.34 0.73 2.84 -0.18 -1.75 -28.0%
55 BECN BEACON ROOFING SUPPLY 49.11 695,450 1,905 0.49 0.27 2.83 0.16 -10.40 -21.2%
56 RUTH RUTH'S HOSPITALITY GROUP 26.90 220,796 28 0.41 0.22 2.83 0.05 +1.85 +6.9%
57 WIFI BOINGO WIRELESS INC. COMMON S 22.97 360,722 126 0.80 0.44 2.83 -0.49 -2.91 -12.7%
58 QLYS QUALYS INC. COMMON STOCK 77.30 388,768 1,118 0.57 0.32 2.82 0.35 -9.10 -11.8%
59 CZR CAESARS ENTERTAINMENT CORP 11.70 12,655,160 12,077 0.56 0.31 2.82 0.35 +1.84 +15.7%
60 ZNGA ZYNGA INC. CLASS A COMMON STOC 3.52 7,737,666 853 0.58 0.32 2.82 0.07 +0.69 +19.6%
61 HAIN HAIN CELESTIAL GROUP INC 28.57 5,173,952 9,364 0.52 0.29 2.82 -0.56 -2.77 -9.7%
62 FIT FITBIT INC 5.50 3,396,744 7,105 0.82 0.45 2.81 -0.05 -0.67 -12.2%
63 CARS CARS COM INC 28.27 395,736 597 0.56 0.31 2.81 -0.21 -4.50 -15.9%
64 BIOS BIOSCRIP INC 2.69 351,180 30 1.04 0.58 2.80 0.06 -0.30 -11.2%
65 TRMB TRIMBLE NAVIGATION LTD 34.60 1,448,900 52 0.39 0.22 2.80 0.00 -2.59 -7.5%
66 TACO LEVY ACQUISITION CORP. COMMON 11.00 295,215 1 0.58 0.33 2.79 -0.16 -1.00 -9.1%
67 RPAI RETAIL PROPERTIES OF AMERICA I 11.62 2,039,164 3 0.39 0.22 2.78 0.08 -0.47 -4.0%
68 GTE GRAN TIERRA ENERGY INC 3.27 1,507,379 26 0.71 0.40 2.78 -0.04 -0.26 -7.9%
69 IAC IAC/INTERACTIVECORP COMMON STO 133.33 5,524,958 12,690 0.64 0.36 2.77 -28.81 +28.28 +21.2%
70 AVP AVON PRODUCTS INC 2.59 1,857,916 2,439 0.92 0.52 2.76 0.06 -0.74 -28.6%
71 LDOS LEIDOS HOLDINGS INC 63.48 1,753,368 2,397 0.35 0.20 2.76 -0.75 -5.98 -9.4%
72 GPRO GOPRO, INC 4.91 4,102,626 2,762 0.84 0.48 2.76 -0.15 +1.11 +22.6%
73 XRAY DENTSPLY INTERNAT INC 50.64 1,831,206 1,775 0.40 0.23 2.76 0.30 -6.43 -12.7%
74 PES PIONEER ENERGY SERVICES 3.45 373,216 5 1.29 0.74 2.76 0.00 +2.90 +84.1%
75 VKTX VIKING THERPEUTICS INC 4.04 517,976 44 1.44 0.83 2.74 -0.08 +1.51 +37.4%
76 ONB OLD NATIONAL BANCORP IN 17.40 1,026,311 6 0.38 0.22 2.73 0.20 +0.85 +4.9%
77 GDOT GREEN DOT 60.64 240,610 10 0.54 0.31 2.73 -0.17 +13.59 +22.4%
78 SHAK SHAKE SHACK INC 47.35 690,605 1,464 0.53 0.31 2.72 -0.26 +12.56 +26.5%
79 WLH WILLIAM LYON HOMES 27.57 210,563 110 0.59 0.34 2.72 0.71 -3.45 -12.5%
80 CRAY CRAY INC 24.35 578,695 176 0.65 0.38 2.71 0.50 +4.25 +17.5%
81 MTOR MERITOR INC 19.44 889,849 5,159 0.60 0.35 2.71 -0.03 +3.13 +16.1%
82 UPL ULTRA PETROLEUM CORPORATION 2.46 2,235,131 9 0.97 0.57 2.71 0.04 -0.73 -29.7%
83 WEAT TEURCRIUM WHEAT FUND 6.94 912,581 251 0.38 0.22 2.71 0.22 -0.49 -7.0%
84 KKR KKR & CO LP 21.40 3,814,560 3,816 0.37 0.22 2.71 0.46 +1.89 +8.8%
85 FOLD AMICUS THERAPEUTICS INC 14.40 1,408,067 714 0.95 0.56 2.70 0.25 +2.50 +17.4%
86 VNDA VANDA PHARMACEUTICALS 14.15 480,330 67 0.69 0.41 2.70 0.20 +3.15 +22.3%
87 AVXL ANAVEX LIFE SCIENCES CP 2.24 216,074 50 1.00 0.59 2.70 -0.04 +0.46 +20.5%
88 OLED UNIVERSAL DISPLAY CORPORATION 89.75 921,168 4,128 0.88 0.52 2.70 1.70 +14.65 +16.3%
89 QTWO Q2 HOLDINGS INC 50.10 283,373 5 0.45 0.26 2.70 0.85 +8.50 +17.0%
90 XPO EXPRESS-1 EXPEDITED SLTNS 95.53 2,079,041 14,398 0.55 0.32 2.70 -1.63 +15.56 +16.3%
91 EPC EDGEWELL PERSONAL CARE CO 42.66 1,001,306 619 0.42 0.25 2.69 -1.39 -3.16 -7.4%
92 LBRDK LIBERTY BROADBAND CORPORATION 72.44 1,906,839 8 0.49 0.29 2.69 1.55 -3.22 -4.4%
93 LPSN LIVEPERSON INC 16.75 316,439 10 0.78 0.46 2.69 -0.05 +2.45 +14.6%
94 TPC TUTOR PERINI CORP 20.95 403,663 21 0.57 0.34 2.69 0.30 -2.05 -9.8%
95 WNC WABASH NATIONAL CORP 20.02 1,095,180 192 0.59 0.35 2.68 -0.04 +1.68 +8.4%
96 GDDY GODADDY INC 64.03 1,601,810 390 0.44 0.26 2.68 -0.53 +7.78 +12.2%
97 TPX TEMPUR-PEDIC INTL INC 44.33 1,864,761 5,692 0.62 0.37 2.68 -0.42 +6.72 +15.2%
98 BCC BOISE CASCADE LLC 41.50 447,280 54 0.45 0.27 2.68 -0.10 +5.30 +12.8%
99 TSRO TESARO INC. COMMON STOCK 50.54 1,109,245 762 0.81 0.48 2.68 -0.37 -5.78 -11.4%
100 VSAT VIASAT INC 63.48 411,802 6 0.41 0.25 2.68 -0.50 +2.17 +3.4%

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.