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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol 
STOCK PRICE
STOCK VOLUME
Call Leg
LEG VOLUME
MONEYNESS
EXPIRATION
Put leg
LEG VOLUME
 
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from January 29, 2019. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 NVAX 2.18 15 Mar '19 45 2.00 2.490 0.90 26 2.607 0.60 15,327 68.81 5.10 1.50
2 CNAT 2.15 15 Mar '19 45 2.50 2.415 0.75 24 2.418 0.75 540 69.77 4.83 1.50
3 NVAX 2.18 18 Apr '19 79 2.00 2.391 1.00 21 2.263 0.70 570 77.98 4.65 1.70
4 CNAT 2.15 18 Apr '19 79 2.50 2.216 0.85 20 1.958 0.90 104 81.40 4.17 1.75
5 IMGN 4.76 15 Mar '19 45 4.00 1.878 1.80 25 1.943 0.75 54 53.57 3.82 2.55
6 VSTM 3.06 15 Mar '19 45 2.50 1.575 1.10 11 0.942 0.05 1 37.58 2.52 1.15
7 WATT 7.68 15 Mar '19 45 10.00 1.028 0.45 37 1.440 3.10 11 46.22 2.47 3.55
8 OSTK 17.71 15 Mar '19 45 17.50 1.160 3.20 133 1.262 2.80 100 33.88 2.42 6.00
9 UXIN 3.48 15 Mar '19 45 3.00 1.287 1.00 75 1.121 0.25 1 35.92 2.41 1.25
10 MAXR 5.71 15 Mar '19 45 5.00 1.110 1.35 4 1.263 0.60 1 34.15 2.37 1.95
11 ACRX 2.41 15 Mar '19 45 2.50 1.151 0.40 4 1.124 0.35 35 31.12 2.27 0.75
12 DNR 2.02 15 Mar '19 45 2.50 1.168 0.20 144 1.078 0.55 290 37.13 2.25 0.75
13 PCG 13.99 1 Mar '19 31 14.00 1.129 1.90 123 1.109 1.70 85 25.73 2.24 3.60
14 PCG 13.99 15 Mar '19 45 14.00 1.105 2.25 391 1.129 2.05 130 30.74 2.23 4.30
15 MAXR 5.71 18 Apr '19 79 5.00 1.019 1.50 18 1.198 0.80 46 40.28 2.22 2.30
16 NBEV 6.87 8 Mar '19 38 7.00 0.857 0.85 4 1.338 1.10 1 28.38 2.19 1.95
17 AFMD 3.17 18 Apr '19 79 2.50 1.170 1.25 35 0.999 0.20 10 45.74 2.17 1.45
18 NBEV 6.87 15 Mar '19 45 7.00 0.891 0.85 228 1.272 1.20 27 29.84 2.16 2.05
19 NBEV 6.87 1 Mar '19 31 7.00 0.849 0.75 87 1.290 0.95 5 24.75 2.14 1.70
20 NBEV 6.87 1 Mar '19 31 6.50 0.869 0.95 3 1.261 0.70 49 24.02 2.13 1.65
21 WATT 7.68 15 Mar '19 45 7.50 0.760 1.20 338 1.367 1.30 298 32.55 2.13 2.50
22 PCG 13.99 18 Apr '19 79 14.00 1.049 2.85 21 1.032 2.60 7 38.96 2.08 5.45
23 TELL 9.25 15 Mar '19 45 10.00 0.961 1.00 1,491 1.080 1.70 907 29.19 2.04 2.70
24 DNR 2.02 15 Mar '19 45 2.00 1.106 0.35 20 0.929 0.20 35 27.23 2.03 0.55
25 TELL 9.25 18 Apr '19 79 10.00 0.899 1.40 77 1.116 2.20 1 38.92 2.01 3.60
26 CRON 18.15 15 Mar '19 45 18.00 0.917 2.43 408 1.060 2.55 345 27.44 1.98 4.98
27 SGMO 11.11 15 Mar '19 45 11.00 0.985 1.65 1 0.978 1.35 3 27.00 1.96 3.00
28 GALT 4.99 15 Mar '19 45 5.00 0.852 0.70 7 1.109 0.70 26 28.06 1.96 1.40
29 AKRX 4.09 15 Mar '19 45 4.00 0.981 0.70 2 0.966 0.40 2 26.89 1.95 1.10
30 XXII 2.18 15 Mar '19 45 2.00 0.946 0.40 101 0.966 0.15 10 25.23 1.91 0.55
31 HEAR 14.18 15 Mar '19 45 12.50 0.857 2.70 2 1.009 1.05 56 26.45 1.87 3.75
32 TELL 9.25 15 Mar '19 45 7.50 0.846 2.20 3 1.010 0.45 21 28.65 1.86 2.65
33 SOXS 9.97 15 Mar '19 45 10.00 0.907 1.30 1 0.924 1.20 24 25.08 1.83 2.50
34 CRON 18.15 18 Apr '19 79 18.00 0.833 2.99 254 0.996 3.10 155 33.55 1.83 6.09
35 HEAR 14.18 15 Mar '19 45 15.00 0.836 1.35 27 0.992 2.35 1 26.09 1.83 3.70
36 APHA 7.27 15 Mar '19 45 7.50 0.833 0.80 357 0.994 1.05 83 25.45 1.83 1.85
37 LCI 7.52 15 Mar '19 45 7.50 0.944 1.10 3 0.870 0.85 2 25.93 1.81 1.95
38 VHC 4.89 15 Mar '19 45 5.00 0.947 0.65 90 0.861 0.60 5 25.56 1.81 1.25
39 DERM 6.64 15 Mar '19 45 7.00 0.966 0.80 31 0.796 0.85 20 24.85 1.76 1.65
40 VKTX 7.92 15 Mar '19 45 8.00 0.881 1.00 33 0.865 0.95 5 24.62 1.75 1.95
41 VUZI 4.05 18 Apr '19 79 5.00 0.819 0.35 25 0.883 1.20 2 38.27 1.70 1.55
42 NAT 2.03 18 Apr '19 79 2.00 0.899 0.40 100 0.796 0.25 24 32.02 1.70 0.65
43 XON 7.44 18 Apr '19 79 7.00 0.836 1.40 4 0.834 0.80 10 29.57 1.67 2.20
44 PDD 30.19 15 Mar '19 45 30.00 0.797 3.60 108 0.869 3.50 479 23.52 1.67 7.10
45 APHA 7.27 15 Mar '19 45 5.00 0.727 2.50 5 0.937 0.10 2 35.76 1.66 2.60
46 AMRN 16.46 15 Mar '19 45 16.00 0.847 2.25 9 0.814 1.50 165 22.78 1.66 3.75
47 ROKU 42.85 1 Mar '19 31 43.00 0.818 4.25 17 0.833 4.05 2 19.37 1.65 8.30
48 AGEN 3.37 15 Mar '19 45 4.00 0.822 0.35 2 0.826 0.70 3 31.16 1.65 1.05
49 PDD 30.19 15 Mar '19 45 35.00 0.780 1.75 1,142 0.844 6.50 1 27.33 1.62 8.25
50 NIO 6.94 15 Mar '19 45 7.00 0.568 0.55 10,558 1.052 1.00 807 22.33 1.62 1.55
51 ARLO 7.09 18 Apr '19 79 7.50 0.848 1.10 43 0.771 1.10 9 31.03 1.62 2.20
52 HCLP 4.38 15 Mar '19 45 4.00 0.740 0.70 27 0.870 0.30 23 22.83 1.61 1.00
53 DF 3.92 15 Mar '19 45 4.00 0.829 0.45 126 0.777 0.45 455 22.96 1.61 0.90
54 CGC 47.13 1 Mar '19 31 47.00 0.738 4.15 31 0.855 4.30 1 17.93 1.59 8.45
55 JNUG 10.58 15 Mar '19 45 11.00 0.774 0.99 316 0.817 1.41 6 22.68 1.59 2.40
56 GPRO 4.82 1 Mar '19 31 5.00 0.797 0.39 12 0.781 0.51 1 18.67 1.58 0.90
57 APHA 7.27 18 Apr '19 79 5.00 0.612 2.45 34 0.965 0.25 50 37.14 1.58 2.70
58 ABEO 6.46 15 Mar '19 45 7.50 0.780 0.50 16 0.795 1.30 4 27.86 1.57 1.80
59 ROKU 42.85 15 Mar '19 45 43.00 0.787 4.75 100 0.773 4.60 64 21.82 1.56 9.35
60 JNUG 10.58 8 Mar '19 38 10.50 0.745 1.18 6 0.814 1.02 2 20.79 1.56 2.20
61 ACB 6.89 15 Mar '19 45 6.00 0.709 1.20 599 0.839 0.35 278 22.50 1.55 1.55
62 AMD 19.25 1 Mar '19 31 19.00 0.789 2.01 211 0.759 1.55 519 18.49 1.55 3.56
63 NIO 6.94 18 Apr '19 79 7.00 0.547 0.70 243 0.994 1.25 78 28.10 1.54 1.95
64 AMD 19.25 1 Mar '19 31 19.50 0.765 1.64 297 0.767 1.74 70 17.56 1.53 3.38
65 NUGT 19.38 18 Apr '19 79 19.00 0.752 2.91 468 0.777 2.52 145 28.02 1.53 5.43
66 GOOS 49.69 1 Mar '19 31 50.00 0.776 4.40 10 0.752 4.20 10 17.31 1.53 8.60
67 CGC 47.13 15 Mar '19 45 47.50 0.692 4.45 458 0.829 5.55 44 21.22 1.52 10.00
68 DUST 20.04 15 Mar '19 45 20.00 0.743 2.15 40 0.778 2.10 51 21.21 1.52 4.25
69 EVRI 6.65 15 Mar '19 45 7.50 0.815 0.65 1 0.705 1.10 1 26.32 1.52 1.75
70 NTLA 12.99 18 Apr '19 79 15.00 0.763 1.40 17 0.754 3.00 19 33.87 1.52 4.40
71 ENPH 7.10 15 Mar '19 45 7.50 0.743 0.60 98 0.771 0.70 67 18.31 1.51 1.30
72 SONO 11.20 15 Mar '19 45 10.00 0.770 1.85 20 0.743 0.55 115 21.43 1.51 2.40
73 SNAP 6.43 1 Mar '19 31 6.00 0.760 0.83 2 0.747 0.34 73 18.20 1.51 1.17
74 LLNW 2.86 15 Mar '19 45 3.00 0.769 0.30 14 0.734 0.35 4 22.73 1.50 0.65
75 ACB 6.89 18 Apr '19 79 6.00 0.694 1.40 115 0.807 0.55 133 28.30 1.50 1.95
76 HTZ 15.84 15 Mar '19 45 15.00 0.763 2.15 65 0.728 1.15 48 20.83 1.49 3.30
77 NUGT 19.38 15 Mar '19 45 19.00 0.728 2.21 598 0.760 1.82 693 20.79 1.49 4.03
78 SFIX 23.25 15 Mar '19 45 23.00 0.733 2.60 20 0.755 2.20 15 20.65 1.49 4.80
79 DLNG 2.82 18 Apr '19 79 2.50 0.636 0.60 28 0.851 0.25 20 30.14 1.49 0.85
80 DUST 20.04 1 Mar '19 31 20.00 0.722 1.80 43 0.763 1.65 3 17.22 1.49 3.45
81 EDIT 20.29 15 Mar '19 45 20.00 0.728 2.30 3 0.756 1.85 5 20.45 1.48 4.15
82 MDR 8.79 15 Mar '19 45 9.00 0.765 0.90 67 0.719 0.95 2 21.05 1.48 1.85
83 CVNA 37.06 15 Mar '19 45 38.00 0.743 3.60 15 0.738 4.20 12 21.05 1.48 7.80
84 AMD 19.25 8 Mar '19 38 19.00 0.753 2.12 27 0.727 1.62 26 19.43 1.48 3.74
85 NUGT 19.38 1 Mar '19 31 19.00 0.724 1.89 54 0.754 1.44 2 17.18 1.48 3.33
86 ACB 6.89 18 Apr '19 79 7.00 0.694 0.85 268 0.779 1.00 81 26.85 1.47 1.85
87 PDD 30.19 18 Apr '19 79 35.00 0.701 2.30 13 0.762 7.20 41 31.47 1.46 9.50
88 PDD 30.19 18 Apr '19 79 30.00 0.683 4.20 126 0.776 4.10 37 27.49 1.46 8.30
89 SNAP 6.43 1 Mar '19 31 6.50 0.738 0.54 16 0.720 0.56 6 17.11 1.46 1.10
90 NVTA 13.86 15 Mar '19 45 15.00 0.731 1.00 52 0.726 2.00 14 21.65 1.46 3.00
91 BILI 17.84 15 Mar '19 45 17.50 0.718 2.00 2 0.737 1.55 80 19.90 1.45 3.55
92 NVTA 13.86 15 Mar '19 45 12.50 0.725 2.25 16 0.719 0.70 1 21.28 1.44 2.95
93 DDD 12.27 15 Mar '19 45 12.00 0.724 1.40 14 0.709 1.00 29 19.56 1.43 2.40
94 CGC 47.13 18 Apr '19 79 47.50 0.635 5.60 161 0.795 7.00 47 26.73 1.43 12.60
95 TXMD 5.01 15 Mar '19 45 5.00 0.707 0.60 97 0.724 0.45 10 20.96 1.43 1.05
96 UCO 17.49 18 Apr '19 79 17.00 0.717 2.61 20 0.711 2.01 5 26.42 1.43 4.62
97 SQQQ 14.20 15 Mar '19 45 15.00 0.730 1.15 604 0.695 1.80 1 20.77 1.43 2.95
98 GPRO 4.82 15 Mar '19 45 5.00 0.720 0.42 71 0.701 0.56 15 20.33 1.42 0.98
99 ETSY 53.52 15 Mar '19 45 50.00 0.725 7.30 105 0.695 3.40 21 19.99 1.42 10.70
100 ROKU 42.85 18 Apr '19 79 43.00 0.713 5.85 32 0.704 5.55 39 26.60 1.42 11.40
Go to the old report

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.