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 May 24, 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 ARQL 7.53 21 Jun '19 28 7.50 1.993 1.75 1,957 1.845 1.45 568 42.50 3.84 3.20
2 ARQL 7.53 19 Jul '19 56 7.50 1.703 2.00 398 1.635 1.75 140 49.80 3.34 3.75
3 NVAX 6.12 19 Jul '19 56 7.00 1.463 1.25 73 1.762 1.95 20 52.29 3.22 3.20
4 CARA 18.05 21 Jun '19 28 20.00 1.575 2.55 6,195 1.526 4.10 130 36.84 3.10 6.65
5 NVAX 6.12 21 Jun '19 28 6.00 1.122 1.10 15 1.519 0.75 10 30.23 2.64 1.85
6 KPTI 6.19 21 Jun '19 28 7.50 1.130 0.40 222 1.467 1.70 2 33.93 2.60 2.10
7 RIOT 3.86 7 Jun '19 14 4.00 0.994 0.30 52 1.559 0.46 10 19.69 2.55 0.76
8 LCI 5.66 21 Jun '19 28 5.00 1.234 1.15 60 1.161 0.35 499 26.50 2.39 1.50
9 NIO 3.86 7 Jun '19 14 4.00 1.094 0.29 862 1.227 0.44 101 18.91 2.32 0.73
10 AMRS 4.02 21 Jun '19 28 4.50 1.076 0.35 1 1.238 0.80 3 28.61 2.31 1.15
11 BLCM 2.36 21 Jun '19 28 2.50 1.083 0.25 17 1.218 0.10 1 14.83 2.30 0.35
12 NIO 3.86 7 Jun '19 14 3.50 1.070 0.54 78 1.206 0.19 1,699 18.91 2.28 0.73
13 TLRD 6.30 21 Jun '19 28 7.00 1.023 0.50 367 1.207 1.25 175 27.78 2.23 1.75
14 PYX 18.93 21 Jun '19 28 20.00 1.071 1.90 62 1.123 2.85 1 25.09 2.19 4.75
15 BCRX 3.32 21 Jun '19 28 4.00 1.152 0.24 163 1.032 0.76 140 30.12 2.18 1.00
16 NIO 3.86 14 Jun '19 21 4.00 1.029 0.34 246 1.138 0.48 77 21.24 2.17 0.82
17 LCI 5.66 21 Jun '19 28 7.50 1.122 0.25 17 1.037 1.95 1,062 38.87 2.16 2.20
18 BCRX 3.32 21 Jun '19 28 3.00 1.181 0.66 3 0.967 0.18 35 25.30 2.15 0.84
19 PYX 18.93 21 Jun '19 28 17.50 1.025 2.90 63 1.120 1.55 47 23.51 2.14 4.45
20 SFIX 23.94 7 Jun '19 14 24.00 1.059 2.05 4 1.067 1.95 2 16.71 2.13 4.00
21 SFIX 23.94 7 Jun '19 14 23.50 1.079 2.30 2 1.039 1.70 3 16.71 2.12 4.00
22 AMRS 4.02 21 Jun '19 28 4.00 0.950 0.55 14 1.157 0.45 10 24.88 2.11 1.00
23 TEUM 4.72 19 Jul '19 56 5.00 0.968 0.65 581 1.135 0.85 846 31.78 2.10 1.50
24 AVH 3.96 21 Jun '19 28 5.00 0.965 0.20 168 1.137 1.15 4 34.09 2.10 1.35
25 MAXR 7.63 21 Jun '19 28 7.50 1.121 1.05 379 0.977 0.70 114 22.94 2.10 1.75
26 NIO 3.86 14 Jun '19 21 3.50 0.968 0.60 28 1.124 0.22 155 21.24 2.09 0.82
27 PIRS 4.41 21 Jun '19 28 5.00 1.106 0.35 943 0.968 0.65 85 22.68 2.07 1.00
28 MAXR 7.63 21 Jun '19 28 10.00 1.105 0.30 1,180 0.951 2.50 40 36.70 2.06 2.80
29 NIO 3.86 21 Jun '19 28 4.00 0.984 0.38 7,556 1.068 0.52 999 23.32 2.05 0.90
30 NIO 3.86 21 Jun '19 28 3.50 0.946 0.62 67 1.079 0.27 10,201 23.06 2.02 0.89
31 MAXR 7.63 19 Jul '19 56 7.50 1.050 1.35 211 0.971 1.00 35 30.80 2.02 2.35
32 DVAX 5.78 21 Jun '19 28 5.00 0.925 1.10 26 1.083 0.30 1,158 24.22 2.01 1.40
33 LCI 5.66 19 Jul '19 56 7.50 0.987 0.40 2 1.018 2.10 1 44.17 2.00 2.50
34 NIO 3.86 28 Jun '19 35 4.00 0.922 0.40 150 1.050 0.54 3 24.35 1.97 0.94
35 DRIP 12.87 21 Jun '19 28 13.00 1.013 1.40 88 0.954 1.35 15 21.37 1.97 2.75
36 SIG 21.45 7 Jun '19 14 21.00 0.990 1.95 2 0.976 1.35 5 15.38 1.97 3.30
37 TEUM 4.72 21 Jun '19 28 5.00 0.938 0.40 1,017 1.026 0.65 919 22.25 1.96 1.05
38 GUSH 7.13 19 Jul '19 56 7.00 0.963 1.15 860 0.994 1.00 84 30.15 1.96 2.15
39 GUSH 7.13 21 Jun '19 28 7.00 0.974 0.85 438 0.981 0.65 122 21.04 1.96 1.50
40 MRNS 4.37 19 Jul '19 56 4.00 0.996 1.00 5 0.952 0.35 20 30.89 1.95 1.35
41 NTNX 35.14 7 Jun '19 14 35.00 0.970 2.85 1 0.976 2.45 81 15.08 1.95 5.30
42 NIO 3.86 28 Jun '19 35 3.50 0.928 0.65 202 1.012 0.28 128 24.09 1.94 0.93
43 HCLP 2.39 21 Jun '19 28 2.50 0.856 0.20 67 1.085 0.25 1 18.83 1.94 0.45
44 SIG 21.45 7 Jun '19 14 21.50 0.958 1.65 3 0.970 1.60 3 15.15 1.93 3.25
45 DRIP 12.87 21 Jun '19 28 12.00 0.982 1.90 7 0.941 0.85 154 21.37 1.92 2.75
46 GUSH 7.13 19 Jul '19 56 8.00 0.963 0.80 210 0.949 1.55 8 32.96 1.91 2.35
47 CLDR 9.57 7 Jun '19 14 10.00 0.976 0.60 27 0.923 0.90 3 15.67 1.90 1.50
48 VHC 5.81 21 Jun '19 28 5.00 0.930 1.20 1 0.951 0.20 1,012 24.10 1.88 1.40
49 CLDR 9.57 7 Jun '19 14 9.50 0.960 0.80 15 0.920 0.60 2 14.63 1.88 1.40
50 PCG 18.83 14 Jun '19 21 19.00 0.960 1.70 3 0.910 1.56 2 17.31 1.87 3.26
51 DVAX 5.78 21 Jun '19 28 6.00 0.890 0.55 67 0.978 0.70 856 21.63 1.87 1.25
52 DFRG 6.94 21 Jun '19 28 7.50 0.939 0.55 1,258 0.927 1.00 1,309 22.33 1.87 1.55
53 OCUL 2.64 21 Jun '19 28 2.50 0.823 0.40 1,161 1.042 0.15 1,161 20.83 1.87 0.55
54 GUSH 7.13 21 Jun '19 28 8.00 0.908 0.45 546 0.950 1.25 105 23.84 1.86 1.70
55 ZS 73.76 7 Jun '19 14 74.00 0.940 5.50 1 0.899 5.10 10 14.37 1.84 10.60
56 VHC 5.81 21 Jun '19 28 6.00 0.906 0.55 276 0.923 0.65 154 20.65 1.83 1.20
57 GASL 4.87 21 Jun '19 28 5.00 0.849 0.45 195 0.980 0.50 1 19.51 1.83 0.95
58 WATT 4.55 21 Jun '19 28 5.00 0.885 0.30 7 0.938 0.70 267 21.98 1.82 1.00
59 ACRX 2.74 21 Jun '19 28 2.50 0.947 0.45 91 0.874 0.10 109 20.07 1.82 0.55
60 MOMO 26.02 7 Jun '19 14 26.00 0.906 1.90 8 0.912 1.75 106 14.03 1.82 3.65
61 SFIX 23.94 21 Jun '19 28 23.50 0.907 2.70 2 0.905 2.10 1 20.05 1.81 4.80
62 ANF 24.61 7 Jun '19 14 25.00 0.867 1.52 23 0.929 1.96 43 14.14 1.80 3.48
63 VHC 5.81 19 Jul '19 56 6.00 0.916 0.80 22 0.875 0.85 50 28.40 1.79 1.65
64 PCG 18.83 21 Jun '19 28 19.00 0.915 1.90 2 0.875 1.86 1 19.97 1.79 3.76
65 ADMS 4.99 21 Jun '19 28 5.00 0.871 0.60 36 0.918 0.20 14 16.03 1.79 0.80
66 NIO 3.86 5 Jul '19 42 3.50 0.836 0.67 31 0.946 0.30 6 25.13 1.78 0.97
67 NIO 3.86 19 Jul '19 56 4.00 0.844 0.49 516 0.931 0.61 1,092 28.50 1.78 1.10
68 BRZU 23.59 21 Jun '19 28 24.00 0.915 2.25 1 0.854 2.40 1 19.71 1.77 4.65
69 AMAG 10.24 19 Jul '19 56 11.00 0.892 1.20 250 0.874 1.80 10 29.30 1.77 3.00
70 MOMO 26.02 7 Jun '19 14 26.50 0.898 1.70 7 0.854 1.95 3 14.03 1.75 3.65
71 BSGM 6.87 21 Jun '19 28 7.50 0.741 0.50 1 1.007 1.05 187 22.56 1.75 1.55
72 DVAX 5.78 19 Jul '19 56 6.00 0.878 0.85 512 0.859 0.80 20 28.55 1.74 1.65
73 TLRD 6.30 19 Jul '19 56 6.00 0.798 1.00 2 0.935 0.70 1 26.98 1.73 1.70
74 SOXS 7.46 19 Jul '19 56 7.00 0.845 1.45 379 0.858 0.70 2 28.82 1.70 2.15
75 SOXS 7.46 21 Jun '19 28 7.00 0.807 0.95 143 0.887 0.45 133 18.77 1.69 1.40
76 QTT 4.78 21 Jun '19 28 5.00 0.932 0.45 198 0.753 0.50 30 19.87 1.68 0.95
77 JNUG 6.59 28 Jun '19 35 7.00 0.843 0.54 78 0.833 0.87 10 21.40 1.68 1.41
78 HCLP 2.39 19 Jul '19 56 2.00 0.759 0.60 1 0.901 0.10 5 29.29 1.66 0.70
79 JNUG 6.59 21 Jun '19 28 7.00 0.804 0.43 454 0.848 0.84 145 19.27 1.65 1.27
80 JNUG 6.59 19 Jul '19 56 7.00 0.797 0.67 12 0.850 1.10 7 26.86 1.65 1.77
81 JNUG 6.59 21 Jun '19 28 6.50 0.801 0.65 30 0.845 0.55 104 18.21 1.65 1.20
82 DFRG 6.94 19 Jul '19 56 7.50 0.895 0.80 40 0.751 1.10 15 27.38 1.65 1.90
83 NBRV 2.38 21 Jun '19 28 2.50 0.759 0.35 32 0.876 0.15 1 21.01 1.63 0.50
84 HCLP 2.39 19 Jul '19 56 2.50 0.859 0.30 630 0.769 0.30 20 25.10 1.63 0.60
85 PCG 18.83 7 Jun '19 14 19.00 0.849 1.26 92 0.774 1.16 12 12.85 1.62 2.42
86 RIGL 2.14 19 Jul '19 56 2.50 0.820 0.20 77 0.793 0.45 12 30.37 1.61 0.65
87 MNK 9.61 19 Jul '19 56 10.00 0.808 1.20 16 0.802 1.35 2 26.53 1.61 2.55
88 DOMO 34.96 21 Jun '19 28 35.00 0.814 3.30 1 0.784 2.85 1 17.59 1.60 6.15
89 CHK 2.01 7 Jun '19 14 2.00 0.830 0.14 381 0.767 0.11 227 12.44 1.60 0.25
90 HOME 20.74 21 Jun '19 28 21.00 0.815 1.85 50 0.777 1.75 56 17.36 1.59 3.60
91 HOME 20.74 21 Jun '19 28 20.00 0.815 2.35 10 0.778 1.30 37 17.60 1.59 3.65
92 S 7.16 7 Jun '19 14 7.50 0.768 0.35 58 0.823 0.58 15 12.99 1.59 0.93
93 NTNX 35.14 21 Jun '19 28 35.00 0.793 3.30 229 0.794 2.95 313 17.79 1.59 6.25
94 LABU 43.61 14 Jun '19 21 44.00 0.786 3.20 18 0.801 3.40 1 15.13 1.59 6.60
95 ADMA 4.60 21 Jun '19 28 5.00 0.691 0.25 15 0.896 0.50 17 16.30 1.59 0.75
96 LABU 43.61 7 Jun '19 14 44.00 0.787 2.55 110 0.797 2.75 10 12.15 1.58 5.30
97 NBR 2.35 21 Jun '19 28 2.50 0.811 0.17 269 0.773 0.28 28 19.15 1.58 0.45
98 JNUG 6.59 7 Jun '19 14 7.00 0.738 0.24 4,787 0.840 0.63 12 13.20 1.58 0.87
99 SIG 21.45 21 Jun '19 28 21.00 0.797 2.15 1 0.781 1.55 14 17.25 1.58 3.70
100 CHS 3.71 21 Jun '19 28 4.00 0.713 0.20 3 0.865 0.45 3 17.52 1.58 0.65
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.