Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FORUM 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
SPREAD
 
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from March 3, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Short Call Short Put % of
Stock
IVol
Sum
Price
Strike IVol Price Volume Strike IVol Price Volume
1 CRBP 9.30 21 Apr '17 49 10.00 1.513 1.95 105 7.50 1.581 0.95 656 31.18 3.09 2.90
2 CRBP 9.30 17 Mar '17 14 10.00 1.416 0.80 368 7.50 1.541 0.30 192 11.83 2.96 1.10
3 ADPT 2.99 21 Apr '17 49 5.00 1.513 0.25 84 2.50 1.364 0.30 70 18.39 2.88 0.55
4 CALA 12.40 17 Mar '17 14 12.50 1.184 1.30 268 10.00 1.360 0.25 20 12.50 2.54 1.55
5 ACRX 3.40 15 Sep '17 196 5.00 1.196 0.95 355 2.50 1.191 0.50 2 42.65 2.39 1.45
6 NMBL 8.63 17 Mar '17 14 10.00 1.156 0.35 122 7.50 1.202 0.25 436 6.95 2.36 0.60
7 CARA 18.04 17 Mar '17 14 17.50 1.075 1.90 367 15.00 1.279 0.45 980 13.03 2.35 2.35
8 CARA 18.04 17 Mar '17 14 20.00 1.187 1.00 288 17.50 1.152 1.30 68 12.75 2.34 2.30
9 PTX 3.85 18 Aug '17 168 5.00 0.871 0.60 18 2.50 1.378 0.55 6 29.87 2.25 1.15
10 UVXY 20.13 7 Apr '17 35 20.00 1.088 2.88 2 19.50 1.098 2.26 2 25.53 2.19 5.14
11 ADPT 2.99 18 Aug '17 168 5.00 1.190 0.55 111 2.50 0.990 0.45 4 33.44 2.18 1.00
12 UVXY 20.13 31 Mar '17 28 20.50 1.060 2.27 72 20.00 1.089 2.29 8 22.65 2.15 4.56
13 UVXY 20.13 31 Mar '17 28 20.00 1.066 2.61 242 19.50 1.071 1.96 2 22.70 2.14 4.57
14 SHLD 7.62 17 Mar '17 14 8.00 0.781 0.40 716 8.50 1.335 1.12 2 19.95 2.12 1.52
15 FRED 16.30 17 Mar '17 14 15.00 0.929 2.05 14 12.50 1.172 0.05 84 12.88 2.10 2.10
16 DUST 36.12 10 Mar '17 7 36.00 1.012 2.25 254 35.50 1.086 1.70 15 10.94 2.10 3.95
17 BPT 18.70 17 Mar '17 14 17.50 0.892 2.00 125 15.00 1.180 0.30 341 12.30 2.07 2.30
18 DUST 36.12 10 Mar '17 7 36.50 1.005 2.00 22 37.00 1.056 2.50 7 12.46 2.06 4.50
19 ADPT 2.99 18 Aug '17 168 5.00 1.190 0.55 111 7.50 0.868 4.40 10 165.55 2.06 4.95
20 UVXY 20.13 24 Mar '17 21 20.50 1.000 1.85 98 21.00 1.042 2.49 49 21.56 2.04 4.34
21 DUST 36.12 10 Mar '17 7 36.50 1.005 2.00 22 36.00 1.035 1.95 64 10.94 2.04 3.95
22 UVXY 20.13 24 Mar '17 21 20.50 1.000 1.85 98 20.00 1.026 1.82 8 18.23 2.03 3.67
23 UVXY 20.13 17 Mar '17 14 20.50 0.958 1.36 553 21.00 1.060 2.13 563 17.34 2.02 3.49
24 ACRX 3.40 16 Jun '17 105 5.00 1.045 0.35 10 2.50 0.961  0 53 10.29 2.01 0.35
25 BPT 18.70 17 Mar '17 14 20.00 0.917 0.90 16 17.50 1.081 0.85 126 9.36 2.00 1.75
26 UVXY 20.13 24 Mar '17 21 20.00 0.978 2.05 36 19.50 0.993 1.47 15 17.49 1.97 3.52
27 UVXY 20.13 17 Mar '17 14 20.50 0.958 1.36 553 20.00 1.009 1.50 1,389 14.21 1.97 2.86
28 ASNA 4.43 17 Mar '17 14 5.00 0.960 0.15 245 4.00 0.979 0.10 50 5.64 1.94 0.25
29 GERN 2.19 16 Jun '17 105 3.00 0.926 0.25 233 2.00 0.991 0.30 2,291 25.11 1.92 0.55
30 GERN 2.19 15 Sep '17 196 3.00 0.919 0.40 147 2.00 0.989 0.40 5 36.53 1.91 0.80
31 UVXY 20.13 17 Mar '17 14 20.00 0.929 1.54 575 19.50 0.976 1.20 73 13.61 1.91 2.74
32 INSY 11.47 17 Mar '17 14 12.00 0.859 0.60 124 11.00 1.045 0.60 36 10.46 1.90 1.20
33 BPT 18.70 17 Mar '17 14 20.00 0.917 0.90 16 22.50 0.980 4.00 95 26.20 1.90 4.90
34 FRED 16.30 21 Apr '17 49 15.00 0.903 2.95 8 12.50 0.962 0.55 600 21.47 1.86 3.50
35 SHLD 7.62 17 Mar '17 14 8.00 0.781 0.40 716 7.50 1.065 0.50 10 11.81 1.85 0.90
36 UVXY 20.13 10 Mar '17 7 20.50 0.850 0.80 1,293 21.00 0.988 1.57 803 11.77 1.84 2.37
37 URBN 26.06 10 Mar '17 7 26.00 0.918 1.45 61 25.50 0.903 0.95 1 9.21 1.82 2.40
38 INSY 11.47 17 Mar '17 14 11.00 0.786 1.05 216 10.00 1.032 0.30 177 11.77 1.82 1.35
39 BPT 18.70 21 Apr '17 49 17.50 0.824 2.55 11 15.00 0.985 1.00 211 18.98 1.81 3.55
40 FRED 16.30 17 Mar '17 14 17.50 0.832 0.65 141 15.00 0.974 0.50 644 7.06 1.81 1.15
41 URBN 26.06 10 Mar '17 7 26.50 0.881 1.20 16 26.00 0.925 1.20 21 9.21 1.81 2.40
42 FRED 16.30 21 Apr '17 49 17.50 0.860 1.70 23 15.00 0.917 1.30 56 18.40 1.78 3.00
43 GNC 8.25 16 Jun '17 105 7.50 0.833 1.85 38 5.00 0.931 0.20 354 24.85 1.76 2.05
44 PTCT 9.81 17 Mar '17 14 10.00 0.829 0.70 87 9.00 0.927 0.15 54 8.66 1.76 0.85
45 HOS 4.35 21 Apr '17 49 5.00 0.834 0.40 100 4.00 0.919 0.35 1 17.24 1.75 0.75
46 KPTI 11.63 17 Mar '17 14 12.50 0.863 0.65 830 10.00 0.890 0.05 76 6.02 1.75 0.70
47 UVXY 20.13 10 Mar '17 7 20.50 0.850 0.80 1,293 20.00 0.888 0.91 3,162 8.49 1.74 1.71
48 SHLD 7.62 10 Mar '17 7 7.50 0.758 0.53 36 7.00 0.979 0.12 11 8.53 1.74 0.65
49 DVAX 6.25 21 Apr '17 49 7.00 0.824 0.60 108 6.00 0.908 0.40 10 16.00 1.73 1.00
50 SHLD 7.62 10 Mar '17 7 8.00 0.780 0.22 18 7.50 0.952 0.30 90 6.82 1.73 0.52
51 BCRX 7.68 17 Mar '17 14 8.00 0.824 0.40 133 7.00 0.880 0.18 4 7.55 1.70 0.58
52 IMGN 3.44 21 Apr '17 49 4.00 0.886 0.45 3 3.00 0.812 0.10 1 15.99 1.70 0.55
53 EDIT 22.02 17 Mar '17 14 22.50 0.851 1.45 23 20.00 0.825 0.40 24 8.40 1.68 1.85
54 TXMD 6.91 16 Jun '17 105 7.50 0.785 1.00 56 5.00 0.881 0.35 25 19.54 1.67 1.35
55 VUZI 7.35 21 Apr '17 49 7.50 0.644 0.65 1,043 5.00 1.018 0.15 156 10.88 1.66 0.80
56 CIEN 26.10 10 Mar '17 7 26.00 0.834 1.27 680 25.50 0.825 0.88 163 8.24 1.66 2.15
57 MOMO 26.87 10 Mar '17 7 26.50 0.818 1.55 21 26.00 0.840 0.75 24 8.56 1.66 2.30
58 UVXY 20.13 10 Mar '17 7 20.00 0.815 0.98 1,468 19.50 0.842 0.62 1,064 7.95 1.66 1.60
59 BCRX 7.68 16 Jun '17 105 8.00 0.813 1.32 11 7.00 0.844 0.92 40 29.17 1.66 2.24
60 AUPH 4.81 21 Jul '17 140 5.00 0.656 0.80 76 2.50 0.989 0.10 45 18.71 1.65 0.90
61 CIEN 26.10 10 Mar '17 7 26.50 0.815 1.01 374 26.00 0.827 1.11 26 8.12 1.64 2.12
62 BCRX 7.68 21 Apr '17 49 8.00 0.726 0.79 29 7.00 0.912 0.50 25 16.80 1.64 1.29
63 CIEN 26.10 10 Mar '17 7 26.50 0.815 1.01 374 27.00 0.816 1.67 20 10.27 1.63 2.68
64 OCLR 9.60 17 Mar '17 14 10.00 0.660 0.40 1,859 11.00 0.969 1.40 5 18.75 1.63 1.80
65 SCMP 11.85 17 Mar '17 14 12.50 0.711 0.50 10 10.00 0.917 0.10 1 5.06 1.63 0.60
66 EXPR 10.93 17 Mar '17 14 11.00 0.741 0.65 46 10.00 0.870 0.25 20 8.23 1.61 0.90
67 NAV 27.68 10 Mar '17 7 28.00 0.783 1.15 210 27.50 0.826 1.10 5 8.13 1.61 2.25
68 CSIQ 14.50 10 Mar '17 7 14.50 0.849 0.75 22 15.00 0.759 0.85 39 11.03 1.61 1.60
69 BCRX 7.68 21 Apr '17 49 7.00 0.692 1.30 72 6.00 0.911 0.21 5 19.66 1.60 1.51
70 NAV 27.68 10 Mar '17 7 27.50 0.734 1.40 5 27.00 0.862 0.85 102 8.13 1.60 2.25
71 BPT 18.70 21 Apr '17 49 20.00 0.690 1.35 83 17.50 0.890 1.95 40 17.65 1.58 3.30
72 DSX 3.94 16 Jun '17 105 4.00 0.745 0.65 5 3.00 0.831 0.20 78 21.57 1.58 0.85
73 CSIQ 14.50 10 Mar '17 7 14.50 0.849 0.75 22 14.00 0.718 0.30 1,033 7.24 1.57 1.05
74 PTCT 9.81 21 Apr '17 49 10.00 0.757 1.25 35 9.00 0.810 0.60 3 18.86 1.57 1.85
75 SDLP 3.76 16 Jun '17 105 5.00 0.688 0.30 42 2.50 0.875 0.05 101 9.31 1.56 0.35
76 CLDX 3.64 18 Aug '17 168 4.00 0.799 0.85 25 3.00 0.761 0.35 3 32.97 1.56 1.20
77 GNC 8.25 16 Jun '17 105 10.00 0.767 0.85 33 7.50 0.785 0.90 62 21.21 1.55 1.75
78 GNC 8.25 19 Jan '18 322 10.00 0.705 1.75 56 7.50 0.845 1.95 123 44.85 1.55 3.70
79 CSIQ 14.50 17 Mar '17 14 14.00 0.789 1.20 21 14.50 0.751 0.80 49 13.79 1.54 2.00
80 OCUL 8.70 21 Apr '17 49 10.00 0.750 0.80 77 7.50 0.789 0.30 30 12.64 1.54 1.10
81 SA 9.95 17 Mar '17 14 10.00 0.577 0.45 2 11.00 0.963 1.15 14 16.08 1.54 1.60
82 IMMU 5.15 17 Mar '17 14 5.50 0.862 0.25 46 5.00 0.677 0.15 4 7.77 1.54 0.40
83 IMMU 5.15 19 May '17 77 5.00 0.748 0.90 15 4.50 0.770 0.15 2 20.39 1.52 1.05
84 CSIQ 14.50 17 Mar '17 14 15.00 0.762 0.70 240 14.50 0.751 0.80 49 10.34 1.51 1.50
85 CSIQ 14.50 10 Mar '17 7 15.00 0.759 0.45 496 14.50 0.749 0.55 89 6.90 1.51 1.00
86 LJPC 34.53 17 Mar '17 14 35.00 0.710 1.75 37 30.00 0.795 0.45 195 6.37 1.50 2.20
87 CSIQ 14.50 17 Mar '17 14 15.00 0.762 0.70 240 14.00 0.743 0.55 52 8.62 1.50 1.25
88 ZIOP 6.48 21 Apr '17 49 7.00 0.593 0.40 26 8.00 0.909 1.75 1 33.18 1.50 2.15
89 RUSS 6.61 16 Jun '17 105 7.00 0.727 1.00 37 6.00 0.768 0.65 5 24.96 1.50 1.65
90 VNET 7.10 10 Mar '17 7 7.50 0.769 0.20 50 7.00 0.712 0.15 50 4.93 1.48 0.35
91 ZIOP 6.48 21 Jul '17 140 7.00 0.674 0.95 190 6.00 0.805 0.90 10 28.55 1.48 1.85
92 CSIQ 14.50 10 Mar '17 7 15.00 0.759 0.45 496 14.00 0.718 0.30 1,033 5.17 1.48 0.75
93 FNSR 34.48 17 Mar '17 14 34.00 0.711 2.35 45 33.00 0.765 1.20 15 10.30 1.48 3.55
94 COUP 26.60 17 Mar '17 14 30.00 0.743 0.60 1,590 25.00 0.727 0.60 41 4.51 1.47 1.20
95 CSIQ 14.50 10 Mar '17 7 14.00 0.718 0.90 33 14.50 0.749 0.55 89 10.00 1.47 1.45
96 FNSR 34.48 17 Mar '17 14 35.00 0.719 1.80 150 36.00 0.746 2.70 1 13.05 1.46 4.50
97 CLNE 2.54 16 Jun '17 105 3.00 0.700 0.25 60 2.00 0.741 0.10 2 13.81 1.44 0.35
98 FNSR 34.48 17 Mar '17 14 35.00 0.719 1.80 150 34.00 0.719 1.60 26 9.86 1.44 3.40
99 NMBL 8.63 21 Apr '17 49 10.00 0.707 0.45 964 7.50 0.723 0.25 52 8.11 1.43 0.70
100 RAD 5.45 17 Mar '17 14 5.50 0.595 0.56 75 5.00 0.831 0.15 13,329 13.03 1.43 0.71
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.