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
SPREAD
 
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By     
Data is delayed from July 22, 2020. 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 MCRB 4.70 21 Aug '20 30 5.00 2.150 1.15 165 2.50 2.992 0.35 629 31.91 5.14 1.50
2 NAK 2.34 21 Aug '20 30 3.00 2.370 0.45 6,383 4.00 2.745 1.70 14 91.88 5.12 2.15
3 SGMS 16.30 24 Jul '20 2 16.50 2.372 1.15 14 16.00 2.613 0.95 4 12.88 4.98 2.10
4 NAK 2.34 21 Aug '20 30 3.00 2.370 0.45 6,383 2.00 2.605 0.45 1,617 38.46 4.97 0.90
5 GNCA 3.14 21 Aug '20 30 5.00 2.349 0.50 194 2.50 2.563 0.50 71 31.85 4.91 1.00
6 XSPA 3.07 21 Aug '20 30 5.00 2.348 0.40 1,898 2.50 2.378 0.40 92 26.06 4.73 0.80
7 MVIS 2.26 21 Aug '20 30 3.00 2.325 0.40 3,358 4.00 2.322 1.90 13 101.77 4.65 2.30
8 HMHC 2.46 21 Aug '20 30 2.50 2.141 0.60 2,050 5.00 2.505 2.70 28 134.42 4.65 3.30
9 CEMI 4.98 21 Aug '20 30 5.00 2.200 1.25 395 7.50 2.413 3.10 104 87.35 4.61 4.35
10 MVIS 2.26 21 Aug '20 30 3.00 2.325 0.40 3,358 2.00 2.281 0.40 734 35.40 4.61 0.80
11 MVIS 2.26 18 Sep '20 58 2.00 2.337 0.95 241 1.00 2.249 0.10 210 46.46 4.59 1.05
12 MVIS 2.26 18 Sep '20 58 3.00 2.300 0.65 621 2.00 2.270 0.60 89 55.31 4.57 1.25
13 NAK 2.34 18 Sep '20 58 2.00 2.227 0.95 397 1.00 2.296 0.10 10 44.87 4.52 1.05
14 NAK 2.34 18 Sep '20 58 3.00 2.244 0.65 866 4.00 2.250 2.00 6 113.25 4.49 2.65
15 MVIS 2.26 20 Nov '20 121 3.00 2.092 0.90 70 2.00 2.372 0.65 5 68.58 4.46 1.55
16 NAK 2.34 18 Sep '20 58 3.00 2.244 0.65 866 2.00 2.195 0.55 234 51.28 4.44 1.20
17 TORC 2.58 21 Aug '20 30 5.00 2.541 0.40 29 2.50 1.885 0.30 51 27.08 4.43 0.70
18 GTX 6.98 16 Oct '20 86 5.00 2.219 3.60 2 2.50 2.187 0.35 10 56.59 4.41 3.95
19 XSPA 3.07 18 Sep '20 58 5.00 2.052 0.55 142 2.50 2.347 0.65 1 39.09 4.40 1.20
20 ABUS 2.82 21 Aug '20 30 5.00 2.459 0.45 1,528 2.50 1.902 0.40 14 30.14 4.36 0.85
21 MCRB 4.70 16 Oct '20 86 5.00 2.060 2.00 390 2.50 2.136 0.40 21 51.06 4.20 2.40
22 CEMI 4.98 18 Sep '20 58 5.00 2.156 1.80 281 2.50 2.035 0.15 60 39.16 4.19 1.95
23 GTX 6.98 18 Dec '20 149 5.00 2.058 4.10 1 2.50 2.133 0.60 3 67.34 4.19 4.70
24 MVIS 2.26 20 Nov '20 121 2.00 1.971 1.20 255 1.00 2.121 0.20 40 61.95 4.09 1.40
25 VXRT 14.53 18 Sep '20 58 12.50 2.014 5.40 17 10.00 2.071 1.90 7 50.24 4.08 7.30
26 VXRT 14.53 18 Sep '20 58 15.00 2.012 4.50 52 17.50 2.055 6.60 1 76.39 4.07 11.10
27 VXRT 14.53 18 Sep '20 58 15.00 2.012 4.50 52 12.50 2.055 3.30 24 53.68 4.07 7.80
28 NAK 2.34 20 Nov '20 121 2.00 2.067 1.20 196 1.00 1.980 0.15 17 57.69 4.05 1.35
29 OPK 5.56 7 Aug '20 16 6.00 1.905 0.74 1,377 6.50 2.071 1.46 1 39.57 3.98 2.20
30 NAK 2.34 20 Nov '20 121 3.00 2.008 0.90 332 4.00 1.931 2.05 21 126.07 3.94 2.95
31 NAK 2.34 20 Nov '20 121 3.00 2.008 0.90 332 2.00 1.923 0.70 64 68.38 3.93 1.60
32 OPK 5.56 24 Jul '20 2 6.00 1.864 0.15 7,606 6.50 2.034 0.95 19 19.78 3.90 1.10
33 SOLO 3.41 18 Sep '20 58 3.50 1.754 0.95 82 4.00 2.143 1.40 20 68.91 3.90 2.35
34 XSPA 3.07 15 Jan '21 177 5.00 1.711 1.05 168 2.50 2.156 1.15 25 71.66 3.87 2.20
35 DGLY 3.60 20 Nov '20 121 3.50 1.688 1.40 2 3.00 2.157 1.20 24 72.22 3.85 2.60
36 VXRT 14.53 21 Aug '20 30 15.00 1.894 3.00 511 17.50 1.951 5.10 10 55.75 3.85 8.10
37 VXRT 14.53 21 Aug '20 30 12.50 1.849 4.00 287 10.00 1.994 0.90 190 33.72 3.84 4.90
38 VBIV 5.82 21 Aug '20 30 5.50 1.930 1.45 440 5.00 1.909 0.75 488 37.80 3.84 2.20
39 VXRT 14.53 21 Aug '20 30 15.00 1.894 3.00 511 12.50 1.940 2.00 113 34.41 3.83 5.00
40 NAK 2.34 18 Dec '20 149 3.00 1.881 0.95 681 2.00 1.951 0.70 241 70.51 3.83 1.65
41 CAPR 6.11 18 Sep '20 58 7.50 1.789 1.40 170 5.00 2.042 1.10 22 40.92 3.83 2.50
42 NAK 2.34 18 Dec '20 149 2.00 1.841 1.20 1,341 1.00 1.982 0.25 143 61.97 3.82 1.45
43 SKX 30.78 24 Jul '20 2 31.00 1.874 1.70 135 30.50 1.932 1.40 62 10.07 3.81 3.10
44 MVIS 2.26 19 Feb '21 212 2.00 1.871 1.35 235 1.00 1.934 0.30 75 73.01 3.80 1.65
45 NAK 2.34 18 Dec '20 149 3.00 1.881 0.95 681 4.00 1.909 2.15 26 132.48 3.79 3.10
46 CAPR 6.11 21 Aug '20 30 7.50 1.914 0.90 363 5.00 1.874 0.60 159 24.55 3.79 1.50
47 SOLO 3.41 18 Sep '20 58 3.00 1.764 1.15 179 2.50 2.013 0.40 64 45.45 3.78 1.55
48 MVIS 2.26 19 Feb '21 212 3.00 1.779 1.00 328 2.00 1.994 1.00 56 88.50 3.77 2.00
49 HMHC 2.46 18 Dec '20 149 2.50 1.885 1.25 108 5.00 1.884 3.00 5 173.12 3.77 4.25
50 VBIV 5.82 21 Aug '20 30 7.50 1.958 0.80 2,010 5.50 1.801 0.85 82 28.35 3.76 1.65
51 EROS 3.45 21 Aug '20 30 5.00 1.909 0.35 703 7.50 1.831 4.10 2 128.99 3.74 4.45
52 BLNK 6.96 21 Aug '20 30 7.50 1.495 1.00 3,672 10.00 2.212 3.80 26 68.97 3.71 4.80
53 SOLO 3.41 21 Aug '20 30 3.00 1.794 0.90 5,291 2.50 1.896 0.25 350 33.72 3.69 1.15
54 SOLO 3.41 21 Aug '20 30 3.50 1.710 0.65 1,166 3.00 1.969 0.50 357 33.72 3.68 1.15
55 SOLO 3.41 21 Aug '20 30 3.50 1.710 0.65 1,166 4.00 1.969 1.10 20 51.32 3.68 1.75
56 SRNE 8.06 18 Sep '20 58 9.00 1.723 1.95 459 10.00 1.950 3.60 4 68.86 3.67 5.55
57 DGLY 3.60 18 Sep '20 58 4.00 1.665 0.90 257 3.50 1.999 1.00 36 52.78 3.66 1.90
58 SAVA 3.36 21 Aug '20 30 5.00 1.981 0.40 143 2.50 1.655 0.20 1 17.86 3.64 0.60
59 SRNE 8.06 18 Sep '20 58 9.00 1.723 1.95 459 8.00 1.909 2.30 12 52.73 3.63 4.25
60 ATOS 4.15 21 Aug '20 30 5.00 1.555 0.60 326 2.50 2.057 0.10 25 16.87 3.61 0.70
61 DGLY 3.60 21 Aug '20 30 4.00 1.631 0.60 1,050 3.50 1.931 0.70 89 36.11 3.56 1.30
62 SRNE 8.06 18 Sep '20 58 8.00 1.691 2.20 845 7.00 1.828 1.55 58 46.53 3.52 3.75
63 NBEV 2.20 31 Jul '20 9 2.50 1.682 0.15 188 2.00 1.806 0.05 230 9.09 3.49 0.20
64 NBEV 2.20 31 Jul '20 9 2.50 1.682 0.15 188 3.00 1.803 0.80 5 43.18 3.48 0.95
65 WATT 3.39 21 Aug '20 30 3.00 1.616 0.85 12 2.50 1.863 0.25 111 32.45 3.48 1.10
66 NBEV 2.20 14 Aug '20 23 2.50 1.588 0.25 29 2.00 1.882 0.25 1 22.73 3.47 0.50
67 BGFV 4.34 21 Aug '20 30 5.00 1.627 0.60 968 2.50 1.842 0.10 48 16.13 3.47 0.70
68 EROS 3.45 21 Aug '20 30 5.00 1.909 0.35 703 2.50 1.545 0.15 3 14.49 3.45 0.50
69 SRNE 8.06 18 Dec '20 149 9.00 1.505 2.85 10 10.00 1.930 5.10 12 98.64 3.43 7.95
70 DGLY 3.60 21 Aug '20 30 3.50 1.612 0.75 3,266 3.00 1.822 0.40 68 31.94 3.43 1.15
71 NAK 2.34 19 Feb '21 212 3.00 1.700 1.05 1,181 2.00 1.730 0.80 60 79.06 3.43 1.85
72 BCRX 4.81 18 Sep '20 58 5.00 1.689 1.25 121 4.00 1.740 0.70 94 40.54 3.43 1.95
73 SRNE 8.06 18 Dec '20 149 8.00 1.524 3.20 108 7.00 1.885 2.70 19 73.20 3.41 5.90
74 BLNK 6.96 18 Sep '20 58 7.50 1.347 1.30 776 10.00 2.048 4.30 15 80.46 3.40 5.60
75 NIO 12.38 24 Jul '20 2 12.00 1.613 0.80 6,757 11.50 1.771 0.27 4,935 8.64 3.38 1.07
76 SRNE 8.06 15 Jan '21 177 9.00 1.482 3.20 53 10.00 1.900 5.40 1 106.70 3.38 8.60
77 MNK 2.34 16 Oct '20 86 2.50 1.591 0.68 10 2.00 1.789 0.48 14 49.57 3.38 1.16
78 NAK 2.34 19 Feb '21 212 3.00 1.700 1.05 1,181 4.00 1.673 2.30 94 143.16 3.37 3.35
79 SRNE 8.06 15 Jan '21 177 9.00 1.482 3.20 53 8.00 1.890 3.60 8 84.37 3.37 6.80
80 NIO 12.38 14 Aug '20 23 12.00 1.700 2.28 193 11.50 1.664 1.48 31 30.37 3.36 3.76
81 VBIV 5.82 16 Oct '20 86 5.50 1.714 2.15 58 5.00 1.648 1.25 101 58.42 3.36 3.40
82 SRNE 8.06 18 Dec '20 149 9.00 1.505 2.85 10 8.00 1.852 3.40 9 77.54 3.36 6.25
83 WATT 3.39 21 Aug '20 30 3.50 1.479 0.55 113 3.00 1.878 0.40 66 28.02 3.36 0.95
84 OBSV 2.70 21 Aug '20 30 5.00 2.116 0.20 61 2.50 1.239 0.20 2 14.81 3.36 0.40
85 NAK 2.34 19 Feb '21 212 2.00 1.561 1.35 134 1.00 1.793 0.25 35 68.38 3.35 1.60
86 CYH 3.97 31 Jul '20 9 4.00 1.666 0.65 4 3.50 1.678 0.15 6 20.15 3.34 0.80
87 SOLO 3.41 18 Dec '20 149 3.00 1.577 1.50 6 2.50 1.766 0.80 119 67.45 3.34 2.30
88 TWTR 36.94 24 Jul '20 2 37.00 1.640 1.77 9,937 36.50 1.681 1.58 1,424 9.07 3.32 3.35
89 RIOT 2.34 21 Aug '20 30 2.50 1.456 0.35 331 3.00 1.862 0.80 5 49.15 3.32 1.15
90 TWTR 36.94 24 Jul '20 2 36.50 1.662 2.05 1,384 36.00 1.654 1.33 4,287 9.15 3.32 3.38
91 NIO 12.38 24 Jul '20 2 12.50 1.615 0.54 10,124 12.00 1.699 0.42 11,295 7.75 3.31 0.96
92 IDRA 2.55 21 Aug '20 30 3.00 1.569 0.35 13 2.00 1.745 0.15 7 19.61 3.31 0.50
93 BLNK 6.96 21 Aug '20 30 7.50 1.495 1.00 3,672 5.00 1.807 0.45 810 20.83 3.30 1.45
94 TWTR 36.94 24 Jul '20 2 37.00 1.640 1.77 9,937 37.50 1.658 2.07 427 10.40 3.30 3.84
95 MNK 2.34 18 Sep '20 58 2.00 1.636 0.79 3 1.50 1.660 0.15 70 40.17 3.30 0.94
96 OPK 5.56 21 Aug '20 30 6.00 1.690 0.92 1,461 5.50 1.603 0.92 133 33.09 3.29 1.84
97 NIO 12.38 24 Jul '20 2 12.50 1.615 0.54 10,124 13.00 1.674 0.96 2,324 12.12 3.29 1.50
98 NIO 12.38 21 Aug '20 30 12.50 1.624 2.25 665 13.00 1.661 2.67 175 39.74 3.28 4.92
99 OPK 5.56 21 Aug '20 30 6.00 1.690 0.92 1,461 6.50 1.591 1.53 11 44.06 3.28 2.45
100 NIO 12.38 21 Aug '20 30 12.50 1.624 2.25 665 12.00 1.654 1.80 550 32.71 3.28 4.05
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.