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
Filter Options
LEG VOLUME
MONEYNESS
EXPIRATION
Screener Options
Subscribers can save settings 
 
Sort By   
Data is delayed from March 30, 2017. You must subscribe to get the latest data.
# Stock Stock
Price
Stock
Volume
Expiry Days Strike Call Put Net
IVol
IVol Price Volume IVol Price Volume
1 GALT 2.03 558K 20 Oct '17 204 3.00 0.888 0.28 11 1.841 1.80 5 -0.9528
2 SHLD 11.75 2.3M 15 Sep '17 169 12.00 0.480 1.43 3 1.390 4.43 17 -0.9098
3 AEZS 3.05 544K 19 May '17 50 2.50 1.583 0.95 44 2.403 0.70 70 -0.8201
4 SHLD 11.75 2.3M 16 Jun '17 78 12.00 0.593 1.18 34 1.358 3.05 39 -0.7655
5 SHLD 11.75 2.3M 19 May '17 50 12.00 0.669 1.05 1,025 1.351 2.47 38 -0.6820
6 SBGL 8.79 1.5M 20 Oct '17 204 7.50 0.513 2.00 25 1.152 2.10 5 -0.6387
7 CBIO 9.24 2.0M 21 Apr '17 22 7.50 1.146 2.05 924 1.729 0.70 205 -0.5831
8 ASPS 36.85 729K 21 Jul '17 113 40.00 0.358 1.74 66 0.919 9.40 61 -0.5603
9 SHLD 11.75 2.3M 21 Apr '17 22 12.00 0.714 0.71 221 1.271 1.60 28 -0.5571
10 INSY 10.99 357K 19 May '17 50 10.00 0.523 1.40 5 1.072 1.20 10 -0.5482
11 SHLD 11.75 2.3M 21 Apr '17 22 11.50 0.716 0.94 31 1.245 1.29 45 -0.5291
12 FTR 2.13 65.1M 18 Jan '19 659 2.00 0.947 0.55 39 0.425 0.70 15 0.5217
13 AEZS 3.05 544K 19 May '17 50 5.00 2.575 0.68 5 2.071 2.40 10 0.5041
14 INSY 10.99 357K 18 Aug '17 141 10.00 0.558 2.00 1 1.057 2.23 1 -0.4985
15 SBGL 8.79 1.5M 19 May '17 50 10.00 0.633 0.40 17 1.105 2.20 12 -0.4721
16 INSY 10.99 357K 19 May '17 50 11.00 0.558 0.90 16 1.020 1.65 12 -0.4620
17 COGT 4.70 420K 19 May '17 50 5.00 0.752 0.40 103 1.186 1.00 16 -0.4340
18 CBIO 9.24 2.0M 21 Apr '17 22 10.00 1.547 1.10 165 1.979 2.25 55 -0.4317
19 CEMP 3.85 1.2M 21 Apr '17 22 4.00 0.699 0.20 157 1.098 0.50 20 -0.3991
20 VUZI 6.15 266K 21 Apr '17 22 5.00 0.736 1.21 75 1.125 0.20 2 -0.3888
21 INSY 10.99 357K 21 Apr '17 22 11.00 0.585 0.62 106 0.973 1.05 7 -0.3875
22 OMER 15.63 1.8M 17 Nov '17 232 15.00 0.510 2.82 2 0.876 3.84 1 -0.3660
23 OMER 15.63 1.8M 17 Nov '17 232 16.00 0.528 2.48 64 0.883 4.50 21 -0.3546
24 OMER 15.63 1.8M 18 Aug '17 141 15.00 0.518 2.30 23 0.871 2.95 65 -0.3528
25 SNAK 4.00 305K 21 Apr '17 22 5.00 0.773 0.05 75 0.422 0.99 5 0.3519
26 TIS 23.71 558K 16 Jun '17 78 25.00 0.335 0.95 13 0.686 3.75 12 -0.3509
27 ACIA 57.86 758K 19 May '17 50 55.00 0.431 5.20 48 0.763 5.00 7 -0.3319
28 ASPS 36.85 729K 21 Apr '17 22 35.00 0.550 3.00 40 0.879 2.25 84 -0.3289
29 WIN 5.40 3.4M 21 Apr '17 22 5.00 0.700 0.49 15 0.378 0.09 4 0.3224
30 FTR 2.13 65.1M 19 Jan '18 295 2.00 0.796 0.45 20 0.491 0.42 2,028 0.3058
31 ACIA 57.86 758K 19 May '17 50 60.00 0.481 3.20 71 0.785 7.92 7 -0.3037
32 ACIA 57.86 758K 21 Apr '17 22 60.00 0.433 1.57 549 0.737 5.40 45 -0.3033
33 STON 8.10 454K 20 Oct '17 204 7.50 0.346 1.15 10 0.648 1.20 10 -0.3019
34 GPRO 8.66 2.0M 20 Oct '17 204 9.00 0.467 1.07 23 0.759 2.13 90 -0.2922
35 OMER 15.63 1.8M 19 May '17 50 15.00 0.603 1.70 244 0.889 1.70 16 -0.2858
36 GPRO 8.66 2.0M 21 Jul '17 113 9.00 0.469 0.76 153 0.734 1.60 233 -0.2647
37 CDEV 18.06 842K 21 Apr '17 22 17.50 0.601 1.35 30 0.338 0.35 28 0.2632
38 SGYP 4.66 6.3M 21 Apr '17 22 5.00 0.611 0.15 147 0.864 0.60 200 -0.2529
39 SB 2.32 2.1M 21 Apr '17 22 2.50 0.972 0.15 118 0.722 0.28 70 0.2500
40 ATW 9.49 3.1M 21 Apr '17 22 9.00 0.806 1.00 4 0.562 0.30 57 0.2448
41 EXTR 7.38 8.4M 16 Jun '17 78 5.00 0.877 2.60 11 0.633 0.07 10 0.2441
42 NQ 4.10 2.5M 16 Jun '17 78 4.50 0.578 0.28 235 0.335 0.51 120 0.2437
43 CARA 18.76 3.1M 16 Jun '17 78 17.50 0.788 3.30 5 1.026 2.80 7 -0.2381
44 ACIA 57.86 758K 21 Apr '17 22 55.00 0.394 3.90 85 0.628 2.22 136 -0.2336
45 FTR 2.13 65.1M 19 Jan '18 295 2.50 0.647 0.23 207 0.421 0.76 3,272 0.2264
46 AVXL 5.76 480K 19 May '17 50 5.00 0.823 1.10 50 1.047 0.50 5 -0.2244
47 SHLD 11.75 2.3M 13 Apr '17 14 11.50 0.903 0.95 8 1.125 0.90 20 -0.2228
48 YRD 25.04 246K 21 Apr '17 22 25.00 0.502 1.25 23 0.723 1.75 4 -0.2213
49 FGEN 24.80 315K 21 Apr '17 22 25.00 0.586 1.33 10 0.368 1.00 20 0.2179
50 RAD 4.42 11.4M 7 Apr '17 8 4.00 0.768 0.47 16 0.986 0.09 157 -0.2179
51 TX 26.15 1.1M 19 May '17 50 26.00 0.323 1.32 13 0.540 2.00 86 -0.2176
52 OMER 15.63 1.8M 21 Apr '17 22 16.00 0.642 0.82 218 0.858 1.52 38 -0.2161
53 SHLD 11.75 2.3M 7 Apr '17 8 11.50 1.018 0.83 48 1.231 0.72 7 -0.2137
54 EGLE 5.79 455K 20 Oct '17 204 5.00 0.735 1.61 13 0.947 1.12 10 -0.2121
55 TTPH 8.85 837K 21 Apr '17 22 10.00 0.800 0.30 55 0.588 1.30 10 0.2120
56 KND 8.55 1.1M 21 Apr '17 22 7.50 0.706 1.23 1 0.496 0.07 15 0.2101
57 COGT 4.70 420K 15 Sep '17 169 2.50 0.766 2.30 5 0.976 0.20 200 -0.2098
58 EGLE 5.79 455K 21 Apr '17 22 5.00 0.971 1.00 30 0.764 0.12 105 0.2060
59 STON 8.10 454K 21 Jul '17 113 10.00 0.449 0.25 114 0.654 2.46 14 -0.2055
60 HALO 13.03 5.9M 21 Apr '17 22 14.00 0.420 0.20 131 0.625 1.40 56 -0.2053
61 MACK 3.06 3.2M 21 Apr '17 22 3.00 0.908 0.30 610 0.704 0.18 29 0.2039
62 NQ 4.10 2.5M 16 Jun '17 78 4.00 0.737 0.60 29 0.535 0.35 34 0.2015
63 ERX 31.99 2.2M 7 Apr '17 8 31.50 0.640 1.46 5 0.439 0.60 3 0.2013
64 ANGI 5.75 264K 19 May '17 50 7.50 0.683 0.12 1 0.884 2.00 6 -0.2011
65 DB 17.26 10.9M 28 Apr '17 29 17.00 0.317 0.75 150 0.517 0.87 11 -0.1999
66 CNAT 5.90 2.1M 21 Jul '17 113 7.50 0.883 0.65 19 1.082 2.50 1 -0.1994
67 GPRO 8.66 2.0M 19 May '17 50 9.00 0.543 0.55 34 0.740 1.14 14 -0.1969
68 WPG 8.51 2.0M 21 Jul '17 113 10.00 0.317 0.16 78 0.513 1.95 30 -0.1957
69 IONS 40.41 1.6M 7 Apr '17 8 40.00 0.477 1.35 36 0.673 1.40 10 -0.1954
70 AVXL 5.76 480K 21 Apr '17 22 5.00 0.736 0.88 173 0.931 0.20 135 -0.1953
71 RAD 4.42 11.4M 7 Apr '17 8 4.50 0.556 0.11 256 0.750 0.24 103 -0.1938
72 SBGL 8.79 1.5M 21 Apr '17 22 7.50 0.538 1.35 5 0.731 0.15 20 -0.1929
73 OMER 15.63 1.8M 21 Apr '17 22 15.00 0.652 1.32 80 0.842 0.97 13 -0.1893
74 EXAS 23.56 1.5M 21 Apr '17 22 24.00 0.475 0.90 211 0.662 1.77 1 -0.1871
75 ITCI 16.26 581K 19 May '17 50 15.00 0.987 2.95 7 1.173 2.10 10 -0.1863
76 BSBR 8.89 3.4M 21 Apr '17 22 10.00 0.457 0.08 2 0.634 1.30 20 -0.1775
77 CEMP 3.85 1.2M 19 May '17 50 4.00 0.816 0.40 3 0.993 0.65 102 -0.1774
78 GPRO 8.66 2.0M 28 Apr '17 29 9.00 0.579 0.42 37 0.755 0.93 1 -0.1762
79 BOIL 12.30 236K 21 Apr '17 22 13.00 0.648 0.50 35 0.472 1.00 10 0.1755
80 CARA 18.76 3.1M 21 Apr '17 22 20.00 0.673 0.75 543 0.847 2.30 265 -0.1746
81 WIN 5.40 3.4M 19 May '17 50 6.00 0.511 0.15 13 0.337 0.80 5 0.1740
82 SDLP 3.50 323K 15 Sep '17 169 2.50 0.616 1.15 20 0.789 0.25 30 -0.1734
83 GPRO 8.66 2.0M 5 May '17 36 9.00 0.547 0.45 15 0.719 0.97 10 -0.1721
84 VSAR 22.00 319K 21 Apr '17 22 20.00 0.611 2.50 5 0.783 0.80 1 -0.1720
85 UVXY 15.61 20.1M 19 Jan '18 295 16.00 1.273 6.67 51 1.445 7.78 9 -0.1717
86 CLD 4.57 1.4M 18 Aug '17 141 5.00 0.781 0.72 6 0.610 0.95 2 0.1706
87 JUNO 21.96 1.7M 21 Apr '17 22 22.50 0.458 0.75 81 0.627 1.65 100 -0.1689
88 TITN 14.71 212K 21 Apr '17 22 15.00 0.415 0.47 11 0.583 1.00 9 -0.1678
89 LCI 22.50 331K 16 Jun '17 78 25.00 0.472 1.05 18 0.638 4.20 8 -0.1659
90 CRCM 12.65 398K 21 Apr '17 22 12.50 0.464 0.65 68 0.301 0.30 110 0.1636
91 CARA 18.76 3.1M 21 Apr '17 22 17.50 0.625 1.85 268 0.784 0.85 289 -0.1600
92 TNXP 4.64 3.8M 19 May '17 50 5.00 1.012 0.55 38 0.852 0.80 280 0.1596
93 MULE 23.71 440K 21 Jul '17 113 25.00 0.632 2.80 36 0.790 4.90 2 -0.1584
94 GPRO 8.66 2.0M 21 Apr '17 22 9.00 0.441 0.23 146 0.599 0.70 16 -0.1582
95 VALE 9.54 24.1M 19 May '17 50 10.00 0.447 0.44 996 0.602 1.11 961 -0.1556
96 ACET 15.93 471K 19 May '17 50 15.00 0.398 1.45 26 0.554 0.85 2 -0.1554
97 GALT 2.03 558K 21 Apr '17 22 2.00 0.937 0.20 10 1.091 0.20 14 -0.1538
98 NQ 4.10 2.5M 21 Apr '17 22 4.00 0.750 0.35 101 0.597 0.19 90 0.1532
99 GFI 3.48 5.6M 21 Apr '17 22 3.00 0.605 0.52 95 0.452 0.01 2 0.1530
100 EPE 4.60 1.4M 19 May '17 50 5.00 0.670 0.30 100 0.518 0.60 5 0.1515
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.