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
Filter Options
LEG VOLUME
MONEYNESS
EXPIRATION
Screener Options
Subscribers can save settings 
 
Sort By   
Data is delayed from January 2, 2020. 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 DRRX 2.62 7.8M 17 Jan '20 15 5.00 2.792 0.12 1,713 0.994 2.37 106 1.7980
2 XRF 3.68 462K 17 Jan '20 15 2.50 3.175 1.50 12 1.931 0.10 1 1.2445
3 NIO 3.72 103.5M 21 Jan '22 750 3.50 0.524 1.26 256 1.488 2.28 442 -0.9637
4 NIO 3.72 103.5M 21 Jan '22 750 4.00 0.572 1.18 995 1.481 2.67 12 -0.9091
5 CLVS 10.25 2.3M 17 Jan '20 15 10.50 0.917 0.65 136 1.824 1.65 5 -0.9071
6 MTEM 13.84 494K 17 Jan '20 15 12.50 0.413 1.40 45 1.309 0.82 2 -0.8955
7 NIO 3.72 103.5M 15 Jan '21 379 4.00 0.664 0.91 3,215 1.506 2.24 146 -0.8421
8 NIO 3.72 103.5M 15 Jan '21 379 3.50 0.639 1.06 843 1.466 1.81 40 -0.8270
9 NIO 3.72 103.5M 21 Aug '20 232 3.50 0.675 0.89 334 1.472 1.48 21 -0.7977
10 NIO 3.72 103.5M 21 Aug '20 232 4.00 0.735 0.77 296 1.503 1.86 2 -0.7680
11 PRTK 3.99 930K 17 Jan '20 15 2.50 2.232 1.60 102 1.493 0.03 30 0.7397
12 CLVS 10.25 2.3M 17 Apr '20 106 10.00 0.818 1.90 238 1.552 3.15 25 -0.7337
13 NIO 3.72 103.5M 15 May '20 134 3.50 0.758 0.78 1,420 1.445 1.11 265 -0.6868
14 NIO 3.72 103.5M 15 May '20 134 4.00 0.789 0.60 11,302 1.463 1.46 194 -0.6745
15 PLUG 3.24 10.6M 10 Jan '20 8 3.50 0.692 0.04 314 1.361 0.42 3 -0.6689
16 CLVS 10.25 2.3M 17 Jan '20 15 10.00 0.915 0.88 130 1.547 1.14 43 -0.6314
17 DRRX 2.62 7.8M 21 Feb '20 50 5.00 1.941 0.25 713 1.374 2.47 5 0.5677
18 IMGN 4.77 4.5M 17 Jan '20 15 4.00 0.464 0.78 106 1.025 0.10 17 -0.5610
19 FTSV 40.00 642K 17 Jan '20 15 35.00 0.525 5.20 2 1.078 1.35 2 -0.5531
20 NIO 3.72 103.5M 7 Feb '20 36 3.50 0.865 0.51 115 1.414 0.53 155 -0.5493
21 CLVS 10.25 2.3M 31 Jan '20 29 10.00 0.854 1.10 1 1.390 1.45 2 -0.5365
22 INSG 7.43 1.3M 20 Mar '20 78 5.00 0.465 2.45 11 1.000 0.30 41 -0.5352
23 PRTK 3.99 930K 17 Jan '20 15 5.00 1.186 0.10 127 0.657 1.02 1 0.5289
24 NIO 3.72 103.5M 21 Feb '20 50 3.50 0.801 0.55 4,237 1.317 0.59 2,293 -0.5158
25 NIO 3.72 103.5M 21 Feb '20 50 4.00 0.895 0.38 15,059 1.408 0.94 338 -0.5129
26 CLVS 10.25 2.3M 10 Jan '20 8 10.00 0.691 0.55 56 1.203 0.60 28 -0.5116
27 SBLK 11.45 805K 17 Jan '20 15 10.00 1.070 1.82 56 0.574 0.07 102 0.4958
28 NIO 3.72 103.5M 7 Feb '20 36 4.00 0.969 0.34 831 1.464 0.85 35 -0.4953
29 MRNS 2.12 1.2M 17 Jan '20 15 2.00 1.725 0.35 22 1.231 0.15 9 0.4947
30 APHA 5.00 8.3M 15 Jan '21 379 5.00 0.506 1.05 108 1.000 1.89 1,567 -0.4940
31 SVRA 4.08 2.7M 21 Feb '20 50 2.50 1.657 1.81 24 2.150 0.40 108 -0.4927
32 JNCE 8.70 785K 17 Jan '20 15 10.00 0.868 0.20 76 1.357 1.80 2 -0.4888
33 NIO 3.72 103.5M 31 Jan '20 29 3.50 0.887 0.48 636 1.372 0.45 740 -0.4844
34 CLVS 10.25 2.3M 21 Feb '20 50 10.00 0.887 1.45 40 1.369 1.90 17 -0.4816
35 NERV 7.64 692K 17 Jan '20 15 7.50 0.944 0.65 44 1.423 0.80 1 -0.4790
36 WPG 3.41 5.0M 18 Dec '20 351 2.50 0.432 1.10 10 0.909 0.60 20 -0.4775
37 NLTX 11.85 595K 17 Jan '20 15 12.50 1.846 1.50 12 2.317 2.60 1 -0.4717
38 APHA 5.00 8.3M 21 Jan '22 750 5.00 0.408 1.28 54 0.876 2.12 1 -0.4678
39 BLDP 8.00 3.1M 21 Aug '20 232 7.00 0.339 1.43 21 0.803 1.40 1 -0.4645
40 CLSD 2.11 3.9M 21 Feb '20 50 2.50 1.558 0.35 146 1.108 0.60 3 0.4500
41 AKS 3.11 7.6M 31 Jan '20 29 3.00 0.910 0.37 1 0.464 0.11 26 0.4465
42 INO 3.21 971K 21 Feb '20 50 3.00 0.319 0.28 1 0.756 0.25 30 -0.4371
43 PAYS 9.87 543K 21 Jan '22 750 7.50 0.362 3.50 2 0.798 2.38 1 -0.4358
44 CGC 20.13 10.6M 19 Jun '20 169 20.00 0.499 2.80 91 0.934 4.90 62 -0.4355
45 WPG 3.41 5.0M 17 Jul '20 197 2.50 0.523 1.05 10 0.956 0.42 59 -0.4326
46 BLDP 8.00 3.1M 21 Aug '20 232 8.00 0.422 1.09 39 0.854 2.10 150 -0.4321
47 BDSI 6.17 1.6M 17 Jan '20 15 7.00 0.461 0.03 32 0.892 1.00 11 -0.4317
48 BLDP 8.00 3.1M 21 Feb '20 50 7.00 0.304 1.05 105 0.729 0.40 132 -0.4254
49 CGC 20.13 10.6M 17 Jul '20 197 20.00 0.495 3.00 62 0.918 5.17 1 -0.4227
50 XNET 4.89 1.3M 17 Jan '20 15 5.00 0.819 0.28 167 1.236 0.55 129 -0.4176
51 NIO 3.72 103.5M 24 Jan '20 22 4.00 1.046 0.27 7,529 1.460 0.70 313 -0.4141
52 PTI 2.18 2.7M 21 Feb '20 50 3.00 1.518 0.25 104 1.932 1.20 5 -0.4140
53 NIO 3.72 103.5M 24 Jan '20 22 3.50 0.931 0.45 310 1.341 0.37 554 -0.4107
54 CVM 9.09 627K 17 Jan '20 15 7.50 1.962 2.25 49 2.368 0.90 488 -0.4061
55 VERU 3.46 382K 21 Feb '20 50 2.50 0.877 1.04 24 1.279 0.20 301 -0.4014
56 AGRX 2.97 6.7M 20 Mar '20 78 2.50 2.056 1.25 511 2.453 0.95 250 -0.3972
57 AM 7.09 4.3M 20 Mar '20 78 5.00 0.361 2.10 1,119 0.754 0.17 10 -0.3930
58 AVXL 2.87 1.1M 17 Jan '20 15 2.50 1.001 0.45 252 1.385 0.15 43 -0.3846
59 KODK 4.03 1.1M 17 Jan '20 15 2.50 1.963 1.60 37 1.579 0.03 23 0.3840
60 ENDP 4.50 6.1M 17 Jan '20 15 4.00 0.620 0.55 42 1.003 0.15 5 -0.3831
61 CGC 20.13 10.6M 17 Apr '20 106 20.00 0.538 2.39 848 0.918 3.84 132 -0.3801
62 BLDP 8.00 3.1M 15 May '20 134 7.00 0.407 1.35 186 0.787 0.96 2 -0.3800
63 DRRX 2.62 7.8M 21 Feb '20 50 2.50 2.007 0.80 931 1.630 0.55 124 0.3773
64 PAYS 9.87 543K 21 Jan '22 750 10.00 0.461 2.75 1 0.838 4.10 5 -0.3772
65 BLDP 8.00 3.1M 17 Jan '20 15 9.00 0.494 0.05 4 0.870 1.23 5 -0.3758
66 SDRL 2.52 1.7M 17 Jan '20 15 2.50 1.308 0.28 88 1.683 0.33 4 -0.3742
67 CGC 20.13 10.6M 15 Jan '21 379 20.00 0.502 4.25 79 0.875 6.62 7 -0.3729
68 NK 3.96 557K 17 Jan '20 15 5.00 1.213 0.10 32 0.842 1.07 25 0.3712
69 NIO 3.72 103.5M 17 Jan '20 15 4.00 1.081 0.21 22,676 1.452 0.60 4,180 -0.3707
70 CRC 9.57 2.2M 15 Jan '21 379 10.00 0.929 3.40 46 1.297 4.90 70 -0.3685
71 SVRA 4.08 2.7M 21 Aug '20 232 5.00 1.127 1.16 482 1.496 2.50 497 -0.3680
72 INSG 7.43 1.3M 19 Jun '20 169 5.00 0.565 2.62 283 0.929 0.60 27 -0.3649
73 APHA 5.00 8.3M 10 Jan '20 8 5.50 0.547 0.03 118 0.912 0.60 6 -0.3646
74 VUZI 2.11 249K 17 Jan '20 15 2.50 0.768 0.03 129 1.131 0.46 15 -0.3632
75 DRRX 2.62 7.8M 17 Apr '20 106 2.50 1.299 0.76 322 1.661 0.82 88 -0.3621
76 AGRX 2.97 6.7M 19 Jun '20 169 2.50 1.393 1.25 210 1.755 1.00 1 -0.3618
77 NVAX 4.49 6.1M 18 Dec '20 351 4.00 1.019 1.90 16 1.381 1.85 10 -0.3615
78 NXTC 55.68 212K 17 Jan '20 15 60.00 1.006 2.85 2 1.364 8.75 1 -0.3581
79 AM 7.09 4.3M 19 Jun '20 169 5.00 0.427 2.20 16 0.784 0.47 28 -0.3576
80 CGC 20.13 10.6M 21 Jan '22 750 20.00 0.489 6.05 38 0.841 8.12 15 -0.3521
81 SPPI 3.45 6.1M 17 Jan '20 15 4.00 1.098 0.12 459 0.753 0.60 31 0.3447
82 REAL 17.87 3.9M 17 Jan '20 15 20.00 0.639 0.26 135 0.983 2.80 3 -0.3438
83 GMLP 8.74 283K 15 May '20 134 10.00 0.326 0.28 4 0.668 2.20 40 -0.3428
84 NIO 3.72 103.5M 17 Jan '20 15 3.50 0.984 0.41 4,346 1.324 0.28 1,416 -0.3399
85 APHA 5.00 8.3M 17 Jul '20 197 5.00 0.613 0.90 9 0.950 1.35 30 -0.3369
86 NIO 3.72 103.5M 31 Jan '20 29 4.00 1.056 0.33 1,597 1.391 0.75 428 -0.3360
87 CLVS 10.25 2.3M 10 Jan '20 8 10.50 0.925 0.45 67 1.256 0.90 10 -0.3314
88 ARLP 11.56 716K 21 Feb '20 50 12.50 0.376 0.30 234 0.707 1.77 3 -0.3314
89 PAYS 9.87 543K 15 Jan '21 379 7.50 0.465 3.15 1 0.796 1.63 5 -0.3306
90 APHA 5.00 8.3M 17 Jan '20 15 5.50 0.880 0.17 551 1.209 0.80 1 -0.3291
91 PTI 2.18 2.7M 17 Jan '20 15 3.00 1.635 0.07 607 1.961 0.94 270 -0.3261
92 NVAX 4.49 6.1M 15 Jan '21 379 4.00 1.046 2.00 4 1.371 1.90 10 -0.3250
93 OSTK 7.04 633K 10 Jan '20 8 7.50 0.629 0.10 102 0.945 0.68 3 -0.3162
94 BLDP 8.00 3.1M 15 May '20 134 8.00 0.473 0.92 62 0.788 1.50 5 -0.3147
95 NGL 11.51 690K 17 Jan '20 15 10.00 0.330 1.51 55 0.643 0.10 5 -0.3132
96 EVH 9.43 2.2M 17 Jan '20 15 7.50 0.659 1.95 37 0.972 0.10 9 -0.3124
97 NVAX 4.49 6.1M 17 Apr '20 106 4.00 1.815 1.85 105 2.127 1.60 2 -0.3121
98 APHA 5.00 8.3M 31 Jan '20 29 4.50 0.753 0.70 9 1.063 0.35 5 -0.3103
99 JDST 9.73 6.3M 15 Jan '21 379 10.00 0.788 3.00 2 1.098 4.20 1 -0.3095
100 LVGO 25.22 591K 17 Jan '20 15 25.00 0.634 1.40 56 0.941 1.80 12 -0.3071
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.