Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Implied Volatility Increase By Stock Report Date:

SCREENER   
Stock Filter
STOCK PRICE
STOCK VOLUME
IMPLIED VOL
Option Filter
OPTION VOLUME
 
 
Screener Options
Subscribers can save settings 
Direction 
 
Data is delayed from November 12, 2019. You must subscribe to get the latest data.
# Stock Name Stock
Price
Stock Volume Option Volume Implied
Volatility
IVol Change Price Change High/Low
Change % Change
1 ORMP ORAMED PHARMACEUTICALS 2.57 637,890 366 1.43 -3.14 -0.42 +3.23 +125.7%
2 CVET COVETRUS INC. COMMON STOCK 12.26 6,213,059 2,727 0.67 -2.13 2.21 +2.86 +23.3%
3 KDMN KDMN 3.69 10,219,634 614 0.89 -1.95 0.70 +0.86 +23.3%
4 AMRN AMARIN CORP PLC ADS 20.94 47,884,901 216,882 0.84 -1.69 4.03 +3.73 +17.8%
5 SYRS SYROS PHARMACEUTICALS INC. COM 5.02 297,206 31 0.64 -1.46 0.03 -0.49 -9.8%
6 GTT GLOBAL TELECOM & TECHNOLOGY I 7.02 2,350,028 704 0.80 -1.40 -1.44 +3.07 +43.7%
7 AGRX AGILE THERAPEUTICS INC. COMMO 2.21 4,223,167 1,416 1.87 -1.33 0.07 -0.86 -38.9%
8 ASUR ASURE SOFTWARE INC 8.69 730,246 805 0.51 -1.27 -0.61 -0.71 -8.2%
9 SNDL SUNDIAL GROWERS INC. COMMON SH 3.81 810,989 173 1.33 -1.23 -0.07 -1.73 -45.4%
10 FTCH F-3 TECHNOLOGIES IN 8.18 5,867,101 8,349 0.80 -1.23 -0.07 +2.07 +25.3%
11 MLNT MELINTA THERAPEUTICS INC 2.00 329,505 319 1.03 -1.23 0.01 -0.97 -48.5%
12 IRWD IRONWOOD PHARMACEUTICALS 11.35 1,294,643 35 0.40 -1.22 0.24 +1.11 +9.8%
13 DXC DXC TECHNOLOGY CO 35.25 18,307,267 23,123 0.40 -1.18 5.85 -4.38 -12.4%
14 JMIA JUMIA TECHNOLOGIES AG 5.84 3,515,093 8,300 0.84 -1.17 -0.82 +0.99 +17.0%
15 QUAD QUADREX CORP 4.44 820,461 417 0.52 -1.12 0.15 -0.81 -18.2%
16 TNK TEEKAY TANKERS LTD SHS A 2.07 2,857,055 962 1.07 -1.08 0.15 +18.96 +915.9%
17 CIO CITY OFFICE REIT INC 13.27 402,423 36 0.22 -1.07 -0.04 -0.47 -3.5%
18 KEM KEMET CORP 25.98 22,480,867 26,559 0.15 -1.06 2.96 +1.63 +6.3%
19 NTWK NETSOL TECHNOLOGIES INC 4.73 260,869 33 0.52 -1.01 -0.97 -1.13 -23.9%
20 NEPT NEPTUNE TECH & BIORESRCS 3.12 1,382,817 4,890 0.94 -1.01 0.17 -0.66 -21.2%
21 CLDX CELLDEX THERAPEUTICS INC 2.29 240,507 670 0.78 -1.00 -0.10 +0.34 +14.8%
22 BREW CRAFT BREW ALLIANCE INC COMMO 16.23 5,014,987 12,470 0.17 -1.00 8.90 +0.38 +2.3%
23 DSL DOWNEY FINANCIAL CORP 20.17 201,965 117 0.16 -0.93 -0.01 -0.49 -2.4%
24 GO GROCERY OUTLET HOLDING CORP 32.60 2,879,715 2,406 0.42 -0.93 1.60 -2.58 -7.9%
25 CAMP CALAMP CORP 10.56 339,649 108 0.51 -0.92 -0.06 -0.66 -6.2%
26 ICUI ICU MEDICAL INC 178.67 910,962 1,873 0.38 -0.92 10.57 +11.92 +6.7%
27 MTSI M/A-COM TECHNOLOGY SOLUTIONS H 24.31 1,409,658 3,823 0.72 -0.91 0.86 +2.85 +11.7%
28 FENG PHOENIX NEW MEDIA ADR 3.00 306,829 115 0.48 -0.91 0.21 +0.59 +19.7%
29 DDOG DATADOG INC. 34.40 2,034,183 8,260 0.82 -0.84 0.85 +9.69 +28.2%
30 DSKE HENNESSY CAPITAL ACQ CORP 3.03 387,245 146 1.15 -0.84 0.40 -0.52 -17.2%
31 HMI HUAMI CORP ADS 10.30 637,379 668 0.76 -0.83 -0.15 +1.80 +17.5%
32 TVTY TIVITY HEALTH INC 18.55 901,770 354 0.57 -0.82 0.14 +4.33 +23.4%
33 INFN INFINERA CORP 5.39 5,736,299 3,627 0.51 -0.79 0.12 +1.46 +27.0%
34 OSTK OVERSTOCK.COM INC 7.78 8,425,691 22,738 1.15 -0.79 -1.64 +1.20 +15.4%
35 FRTA FORTERRA INC. COMMON STOCK 11.03 633,840 6 0.53 -0.77 -0.42 +0.72 +6.5%
36 NVGS NAVIGATOR HOLDINGS LTD 11.19 282,280 80 0.36 -0.77 0.19 +1.77 +15.8%
37 XON INTREXON CORPORATION 5.01 1,965,219 2,670 0.74 -0.74 -0.52 +1.20 +24.0%
38 VRS VERSO PAPER CORP 17.87 1,056,848 1,659 0.37 -0.72 3.05 -1.67 -9.3%
39 CRON CRONUS CORPORATION 7.83 11,689,881 68,567 0.71 -0.72 -0.25 -1.79 -22.9%
40 XNET XUNLEI 5.74 1,840,988 2,314 1.33 -0.72 -0.24 -1.19 -20.7%
41 PVTL PIVOTAL SOFTWARE INC 15.03 682,036 63 0.73 0.71 0.05 -0.06 -0.4%
42 CPRX CATALYST PHARMA PARTNERS 4.91 2,207,533 2,156 1.07 -0.70 -0.11 -0.75 -15.3%
43 NOAH NOAH HOLDINGS 31.31 290,115 125 0.42 -0.69 -1.58 -3.93 -12.6%
44 ATRS ANTARES PHARMA INC. COMMON ST 3.90 3,570,873 479 0.67 -0.66 0.13 +1.23 +31.5%
45 DRRX DURECT CORP 2.00 2,511,780 625 0.93 -0.65 -0.10 -0.28 -14.0%
46 CLMT CALUMET SPECIALTY PROD 3.69 517,283 3,000 0.55 -0.65 -0.07 -0.74 -20.1%
47 IIVI II-VI INC 32.48 5,257,343 1,429 0.36 -0.65 -2.68 -5.55 -17.1%
48 EPC EDGEWELL PERSONAL CARE CO 33.07 1,164,754 2,585 0.33 -0.64 -3.27 -3.41 -10.3%
49 EROS EROS INTL PLC 2.30 2,428,296 883 1.76 -0.63 -0.04 -0.79 -34.3%
50 CPLG COREPOINT LODGING INC 9.80 239,144 67 0.54 -0.63 -0.09 +0.85 +8.7%
51 HZN HORIZON GLOBAL CORP 3.79 350,720 518 0.87 -0.62 -1.08 +0.89 +23.5%
52 VRAY VIEWRAY INCORPORATED COMMON ST 2.48 2,255,195 2,434 1.45 -0.61 -0.13 +2.40 +96.8%
53 LPG DORIAN LPG LTD 12.58 372,077 102 0.44 -0.60 0.15 +1.98 +15.7%
54 HIIQ HEALTH INSURANCE INNOVATIONS 23.27 804,090 12,331 0.86 -0.60 -1.67 -7.32 -31.5%
55 MAG MAGNETEK INC 9.98 458,011 244 0.45 -0.59 -0.33 +1.10 +11.0%
56 TSEM TOWER SEMICONDUCTOR LTD 23.04 527,958 2,708 0.40 -0.59 0.27 -2.32 -10.1%
57 RES RPC INC 4.20 2,693,963 317 0.61 -0.59 -0.15 -0.90 -21.4%
58 ISEE EMERGING VISION INC 3.20 1,434,481 118 1.62 -0.58 -0.20 +1.26 +39.4%
59 CRCM CARE.COM INC 11.87 272,544 27 0.44 -0.58 0.04 +0.73 +6.2%
60 KNDI KANDI TECHNOLOGIES CORP 4.78 237,902 696 0.56 -0.58 -0.05 -0.28 -5.9%
61 FLXN FLEXION THERAPEUTICS INC 15.96 377,807 513 0.67 -0.57 -0.18 +2.61 +16.4%
62 SPB SPECTRUM BRANDS INC 51.26 532,342 1,203 0.46 -0.57 -0.72 +13.13 +25.6%
63 TORC RESTORBIO INC. COMMON STOCK 9.27 647,591 237 2.00 0.57 0.39 -8.33 -89.9%
64 FTSV FORTY SEVEN INC. COMMON STOCK 9.65 461,526 87 0.81 -0.56 1.10 +4.85 +50.3%
65 AAP ADVANCE AUTO PARTS INC 156.14 4,349,981 18,384 0.26 -0.56 -12.68 +7.92 +5.1%
66 AI ARLINGTON ASSET INVSTMNT 5.85 317,375 6 0.33 -0.56 0.01 -0.28 -4.8%
67 TWOU 2U INC. COMMON STOCK 22.69 3,151,938 6,391 0.75 -0.55 0.86 +4.31 +19.0%
68 LK LUCKIN COFFEE INC. AMERICAN DE 18.98 4,003,748 48,024 0.76 -0.54 0.22 +14.50 +76.4%
69 ADT ADT CORP 7.72 1,795,445 4,292 0.50 -0.54 -0.01 +1.98 +25.7%
70 SEMG SEMGROUP 15.62 4,244,738 634 0.30 -0.53 -0.28 -1.03 -6.6%
71 DBD DIEBOLD INC 8.09 869,351 89 0.58 -0.53 0.03 -1.47 -18.2%
72 URGN UROGEN PHARMA LTD. ORDINARY SH 27.51 467,489 903 0.50 -0.53 3.29 +4.66 +16.9%
73 CLW CLEARWATER PAPER CORP 22.18 207,656 2,050 0.54 -0.53 0.38 -3.03 -13.7%
74 QTT QUTOUTIAO INC. AMERICAN DEPOSI 3.70 356,112 153 0.80 -0.52 -0.11 -1.00 -27.0%
75 CHNG CHINA NATURAL GAS INC 13.17 712,409 183 0.52 -0.52 -0.03 +1.15 +8.7%
76 EBIX EBIX INC 36.47 1,263,844 2,123 0.44 -0.51 -4.59 -5.41 -14.8%
77 TME TRADER MEDIA EAST LD 13.21 23,828,489 9,105 0.33 -0.51 -1.16 -1.37 -10.4%
78 PSN PARSONS CORP 37.80 527,538 316 0.32 -0.49 0.07 +2.75 +7.3%
79 LONE LONESTAR RESOURCES US INC. CLA 2.69 460,250 27 0.57 -0.49 -0.18 -0.78 -29.1%
80 HEP HOLLY ENERGY PARTNERS LP 23.05 205,589 16 0.22 -0.49 -0.13 -1.27 -5.5%
81 UVV UNIVERSAL CP 52.76 404,234 122 0.23 -0.49 -3.75 +2.66 +5.0%
82 FLDM FLUIDIGM 2.37 1,052,729 172 1.00 -0.49 0.04 +0.46 +19.4%
83 INSM INSMED INC 18.99 590,443 144 0.55 -0.49 0.06 +4.46 +23.5%
84 HTHT CHINA LODGING GROUP ADR 37.00 1,218,268 874 0.45 -0.47 -0.43 -4.19 -11.3%
85 ZIXI ZIX CORP 7.21 475,229 356 0.40 -0.47 0.11 +0.55 +7.6%
86 RLH RED LION HOTELS CORP 2.84 619,899 118 0.76 -0.46 0.10 +0.72 +25.4%
87 DLB DOLBY LABORATORIES INC 65.08 287,148 495 0.28 -0.46 -0.62 +5.09 +7.8%
88 UBX UNITY BIOTECHNOLOGY INC. COMMO 6.76 202,653 21 1.07 -0.46 -0.23 +1.40 +20.7%
89 FBP FIRST BANCORP PUERTO RICO 10.74 1,163,628 58 0.23 -0.46 0.08 -0.58 -5.4%
90 VFF VILLAGE FARMS INTERNATIONAL IN 7.64 1,039,646 1,670 0.77 -0.46 -0.53 -1.94 -25.4%
91 WLH WILLIAM LYON HOMES 20.80 1,043,390 362 0.40 -0.45 0.45 -0.72 -3.5%
92 ACB AURORA CANNABIS INC 3.57 13,423,773 35,724 0.99 -0.44 -0.05 -1.43 -40.1%
93 SE SPECTRA ENERGY CORP 36.76 14,122,610 43,438 0.44 -0.44 5.76 +2.22 +6.0%
94 BRY BERRY PETROLEUM CO CL A 11.39 780,381 69 0.50 -0.44 0.36 -4.52 -39.7%
95 ADMA ADMA BIOLOGICS INC COM 4.19 811,909 82 0.63 -0.44 -0.20 +0.76 +18.1%
96 TSN TYSON FOODS INC 88.88 6,436,427 28,162 0.24 -0.43 6.15 -5.25 -5.9%
97 GORO GOLD RESOURCE CORP 4.48 841,863 165 0.42 -0.43 0.15 -0.38 -8.5%
98 MYOV MYOVANT SCIENCES LTD 5.85 457,326 40 1.07 -0.43 0.32 +13.73 +234.7%
99 MNK MALLINCKRODT PUBLIC LIMITED CO 2.80 6,064,699 1,331 1.49 -0.42 -0.06 +1.15 +41.1%
100 ALLO ALLOGENE THERAPEUTICS INC 26.67 294,829 268 0.70 -0.42 -0.49 +3.14 +11.8%

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.