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
Short Put
LEG VOLUME
MONEYNESS
EXPIRATION
Long Put
LEG VOLUME
SPREAD
MONTHS
Screener Options
Subscribers can save settings 
 One Row Per Underlying
     
Data is delayed from September 29, 2020. You can get started for free to get the latest data.
# Stock Stock
Price
Short Put Long Put Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 IBIO 2.09 16 Oct '20 2.50 1.743 0.20 1,607 18 Dec '20 5.00 2.227 0.25 170 -0.05 2.50 0.48
2 RIOT 2.76 2 Oct '20 2.50 0.969 0.30 67 18 Dec '20 3.00 1.448 0.60 1 -0.30 0.50 0.48
3 AYRO 3.17 16 Oct '20 2.50 1.258 0.80 212 18 Dec '20 5.00 1.724 0.50 77 0.30 2.50 0.47
4 CVM 12.32 16 Oct '20 12.50 1.185 1.20 135 18 Dec '20 15.00 1.631 2.60 29 -1.40 2.50 0.45
5 RIOT 2.76 16 Oct '20 2.50 1.004 0.45 47 18 Dec '20 3.00 1.448 0.60 1 -0.15 0.50 0.44
6 VXX 24.91 2 Oct '20 24.50 0.576 0.78 1,579 18 Dec '20 25.00 0.973 4.30 77 -3.52 0.50 0.40
7 BCRX 3.83 16 Oct '20 3.00 1.114 1.00 61 18 Dec '20 4.00 1.508 0.90 305 0.10 1.00 0.39
8 VXX 24.91 9 Oct '20 24.50 0.605 1.24 498 18 Dec '20 25.00 0.973 4.30 77 -3.06 0.50 0.37
9 UVXY 20.03 9 Oct '20 20.50 1.095 1.28 1,054 18 Dec '20 21.00 1.456 4.85 235 -3.57 0.50 0.36
10 UVXY 20.03 2 Oct '20 20.50 1.110 0.65 3,928 18 Dec '20 21.00 1.456 4.85 235 -4.20 0.50 0.35
11 RIOT 2.76 9 Oct '20 2.50 1.112 0.40 24 18 Dec '20 3.00 1.448 0.60 1 -0.20 0.50 0.34
12 TRIL 13.55 16 Oct '20 15.00 1.105 1.00 29 18 Dec '20 17.50 1.439 2.25 500 -1.25 2.50 0.33
13 AGRX 3.11 16 Oct '20 2.50 0.936 0.70 11 18 Dec '20 5.00 1.270 0.25 239 0.45 2.50 0.33
14 FVAC 13.98 16 Oct '20 15.00 0.784 0.60 34 18 Dec '20 17.50 1.088 1.55 15 -0.95 2.50 0.30
15 UVXY 20.03 16 Oct '20 20.50 1.159 2.05 123 18 Dec '20 21.00 1.456 4.85 235 -2.80 0.50 0.30
16 VXX 24.91 16 Oct '20 24.50 0.711 1.76 78 18 Dec '20 25.00 0.973 4.30 77 -2.54 0.50 0.26
17 OPK 3.43 9 Oct '20 3.50 0.866 0.18 431 18 Dec '20 4.00 1.112 0.37 375 -0.19 0.50 0.25
18 BCRX 3.83 16 Oct '20 4.00 1.241 0.35 1,897 18 Dec '20 5.00 1.484 0.65 192 -0.30 1.00 0.24
19 VXX 24.91 23 Oct '20 24.50 0.738 2.12 49 18 Dec '20 25.00 0.973 4.30 77 -2.18 0.50 0.23
20 OPK 3.43 16 Oct '20 3.50 0.885 0.25 1,160 18 Dec '20 4.00 1.112 0.37 375 -0.12 0.50 0.23
21 EVFM 2.37 20 Nov '20 2.50 1.471 0.50 61 15 Jan '21 5.00 1.690 0.25 14 0.25 2.50 0.22
22 PSTH 22.65 16 Oct '20 22.50 0.294 0.70 104 18 Dec '20 25.00 0.509 1.20 13 -0.50 2.50 0.21
23 ATHX 2.03 20 Nov '20 2.00 1.281 0.55 50 15 Jan '21 3.00 1.489 0.35 20 0.20 1.00 0.21
24 QID 9.62 16 Oct '20 9.00 0.523 0.85 106 18 Dec '20 10.00 0.730 1.10 14 -0.25 1.00 0.21
25 ACB 4.68 30 Oct '20 4.50 0.987 0.90 8 18 Dec '20 5.00 1.191 0.82 834 0.08 0.50 0.20
26 VIXY 20.44 23 Oct '20 20.50 0.756 1.70 3 18 Dec '20 21.00 0.957 3.20 4 -1.50 0.50 0.20
27 SPXU 8.90 30 Oct '20 8.50 0.685 0.95 55 18 Dec '20 9.00 0.885 1.39 3 -0.44 0.50 0.20
28 SPXS 5.91 20 Nov '20 5.00 0.687 1.18 715 15 Jan '21 6.00 0.886 1.05 172 0.13 1.00 0.20
29 ATHX 2.03 20 Nov '20 3.00 1.323 0.20 1 15 Jan '21 4.00 1.521 0.25 22 -0.05 1.00 0.20
30 UVXY 20.03 23 Oct '20 20.50 1.259 2.38 2 18 Dec '20 21.00 1.456 4.85 235 -2.47 0.50 0.20
31 ACB 4.68 9 Oct '20 4.50 0.996 0.44 114 18 Dec '20 5.00 1.191 0.82 834 -0.38 0.50 0.19
32 UVXY 20.03 30 Oct '20 20.50 1.263 2.89 37 18 Dec '20 21.00 1.456 4.85 235 -1.96 0.50 0.19
33 VXX 24.91 30 Oct '20 24.50 0.785 2.47 14 18 Dec '20 25.00 0.973 4.30 77 -1.83 0.50 0.19
34 TRVN 2.98 16 Oct '20 2.50 1.387 0.65 588 18 Dec '20 5.00 1.575 0.35 76 0.30 2.50 0.19
35 SWBI 15.40 16 Oct '20 15.00 0.794 1.30 217 18 Dec '20 17.50 0.981 2.00 60 -0.70 2.50 0.19
36 SQQQ 24.37 9 Oct '20 24.50 0.914 1.44 591 18 Dec '20 25.00 1.098 4.65 34 -3.21 0.50 0.18
37 AKTS 8.51 16 Oct '20 7.50 0.466 1.25 45 18 Dec '20 10.00 0.649 0.40 1 0.85 2.50 0.18
38 SPXU 8.90 16 Oct '20 8.50 0.703 0.76 241 18 Dec '20 9.00 0.885 1.39 3 -0.63 0.50 0.18
39 SQQQ 24.37 16 Oct '20 24.50 0.916 1.89 120 18 Dec '20 25.00 1.098 4.65 34 -2.76 0.50 0.18
40 SPXU 8.90 9 Oct '20 8.50 0.704 0.66 53 18 Dec '20 9.00 0.885 1.39 3 -0.73 0.50 0.18
41 ZUO 10.54 16 Oct '20 11.00 0.622 0.40 94 18 Dec '20 12.00 0.791 0.95 5 -0.55 1.00 0.17
42 MGNI 6.67 16 Oct '20 7.50 0.779 0.20 140 18 Dec '20 10.00 0.948 0.30 13 -0.10 2.50 0.17
43 ACB 4.68 16 Oct '20 4.50 1.024 0.61 52 18 Dec '20 5.00 1.191 0.82 834 -0.21 0.50 0.17
44 SWBI 15.40 16 Oct '20 17.50 0.840 0.45 1,728 18 Dec '20 20.00 1.005 1.40 60 -0.95 2.50 0.17
45 VIXY 20.44 30 Oct '20 20.50 0.792 2.00 5 18 Dec '20 21.00 0.957 3.20 4 -1.20 0.50 0.17
46 SRNE 11.60 16 Oct '20 11.00 1.529 1.85 7,934 18 Dec '20 12.00 1.693 3.40 847 -1.55 1.00 0.16
47 NYMT 2.59 19 Feb '21 3.00 0.409 0.15 1 16 Apr '21 3.50 0.571 0.10 1 0.05 0.50 0.16
48 PSTH 22.65 16 Oct '20 25.00 0.518 0.30 211 18 Dec '20 30.00 0.679 0.80 104 -0.50 5.00 0.16
49 APPS 33.03 16 Oct '20 30.00 0.881 4.30 405 18 Dec '20 35.00 1.039 5.30 158 -1.00 5.00 0.16
50 SQQQ 24.37 23 Oct '20 24.50 0.940 2.34 97 18 Dec '20 25.00 1.098 4.65 34 -2.31 0.50 0.16
51 TWO 5.20 16 Oct '20 5.00 0.227 0.25 58 18 Dec '20 6.00 0.382 0.10 231 0.15 1.00 0.16
52 TALO 6.26 16 Oct '20 7.50 0.897 0.15 6 18 Dec '20 10.00 1.053 0.25 1 -0.10 2.50 0.16
53 SSL 7.59 16 Oct '20 7.50 0.776 0.75 24 18 Dec '20 10.00 0.931 0.40 5 0.35 2.50 0.16
54 SPWR 11.96 9 Oct '20 11.50 0.696 1.00 46 18 Dec '20 12.00 0.850 1.78 267 -0.78 0.50 0.15
55 GEL 4.55 16 Oct '20 5.00 0.936 0.25 18 18 Dec '20 7.50 1.085 0.20 2 0.05 2.50 0.15
56 PINS 40.56 9 Oct '20 40.50 0.619 1.74 11 18 Dec '20 41.00 0.768 5.40 2 -3.66 0.50 0.15
57 CRMD 5.90 16 Oct '20 6.00 1.014 0.50 77 18 Dec '20 7.00 1.163 0.70 18 -0.20 1.00 0.15
58 AYRO 3.17 19 Mar '21 5.00 1.614 1.00 7 21 May '21 7.50 1.763 0.90 4 0.10 2.50 0.15
59 CLNE 2.59 16 Oct '20 2.00 0.775 0.65 37 18 Dec '20 3.00 0.923 0.25 89 0.40 1.00 0.15
60 EVRI 8.27 16 Oct '20 7.50 0.780 1.15 15 18 Dec '20 10.00 0.927 0.80 145 0.35 2.50 0.15
61 ZAGG 2.98 16 Oct '20 3.00 1.012 0.30 433 18 Dec '20 4.00 1.159 0.15 16 0.15 1.00 0.15
62 PINS 40.56 2 Oct '20 40.50 0.621 0.97 815 18 Dec '20 41.00 0.768 5.40 2 -4.43 0.50 0.15
63 NLS 18.15 16 Oct '20 20.00 0.968 0.85 1,979 18 Dec '20 22.50 1.115 2.25 25 -1.40 2.50 0.15
64 TEVA 8.85 9 Oct '20 8.50 0.410 0.47 137 18 Dec '20 9.00 0.555 0.81 9 -0.34 0.50 0.15
65 NLS 18.15 16 Oct '20 17.50 0.968 1.90 441 18 Dec '20 20.00 1.109 3.00 39 -1.10 2.50 0.14
66 DHT 5.14 16 Oct '20 5.00 0.392 0.30 54 18 Dec '20 6.00 0.533 0.20 13 0.10 1.00 0.14
67 LYFT 27.14 9 Oct '20 27.00 0.559 1.11 34 18 Dec '20 27.50 0.699 3.30 3 -2.19 0.50 0.14
68 PINS 40.56 16 Oct '20 40.50 0.629 2.30 101 18 Dec '20 41.00 0.768 5.40 2 -3.10 0.50 0.14
69 LYFT 27.14 2 Oct '20 27.00 0.564 0.66 134 18 Dec '20 27.50 0.699 3.30 3 -2.64 0.50 0.14
70 BLNK 9.99 20 Nov '20 7.50 0.826 2.80 433 15 Jan '21 10.00 0.958 1.95 134 0.85 2.50 0.13
71 LYFT 27.14 16 Oct '20 27.00 0.568 1.47 32 18 Dec '20 27.50 0.699 3.30 3 -1.83 0.50 0.13
72 MIK 9.36 16 Oct '20 10.00 0.872 0.50 370 18 Dec '20 12.50 1.002 0.70 1 -0.20 2.50 0.13
73 SDOW 18.79 16 Oct '20 19.00 0.709 1.10 315 18 Dec '20 20.00 0.838 2.40 138 -1.30 1.00 0.13
74 NCLH 16.56 9 Oct '20 17.00 0.852 0.76 549 18 Dec '20 17.50 0.981 2.62 140 -1.86 0.50 0.13
75 UBER 35.43 2 Oct '20 35.50 0.436 0.55 1,840 18 Dec '20 36.00 0.564 3.40 17 -2.85 0.50 0.13
76 MDLA 27.75 16 Oct '20 25.00 0.566 3.30 6 18 Dec '20 30.00 0.693 2.40 1 0.90 5.00 0.13
77 CAH 46.89 2 Oct '20 47.00 0.243 0.40 32 18 Dec '20 47.50 0.369 2.85 4 -2.45 0.50 0.13
78 AAXN 88.62 16 Oct '20 85.00 0.428 5.70 7 18 Dec '20 90.00 0.554 8.40 1 -2.70 5.00 0.13
79 SQQQ 24.37 30 Oct '20 24.50 0.973 2.75 64 18 Dec '20 25.00 1.098 4.65 34 -1.90 0.50 0.13
80 HL 5.07 23 Oct '20 5.00 0.688 0.42 23 18 Dec '20 5.50 0.812 0.57 14 -0.15 0.50 0.12
81 AAXN 88.62 16 Oct '20 90.00 0.435 2.85 276 18 Dec '20 95.00 0.559 6.40 5 -3.55 5.00 0.12
82 PRTY 2.68 16 Oct '20 3.00 1.425 0.25 797 18 Dec '20 3.50 1.548 0.50 11 -0.25 0.50 0.12
83 RIOT 2.76 6 Nov '20 2.50 1.210 0.65 3 15 Jan '21 3.00 1.332 0.65 82  0 0.50 0.12
84 SRNE 11.60 16 Oct '20 12.00 1.550 1.40 10,513 18 Dec '20 13.00 1.671 3.00 86 -1.60 1.00 0.12
85 SPXS 5.91 20 Nov '20 6.00 0.839 0.72 584 15 Jan '21 7.00 0.958 0.83 160 -0.11 1.00 0.12
86 BDSI 3.77 16 Oct '20 4.00 0.668 0.15 1 18 Dec '20 5.00 0.786 0.15 18  0 1.00 0.12
87 BLNK 9.99 15 Jan '21 7.50 0.759 3.10 207 19 Mar '21 10.00 0.876 2.20 65 0.90 2.50 0.12
88 CRON 5.05 6 Nov '20 5.50 0.583 0.22 7 15 Jan '21 6.00 0.698 0.39 24 -0.17 0.50 0.12
89 ZUO 10.54 16 Oct '20 10.00 0.645 0.90 84 18 Dec '20 11.00 0.759 1.25 3 -0.35 1.00 0.11
90 CSCO 39.06 9 Oct '20 39.50 0.188 0.35 3,351 18 Dec '20 40.00 0.302 1.76 140 -1.41 0.50 0.11
91 NCLH 16.56 23 Oct '20 17.00 0.870 1.33 231 18 Dec '20 17.50 0.981 2.62 140 -1.29 0.50 0.11
92 CCJ 10.18 30 Oct '20 10.50 0.454 0.50 1 18 Dec '20 11.00 0.564 0.71 1 -0.21 0.50 0.11
93 PCG 9.39 9 Oct '20 9.50 0.435 0.23 552 18 Dec '20 10.00 0.546 0.67 164 -0.44 0.50 0.11
94 TWTR 44.74 16 Oct '20 44.50 0.480 2.00 286 18 Dec '20 45.00 0.590 4.70 424 -2.70 0.50 0.11
95 ZUO 10.54 20 Nov '20 10.00 0.653 1.40 35 15 Jan '21 11.00 0.763 1.50 37 -0.10 1.00 0.11
96 TWTR 44.74 9 Oct '20 44.50 0.481 1.58 338 18 Dec '20 45.00 0.590 4.70 424 -3.12 0.50 0.11
97 RIOT 2.76 30 Oct '20 2.50 1.340 0.65 1 18 Dec '20 3.00 1.448 0.60 1 0.05 0.50 0.11
98 GES 11.37 16 Oct '20 12.00 0.771 0.55 534 18 Dec '20 13.00 0.879 1.20 7 -0.65 1.00 0.11
99 SRNE 11.60 20 Nov '20 12.00 1.671 2.80 1,301 15 Jan '21 13.00 1.779 3.60 21 -0.80 1.00 0.11
100 HOME 14.84 16 Oct '20 15.00 0.880 1.10 68 18 Dec '20 16.00 0.987 2.20 8 -1.10 1.00 0.11
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.