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

Historical Volatility / Implied Volatility Report Date:

SCREENER   
Stock Filter
STOCK PRICE
STOCK VOLUME
IMPLIED VOL
Option Filter
OPTION VOLUME
 
 
Screener Options
Subscribers can save settings 
 
 
Data is delayed from December 23, 2021. You can get started for free to get the latest data.
# Stock Name Stock
Price
Stock Volume Option Volume Implied
Volatility
Historical
Vol
(IV + HV)
IV
Price Change High/Low
Change % Change
1 VG VONAGE HOLDINGS CORP 20.76 1,535,657 119 0.03 0.41 16.24 -0.03 +0.11 +0.5%
2 PAE PAE INC CLASS A 9.92 301,306 9 0.05 0.64 13.27 0.01 +0.08 +0.8%
3 ONEQ FIDELITY NASD COMP INDEX 60.97 211,999 24 0.21 2.29 12.03 0.52 -4.36 -7.2%
4 TACO LEVY ACQUISITION CORP. COMMON 12.51 1,317,787 313 0.06 0.61 10.79 0.07 -0.07 -0.6%
5 IHI ISHARES DJ US MEDICAL DV 65.53 863,629 938 0.19 1.80 10.54 0.35 -4.85 -7.4%
6 CSGP COSTAR GROUP INC 79.94 1,192,759 296 0.27 2.35 9.62 1.11 -10.36 -13.0%
7 FLOW FLOW INTERNATIONAL CORP 85.97 235,348 6 0.04 0.34 9.48 -0.04 +1.48 +1.7%
8 GE GENERAL ELECTRIC CO 94.00 3,603,156 24,838 0.25 2.07 9.20 0.93 +9.65 +10.3%
9 RRD R.R. DONNELLEY & SONS CO 10.73 1,150,168 296 0.11 0.87 8.79 0.01 +0.60 +5.6%
10 VONG VANGUARD RUSSELL 1000 GROWTH 78.35 357,573 7 0.19 1.40 8.35 0.55 -5.77 -7.4%
11 VNE VEONEER INC 35.46 956,170 59 0.10 0.66 7.57 0.11 +0.56 +1.6%
12 CP CANADIAN PACIFIC RLWY 71.25 5,656,532 1,021 0.26 1.63 7.33 -0.52 +6.49 +9.1%
13 TPGY TPG PACE BENEFICIAL FINANCE CO 9.89 225,519 272 0.12 0.73 7.08 -0.02 +0.14 +1.4%
14 MIME MIMECAST LIMITED ORDINARY SHAR 79.47 2,245,943 430 0.07 0.39 6.69 0.36 +1.27 +1.6%
15 IAU ISHARES COMEX GOLD TRUST 34.41 13,246,421 456 0.13 0.71 6.63 0.08 -0.44 -1.3%
16 SHW SHERWIN-WILLIAMS 338.38 715,379 572 0.21 1.10 6.30 -0.34 -34.38 -10.2%
17 CSX CSX CORP 36.79 10,143,860 5,709 0.21 1.13 6.25 0.71 -1.32 -3.6%
18 SPXS DIREXION DAILY S&P 500 BEAR 3X 16.86 8,671,882 5,883 0.46 2.35 6.13 -0.32 +1.49 +8.8%
19 DWAC DWAC 53.10 1,964,805 23,252 0.74 3.65 5.93 1.05 +21.37 +40.2%
20 NUAN NUANCE COMMUNICATIONS 55.30 5,616,551 785 0.06 0.28 5.92 0.02 -0.28 -0.5%
21 TTD TTD 96.05 3,054,521 30,192 0.49 2.36 5.84 2.56 -23.63 -24.6%
22 FAZ DIREXION DF BEAR 3X 19.39 1,341,520 2,511 0.47 2.16 5.58 -0.37 -3.62 -18.7%
23 BTWN BTWN 9.80 268,174 228 0.10 0.46 5.55 0.00 +0.05 +0.5%
24 SOXL DIREXION DAILY SEMICONDCT BU 67.41 13,936,389 46,819 0.65 2.95 5.55 1.99 -13.59 -20.2%
25 WBT WBT 23.76 669,355 1 0.12 0.52 5.32 0.03 +0.11 +0.5%
26 DRNA DICERNA PHARMACEUTICALS INC. 38.00 2,377,822 243 0.19 0.83 5.31 -0.06 +0.24 +0.6%
27 SPXU PROSHARES ULTRAPRO SHORT SP 50 12.78 14,939,910 17,615 0.39 1.65 5.21 -0.22 +1.12 +8.8%
28 ANET ARISTA NETWORKS INC 141.85 2,308,923 7,455 0.34 1.42 5.19 2.32 -15.96 -11.3%
29 RETL DIREXION DAILY RETAIL BULL 2 34.61 228,875 61 0.58 2.41 5.15 0.82 -7.63 -22.0%
30 TECS DIRESXION DAILY TECHNOLOGY BEA 28.60 529,520 348 0.57 2.36 5.15 -0.48 +6.08 +21.3%
31 TECL DIRESXION DAILY TECHNOLOGY BUL 85.05 1,354,415 3,903 0.58 2.42 5.14 1.33 -16.71 -19.6%
32 EDU NEW ORIENTAL EDU & TECH ADR 2.05 12,808,447 6,293 0.62 2.53 5.06 -0.05 -0.30 -14.6%
33 PSTH PERSHING SQUARE TONTINE HOLDIN 19.74 721,025 4,557 0.09 0.34 4.90 0.01 +0.21 +1.1%
34 ISRG INTUITIVE SURGICAL INC 363.94 920,509 4,784 0.29 1.11 4.86 1.73 -60.05 -16.5%
35 ARNA ARENA PHARMACEUTICALS 91.23 1,137,156 2,259 0.19 0.71 4.84 0.50 +3.00 +3.3%
36 QID PROSHRS ULTSHRT QQQ ETF 15.72 7,066,465 721 0.37 1.42 4.79 -0.25 +2.29 +14.6%
37 EPAY BOTTOMLINE TECHNOLOGIES 56.52 604,257 85 0.12 0.44 4.65 0.03 -0.33 -0.6%
38 VXX IPATH S&P 500 VIX SHORT-TERM 20.20 28,080,000 256,398 0.70 2.48 4.54 -0.21 -2.90 -14.4%
39 APH AMPHENOL CORP 85.06 1,358,039 120 0.20 0.70 4.54 1.07 -4.63 -5.4%
40 TZA DIREXION SHRS SML CAP 3X 27.21 12,535,231 10,232 0.64 2.24 4.48 -0.68 +4.30 +15.8%
41 NVDA NVIDIA CORP 296.40 33,994,741 806,655 0.42 1.46 4.47 2.40 -39.96 -13.5%
42 AHT ASHFORD HOSPITALITY TR 11.02 1,407,275 3,186 0.75 2.49 4.34 -0.11 -1.45 -13.2%
43 GWH ESS TECH INC 13.50 1,800,276 5,161 0.62 2.04 4.30 0.83 -5.54 -41.0%
44 SDOW PROSHARES ULTRAPRO SHORT DOW30 26.93 3,311,931 1,667 0.45 1.44 4.20 -0.44 -2.20 -8.2%
45 CBD COMPANHIA BRASILIERA DE 3.93 546,735 252 0.50 1.57 4.13 0.01 -0.56 -14.2%
46 TRTX TPG RE FINANCE TRUST INC 12.74 345,359 174 0.11 0.33 4.09 0.18 -0.68 -5.4%
47 VTWO VANGUARD RUSSELL 2000 INDEX 89.53 1,356,689 161 0.24 0.75 4.05 0.68 -4.60 -5.1%
48 TWM PROSHRS ULTSHRT RUS2000 13.02 2,405,119 163 0.49 1.47 4.01 -0.20 +1.35 +10.4%
49 BRG BLUEROCK RESIDENTIAL GROWTH RE 26.59 488,387 1,264 0.24 0.71 3.99 0.02 -0.41 -1.5%
50 BKKT BAKKT HOLDINGS INC 10.00 11,881,911 87,178 1.22 3.51 3.87 0.70 -4.60 -46.0%
51 NOVN NOVEN PHARMACEUTICALS 4.35 255,054 16 0.98 2.74 3.80 0.09 -0.75 -17.2%
52 HYLB HYLB 39.93 2,774,485 1 0.08 0.23 3.80 0.14 -0.80 -2.0%
53 DELL DELL INC 55.88 2,858,448 879 0.27 0.76 3.78 0.51 +4.89 +8.8%
54 GME GAMESTOP CORP CL A 152.14 1,050,026 60,663 0.84 2.34 3.78 -1.86 -40.12 -26.4%
55 ONTX ONCONOVA THERAPEUTICS INC 2.85 280,007 29 1.04 2.86 3.75 0.09 -0.74 -26.1%
56 WKSP WORKSPORT LTD COMMON STOCK 2.92 295,392 242 1.08 2.95 3.72 -0.02 -0.52 -17.8%
57 EXPR EXPRESS 3.07 1,263,330 2,988 0.80 2.13 3.67 -0.06 +0.32 +10.4%
58 OPAD OFFERPAD SOLUTIONS INC 7.39 258,570 1,228 0.55 1.43 3.59 0.09 -3.17 -42.9%
59 GSKY GREENSKY INC. CLASS A COMMON S 11.46 391,232 8 0.25 0.65 3.54 0.14 +0.85 +7.4%
60 NEOG NEOGEN CORP 44.41 390,959 38 0.29 0.73 3.52 -0.52 -6.17 -13.9%
61 VRNS VARONIS SYSTEMS INC. COMMON S 49.22 521,484 101 0.47 1.18 3.52 0.42 -11.37 -23.1%
62 WBX WALLBOX NV 15.75 1,078,138 2,432 0.45 1.12 3.52 0.97 -2.34 -14.9%
63 GRUB GRUBHUB INC 10.90 1,436,337 86 0.51 1.25 3.46 0.12 -1.47 -13.4%
64 SRTY PROSHARES ULTRAPRO SHORT RUSSE 8.47 3,756,867 3,618 0.72 1.77 3.44 -0.20 +40.59 +479.2%
65 MCHP MICROCHIP TECHNOLOGY INC 86.93 2,157,477 875 0.33 0.79 3.42 0.56 -6.71 -7.7%
66 SV SPRING VALLEY ACQUISITION CORP 10.06 344,947 136 0.12 0.28 3.39 0.02 -0.07 -0.7%
67 VRS VERSO PAPER CORP 26.80 339,868 34 0.20 0.47 3.34 -0.12 +0.42 +1.6%
68 ZY ZYMERGEN INC. 7.61 668,322 59 0.89 2.07 3.33 0.30 -2.43 -31.9%
69 DPST DIREXION DAILY REGIONAL BANKS 47.88 511,948 667 0.78 1.81 3.31 1.19 +19.81 +41.4%
70 EQRX EQRX INC. COMMON STOCK 6.21 717,258 397 0.82 1.85 3.26 -0.65 +1.58 +25.4%
71 CERN CERNER CORP 91.84 2,815,397 6,455 0.10 0.22 3.26 0.05 +1.60 +1.7%
72 UVXY PROSHARES ULTRA VIX SHORT FUT 14.16 29,620,000 189,889 1.11 2.50 3.25 -0.21 -3.00 -21.2%
73 GOED GOED 2.57 1,823,157 462 0.71 1.59 3.24 -0.14 -0.48 -18.7%
74 CCMP CABOT MICROELECTRONICS 189.98 290,399 103 0.24 0.53 3.22 2.49 +6.20 +3.3%
75 VIXY PROSHARES VIX SHORT-TERM FUT 16.50 3,490,000 3,001 0.70 1.54 3.20 -0.19 -2.38 -14.4%
76 DDD 3D Systems Corporation 22.02 1,002,554 3,425 0.57 1.24 3.19 0.07 -3.21 -14.6%
77 LAUR LAUR 12.18 1,909,505 3 0.30 0.65 3.17 0.19 -0.52 -4.3%
78 QLD PROSHARES ULTRA QQQ 88.80 3,559,730 1,859 0.36 0.78 3.16 1.34 -12.19 -13.7%
79 RKT ROCK-TENN CO CL A 15.27 2,453,868 21,044 0.38 0.82 3.16 0.15 -2.18 -14.3%
80 PMCB PHARMACYTE BIOTECH INC. COMMX 2.69 300,365 502 1.02 2.19 3.16 0.10 -0.43 -15.9%
81 EH EHANG HOLDINGS LTD. ADR OVERVI 15.56 608,589 783 0.76 1.63 3.15 0.00 -1.66 -10.7%
82 CPLG COREPOINT LODGING INC 15.67 1,402,604 10 0.20 0.43 3.11 0.00 +0.06 +0.4%
83 AMC AMC ENTERTAINMENT 28.52 36,771,968 510,591 1.09 2.27 3.09 -0.16 -9.01 -31.6%
84 ZNTE ZANITE ACQUISITION CORP. CLASS 10.18 1,140,355 9,177 0.10 0.21 3.06 0.01 +0.02 +0.2%
85 PVG PENN VIRGINIA GP HLDGS 13.96 697,675 558 0.21 0.43 3.05 0.09 +0.56 +4.0%
86 SCO PROSHARE TR UTRASHT CRD 13.41 3,422,137 255 0.75 1.50 3.00 -0.34 -2.90 -21.6%
87 AUR AURORA INNOVATION INC. CLASS A 11.83 973,602 571 0.78 1.56 3.00 0.14 -4.73 -40.0%
88 RIVN RIVIAN AUTOMOTIVE INC. CLASS A 96.84 5,638,583 58,142 0.65 1.29 2.99 0.50 -21.71 -22.4%
89 LSI LSI CORP 146.86 485,527 127 0.23 0.46 2.99 -0.50 -9.91 -6.7%
90 BGS B&G FOODS INC CL A 31.23 381,910 1,185 0.20 0.40 2.98 0.45 +3.04 +9.7%
91 FBRX FBRX 2.22 225,964 68 0.96 1.88 2.96 -0.05 -0.57 -25.7%
92 FINV FINVOLUTION GROUP 4.90 1,309,935 132 0.52 0.99 2.92 0.02 -0.39 -8.0%
93 RJF RAYMOND JAMES FINANCIAL 99.40 975,570 526 0.24 0.47 2.90 1.41 +10.96 +11.0%
94 BTCM BIT MINING LTD 7.05 552,588 861 0.63 1.19 2.89 0.25 -2.23 -31.6%
95 RFL RYDEX 2X SELECT SECTOR FINAN 5.23 253,722 16 0.79 1.50 2.89 -0.04 -0.73 -14.0%
96 OCGN OCUGEN INC 5.30 8,717,732 26,538 1.06 1.99 2.88 0.16 -1.42 -26.8%
97 PBI PITNEY BOWES INC 6.68 1,239,592 677 0.48 0.90 2.87 0.12 -0.31 -4.6%
98 SPIR SPIRE CORP 3.77 607,925 1,404 0.78 1.46 2.87 0.20 -1.29 -34.2%
99 UWM PROSHRS ULTRA RUS2000ETF 55.26 563,799 228 0.45 0.84 2.85 0.82 -5.63 -10.2%
100 KRYS KRYSTAL BIOTECH INC. COMMON ST 72.33 209,690 110 0.53 0.98 2.84 0.85 -13.30 -18.4%

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.