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

Implied Volatility Change 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 September 30, 2020. You can get started for free to get the latest data.
# Stock Name Stock
Price
Stock Volume Option Volume Implied
Volatility
IVol Change Price Change High/Low
Change % Change
1 UGP ULTRAPAR PARTICIPACOES SA ADR 3.42 880,958 23 2.64 1.67 -0.04 -0.23 -6.7%
2 GTXMQ GARRETT MOTION INC COMMON STOC 3.45 4,971,385 8,184 2.07 -1.35 0.60 -0.85 -24.6%
3 SLNO SOLENO THERAPEUTICS INC. COMMO 2.51 5,421,087 2,155 2.10 1.18 0.44 -0.66 -26.3%
4 EOLS EVOLUS INC. COMMON STOCK 3.91 331,749 554 1.73 -0.92 0.10 +1.16 +29.7%
5 OMP OASIS MIDSTREAM PARTNERS LP 6.20 1,713,439 814 1.48 0.81 -1.91 +1.76 +28.4%
6 TPTX TURNING POINT THERAPEUTICS INC 87.36 200,731 7 1.54 0.80 -1.19 +35.49 +40.6%
7 GNW GENWORTH FINANCIAL INC A 3.35 4,087,298 28,571 2.32 0.74 -0.15 +0.48 +14.3%
8 CTIC CELL THERAPEUTICS INC 2.15 106,717,422 10,289 2.71 0.72 1.10 +1.53 +71.2%
9 ORTX ORCHARD THERAPEUTICS PLC AMERI 4.11 747,898 135 1.50 -0.55 -0.07 +0.86 +20.9%
10 PLYA PLAYA HOTELS & RESORTS N.V. OR 4.19 627,994 31 1.34 0.52 -0.18 -0.43 -10.3%
11 AXTI AXT INC 6.12 2,417,309 1,079 0.88 -0.48 0.18 +0.69 +11.3%
12 AERI AERIE PHARMACEUTICALS INC. CO 11.77 415,635 108 0.57 -0.48 0.34 -2.76 -23.4%
13 PFNX PFENEX INC 12.75 1,614,110 361 0.67 0.47 -0.01 +0.19 +1.5%
14 INOD INNODATA ISOGEN INC 3.09 344,376 121 1.15 -0.46 -0.16 +0.74 +23.9%
15 KALA KALA PHARMACEUTICALS INC. COMM 7.50 2,200,639 652 0.96 -0.44 -0.43 +1.73 +23.0%
16 AGRX AGILE THERAPEUTICS INC. COMMO 3.04 944,861 863 0.66 -0.43 -0.07 +0.26 +8.6%
17 HDGE ACTIVE BEAR ETF 4.49 1,308,413 13 0.37 -0.42 -0.01 -0.35 -7.8%
18 TAST CARROLS RESTAURANT GROUP 6.45 297,961 6 0.97 0.42 -0.24 +1.12 +17.4%
19 TEF TELEFONICA SA 3.44 1,467,735 98 0.49 -0.39 0.03 +0.48 +14.0%
20 CMCM CHEETAH MOBILE INC 2.06 487,506 94 0.98 0.38 0.17 -0.16 -7.8%
21 CGBD TCG BDC INC. COMMON STOCK 8.91 331,949 33 0.43 -0.38 -0.20 -0.41 -4.6%
22 OII OCEANEERING INTERNAT 3.52 1,694,170 76 1.02 -0.38 -0.01 +0.67 +19.0%
23 SBBP STRONGBRIDGE BIOPHARMA PLC ORD 2.10 337,438 46 1.47 0.37 -0.01 +0.24 +11.4%
24 VRTU VIRTUSA CORP 49.16 790,729 48 0.30 -0.35 0.61 +1.68 +3.4%
25 VRRM VERRA MOBILITY CORP 9.66 1,747,635 7 0.45 -0.35 0.01 +1.13 +11.7%
26 CMTL COMTECH TELECOMMUN CORP 14.00 913,202 1,545 0.66 -0.35 -0.05 +2.99 +21.4%
27 NERV MINERVA NEUROSCIENCES INC COMP 3.18 226,546 66 1.03 -0.35 -0.03 +0.44 +13.8%
28 OGE OGE ENERGY CORP 29.99 1,328,513 16 0.22 -0.34 0.32 +3.00 +10.0%
29 WMC WESTERN ASSET MORTGAGE CAPITAL 2.04 1,745,327 153 0.95 0.34 -0.03 +0.25 +12.3%
30 CMRX CHIMERIX INC. COMMON STOCK 2.49 370,576 2 1.47 -0.34 -0.03 +0.69 +27.7%
31 HXL HEXCEL CORP 33.55 864,875 18 0.66 -0.33 0.05 +4.69 +14.0%
32 CNDT CNDT 3.18 1,704,634 160 0.92 -0.33 -0.07 +0.60 +18.9%
33 BKD BROOKDALE SENIOR LIVING 2.54 1,512,906 6 1.21 0.33 -0.01 +0.55 +21.7%
34 CORT CORCEPT THERAPEUTICS INC 17.41 1,031,520 384 0.92 0.32 -0.14 +1.74 +10.0%
35 VXRT VAXART INC 6.65 7,276,989 6,747 1.62 -0.32 -0.17 +1.78 +26.8%
36 ACRE ARES COMMERCIAL REAL ESTATE CO 9.14 423,169 61 0.60 -0.32 0.03 +0.71 +7.8%
37 AWH ALLIED WORLD ASSURANCE HLDG 3.08 642,778 114 1.14 -0.32 -0.16 +0.90 +29.1%
38 ZIXI ZIX CORP 5.84 288,866 64 0.88 -0.31 -0.01 +1.22 +20.9%
39 ALVR ALVARION LTD 27.50 312,760 2 1.18 0.31 0.58 +5.58 +20.3%
40 AKCA AKCEA THERAPEUTICS INC. COMMON 18.14 720,161 13 0.39 0.31 0.00 -0.06 -0.3%
41 WETF WISDOMTREE INVESTMENTS INC. C 3.20 814,176 56 0.93 0.31 -0.04 +1.03 +32.2%
42 XHR XENIA HOTELS & RESORTS INC 8.78 971,783 3 0.68 -0.30 -0.06 +1.05 +12.0%
43 ATRA ATARA BIOTHERAPEUTICS INC. COP 12.96 1,385,122 94 0.93 -0.30 -0.09 +1.95 +15.0%
44 MITT AG MORTGAGE INVESTMENT TRUST I 2.76 574,749 940 0.80 0.30 -0.04 +0.29 +10.5%
45 CVM CEL-SCI CORP 12.75 323,483 5,854 1.37 -0.30 0.43 +3.95 +31.0%
46 ETH ETHAN ALLEN INTERIORS 13.54 453,277 11 0.56 -0.29 -0.05 +5.11 +37.7%
47 RP REALPAGE 57.64 1,061,988 502 0.69 0.28 -0.24 +2.88 +5.0%
48 SSSS SUTTER ROCK CAPITAL CORP. COMM 10.84 5,903,410 36,961 0.86 -0.28 -2.42 +2.80 +25.8%
49 ORBC ORBCOMM INC 3.40 502,848 2 1.11 0.28 -0.14 +0.62 +18.4%
50 CBAY CYMABAY THERAPEUTICS INC. COMM 7.24 4,272,062 688 1.11 -0.28 0.16 +1.47 +20.3%
51 WEAT TEURCRIUM WHEAT FUND 5.71 327,639 786 0.38 -0.27 0.22 +0.45 +7.9%
52 MGY MAGNOLIA OIL & GAS CORP 5.17 1,764,410 52 0.97 0.27 -0.28 +0.51 +9.9%
53 ARVN ARVINAS INC. COMMON STOCK 23.61 262,555 343 0.93 -0.27 0.10 +3.60 +15.2%
54 IFRX INFLARX N.V. COMMON STOCK 4.26 646,581 56 1.82 -0.27 -0.33 +1.13 +26.5%
55 PRGS PROGRESS SOFTWARE CORP 36.68 1,405,180 4,310 0.37 -0.26 -2.07 +4.24 +11.6%
56 SNX SYNNEX 140.06 1,354,488 2,110 0.39 -0.26 7.70 +16.30 +11.6%
57 HARP HARPOON THERAPEUTICS INC. COMM 16.99 266,483 90 1.11 -0.26 0.91 -2.49 -14.7%
58 TGH TEXTAINER GROUP HLDGS LTD. 14.16 260,463 106 0.89 0.26 0.14 +3.17 +22.4%
59 TLSA TIZIANA LIFE SCIENCES PLC 3.33 220,424 38 2.00 0.25 -0.04 +2.11 +63.4%
60 ZIOP ZIOPHARM ONCOLOGY INC 2.52 1,324,950 1,294 0.73 -0.25 -0.05 +0.34 +13.5%
61 NCMI NATIONAL CINEMEDIA INC 2.71 1,298,740 8 0.99 -0.25 0.18 -0.67 -24.5%
62 G GENPACT LTD 38.95 730,014 10 0.32 -0.25 0.27 -2.13 -5.5%
63 SRAX SOCIAL REALITY INC. CLASS A CO 2.96 335,108 16 1.50 0.25 0.14 -0.71 -24.0%
64 FATE FATE THERAPEUTICS INC. COMMON 39.97 880,525 244 1.03 0.25 0.57 +11.13 +27.8%
65 RTLR RATTLER MIDSTREAM PARTNERS LP 5.95 614,426 32 1.02 0.25 -0.17 +1.15 +19.3%
66 OKE ONEOK INC 25.98 5,952,738 2,556 0.76 0.25 -0.69 +4.67 +18.0%
67 AMPH AMERICAN PHYSICNS SVC GP 18.75 228,845 4 0.51 0.24 0.12 +2.63 +14.0%
68 GLOG GASLOG LTD 2.71 571,650 436 1.03 0.24 0.09 +0.36 +13.3%
69 UBA URSTADT BIDDLE PROPERTIES A 9.20 370,875 12 0.69 0.24 0.11 +0.84 +9.1%
70 BDSI BIODELIV SCIENCES INTL 3.73 1,340,507 536 0.59 -0.24 -0.04 -0.52 -13.9%
71 CRTO CRITEO S.A. AMERICAN DEPOSITAR 12.19 353,991 14 0.63 -0.24 0.40 +1.37 +11.2%
72 NEW PUXIN LTD 8.89 469,204 5 0.79 -0.23 -0.01 -1.28 -14.4%
73 PSNL PERSONALIS INC. COMMON STOCK 21.67 549,605 50 1.00 0.23 -0.45 +9.28 +42.8%
74 UEPS NET 1 UEPS TECHNOLS INC 3.37 244,633 7 0.55 -0.23 0.01 -0.29 -8.6%
75 MUFG MITSUBISHI UFJ FINANCIAL GROUP 4.01 1,011,206 9 0.59 0.22 -0.10 +0.14 +3.5%
76 FORM FORMFACTOR INC 24.93 522,949 71 0.68 0.22 -0.11 +5.01 +20.1%
77 BBD BANCO BRADESCO SA ADS 3.43 15,207,070 45,706 0.76 0.22 0.06 +0.50 +14.6%
78 GOGL GOLDEN OCEAN GROUP 3.82 221,928 11 0.54 -0.22 0.08 -0.44 -11.5%
79 XPEV XPENG INC 20.07 10,330,516 23,743 1.06 0.22 1.29 +3.03 +15.1%
80 MRSN MERSANA THERAPEUTICS INC. COMM 18.62 1,171,164 52 1.21 0.21 -0.16 -2.07 -11.1%
81 ASB ADVANSOURCE BIOMATERIALS 12.62 1,549,334 478 0.71 0.21 0.11 +1.88 +14.9%
82 PRSP PROSPERITY BANCSHARES 19.45 853,786 6 0.70 0.21 0.06 +1.30 +6.7%
83 RC GRUPO RADIO CENTRO DE CV 11.20 432,081 28 0.67 0.21 0.26 +0.86 +7.7%
84 OVID OVID THERAPEUTICS INC. COMMON 5.74 1,623,577 75 1.21 0.21 -0.24 -0.55 -9.6%
85 AGI ALAMOS GOLD INC 8.81 1,888,850 1,372 0.39 -0.21 -0.01 +0.69 +7.8%
86 EDZ DIREXION EMG MKT BEAR 3X 18.25 234,759 15 0.52 -0.21 -0.88 -2.63 -14.4%
87 FROG FROGADS INC. COMMON 84.65 1,409,393 2,958 0.75 -0.21 -0.82 -15.45 -18.3%
88 INO INOVIO BIOMEDICAL CORP 11.60 13,999,268 59,873 1.44 -0.21 0.29 +1.51 +13.0%
89 BTU PEABODY ENERGY CORP 2.30 3,116,453 457 1.42 -0.21 -0.14 -0.79 -34.3%
90 SIGA SIGA TECHNOLOGIES INC 6.87 293,260 145 0.82 0.21 -0.14 +0.38 +5.5%
91 LPSN LIVEPERSON INC 51.99 861,840 570 0.56 -0.21 -0.45 +10.03 +19.3%
92 GNL GLOBAL NET LEASE INC 15.90 484,234 17 0.36 -0.20 0.06 +1.25 +7.9%
93 DBD DIEBOLD INC 7.64 658,521 119 0.92 0.20 0.02 +1.35 +17.7%
94 VLRS CONTROLADORA VUELA COMPAA DE A 7.21 278,791 44 0.66 -0.20 0.31 +1.62 +22.5%
95 AVDL AVDL 5.04 645,924 124 0.67 -0.20 -0.10 +0.92 +18.3%
96 RESN RESONANT INC 2.38 1,903,842 632 1.30 0.20 -0.33 +0.42 +17.6%
97 AFMD AFFIMED THERAPEUTICS B.V. COMM 3.39 393,079 72 1.10 -0.19 -0.03 +0.41 +12.1%
98 TMDX TRANSMEDICS GROUP INC. COMMON 13.78 419,311 9 0.41 -0.19 -0.02 -1.03 -7.5%
99 CHRS CHARMING SHOPPES INC 18.34 1,213,031 32 0.51 -0.19 -0.47 -2.08 -11.3%
100 GENE GENETIC TECHNOLOGIES ADR 3.46 561,440 50 1.84 0.19 0.05 +0.31 +9.0%

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.