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

Sudden Drop In IV 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
Avg IVol/IVol Price Change High/Low
Change % Change
1 PAE PAE INC CLASS A 9.92 301,306 9 0.05 0.64 3.80 0.01 +0.08 +0.8%
2 FLOW FLOW INTERNATIONAL CORP 85.97 235,348 6 0.04 0.34 2.87 -0.04 +1.48 +1.7%
3 VG VONAGE HOLDINGS CORP 20.76 1,535,657 119 0.03 0.41 2.53 -0.03 +0.11 +0.5%
4 TRTX TPG RE FINANCE TRUST INC 12.74 345,359 174 0.11 0.33 2.13 0.18 -0.68 -5.4%
5 WBT WBT 23.76 669,355 1 0.12 0.52 2.02 0.03 +0.11 +0.5%
6 CERN CERNER CORP 91.84 2,815,397 6,455 0.10 0.22 1.96 0.05 +1.60 +1.7%
7 FTGC FRESH TRAFFIC GROUP INC. COMM 22.96 633,934 1 0.14 0.21 1.95 -1.62 +1.13 +4.9%
8 ORC ORCHID ISLAND CAPITAL 4.65 3,345,311 2,381 0.22 0.25 1.89 0.10 -0.49 -10.5%
9 KMX CARMAX INC 126.31 1,900,160 13,967 0.31 0.36 1.83 -1.56 -14.67 -11.6%
10 BRG BLUEROCK RESIDENTIAL GROWTH RE 26.59 488,387 1,264 0.24 0.71 1.80 0.02 -0.41 -1.5%
11 CRH CRH PLC ADR 51.59 332,645 46 0.18 0.24 1.79 0.09 +2.95 +5.7%
12 NKE NIKE INC CL B 165.67 3,867,915 37,694 0.21 0.27 1.78 0.23 -18.82 -11.4%
13 NUAN NUANCE COMMUNICATIONS 55.30 5,616,551 785 0.06 0.28 1.71 0.02 -0.28 -0.5%
14 AFIB ACUTUS MEDICAL INC. 3.59 232,734 14 0.73 0.95 1.68 0.13 -1.08 -30.1%
15 DSX DIANA SHIPPING INC 3.94 617,364 284 0.49 0.69 1.67 0.10 +0.40 +10.2%
16 ZNTE ZANITE ACQUISITION CORP. CLASS 10.18 1,140,355 9,177 0.10 0.21 1.65 0.01 +0.02 +0.2%
17 CZOO CAZOO GROUP LTD 6.24 507,192 169 0.55 0.58 1.64 0.28 -1.79 -28.7%
18 TEF TELEFONICA SA 4.35 2,402,401 56 0.24 0.27 1.61 0.01 +0.23 +5.3%
19 FDX FEDEX CORP 253.82 2,062,703 33,678 0.20 0.27 1.61 3.86 +12.97 +5.1%
20 VNE VEONEER INC 35.46 956,170 59 0.10 0.66 1.58 0.11 +0.56 +1.6%
21 RAD RITE AID CORP 13.96 2,609,682 11,589 0.55 0.68 1.57 0.11 -1.83 -13.1%
22 CHNG CHINA NATURAL GAS INC 21.35 1,559,415 13 0.20 0.29 1.57 0.41 -0.96 -4.5%
23 RETL DIREXION DAILY RETAIL BULL 2 34.61 228,875 61 0.58 2.41 1.55 0.82 -7.63 -22.0%
24 BB BLACKBERRY LIMITED COMMON STOC 9.48 9,844,913 117,952 0.60 1.03 1.54 0.07 -1.01 -10.7%
25 ONB OLD NATIONAL BANCORP IN 17.90 1,166,589 56 0.25 0.26 1.53 0.31 +2.13 +11.9%
26 LAUR LAUR 12.18 1,909,505 3 0.30 0.65 1.53 0.19 -0.52 -4.3%
27 SVXY PROSHARES SHORT VIX SHORT FUT 59.01 2,930,000 8,777 0.29 0.40 1.52 0.28 +4.39 +7.4%
28 ITCI INTRA-CELLULAR THERAPIES INC. 51.65 1,237,961 1,667 0.60 0.47 1.50 1.94 -12.48 -24.2%
29 ARI APOLLO CMMCL REAL ESTATE 13.46 643,087 31 0.24 0.27 1.48 0.08 +0.68 +5.1%
30 MIME MIMECAST LIMITED ORDINARY SHAR 79.47 2,245,943 430 0.07 0.39 1.48 0.36 +1.27 +1.6%
31 ALDX ALDEYRA THERAPEUTICS INC. COM 4.17 2,351,420 7,113 0.97 1.04 1.48 0.33 -0.82 -19.7%
32 WBX WALLBOX NV 15.75 1,078,138 2,432 0.45 1.12 1.47 0.97 -2.34 -14.9%
33 ARDS ARIDIS PHARMACEUTICALS INC. CO 2.64 1,894,190 303 1.40 0.76 1.47 -0.28 -1.27 -48.1%
34 GNL GLOBAL NET LEASE INC 14.95 691,513 8 0.18 0.22 1.45 -0.02 +1.00 +6.7%
35 BSBR BANCO SANTANDER BRASIL SA 5.36 842,273 17 0.29 0.39 1.44 0.04 +0.50 +9.3%
36 EPAY BOTTOMLINE TECHNOLOGIES 56.52 604,257 85 0.12 0.44 1.44 0.03 -0.33 -0.6%
37 BRX BRIXMOR PROPERTY GROUP INC 24.49 1,574,955 43 0.20 0.29 1.43 0.12 +2.66 +10.9%
38 MU MICRON TECHNOLOGY INC 94.42 36,269,094 437,716 0.35 0.40 1.43 4.08 -4.07 -4.3%
39 BXMT BLACKSTONE MORTGAGE TRUST INC 31.46 699,660 420 0.13 0.24 1.42 0.33 +0.99 +3.1%
40 DWAC DWAC 53.10 1,964,805 23,252 0.74 3.65 1.42 1.05 +21.37 +40.2%
41 LBTYA LIBERTY GLOBAL INC CL A 28.17 552,746 280 0.28 0.25 1.42 0.29 -1.12 -4.0%
42 GPMT GRANITE POINT MORTGAGE TRUST I 12.10 245,972 1,486 0.27 0.30 1.41 0.12 -0.51 -4.2%
43 SLVP SILVER PETE CORP 12.98 205,100 16 0.41 0.33 1.41 0.08 -1.13 -8.7%
44 SRT STARTEK INC 5.19 288,047 734 0.37 0.59 1.41 0.19 -0.34 -6.6%
45 RRD R.R. DONNELLEY & SONS CO 10.73 1,150,168 296 0.11 0.87 1.41 0.01 +0.60 +5.6%
46 ALLK ALLAKOS INC. COMMON STOCK 10.45 102,138,959 71,796 1.75 2.33 1.40 1.90 -3.01 -28.8%
47 IWM ISHARES TR RUSSELL 2000 222.06 20,870,916 746,095 0.19 0.22 1.40 1.71 -11.48 -5.2%
48 XRT SPDR S&P RETAIL ETF 88.78 2,718,097 10,838 0.22 0.34 1.39 0.86 -6.76 -7.6%
49 HPP HUDSON PACIFIC PROPERTIES 24.65 601,361 11 0.24 0.28 1.39 0.10 +2.84 +11.5%
50 LBTYK LIBERTY GLOBAL INC CL C 28.41 2,456,327 2,415 0.32 0.25 1.39 0.27 -1.10 -3.9%
51 RIVN RIVIAN AUTOMOTIVE INC. CLASS A 96.84 5,638,583 58,142 0.65 1.29 1.38 0.50 -21.71 -22.4%
52 UPRO PROSHARES ULTRAPRO SP 500 148.56 3,730,668 10,300 0.35 0.38 1.38 2.58 -79.53 -53.5%
53 NRZ NEW RESIDENTIAL INVESTMENT 11.03 3,541,991 4,632 0.19 0.27 1.37 0.18 -0.38 -3.4%
54 AEG AEGON N.V. 4.93 1,800,291 68 0.19 0.30 1.37 0.21 +0.94 +19.1%
55 AIR AAR CORP 38.50 257,900 198 0.32 0.36 1.37 0.45 +4.43 +11.5%
56 VIXY PROSHARES VIX SHORT-TERM FUT 16.50 3,490,000 3,001 0.70 1.54 1.37 -0.19 -2.38 -14.4%
57 SOXL DIREXION DAILY SEMICONDCT BU 67.41 13,936,389 46,819 0.65 2.95 1.37 1.99 -13.59 -20.2%
58 GOOG GOOGLE INC A 2942.85 682,114 40,141 0.17 0.24 1.37 3.87 -280.04 -9.5%
59 UDR UDR INC. 58.68 803,427 92 0.18 0.21 1.36 -0.13 +2.38 +4.1%
60 MGP MGM GROWTH PROPERTIES LLC 39.71 668,816 109 0.14 0.22 1.36 0.40 -1.67 -4.2%
61 TQQQ PROSHARES TRUST ULTRAPRO QQQ 165.48 32,187,105 235,901 0.47 0.86 1.36 3.84 -96.48 -58.3%
62 EDU NEW ORIENTAL EDU & TECH ADR 2.05 12,808,447 6,293 0.62 2.53 1.36 -0.05 -0.30 -14.6%
63 WMC WESTERN ASSET MORTGAGE CAPITAL 2.24 522,723 340 0.48 0.40 1.36 0.04 -0.14 -6.5%
64 SFNC SIMMONS FIRST NATL CORP 29.25 525,412 10 0.23 0.33 1.35 0.10 +3.06 +10.5%
65 EFC ELLINGTON FINANCIAL 17.03 448,595 69 0.16 0.20 1.34 0.06 +0.83 +4.9%
66 ESPR ESPERION THERAPEUTICS INC. CO 5.38 1,784,898 221 0.71 0.98 1.34 0.23 -1.67 -31.0%
67 ECH ISHARES MSCI CHLFD ETF 22.57 712,830 947 0.31 0.33 1.34 0.59 +3.01 +13.3%
68 CCEP COCA-COLA EUROPEAN PARTNERS PL 55.23 1,094,309 62 0.24 0.27 1.34 1.49 +4.63 +8.4%
69 VXX IPATH S&P 500 VIX SHORT-TERM 20.20 28,080,000 256,398 0.70 2.48 1.34 -0.21 -2.90 -14.4%
70 OXSQ OXFORD SQUARE CAPITAL CORP. CO 4.08 234,739 55 0.54 0.28 1.34 0.07 +0.34 +8.3%
71 PILL DIREXION DAILY PHARM & MED BUL 16.35 291,108 23 0.61 0.56 1.33 0.48 -3.25 -19.9%
72 RC GRUPO RADIO CENTRO DE CV 15.90 331,377 533 0.20 0.29 1.33 0.11 -0.63 -4.0%
73 GOOGL GOOGLE INC CLASS A 2938.33 1,259,844 97,655 0.18 0.24 1.33 10.03 -275.04 -9.4%
74 PDBC POWERSHARES DB OPT YLD DIV COM 13.98 5,123,723 7 0.21 0.39 1.33 0.07 +0.76 +5.4%
75 MSFT MICROSOFT CORP 334.69 18,981,982 331,929 0.19 0.21 1.33 1.49 -30.94 -9.2%
76 TNA DIREXION SHRS SML BLL 3X 84.20 10,548,082 49,967 0.61 0.66 1.33 1.97 -12.92 -15.3%
77 WNC WABASH NATIONAL CORP 19.66 365,941 110 0.34 0.36 1.32 0.79 +1.97 +10.0%
78 FCPT FOUR CORNERS PROPERTY TRUST IN 28.67 200,904 9 0.17 0.24 1.32 -0.06 +1.42 +5.0%
79 FAZ DIREXION DF BEAR 3X 19.39 1,341,520 2,511 0.47 2.16 1.32 -0.37 -3.62 -18.7%
80 SPXU PROSHARES ULTRAPRO SHORT SP 50 12.78 14,939,910 17,615 0.39 1.65 1.32 -0.22 +1.12 +8.8%
81 SQQQ PROSHARES TRUST ULTRAPRO SHORT 5.98 118,849,027 155,420 0.54 0.54 1.32 -0.14 +28.91 +483.4%
82 FAS DIREXION DF BULL 3X 128.79 1,342,095 16,383 0.45 0.55 1.31 2.40 +27.03 +21.0%
83 HEAR HEARUSA INC. COMMON STOCK 24.47 515,854 1,859 0.54 0.53 1.31 -0.55 -3.98 -16.3%
84 TZA DIREXION SHRS SML CAP 3X 27.21 12,535,231 10,232 0.64 2.24 1.31 -0.68 +4.30 +15.8%
85 LYG LLOYDS BANKING GRP ADS 2.51 4,099,790 1,112 0.41 0.33 1.31 0.05 +0.49 +19.5%
86 FAF FIRST AMERICAN CORP THE 76.38 340,325 21 0.18 0.22 1.31 0.30 +5.16 +6.8%
87 UVXY PROSHARES ULTRA VIX SHORT FUT 14.16 29,620,000 189,889 1.11 2.50 1.30 -0.21 -3.00 -21.2%
88 TGNA TEGNA INC 18.85 1,523,959 394 0.32 0.32 1.30 0.17 -0.91 -4.8%
89 GSKY GREENSKY INC. CLASS A COMMON S 11.46 391,232 8 0.25 0.65 1.30 0.14 +0.85 +7.4%
90 FUTU FUTURE HEALTHCARE 40.90 2,889,194 43,465 0.88 1.06 1.30 1.03 +7.50 +18.3%
91 ABEV AMBEV S.A. 2.74 16,972,172 707 0.30 0.37 1.30 0.01 -0.21 -7.7%
92 HCAT HEALTH CATALYST INC COMMON STO 39.48 366,644 88 0.41 0.36 1.30 1.49 -8.02 -20.3%
93 ACAD ACADIA PHARMACEUTICALS 24.30 1,988,376 2,039 0.65 0.84 1.30 0.38 -2.67 -11.0%
94 GLBS GLOBUS MARITIME 2.41 380,160 169 0.74 0.77 1.29 0.13 -0.39 -16.2%
95 NYMT NEW YORK MORTGAGE TRUST 3.81 2,347,031 344 0.28 0.26 1.29 -0.05 -0.12 -3.1%
96 AAPL APPLE INC 176.28 66,354,130 1,685,200 0.25 0.25 1.29 0.64 -8.11 -4.6%
97 RTX RAYTHEON TECHNOLOGIES CORP 84.90 2,588,549 3,510 0.18 0.23 1.29 0.83 +7.58 +8.9%
98 VLO VALERO ENERGY CORP 71.73 3,638,283 16,214 0.27 0.38 1.29 0.43 +13.60 +19.0%
99 KNSA KINIKSA PHARMACEUTICALS LTD. C 13.14 292,959 11 0.71 0.61 1.29 0.16 -2.58 -19.6%
100 URA GLOBAL X URANIUM ETF 24.51 967,420 10,504 0.41 0.48 1.29 0.38 -2.09 -8.5%

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.