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
Filter Options
LEG VOLUME
MONEYNESS
EXPIRATION
Screener Options
Subscribers can save settings 
 
Sort By   
Data is delayed from January 4, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Expiry Days Strike Call Put Net
IVol
IVol Price Volume IVol Price Volume
1 SLDB 7.84 983K 15 Jan '21 11 10.00 2.338 0.60 341 4.612 3.98 1 -2.2743
2 CLSD 3.21 3.5M 15 Jan '21 11 5.00 2.875 0.20 275 0.902 1.80 1 1.9722
3 PLG 5.00 2.3M 15 Jan '21 11 2.50 1.080 2.50 46 2.821 0.06 5 -1.7406
4 SBE 36.78 4.7M 21 May '21 137 35.00 0.744 7.40 190 2.045 15.95 25 -1.3010
5 SBE 36.78 4.7M 19 Mar '21 74 40.00 0.942 4.96 472 2.152 15.94 11 -1.2106
6 KALA 6.86 2.4M 15 Jan '21 11 5.00 2.328 2.15 20 1.123 0.03 2 1.2059
7 SBE 36.78 4.7M 19 Mar '21 74 35.00 0.861 6.45 110 2.052 11.90 30 -1.1913
8 NBRV 2.52 603K 16 Jul '21 193 5.00 1.255 0.40 3 2.371 3.67 2 -1.1155
9 TTNP 3.23 422K 15 Jan '21 11 2.50 1.067 0.75 44 2.127 0.15 13 -1.0594
10 WBAI 9.70 1.9M 19 Feb '21 46 10.00 1.559 2.00 52 2.597 3.65 15 -1.0383
11 SBE 36.78 4.7M 20 Aug '21 228 35.00 0.733 9.10 28 1.770 17.62 2 -1.0379
12 CBAT 5.17 2.9M 15 Jan '21 11 7.50 2.056 0.17 459 3.091 2.80 3 -1.0353
13 GILT 7.19 1.1M 15 Jan '21 11 7.50 0.525 0.14 1,237 1.549 0.95 13 -1.0238
14 HROW 7.35 533K 15 Jan '21 11 5.00 0.787 2.35 617 1.808 0.10 2 -1.0207
15 CODX 9.97 980K 8 Jan '21 4 10.00 0.995 0.40 282 2.006 0.85 24 -1.0106
16 LIVX 3.41 811K 15 Jan '21 11 2.50 1.029 0.92 104 1.985 0.10 5 -0.9561
17 WBAI 9.70 1.9M 18 Jun '21 165 7.50 1.014 3.55 8 1.937 3.14 2 -0.9225
18 CIIC 26.61 2.7M 16 Apr '21 102 25.00 0.856 5.47 167 1.748 8.40 2 -0.8920
19 SBE 36.78 4.7M 17 Dec '21 347 35.00 0.669 10.10 5 1.554 18.88 2 -0.8849
20 SUNW 4.70 4.3M 19 Feb '21 46 2.50 0.902 2.21 25 1.779 0.17 54 -0.8773
21 WBAI 9.70 1.9M 18 Jun '21 165 10.00 1.143 2.80 5 2.018 5.10 10 -0.8754
22 NBEV 2.65 1.7M 8 Jan '21 4 3.00 1.126 0.03 2 1.995 0.45 5 -0.8694
23 SUNW 4.70 4.3M 15 Jan '21 11 2.50 3.041 2.30 47 2.176 0.03 1 0.8650
24 OPK 4.20 9.0M 22 Jan '21 18 4.50 0.826 0.19 56 1.681 0.81 2 -0.8553
25 PPBT 4.06 611K 15 Jan '21 11 5.00 1.954 0.25 159 1.100 1.00 5 0.8536
26 SBE 36.78 4.7M 21 Jan '22 382 35.00 0.673 10.60 85 1.492 19.00 6 -0.8187
27 WBAI 9.70 1.9M 19 Mar '21 74 10.00 1.460 2.39 28 2.270 4.00 9 -0.8104
28 LQDA 3.00 445K 15 Jan '21 11 2.50 0.704 0.51 33 1.491 0.10 104 -0.7863
29 REV 11.25 279K 21 May '21 137 10.00 0.751 2.62 2 1.537 3.25 32 -0.7859
30 SBE 36.78 4.7M 19 Feb '21 46 35.00 1.011 6.05 322 1.785 8.06 184 -0.7740
31 CIIC 26.61 2.7M 17 Dec '21 347 25.00 0.771 8.40 27 1.539 13.30 1 -0.7674
32 ROAD 27.72 235K 15 Jan '21 11 25.00 1.330 4.02 2 0.571 0.20 10 0.7596
33 SBE 36.78 4.7M 19 Feb '21 46 40.00 1.116 4.55 473 1.862 11.63 62 -0.7464
34 CBAT 5.17 2.9M 16 Apr '21 102 7.50 1.419 0.90 76 2.164 4.03 22 -0.7443
35 DPW 4.19 4.3M 15 Jan '21 11 2.50 1.577 1.70 94 2.312 0.06 174 -0.7346
36 WBAI 9.70 1.9M 15 Jan '21 11 7.50 1.835 2.52 81 2.554 0.65 82 -0.7186
37 AVID 14.58 982K 15 Jan '21 11 12.50 1.397 2.60 1 0.688 0.07 9 0.7096
38 CBAT 5.17 2.9M 16 Apr '21 102 5.00 1.422 1.58 24 2.121 2.08 23 -0.6986
39 CBAT 5.17 2.9M 16 Jul '21 193 5.00 1.196 1.80 7 1.893 2.50 33 -0.6969
40 CAPR 3.74 701K 21 Jan '22 382 2.50 2.410 3.08 3 1.715 1.35 1 0.6948
41 EAT 53.58 1.4M 15 Jan '21 11 50.00 1.400 7.00 12 0.712 1.15 50 0.6884
42 VXRT 6.33 8.9M 8 Jan '21 4 6.50 1.340 0.28 1,084 2.022 0.63 97 -0.6825
43 CIIC 26.61 2.7M 19 Mar '21 74 25.00 0.878 4.90 20 1.558 6.30 3 -0.6802
44 XERS 5.31 2.0M 21 Jan '22 382 5.00 0.827 1.85 226 1.497 2.71 2 -0.6700
45 FTEK 3.93 664K 15 Jan '21 11 4.00 1.402 0.35 94 2.066 0.60 8 -0.6641
46 LQDA 3.00 445K 15 Jan '21 11 5.00 1.713 0.02 3 2.363 2.08 3 -0.6501
47 ABUS 3.64 1.8M 15 Jan '21 11 2.50 1.228 1.15 24 1.876 0.06 79 -0.6481
48 WIMI 5.79 1.3M 15 Jan '21 11 7.50 1.331 0.10 46 1.971 2.00 5 -0.6397
49 PLG 5.00 2.3M 16 Jul '21 193 2.50 0.769 2.60 22 1.409 0.50 1 -0.6396
50 QLGN 3.15 861K 15 Jan '21 11 2.50 2.823 0.93 22 2.184 0.17 82 0.6386
51 CGRO 14.05 1.0M 15 Jan '21 11 12.50 0.507 1.60 28 1.143 0.45 29 -0.6357
52 CIIC 26.61 2.7M 19 Mar '21 74 30.00 1.016 3.60 50 1.651 10.00 12 -0.6344
53 WBAI 9.70 1.9M 15 Jan '21 11 10.00 2.101 1.28 805 2.732 2.00 12 -0.6312
54 LAZR 31.34 8.1M 29 Jan '21 25 31.00 1.106 3.76 4 1.726 5.40 747 -0.6195
55 CAPR 3.74 701K 15 Jan '21 11 2.50 1.694 1.27 15 2.310 0.10 103 -0.6155
56 WBAI 9.70 1.9M 19 Feb '21 46 7.50 1.590 3.20 20 2.204 1.65 18 -0.6142
57 FLY 9.33 586K 15 Jan '21 11 7.50 1.636 2.13 2 1.030 0.08 51 0.6067
58 TWO 6.18 4.3M 15 Jan '21 11 7.00 0.559 0.03 104 1.162 1.04 59 -0.6035
59 RADA 9.38 369K 15 Jan '21 11 7.50 1.272 2.03 5 0.669 0.01 1 0.6029
60 AXU 3.27 2.3M 15 Jan '21 11 5.00 1.463 0.02 145 0.870 1.73 1 0.5938
61 SPI 7.86 1.2M 15 Jan '21 11 10.00 1.368 0.17 439 1.956 2.56 62 -0.5880
62 VXRT 6.33 8.9M 29 Jan '21 25 6.50 1.690 1.04 162 2.278 1.59 2 -0.5878
63 SAN 3.07 8.1M 15 Jan '21 11 4.00 1.150 0.03 2 0.562 0.93 2 0.5872
64 CODX 9.97 980K 22 Jan '21 18 10.00 0.923 0.80 7 1.505 1.34 1 -0.5820
65 WPG 6.53 568K 15 Jan '21 11 7.50 1.011 0.15 10 1.592 1.35 6 -0.5813
66 LAZR 31.34 8.1M 22 Jan '21 18 31.50 1.127 3.05 23 1.706 4.80 3 -0.5785
67 RYAM 6.56 818K 15 Jan '21 11 7.50 1.059 0.17 17 1.637 1.35 3 -0.5778
68 CODX 9.97 980K 15 Jan '21 11 9.50 0.869 0.85 106 1.438 0.75 18 -0.5691
69 CALA 2.72 16.0M 19 Mar '21 74 5.00 1.749 0.35 247 1.181 2.40 82 0.5680
70 BCLI 4.54 510K 15 Jan '21 11 4.00 1.449 0.75 30 0.884 0.07 2 0.5651
71 FTEK 3.93 664K 19 Feb '21 46 3.00 1.067 1.11 10 1.617 0.40 11 -0.5502
72 HEPA 2.15 1.4M 15 Jan '21 11 2.50 1.966 0.17 208 2.514 0.60 2 -0.5481
73 NAVB 2.27 254K 15 Jan '21 11 2.00 1.251 0.35 15 1.790 0.15 1 -0.5392
74 XL 20.07 12.8M 21 May '21 137 20.00 1.134 5.48 317 1.671 7.80 42 -0.5364
75 WWR 5.27 2.1M 15 Jan '21 11 7.50 1.982 0.17 536 2.513 2.55 11 -0.5309
76 SOL 12.77 3.5M 15 Jan '21 11 15.00 1.579 0.65 357 2.108 3.32 20 -0.5290
77 DBVT 2.75 263K 15 Jan '21 11 2.50 1.471 0.41 30 1.999 0.25 38 -0.5277
78 BPT 2.68 653K 19 Mar '21 74 2.50 1.209 0.65 517 1.735 0.70 1 -0.5261
79 CGRO 14.05 1.0M 15 Jan '21 11 15.00 1.107 0.70 231 1.627 2.15 48 -0.5210
80 NBEV 2.65 1.7M 8 Jan '21 4 2.50 1.014 0.20 26 1.529 0.10 7 -0.5149
81 VXRT 6.33 8.9M 15 Jan '21 11 6.50 1.459 0.56 399 1.973 0.96 53 -0.5143
82 MRVI 27.50 1.0M 19 Feb '21 46 25.00 1.204 5.80 58 0.690 1.50 1 0.5135
83 PLG 5.00 2.3M 15 Jan '21 11 5.00 1.230 0.42 74 1.739 0.60 11 -0.5096
84 CBAT 5.17 2.9M 15 Jan '21 11 5.00 1.936 0.77 127 2.444 0.77 331 -0.5082
85 TCON 10.56 807K 19 Feb '21 46 10.00 1.536 2.50 4 1.032 1.23 19 0.5045
86 CALA 2.72 16.0M 15 Jan '21 11 2.50 1.709 0.43 456 1.206 0.12 1,098 0.5024
87 AXU 3.27 2.3M 15 Jan '21 11 2.50 0.832 0.78 206 1.332 0.04 8 -0.4999
88 EOSE 23.90 2.0M 19 Feb '21 46 25.00 1.112 3.30 11 1.605 6.05 3 -0.4932
89 EYPT 9.01 1.3M 15 Jan '21 11 7.50 0.948 1.60 40 1.438 0.28 46 -0.4897
90 XL 20.07 12.8M 21 May '21 137 22.50 1.208 5.00 106 1.696 9.70 3 -0.4876
91 IAG 3.93 12.4M 15 Jan '21 11 3.00 0.686 0.93 769 1.173 0.03 6 -0.4874
92 IVR 3.30 9.0M 15 Jan '21 11 3.50 0.609 0.07 2,279 1.097 0.37 23 -0.4873
93 SPI 7.86 1.2M 21 May '21 137 7.50 0.903 1.86 11 1.387 2.35 1 -0.4838
94 SIOX 3.12 2.5M 15 Jan '21 11 3.00 0.966 0.27 163 1.449 0.25 30 -0.4833
95 CBAT 5.17 2.9M 19 Feb '21 46 5.00 1.735 1.32 84 2.216 1.47 39 -0.4807
96 ISEE 6.89 700K 18 Jun '21 165 7.50 1.052 1.70 1 1.531 3.14 2 -0.4792
97 REV 11.25 279K 19 Feb '21 46 10.00 0.962 2.15 5 1.437 1.57 13 -0.4750
98 GTT 3.36 1.0M 15 Jan '21 11 5.00 2.236 0.12 46 2.708 1.85 3 -0.4721
99 KOPN 2.35 1.1M 15 Jan '21 11 2.50 1.757 0.23 157 1.294 0.30 7 0.4635
100 AHCO 35.80 430K 15 Jan '21 11 35.00 0.971 2.80 1 0.514 0.90 1 0.4573
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.