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

Implied Volatility / Historical 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 April 26, 2024. 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)
HV		 Price Change High/Low
Change % Change
1 AEG AEGON N.V. 6.20 2,328,754 1 1.67 0.23 8.18 0.07 +0.68 +11.0%
2 ALCC ALTC ACQUISITION CORP 12.81 1,587,808 22,231 1.65 0.28 6.79 -0.19 +5.99 +46.8%
3 ANVS ANV SECURITY GROUP 18.01 1,048,211 20,431 3.97 0.98 5.07 4.41 -13.22 -73.4%
4 GRNT GRNT 6.63 442,533 25 1.78 0.50 4.53 0.22 -0.45 -6.8%
5 JBI LEHMAN ABS 7.875 DUKE CP 14.54 983,641 21 1.14 0.33 4.47 0.06 -1.60 -11.0%
6 INSM INSMED INC 24.80 1,292,983 473 1.17 0.35 4.36 -0.12 +3.51 +14.2%
7 SJT SAN JUAN BASIN ROY TR 4.28 324,063 110 1.33 0.40 4.36 0.07 +0.27 +6.3%
8 MFG MIZUHO FINANCIAL GROUP ADS 3.85 599,094 8 0.82 0.26 4.14 -0.04 +0.30 +7.8%
9 DSX DIANA SHIPPING INC 2.95 342,429 172 0.93 0.31 3.98 0.03 +0.24 +8.1%
10 GLDD GREAT LAKES DREDGE& DOCK 7.14 216,719 1 1.28 0.44 3.87 -0.05 +2.62 +36.7%
11 CAR AVIS BUDGET GROUP INC 100.75 734,284 5,479 1.29 0.48 3.67 1.18 +31.50 +31.3%
12 LQDA LIQUIDIA TECHNOLOGIES INC. COM 12.53 526,539 590 1.60 0.60 3.67 0.16 +0.89 +7.1%
13 RYAN RYAN SPECIALTY GROUP HOLDINGS 48.94 995,669 46 0.55 0.21 3.58 -0.88 +5.47 +11.2%
14 ASND ASCENDIS PHARMA A/S AMERICAN D 135.90 225,929 1,520 1.07 0.43 3.50 -1.03 -19.27 -14.2%
15 CORT CORCEPT THERAPEUTICS INC 22.80 795,017 6,220 1.17 0.48 3.47 0.59 +6.47 +28.4%
16 BILL BILL.COM HOLDINGS INC 62.44 1,019,641 5,534 1.41 0.58 3.45 1.94 -6.64 -10.6%
17 DASH DOORDASH INC 132.11 3,284,665 13,828 0.88 0.36 3.42 4.00 -23.05 -17.4%
18 PSTX PATIENT SAFETY TECHNOL 2.13 460,614 105 2.36 0.97 3.42 0.08 +1.42 +66.7%
19 SVRA SAVARA INC. COMMON STOCK 4.41 410,477 149 1.36 0.56 3.42 -0.04 +0.90 +20.4%
20 IMMP IMMTECH PHARM INC 2.65 881,434 1,055 1.68 0.71 3.37 0.05 +0.44 +16.6%
21 LYG LLOYDS BANKING GRP ADS 2.61 10,336,591 19 0.61 0.26 3.35 0.09 +0.22 +8.4%
22 CBZ CBIZ INC 72.76 320,725 1 0.51 0.22 3.34 -2.77 +5.41 +7.4%
23 PSEC PROSPECT CAPITAL CORP. 5.27 2,390,075 3,609 0.62 0.27 3.34 0.03 +0.42 +8.0%
24 GDDY GODADDY INC 125.01 990,135 1,524 0.58 0.25 3.33 0.87 +11.89 +9.5%
25 TGNA TEGNA INC 13.54 995,524 544 0.57 0.25 3.28 -0.11 +2.30 +17.0%
26 ROIC RETAIL OPPORTUNITY INVEST 12.25 1,066,348 2 0.58 0.26 3.25 -0.11 +0.52 +4.2%
27 WOLF GREAT WOLF RESORTS INC 26.25 3,938,841 9,195 1.69 0.75 3.25 1.38 -5.62 -21.4%
28 SMMT STRATCOMM MEDIA LTD 3.86 1,387,363 395 2.01 0.89 3.25 0.31 +1.53 +39.6%
29 HITI HIGH TIDE INC. COMMON SHARES 2.03 770,663 49 1.37 0.62 3.22 0.00 +0.44 +21.7%
30 MED MEDIFAST INC 33.71 299,666 800 0.97 0.44 3.21 0.21 -9.13 -27.1%
31 ZGN ERMENEGILDO ZEGNA NV 12.03 420,668 3 0.77 0.35 3.21 0.19 +1.19 +9.9%
32 RAPT RAPTOR TECHNOLOGY GROUP SHS 8.10 305,414 121 1.61 0.74 3.18 0.30 -4.12 -50.9%
33 ORGO ORGANOGENESIS HOLDINGS INC 2.35 903,467 148 1.81 0.84 3.15 0.06 +0.79 +33.6%
34 WEAV WEAVE COMMUNICATIONS 11.33 251,071 11 1.33 0.63 3.12 0.42 -3.23 -28.5%
35 HLF HERBALIFE LTD 8.81 913,623 879 1.34 0.64 3.10 -0.07 +2.86 +32.5%
36 AMZU DIREXION DAILY AMZN BULL 1.5X 33.35 616,459 308 0.92 0.44 3.10 2.13 +4.33 +13.0%
37 ETSY ETSY INC. COMMON STOCK J 67.43 2,014,437 12,373 0.93 0.45 3.10 0.23 -10.83 -16.1%
38 INVA INOVA TECHNOLOGY INC 15.26 289,160 4 0.46 0.22 3.10 0.27 +1.26 +8.3%
39 TSHA TAYSHA GENE THERAPIES INC. COM 2.39 890,150 7 2.19 1.05 3.09 0.09 +0.83 +34.7%
40 VST VISTRA ENERGY CORP 72.70 2,813,663 4,602 0.59 0.28 3.08 0.22 +25.20 +34.7%
41 RPAY REPAY HOLDINGS CORP 10.17 687,489 15 0.95 0.45 3.08 0.16 +0.87 +8.6%
42 JELD JELD 21.40 2,373,816 3,981 0.94 0.45 3.06 0.43 -7.78 -36.4%
43 TXG 10X GENOMICS INC. CLASS A COMM 27.59 1,337,407 245 0.94 0.47 3.02 0.69 -2.99 -10.8%
44 MGNX MACROGENICS INC. COMMON STOCK 14.56 649,239 113 1.38 0.70 2.98 0.19 -11.42 -78.4%
45 SLGN SILGAN HOLDINGS INC 46.96 485,573 3 0.49 0.25 2.98 -0.06 -2.68 -5.7%
46 PINS PINACLE ENTERPRISE INC COMMON 33.96 12,878,978 41,059 0.81 0.41 2.97 1.32 +9.16 +27.0%
47 MWA MUELLER WATER PRODUCTS SER A 15.98 1,250,024 4 0.57 0.29 2.97 -0.17 +3.45 +21.6%
48 BBVA BANCO BILBAO VIZCAYA ARG 11.58 5,379,454 634 0.48 0.24 2.97 0.33 -1.40 -12.1%
49 NNDM NANO DIMENSION LTD. AMERICAN D 2.45 639,619 277 0.85 0.43 2.96 -0.01 +0.30 +12.2%
50 ALNY ALNYLAM PHARMACEUTICALS 143.31 476,795 776 0.63 0.32 2.95 -0.40 +12.18 +8.5%
51 AMZN AMAZON.COM INC 179.62 41,891,460 621,794 0.56 0.29 2.95 5.95 +12.08 +6.7%
52 HLN HALEON PLC 8.45 2,892,670 69 0.41 0.21 2.94 0.05 -0.33 -3.9%
53 GMAB GENMAB A/S ADS 28.15 339,609 12 0.59 0.30 2.94 0.69 +2.26 +8.0%
54 SIBN SIBERIAN ENERGY GROUP 14.57 300,691 100 0.84 0.43 2.94 0.30 +1.23 +8.4%
55 CLX CLOROX CO THE 146.48 1,186,186 5,643 0.44 0.23 2.92 -1.02 -11.57 -7.9%
56 Z ZILLOW INC. CLASS A COMMON STO 43.67 3,001,427 10,918 0.83 0.43 2.91 0.72 -5.22 -12.0%
57 FTNT FORTINET INC. 64.18 4,137,681 18,786 0.81 0.42 2.91 0.15 -6.34 -9.9%
58 SQ SQUARE INC 74.48 4,528,373 64,570 0.92 0.48 2.91 1.69 -8.79 -11.8%
59 AAPU DIREXION DAILY AAPL BULL 1.5X 21.76 353,906 141 0.57 0.30 2.91 -0.16 +5.75 +26.4%
60 ATMU ATMUS FILTRATION TECHNOLOGIES 31.30 1,505,636 112 0.60 0.31 2.90 0.44 -3.04 -9.7%
61 PENN PENN NATIONAL GAMING INC 16.86 4,828,230 19,490 0.95 0.50 2.89 -0.33 -3.36 -19.9%
62 FSLY FASTLY INC 12.95 3,409,803 15,500 1.39 0.73 2.89 0.55 -5.12 -39.5%
63 PHG ROYAL PHILIPS ELEC ADR 21.07 923,786 3,005 0.50 0.26 2.88 0.35 +8.37 +39.7%
64 AMBC AMBAC FINANCIAL GROUP INC. CO 14.59 217,176 1,010 0.53 0.28 2.88 0.21 +3.86 +26.5%
65 ADPT ADAPTEC INC 2.60 1,073,511 65 1.43 0.76 2.88 -0.01 +1.60 +61.5%
66 CNHI CNH INDUSTRIAL NV 11.41 14,925,066 102 0.56 0.30 2.86 0.03 +0.53 +4.6%
67 EZPW EZCORP INC CL A 11.36 393,052 23 0.52 0.28 2.86 0.29 -1.56 -13.7%
68 FWRG FIRST WATCH RESTAURANT GROUP I 23.65 395,504 60 0.56 0.30 2.86 0.02 -4.90 -20.7%
69 HAE HAEMONETICS CORP 90.99 748,644 443 0.50 0.27 2.85 3.33 +6.98 +7.7%
70 ENVX ENOVIX CORP 6.46 4,767,202 32,712 1.39 0.75 2.85 0.62 +4.34 +67.2%
71 PRMW PRIMO WATER 18.95 516,657 250 0.47 0.25 2.85 0.10 +4.16 +22.0%
72 SOFI SOFI TECHNOLOGIES INC 7.87 83,427,131 524,300 1.25 0.68 2.84 0.28 -1.26 -16.0%
73 APO APOLLO GLOBAL MNGMT LLC 112.22 1,537,501 4,386 0.47 0.26 2.83 0.34 -5.30 -4.7%
74 SANA SANA BIOTECHNOLOGY INC. 8.72 1,611,146 1,923 1.62 0.88 2.83 0.22 +1.78 +20.4%
75 BMBL BUMBLE INC. CLASS A COMMON STO 10.49 1,692,160 4,254 0.82 0.45 2.83 -0.06 +1.86 +17.7%
76 FSP FRANKLIN STREET PROP CP 2.00 207,755 50 0.92 0.50 2.83 0.00 -0.15 -7.5%
77 CLRB CELLECTAR BIOSCIENCES INC. CO 3.03 686,492 133 1.29 0.71 2.82 0.01 +0.48 +15.8%
78 PTON PELOTON INTERACTIVE INC. CLASS 3.16 10,237,563 23,553 1.45 0.80 2.82 0.13 +1.65 +52.2%
79 REGN REGENERON PHARM INC 883.20 502,941 605 0.37 0.20 2.81 -7.48 +105.76 +12.0%
80 ALEX ALEXANDER & BALDWIN INC 16.19 327,706 12 0.40 0.22 2.80 0.36 +0.98 +6.1%
81 IRON DISC MEDICINE INC. 27.55 368,799 414 0.95 0.53 2.80 1.03 +5.62 +20.4%
82 PYPL PAYPAL HOLDINGS CORP 65.96 11,948,261 124,919 0.68 0.38 2.80 1.86 +4.70 +7.1%
83 EXPE EXPEDIA INC. 135.70 1,409,597 6,650 0.77 0.43 2.80 -0.55 -25.83 -19.0%
84 SBUX STARBUCKS CORP 88.25 7,133,359 65,334 0.39 0.22 2.80 0.41 -16.45 -18.6%
85 IDYA IDEAYA BIOSCIENCES INC. COMMON 39.94 618,855 14 0.75 0.42 2.80 1.32 +4.21 +10.5%
86 DPZ DOMINO'S PIZZA INC 499.07 955,340 9,152 0.47 0.26 2.79 4.30 +43.68 +8.8%
87 ARDX ARDELYX INC. COMMON STOCK P 6.42 5,479,153 3,124 1.24 0.69 2.79 0.11 +2.91 +45.3%
88 RVNC REVANCE THERAPEUTICS INC. COM 3.40 2,279,881 955 1.34 0.75 2.78 0.11 +1.07 +31.6%
89 LOPE GRAND CANYON EDUCATION 131.98 262,901 44 0.41 0.23 2.78 2.07 +24.58 +18.6%
90 HUBS HUBSPOT INC 631.13 480,006 701 0.64 0.36 2.78 -4.97 -49.13 -7.8%
91 DKNG DRAFTKINGS INC. CLASS A COMMON 43.13 9,065,523 72,812 0.82 0.46 2.78 2.04 +3.16 +7.3%
92 RPD RAPID7 INC. COMMON STOCK 45.93 374,427 374 0.72 0.41 2.78 0.08 -10.71 -23.3%
93 NOVA NOVAMED INC 4.00 7,430,282 1,770 1.69 0.95 2.78 0.32 +1.61 +40.2%
94 ANIX ANIXA BIOSCIENCES INC. COMMON 3.23 231,882 302 1.06 0.60 2.77 0.25 -0.40 -12.4%
95 AMGN AMGEN INC 269.98 2,436,761 7,460 0.38 0.21 2.77 0.60 +52.62 +19.5%
96 SID COMPANHIA SIDERURGICA 2.77 3,251,837 129 0.73 0.41 2.77 0.06 -0.14 -5.1%
97 VRNS VARONIS SYSTEMS INC. COMMON S 45.33 607,968 116 0.56 0.32 2.76 0.49 -2.33 -5.1%
98 GEHC GE HEALTHCARE TECHNOLOGIES INC 86.24 1,790,366 2,692 0.47 0.27 2.76 0.29 -10.16 -11.8%
99 AMRX AMNEAL PHARMACEUTICALS INC 5.87 957,995 241 1.02 0.58 2.75 -0.03 +1.11 +18.9%
100 PYCR PAYCOR HCM INC 17.86 702,502 2 0.66 0.38 2.75 0.24 -4.06 -22.7%

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.