Provides a comprehensive data set of option statistics for all expiration dates for more than 4,000 stocks and exchange-traded products that list options.
Evaluating options at their At-the-Money (ATM) price points is a valuable way to examine trading patterns for specific stocks across multiple expiration dates, or to analyze multiple stocks across a single expiration date. Use this screener to filter for key indicators, including: ATM IV, ATM Bid-Ask Spread (a measure of liquidity), Option Volume, Earnings Date, Market Cap, and several others.
Sort the table by clicking on the column headers, ascending or descending. Reset all parameters to their defaults by clicking the "Clear" button above the filters. Click on icons in the Symbols column to view more information about a specific stock. Use the "Search" box to narrow your results.
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Earnings Date
Note: Earnings in this filter apply only to earnings dates that are confirmed or have already passed.
The # of days in the filter items is calendar days, not business days.
Symbol | Name | Spot Price | Price Chg | Expiration Date |
Days Til Exp | ATM IV | ATM IV % Chg |
Total Volume | Total Open Interest |
Implied Straddle Premium % |
Implied Straddle Premium $ |
Events | OHLC Vol 20-Day |
OHLC Vol 1-Year |
ATM IV vs. OHLC 20-Day |
ATM IV vs. OHLC 1-Year |
% Put Volume | Trade Count | ATM Strike Bid-Ask Spread |
ATM Strike $ Premium |
25-Delta Put IV vs. ATM |
25-Delta Call IV vs. ATM |
25-Delta Put vs. 25-Delta Call |
Industry | Market Cap | Dividend Yield |
P/E Ratio | 25-Delta Put % Change |
ATM Straddle 1-Day % PNL |
25-Delta Call % Change |
Total Change |
Call Open Interest |
Call Change |
Put Open Interest |
Put Change |
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