How do you screen for options ?

Discussion in 'Options' started by Sekiyo, Feb 6, 2025.

  1. Sekiyo

    Sekiyo

    By ticker ? expiration ? contract ?
    By volume ? open interest ? implied volatility ? premium ?
    By total ? change ? percent change ? put / call ratio ?

    There is a bunch of way to screen for options,
    Guess it will depend on the strategy.

    Do you guys even screen for options ?
    How do you screen for them ?
    What software / website ?
     
    Last edited: Feb 6, 2025
  2. Sekiyo

    Sekiyo

    Personally ... as a call & put buyer ...

    I've found barchart and marketchameleon to be the most interesting screeners.
    But ultimately I am much more interest in the underlying itself.

    I use this Total Change in OI per expiration from marketchamelon.
    Might give some trade ideas, trying to spot unusual OI change.

    upload_2025-2-6_18-11-2.png

    Same with barchart (per contract)
    upload_2025-2-6_18-14-31.png
     
  3. That is the point, what you really are after is a stock screener. For whichever your strategy might be.
    If you are not trying to sell premium and you are an options buyer as you say, a stock screener is the tool you need.

    If you are buying the contract, are you after stocks that are either overbought or oversold?
    So then you can choose the side to enter?
     
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  4. Sekiyo

    Sekiyo

    Actually I am trying to find insider positioning xD
    The holy grail would be to get the news before anyone else.

    But this isn't really possible ... So I am trying to find unusual activity.
    I think it's highly unreliable but I have this idea in the back of my mind.

    As you said. I think it's best to focus on stock screening.
    But hey ! Aren't you able to break into Trump's Gmail ?
     
  5. The guys at Finviz have just released a new scanner for big boys.

    https://finviz.com/insidertrading.ashx

    Maybe you see something useful there.
     
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  6. I did already, but nothing too interesting. He likes South American porn, pretty much like the rest of us.
     
    Sekiyo likes this.
  7. Sekiyo

    Sekiyo

    Yes I am aware of this but I didn't it useful :D
    Unless the insider is Nancy Pelosi

    Thanks for sharing.
     
  8. Baron

    Baron ET Founder

    One of our sponsors here at ET is ORATS and you can check them out at https://www.orats.com
     
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  9. Matt_ORATS

    Matt_ORATS Sponsor

    Thanks Baron.
    Yes, ORATS has a stock scanner hooked up to our options scanner so you can filter by symbol level and options level information.
    There are hundreds of criteria you can use including ratios you make up.
    Here's an earnings scan for double calendar based on ORATS forecasted values and best risk reward to probability of profit.

    upload_2025-2-6_14-56-19.png

    Then you can reference the symbols from the named stock scan to find options:
    upload_2025-2-6_14-53-43.png
     
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  10. Sekiyo

    Sekiyo

    What I would be interested with is ...

    OI Change per ticker then level down (and up) through expiries and contracts.

    See for example ...
    18k puts opened on LYFT 7-Feb-25 option chain.
    upload_2025-2-6_21-1-30.png

    Here I see the overall OI on LYFT but not the change.
    upload_2025-2-6_21-3-52.png

    Here I see the OI per contract but not the change
    upload_2025-2-6_21-5-39.png

    But I guess there is a retard that opened approximately 18k LYFT 7-Feb-25 puts around 13.25$ (ATM).

    I would like to go back and forth (ticker, expiration, contract) and see the OI change.
    Screen for OI change by tickers, expiries and contracts and navigate up / down.

    ORATS looks great with plenty of stuffs.
    I'll have a look. Thanks !
     
    Last edited: Feb 6, 2025
    #10     Feb 6, 2025