Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
YUM 117.23 1.36 1.14 0.88 1.00
ZNGA 5.83 0.10 0.41 1.14 0.47
ZTS 127.64 1.93 1.57 1.15 1.82
ZYNE 11.90 0.95 0.83 0.79 0.66
AABA 69.57 0.16 1.14 0.77 0.87
AAL 26.42 0.58 0.14 1.11 0.15
AAOI 9.66 0.23 1.43 1.12 1.61
AAPL 212.64 2.05 0.18 0.95 0.17
ACIA 64.40 0.47 0.65 0.70 0.45
ADNT 23.04 0.92 0.90 0.95 0.85
ATVI 49.04 0.83 0.21 0.99 0.21
AUY 3.33 0.11 0.51 1.01 0.52
AVEO 0.69 0.04 1.99 0.79 1.56
AVP 4.11 0.06 1.17 1.02 1.19
AXL 6.75 0.26 0.41 0.97 0.40
BIDU 107.90 4.54 0.19 1.34 0.26
BKD 8.23 0.12 0.88 0.94 0.83
BMY 47.77 0.57 1.28 0.96 1.23
BUD 95.87 0.74 0.13 0.77 0.10
CMCSA 44.11 0.68 1.06 0.95 1.01
COF 86.02 0.80 1.31 0.91 1.19
COG 16.84 0.38 0.51 0.86 0.44
COP 52.63 1.24 1.02 1.06 1.08
CRR 1.77 0.50 1.34 1.24 1.67
CSCO 48.77 0.56 0.15 1.36 0.20
CSOD 51.34 0.89 1.14 1.02 1.17
CSX 65.34 0.71 0.90 0.67 0.60
CTL 11.35 0.19 0.81 0.98 0.79
DDS 56.78 2.77 0.39 1.14 0.44
DE 154.86 1.47 0.17 1.10 0.19
DIS 135.76 2.01 0.19 0.97 0.19
DISCK 26.50 0.73 1.33 1.12 1.49
EL 203.72 3.86 1.01 1.56 1.58
EOG 77.22 1.78 0.67 0.91 0.61
EPD 29.29 0.27 1.42 0.98 1.39
EQR 82.63 0.85 1.00 0.98 0.98
FEYE 13.50 0.21 1.29 0.88 1.13
FIT 3.02 0.23 0.47 1.06 0.50
FITB 25.55 0.32 1.11 0.96 1.06
GIII 21.18 1.09 1.02 1.20 1.22
GILD 64.13 0.58 0.18 0.89 0.16
GIS 54.38 0.62 1.53 1.09 1.67
GLUU 4.57 0.24 0.93 0.89 0.83
X 12.11 0.66 0.15 0.99 0.15
XLNX 106.09 1.77 0.13 0.85 0.11
HAIN 18.36 0.53 1.24 1.38 1.72
HAL 18.60 0.77 0.16 1.08 0.18
HALO 16.77 0.34 2.71 1.02 2.76
HAS 115.50 2.04 0.80 0.78 0.62
HBAN 12.93 0.20 0.67 0.94 0.63
HLT 91.62 2.34 0.85 0.83 0.70
HOLX 50.36 0.52 1.52 0.81 1.23
HON 163.79 2.22 1.42 0.95 1.35
HPE 13.07 0.22 1.06 0.98 1.04
HPQ 18.96 0.26 0.66 1.02 0.67
HRB 27.05 0.43 1.37 0.78 1.08
INFO 65.13 1.95 1.31 0.95 1.24
INFY 11.30 0.17 0.97 0.99 0.96
INTC 47.15 0.39 0.14 0.82 0.11
INVE 4.99 0.11 1.99 1.02 2.04
KMI 20.39 0.24 1.46 0.87 1.26
KNDI 5.26 0.32 1.72 0.94 1.61
KO 54.10 0.56 0.20 0.81 0.16
LNG 61.32 0.82 1.17 1.00 1.17
LOW 101.52 3.13 0.64 1.71 1.10
LSTR 110.49 1.35 0.95 0.96 0.92
LULU 183.33 3.62 2.01 1.01 2.04
LVS 55.13 1.05 0.12 0.95 0.12
MOH 133.26 2.75 1.41 0.83 1.18
MOS 19.07 0.54 0.14 1.14 0.15
MPC 47.23 1.28 0.17 1.05 0.18
MRK 86.91 1.12 0.15 0.98 0.15
MRO 12.42 0.50 0.23 0.99 0.23
MS 39.94 0.69 0.21 1.02 0.21
MSFT 138.79 1.49 0.22 0.97 0.22
MTOR 17.78 0.26 0.94 1.10 1.04
MTZ 61.94 1.11 0.71 0.92 0.65
MU 44.17 1.10 0.16 0.85 0.13
NBL 22.22 0.79 1.33 0.96 1.29
NEM 38.53 0.43 1.02 0.84 0.85
NFLX 297.81 10.05 0.15 0.79 0.12
NVDA 171.23 3.77 0.15 1.13 0.17
NWL 16.55 0.50 1.50 0.87 1.31
NXPI 103.36 2.06 0.92 0.94 0.87
NXST 94.95 1.54 1.16 0.98 1.14
OCN 1.80 0.19 1.48 1.14 1.68
PANW 203.77 5.38 0.19 1.42 0.27
PG 119.20 0.95 0.20 0.87 0.17
PH 164.08 2.57 0.95 0.93 0.89
PM 83.05 1.52 0.20 0.75 0.15
PYPL 109.82 1.62 0.16 0.93 0.15
QCOM 76.70 1.20 0.16 1.02 0.17
QEP 3.98 0.14 0.70 0.66 0.46
QIWI 22.98 0.96 1.39 1.44 1.99
ROST 105.70 2.28 1.42 1.03 1.46
RPM 68.18 0.95 1.02 0.76 0.78
RRC 4.11 0.27 0.17 0.85 0.15
RRD 2.10 0.14 2.00 0.97 1.93
RTN 185.07 3.55 0.16 0.88 0.14
SCHW 37.61 0.55 1.07 0.85 0.91
SEAS 31.33 0.74 0.31 0.88 0.27
SEE 42.20 0.66 0.86 1.21 1.04
SGMS 17.36 0.37 0.79 1.07 0.85
SHAK 96.37 1.54 0.25 1.26 0.31
SNAP 16.14 0.37 0.18 0.71 0.13
SPH 23.16 0.36 0.97 1.05 1.02
STLD 27.81 0.48 0.87 1.04 0.91
SWN 1.84 0.12 0.29 0.76 0.22
T 35.16 0.28 0.16 0.87 0.14
TJX 53.50 1.89 0.88 1.06 0.94
TLRD 4.66 0.61 0.99 1.01 1.00
TSLA 220.83 5.60 0.13 0.99 0.13
UAA 18.75 0.34 0.14 0.99 0.14
UAL 85.29 1.04 0.13 1.04 0.14
UNVR 19.00 0.26 1.45 1.10 1.60
UPS 115.93 1.27 0.14 0.65 0.09
VIAB 26.23 0.63 1.61 1.51 2.43
VLO 78.40 1.54 1.19 0.91 1.09
VOC 5.25 0.21 1.54 0.98 1.51
VOD 18.21 0.14 0.28 0.69 0.19
WDC 56.35 1.32 0.16 0.81 0.13
WLL 8.71 0.56 0.54 0.84 0.46
WMB 23.88 0.46 0.84 0.77 0.65
WPM 27.05 0.54 1.18 0.85 1.00
WU 21.77 0.33 1.28 0.95 1.21
WUBA 56.00 2.13 0.76 1.03 0.78


Options screener by OptionClue:

Last update of the screener: 2019-08-22 11:30 UTC.

Paid version is updated 4 times a day.

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Columns of the table

Asset – ticker symbol
Last – the last asset price at the time of indexes calculation
ATR – Average True Range – average intraday asset volatility
Sigma – the value of Sigma index
Theta – the value of Theta index
Alpha – the value of Alpha index

Index Alpha

Alpha index is the option’s attractiveness general index based on Sigma and Theta indexes. It takes into account conditional «high cost» or «cheapness» of options, as well as the market condition and the movement potential (flats, triangles and strong trends).

Alpha index values of 0.75 and lower indicate the «cheapness» of options and attractiveness of their purchases and the opposite index values, ranging from 2.5 and higher indicate their high cost and the ability to sell straddles.

Index Sigma

Sigma index lets you just in minutes find promising assets in a huge stocks list. It shows the market movement potential relative to past prices taking into account current market realities. That lets identify assets with low volatility (flats and triangles) and high volatility (trends).

The index values from 0.5 to 0.8 indicate the existence of an extremely narrow flat and the opposite values, from 1.5 to 2 or more, indicate the trend existence.

Index Theta

Theta index allows you to divide options into «cheap» and «expensive» taking into account the option price and recent market volatility.

«Cheap» options can be considered those with a Theta index 0.85 and lower, and «expensive» ones with Theta index from 2 and higher.