Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
AABA 69.33 0.91 0.32 0.62 0.20
AAL 32.94 1.10 0.18 0.76 0.13
AAOI 10.31 0.92 0.25 1.20 0.30
AAPL 203.23 2.17 0.11 0.66 0.07
ATVI 46.84 0.80 0.16 0.87 0.14
AUY 2.63 0.11 1.31 0.92 1.21
AVEO 0.72 0.03 2.07 0.70 1.46
AVP 4.10 0.19 1.25 0.88 1.10
AXP 126.89 1.72 0.15 0.83 0.13
CAR 34.76 1.45 1.52 0.79 1.20
CAT 132.64 2.94 0.12 0.90 0.11
CCI 136.08 1.33 1.03 1.00 1.03
CF 44.22 1.20 1.26 0.87 1.09
CTRP 37.96 1.09 0.88 0.98 0.86
CVI 52.36 0.98 1.13 1.04 1.17
CVS 55.38 0.85 0.19 0.94 0.18
CVX 125.44 1.51 0.13 0.68 0.09
CY 22.35 0.11 0.83 0.43 0.36
EGO 6.85 0.31 0.58 1.21 0.71
EL 184.29 2.18 1.23 0.70 0.86
FOLD 12.35 0.48 1.49 0.82 1.23
FOSL 10.93 0.29 1.08 0.86 0.92
FTR 1.78 0.12 1.19 0.76 0.91
HALO 17.18 0.65 1.38 1.04 1.44
HAS 108.30 0.67 1.51 0.65 0.98
HBAN 13.72 0.23 1.18 0.89 1.05
HCA 136.68 2.56 0.99 0.88 0.87
HD 210.75 2.49 0.12 0.81 0.10
HES 63.18 1.22 0.85 0.82 0.70
HXL 80.36 1.29 1.11 0.82 0.91
IBM 140.47 2.12 0.14 0.71 0.10
IBN 12.48 0.08 0.65 0.82 0.54
INFO 64.84 0.48 0.78 1.23 0.95
LAMR 80.46 1.13 1.32 0.83 1.10
LB 25.78 1.06 0.17 1.16 0.20
LBTYA 26.81 0.42 1.55 0.83 1.28
LBTYK 26.06 0.41 1.93 0.82 1.59
MGM 29.13 0.50 0.16 0.68 0.11
MLCO 23.58 0.43 1.06 1.01 1.07
MNRO 82.23 1.64 0.35 0.86 0.31
MOH 137.87 3.52 0.25 0.75 0.18
NBL 22.32 0.82 0.45 0.92 0.41
NEM 39.05 0.39 0.15 0.78 0.12
NFLX 381.00 6.94 0.16 0.90 0.15
NKE 87.44 1.55 0.16 1.01 0.16
PANW 214.68 5.54 0.16 0.98 0.16
PBH 30.97 0.64 1.31 0.94 1.23
PBR 16.28 0.18 0.18 0.84 0.16
PCAR 70.51 1.26 1.90 0.85 1.62
PYPL 119.64 1.42 0.14 0.77 0.11
QCOM 74.36 2.83 0.17 0.95 0.16
QEP 7.20 0.22 0.61 0.94 0.58
QIWI 20.38 0.32 1.88 0.70 1.31
SCHW 39.66 1.12 0.19 0.88 0.16
SEAS 31.95 0.96 1.30 0.90 1.16
SEE 42.78 0.80 1.31 0.96 1.25
SGMS 20.24 0.87 1.33 0.95 1.27
SHAK 73.12 1.70 0.19 0.94 0.17
TEVA 9.18 0.32 0.17 0.88 0.15
TGT 85.85 2.32 0.14 0.71 0.10
TJX 55.16 0.83 0.58 0.94 0.54
URBN 23.28 0.49 0.27 0.88 0.24
USB 53.18 0.56 0.92 0.83 0.77
UTX 130.45 2.07 0.14 0.74 0.11
V 179.31 1.68 0.17 0.96 0.17
VAC 95.42 2.19 0.27 0.77 0.21
VALE 13.81 0.32 0.23 0.85 0.20
WMB 28.82 0.30 1.13 1.10 1.25
WMT 112.98 1.22 0.18 0.80 0.14
ZNGA 6.29 0.11 0.51 0.94 0.48
ZTS 114.57 2.44 1.27 0.69 0.87
ZYNE 14.30 0.77 0.65 0.92 0.60


Options screener by OptionClue:

Last update of the screener: 2019-07-11 11:01 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.