Option screener by OptionClue


Asset Last ATR Theta Sigma Alpha
AABA 75.11 1.67 1.28 1.04 1.33
AAL 52.78 2.03 1.02 1.11 1.13
AAOI 34.55 2.67 1.53 1.11 1.71
AAPL 171.07 3.11 1.18 1.26 1.49
ABX 12.66 0.34 1.08 1.05 1.13
ACIA 43.44 2.07 1.46 1.19 1.74
ADNT 63.47 1.17 0.73 0.74 0.55
ADP 116.10 2.75 1.15 1.11 1.29
AERI 52.50 2.40 1.31 1.10 1.44
AGN 159.31 2.79 0.84 0.94 0.79
AKS 5.69 0.24 0.97 1.10 1.06
ALNY 119.18 3.08 1.10 1.03 1.14
AMAT 56.13 1.26 0.83 1.24 1.02
AMD 11.72 0.40 0.97 0.98 0.94
AMZN 1482.92 24.57 1.46 1.10 1.61
APC 57.27 2.46 1.24 1.04 1.30
APO 33.84 0.68 0.99 1.02 1.01
ARAY 5.15 0.10 1.31 0.74 0.97
ASH 70.66 1.09 1.09 0.96 1.05
ATVI 70.22 1.62 1.19 1.08 1.29
AUY 3.01 0.17 1.37 1.03 1.42
AXL 15.77 0.72 0.77 0.98 0.76
AZN 33.83 0.94 1.68 0.98 1.64
BA 352.37 9.06 1.90 0.99 1.88
BABA 188.82 4.71 1.01 0.98 0.98
BAC 31.87 0.60 1.11 1.13 1.25
BAX 67.05 1.44 1.23 1.03 1.26
BC 58.68 1.78 1.49 0.87 1.30
BEN 39.07 0.99 0.88 0.99 0.88
BHP 46.47 1.14 1.26 1.24 1.56
BIDU 246.92 6.20 1.04 1.21 1.27
BKD 8.90 0.26 1.39 1.18 1.64
BMY 66.53 1.24 1.80 1.40 2.52
BUD 105.06 1.43 1.64 1.15 1.89
BX 34.04 0.64 1.17 1.01 1.18
BYD 35.01 1.60 1.20 1.03 1.23
BZUN 36.61 1.80 1.05 1.03 1.09
C 77.00 2.02 1.39 1.11 1.55
CA 34.69 0.55 1.50 1.09 1.64
CAR 38.96 1.51 1.01 1.10 1.11
CAT 155.23 3.36 1.21 1.05 1.28
CCI 106.79 2.52 0.89 1.04 0.92
CF 42.63 1.70 1.18 1.29 1.52
CHK 2.63 0.16 0.95 1.02 0.97
CHRW 90.18 1.55 1.17 0.93 1.09
CLF 7.53 0.33 0.96 1.03 0.99
CLR 52.57 2.71 1.20 1.20 1.45
CMCSA 39.01 0.84 1.04 0.99 1.03
COF 97.39 1.71 1.07 1.19 1.28
COG 23.25 0.72 0.72 0.97 0.70
COL 136.58 2.35 1.21 1.12 1.36
COP 53.75 1.71 1.02 1.16 1.19
COST 185.75 3.45 1.27 1.14 1.45
COT 14.98 0.66 1.97 1.07 2.10
CPE 10.50 0.33 0.74 1.11 0.82
CPN 15.15 0.02 4.42 1.51 6.67
CRC 18.34 0.86 1.06 1.02 1.08
CRR 7.26 0.36 0.79 0.81 0.64
CSCO 43.31 1.14 1.63 1.37 2.23
CSOD 40.24 1.18 1.30 1.03 1.33
CSX 54.96 1.92 1.07 1.19 1.26
CTL 17.90 0.72 1.52 1.50 2.28
CTRP 46.47 1.02 1.24 1.05 1.30
CVI 32.32 0.97 1.21 0.98 1.18
CVS 68.76 2.18 0.71 1.06 0.75
CVX 109.06 3.00 0.95 0.99 0.94
CY 16.85 0.41 1.27 1.17 1.49
CYH 5.98 0.28 1.91 0.96 1.83
DE 162.09 4.81 1.55 1.41 2.17
DEPO 7.46 0.48 1.29 1.17 1.51
DHI 44.80 1.57 1.20 0.95 1.14
DIS 105.05 1.89 1.21 1.12 1.35
DISCK 22.89 0.43 1.01 0.93 0.94
DISH 43.18 2.02 1.58 0.92 1.46
DO 13.96 0.82 0.94 1.12 1.05
DSW 19.56 0.62 1.60 0.99 1.59
DVA 72.55 1.50 0.70 0.95 0.66
DVMT 69.92 1.33 1.26 0.82 1.03
DYN 12.01 0.29 1.46 1.02 1.49
EA 124.90 3.29 1.27 0.98 1.25
EBAY 43.12 0.64 1.03 0.89 0.92
EGN 52.49 2.64 0.84 1.11 0.92
EGO 1.10 0.05 1.43 1.08 1.55
EL 139.82 2.86 1.19 1.13 1.35
EMES 7.35 0.41 1.17 0.93 1.09
EOG 105.81 2.96 0.82 1.16 0.95
EPD 25.95 0.42 1.08 1.00 1.08
EQR 55.87 1.93 0.83 1.03 0.85
EQT 49.81 3.78 0.99 1.25 1.23
ESPR 75.83 5.42 1.65 1.10 1.82
ETE 16.26 0.51 1.07 0.94 1.01
ETP 18.24 0.46 0.98 1.01 0.99
ETSY 21.43 0.92 1.87 1.52 2.84
EXC 37.06 0.74 0.80 1.07 0.86
F 10.60 0.16 1.16 0.75 0.87
FB 177.91 4.87 1.26 1.08 1.35
FCX 18.73 0.70 1.38 1.17 1.62
FDC 15.44 0.53 0.95 1.09 1.03
FEYE 16.50 0.63 1.83 1.30 2.39
FINL 10.22 0.68 0.78 0.87 0.68
FIT 5.41 0.15 1.56 1.09 1.70
FITB 33.44 0.77 1.34 1.07 1.44
FL 48.42 1.25 1.33 0.97 1.29
FLEX 17.79 0.31 0.75 1.04 0.78
FMSA 4.60 0.46 1.10 1.10 1.21
FOX 36.56 0.61 1.05 1.05 1.10
FOXA 37.06 0.66 1.06 1.04 1.10
GD 220.75 4.16 1.21 0.94 1.14
GE 14.49 0.28 0.99 0.78 0.77
GES 14.78 0.60 1.28 0.89 1.15
GG 12.95 0.45 1.09 1.00 1.09
GGP 21.10 0.60 1.65 1.05 1.73
GIII 36.43 1.23 1.73 1.02 1.76
GILD 80.69 1.63 1.01 0.95 0.96
GIS 54.48 1.84 1.08 1.02 1.10
GLUU 3.80 0.14 1.69 1.60 2.70
GLW 29.26 0.54 1.11 0.96 1.07
GM 40.56 0.79 1.03 0.96 0.99
GME 15.69 0.55 0.76 0.77 0.58
GOOG 1111.34 27.64 1.05 1.13 1.19
GPRO 5.55 0.11 0.78 0.71 0.55
GPS 32.22 1.17 1.18 0.97 1.14
GRMN 61.87 3.13 0.87 1.19 1.03
GRUB 97.52 2.71 1.63 1.60 2.60
GT 29.15 0.51 0.71 1.21 0.86
GWW 261.79 5.16 0.85 0.74 0.63
HAIN 33.96 1.21 1.05 1.04 1.09
HAL 46.55 1.10 0.80 1.00 0.79
HAS 99.07 2.68 0.89 1.05 0.94
HBAN 16.05 0.44 1.07 1.02 1.09
HCA 100.35 1.56 1.10 0.83 0.91
HD 183.06 5.12 1.49 1.01 1.51
HES 45.23 1.45 0.88 1.02 0.89
HIG 53.95 0.91 1.42 1.01 1.43
HLF 82.94 1.19 1.78 0.76 1.36
HLT 84.29 2.18 1.17 1.12 1.31
HOLX 38.85 0.59 1.21 1.28 1.54
HON 153.30 2.83 1.46 1.11 1.61
HPE 16.25 0.46 1.14 1.03 1.18
HPQ 21.17 0.56 1.08 1.02 1.11
HRB 26.41 0.88 0.99 1.19 1.18
HRG 15.32 0.43 0.96 1.11 1.06
HRTG 17.17 0.75 1.41 0.85 1.20
HTZ 17.77 1.13 0.84 1.07 0.90
HXL 67.22 0.97 1.69 1.03 1.75
IBM 153.96 2.89 1.07 1.00 1.07
IBN 9.85 0.16 1.65 0.83 1.37
INFO 46.45 0.83 1.56 1.14 1.78
INFY 17.67 0.34 1.16 0.86 0.99
INTC 45.94 1.14 0.94 0.95 0.89
ITUB 16.01 0.42 1.36 0.79 1.08
JCI 37.85 0.73 0.79 1.04 0.83
JCP 3.85 0.13 1.10 1.06 1.17
JD 47.16 1.67 1.14 1.07 1.23
JMEI 3.02 0.23 1.69 0.91 1.53
JNJ 129.91 2.57 1.01 0.96 0.97
JNPR 25.89 0.59 1.08 1.03 1.12
JPM 115.19 2.78 1.30 1.11 1.44
KGC 3.71 0.14 0.93 1.07 1.00
KKR 21.89 0.62 1.34 0.94 1.26
KMI 16.75 0.31 1.02 0.89 0.90
KNDI 5.85 0.45 1.23 0.86 1.06
KO 43.34 0.93 1.24 1.11 1.38
KORS 63.61 1.66 1.15 1.41 1.62
KS 34.60 0.28 0.92 0.67 0.61
LAMR 67.89 2.03 0.96 1.21 1.17
LBTYA 31.83 0.92 0.92 1.26 1.16
LBTYK 31.01 0.88 1.11 1.22 1.36
LB 47.32 1.55 0.86 0.80 0.69
LDOS 65.21 1.00 1.80 1.17 2.09
LGCY 2.89 0.41 3.32 1.31 4.36
LKQ 41.58 0.91 1.31 1.19 1.56
LLNW 3.85 0.11 1.90 1.19 2.25
LNG 56.73 2.49 1.36 1.01 1.38
LSTR 110.60 1.79 0.98 0.98 0.96
LULU 81.16 2.12 2.07 1.21 2.50
MAS 42.40 1.03 0.92 1.05 0.96
MDCO 31.62 2.60 0.85 0.76 0.64
MDLZ 43.62 0.62 1.65 1.04 1.71
MET 46.95 0.81 0.91 0.99 0.90
MLCO 28.50 0.94 0.83 1.15 0.95
MNRO 51.75 1.50 0.76 0.87 0.66
MOH 71.14 1.28 1.14 1.05 1.20
MON 120.19 1.10 1.52 0.89 1.35
MOS 27.46 0.71 1.53 1.21 1.86
MPC 66.27 1.36 0.86 1.07 0.92
MRO 15.30 0.75 0.79 1.12 0.89
MRVL 23.19 0.61 1.27 1.17 1.48
MS 55.10 1.37 1.22 1.11 1.35
MSFT 91.49 1.87 1.39 1.09 1.52
MTOR 25.76 0.84 1.34 0.96 1.28
MTZ 50.65 1.15 1.14 1.05 1.20
MU 44.54 1.03 0.99 1.27 1.26
MXIM 61.75 1.18 1.27 0.89 1.13
MXWL 5.71 0.26 1.53 1.33 2.03
MYL 41.21 1.12 0.84 1.00 0.84
NAK 1.07 0.03 0.75 0.85 0.63
NBL 29.13 1.17 1.09 1.19 1.30
NEM 38.16 1.04 1.23 1.00 1.23
NFLX 281.04 6.63 1.87 0.88 1.64
NFX 23.20 1.92 0.85 1.34 1.14
NKE 67.05 0.99 0.92 1.07 0.98
NLSN 32.52 0.77 1.23 1.36 1.67
NOAH 48.74 1.06 1.11 1.09 1.21
NUE 66.85 1.36 0.90 1.25 1.12
NVDA 241.51 10.61 1.21 0.99 1.19
NWL 26.83 1.05 1.23 0.85 1.04
NXST 74.60 2.45 1.13 0.99 1.12
OCN 3.54 0.13 1.60 1.16 1.85
OKE 56.10 1.31 0.83 1.02 0.84
OPK 3.57 0.13 1.52 1.11 1.68
ORCL 49.43 0.91 1.13 1.09 1.23
P 4.87 0.61 1.95 1.06 2.07
PAH 10.35 0.21 1.43 0.90 1.29
PANW 164.40 3.46 2.07 1.40 2.89
PAY 16.85 0.47 1.08 0.93 1.01
PBH 34.36 0.79 1.02 1.04 1.06
PBR 13.16 0.43 1.38 0.85 1.18
PCAR 69.22 1.46 1.00 0.95 0.95
PE 23.10 0.48 0.88 0.94 0.83
PEP 108.00 1.90 1.33 1.12 1.48
PF 55.40 1.07 1.81 1.05 1.90
PFE 35.76 0.86 1.21 1.10 1.33
PG 80.24 1.62 1.00 0.98 0.98
PH 181.30 3.46 1.03 1.09 1.12
PM 103.72 2.07 1.12 0.96 1.08
PPG 115.62 2.41 1.40 1.06 1.48
PRGO 87.10 1.95 1.28 1.04 1.33
PSEC 6.72 0.12 1.11 1.09 1.22
PTC 72.81 1.56 0.89 0.95 0.85
PVH 148.06 4.23 1.47 0.94 1.39
PXD 174.73 4.18 1.25 1.23 1.54
PYPL 76.51 2.03 0.93 0.93 0.87
QCOM 63.40 1.21 1.57 1.06 1.67
QIWI 16.79 0.40 1.43 1.02 1.46
QVCA 28.16 0.77 1.06 1.07 1.14
RAD 2.02 0.18 0.86 1.00 0.87
RCII 8.48 0.71 1.12 1.24 1.39
REN 32.50 1.44 1.33 0.96 1.28
RH 90.49 3.93 1.06 0.95 1.01
RIG 9.01 0.36 1.11 0.91 1.01
RMP 20.33 0.75 1.11 1.18 1.32
ROST 77.88 1.83 1.46 1.04 1.52
RPM 49.95 0.68 1.30 1.08 1.41
RRC 12.92 0.37 0.83 0.96 0.80
RTN 215.80 4.02 1.43 1.11 1.58
S 5.35 0.23 1.33 0.87 1.16
SBGI 36.60 0.55 1.47 1.01 1.48
SBGL 4.43 0.32 1.47 1.08 1.59
SBUX 56.10 0.88 0.98 0.94 0.93
SCHW 52.30 0.92 1.43 1.08 1.54
SEAS 15.31 0.26 1.49 0.85 1.27
SEE 42.20 0.72 0.93 1.20 1.11
SGMS 45.85 1.75 1.02 1.01 1.04
SHAK 38.48 1.71 1.20 1.14 1.37
SHLD 2.36 0.12 1.08 0.96 1.04
SLB 64.40 1.71 0.78 1.07 0.84
SN 3.34 0.15 0.57 1.04 0.60
SNAP 18.64 0.81 1.37 1.22 1.67
SPH 24.10 0.45 1.19 0.94 1.11
STLD 48.14 1.32 1.30 1.43 1.85
T 36.31 0.76 0.96 1.00 0.96
TECK 29.08 0.85 1.14 1.10 1.26
TEVA 20.09 0.91 0.93 1.06 0.99
TGT 72.96 1.76 0.84 0.98 0.82
TJX 75.84 1.34 1.00 1.06 1.06
TLRD 22.85 1.00 1.25 0.92 1.16
TRN 35.23 1.08 1.09 1.16 1.26
TRQ 2.76 0.10 1.66 0.87 1.45
TSLA 333.30 6.52 1.10 1.17 1.29
TSN 75.40 1.95 0.98 0.98 0.96
TTM 27.97 0.36 0.67 0.90 0.61
TWTR 33.38 1.41 1.42 1.34 1.90
UAA 17.03 0.46 0.81 1.52 1.24
UAL 67.00 2.16 1.01 0.96 0.97
UPS 104.70 2.54 1.00 0.93 0.93
UTX 129.26 4.73 1.37 1.07 1.46
V 120.43 2.42 1.48 1.09 1.60
VAC 143.46 4.59 1.31 0.90 1.18
VALE 13.66 0.46 1.93 1.36 2.64
VIAB 33.03 1.31 1.04 0.87 0.90
VLO 90.83 1.94 1.35 1.03 1.39
VOD 28.25 0.58 1.39 0.99 1.39
VRX 18.61 0.42 0.75 0.81 0.60
VUZI 8.30 0.45 1.15 0.79 0.91
VZ 47.96 0.92 1.18 1.06 1.25
W 95.69 3.38 1.48 1.16 1.71
WDC 85.67 1.92 0.89 1.04 0.93
WFC 59.73 0.76 1.08 1.09 1.18
WFT 2.80 0.23 0.65 0.95 0.62
WLL 22.57 1.16 0.88 1.07 0.94
WMB 28.62 0.71 0.84 1.09 0.91
WMT 91.52 4.10 1.38 1.31 1.80
WPM 19.45 0.48 1.41 1.06 1.49
WU 20.09 0.33 1.27 1.05 1.33
WUBA 78.82 2.49 0.98 1.04 1.02
X 42.86 2.72 1.32 1.54 2.04
XLNX 68.46 1.35 1.16 0.99 1.15
XOM 74.89 1.56 1.29 1.03 1.33
XPO 93.99 3.48 1.17 1.18 1.37
YELP 43.35 0.90 1.47 1.31 1.92
YNDX 43.49 1.22 1.34 1.61 2.15
YPF 23.19 0.49 0.67 0.97 0.64
YUM 77.81 1.29 1.44 1.05 1.52
ZYNE 11.07 0.43 1.19 0.78 0.93


Last update of the screener: 2018-02-22 12:02.

Paid version is updated 4 times a day.

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.

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