Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
C 63.04 0.78 0.09 0.66 0.06
HRTG 14.76 0.26 2.54 0.90 2.29
HTZ 16.94 0.62 1.01 0.82 0.83
HXL 71.36 0.99 0.88 0.91 0.80
IBM 137.52 1.51 0.09 0.78 0.07
IBN 9.50 0.17 1.31 0.99 1.30
JNJ 134.45 1.77 0.16 0.85 0.14
JPM 103.09 0.95 0.12 0.87 0.11
KGC 3.21 0.12 0.83 1.05 0.88
KMI 18.74 0.27 0.14 0.83 0.12
LKQ 26.75 0.47 0.40 0.71 0.28
LLNW 2.96 0.12 1.35 0.98 1.33
LNG 65.85 1.21 0.94 0.75 0.70
LSTR 108.05 2.38 0.76 1.11 0.85
MOH 137.01 6.42 0.86 0.90 0.78
MOS 32.06 0.62 0.22 0.89 0.20
MPC 63.65 1.96 0.13 1.10 0.15
MRK 79.02 0.72 0.13 1.17 0.15
NFLX 351.77 9.32 0.12 0.62 0.07
NFX 17.07 0.73 0.91 1.02 0.93
NKE 85.40 0.83 0.14 0.96 0.13
NLSN 26.05 0.30 1.42 0.80 1.14
NOAH 49.21 0.92 1.43 0.89 1.27
PAH 11.24 0.24 1.26 1.04 1.31
PANW 222.16 4.03 1.14 0.84 0.95
PBH 28.73 0.74 0.86 0.75 0.65
PBR 16.26 0.29 0.23 0.90 0.21
PSEC 6.49 0.09 1.33 1.08 1.44
PTC 90.35 1.44 0.89 0.91 0.82
PVH 112.53 2.64 0.16 0.76 0.12
ROST 94.64 1.23 0.21 0.76 0.16
RPM 57.62 0.51 0.81 0.80 0.65
RRC 10.39 0.30 0.25 1.14 0.29
RRD 5.88 0.15 1.12 0.98 1.11
RTN 180.94 1.97 0.13 1.16 0.15
SHOO 34.62 0.67 1.48 1.14 1.69
SIRI 5.90 0.12 0.74 0.80 0.59
SLB 44.42 1.06 0.10 0.78 0.08
TRQ 1.66 0.10 7.08 0.93 6.59
TSLA 308.17 7.18 0.13 0.83 0.11
TSN 60.69 1.25 0.17 0.84 0.14
VLO 83.46 1.23 0.11 0.87 0.10
VOC 4.50 0.07 1.52 0.81 1.22
VUZI 3.88 0.26 1.30 0.90 1.17
WPM 20.88 0.36 0.18 0.95 0.18
WU 17.95 0.22 0.45 1.01 0.45
WUBA 68.51 1.13 0.28 1.03 0.29
X 22.75 0.76 0.18 1.03 0.18
XLNX 117.39 2.26 0.13 0.95 0.12
AABA 69.07 0.67 0.12 0.70 0.09
AAL 36.21 0.65 0.13 0.73 0.10
AAPL 170.18 2.56 0.14 0.91 0.13
ACRS 6.99 0.35 0.94 0.69 0.64
ADNT 19.75 0.80 0.24 1.08 0.26
AERI 41.55 2.01 0.97 1.15 1.12
AGN 139.59 3.02 0.10 0.93 0.09
AKS 2.98 0.09 0.69 0.91 0.63
AZN 36.58 0.61 0.36 0.64 0.23
BA 410.58 5.05 0.10 0.90 0.09
BABA 169.40 2.06 0.13 0.72 0.10
BAC 28.70 0.33 0.15 0.65 0.10
BAS 4.93 0.18 0.88 0.79 0.70
BYD 27.56 0.98 0.86 0.76 0.66
BZUN 34.97 0.86 0.40 0.91 0.37
CAR 27.52 0.81 1.14 0.93 1.06
COT 15.77 0.18 1.38 1.03 1.42
CPE 7.61 0.52 0.30 1.02 0.31
CRC 19.53 1.19 0.17 1.11 0.19
CRR 4.04 0.19 0.96 0.85 0.82
DISH 28.86 2.02 0.16 1.01 0.16
DLPH 17.61 0.56 1.12 0.95 1.06
DO 9.53 0.58 0.38 1.24 0.47
DSW 27.43 0.84 0.81 0.85 0.69
DVA 57.92 1.17 0.81 0.75 0.61
ETSY 55.04 2.91 1.34 1.13 1.51
EXC 47.90 0.26 0.81 0.92 0.75
F 8.41 0.27 0.41 0.82 0.33
FB 164.07 2.49 0.13 0.74 0.10
GES 21.02 0.55 1.37 0.88 1.20
GIII 34.69 1.08 1.18 0.68 0.80
GILD 65.94 1.18 0.15 1.28 0.19
GIS 44.47 0.64 2.25 0.78 1.74
HAIN 17.79 0.84 0.24 1.39 0.34
HAL 31.40 0.87 0.13 0.86 0.11
HALO 16.60 0.34 1.42 0.77 1.09
HAS 89.97 1.52 0.16 0.97 0.16
HBAN 13.89 0.15 0.64 0.90 0.58
HCA 140.89 1.70 0.91 0.64 0.59


Options screener by OptionClue:

Last update of the screener: 2019-02-14 11:03 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.