Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
AAL 28.05 0.78 0.16 1.05 0.17
AAOI 10.84 0.55 1.29 0.89 1.14
AAPL 234.37 2.03 0.21 1.28 0.27
ACIA 64.85 0.39 2.09 0.82 1.72
BAX 87.02 1.69 1.35 1.11 1.50
BBY 68.41 1.54 0.20 1.11 0.22
BC 55.44 0.82 1.09 1.07 1.18
BEN 26.89 0.61 0.47 0.82 0.39
CIEN 37.20 0.83 1.16 0.79 0.92
CLF 6.96 0.38 0.94 0.81 0.76
CLR 27.95 0.91 0.62 0.65 0.40
CMCSA 45.60 0.50 1.10 0.95 1.04
COF 89.94 1.35 1.22 1.00 1.23
COG 17.85 0.34 0.97 0.83 0.80
CTL 12.17 0.37 0.20 0.85 0.17
CTRP 30.84 0.56 0.80 0.84 0.67
CVI 43.09 0.93 1.02 0.90 0.91
CVS 65.41 1.03 0.21 1.24 0.25
CVX 115.11 1.58 0.21 0.97 0.20
CY 23.38 0.08 5.22 0.73 3.79
DVA 57.01 1.22 1.01 0.81 0.82
EA 96.22 1.89 1.25 0.85 1.07
EBAY 38.92 0.60 0.22 0.96 0.21
FIT 3.74 0.41 1.77 0.91 1.61
FITB 27.16 0.48 1.11 1.00 1.10
FL 43.64 1.00 0.25 1.00 0.25
FLEX 10.17 0.22 1.23 0.93 1.14
GLUU 5.96 0.16 1.42 1.11 1.58
GLW 29.52 0.28 0.99 1.00 0.99
GM 36.65 0.77 0.16 1.02 0.17
GME 5.88 0.33 1.34 0.87 1.16
GOOG 1243.64 14.77 0.20 1.19 0.24
HIG 58.90 0.98 0.26 0.96 0.25
HLF 38.25 0.57 1.12 0.98 1.10
HLT 92.20 1.04 0.31 0.99 0.30
HOLX 48.97 0.46 1.41 0.89 1.25
HON 163.63 1.66 1.27 0.86 1.09
INVE 4.78 0.13 2.34 0.96 2.25
ITUB 8.36 0.30 0.61 0.80 0.49
JCP 1.02 0.02 1.41 0.68 0.95
JD 31.24 0.62 0.23 1.11 0.25
JMEI 2.01 0.06 1.54 0.72 1.11
LB 17.81 0.50 1.06 0.94 1.00
LBTYA 26.18 0.68 1.12 0.99 1.11
LBTYK 24.85 0.45 1.19 0.94 1.11
LDOS 81.34 1.21 1.33 0.93 1.24
MDLZ 54.27 0.62 0.27 0.92 0.25
MET 45.96 0.74 1.28 0.93 1.19
MGM 27.43 0.74 1.04 0.91 0.94
MLCO 20.72 0.32 1.16 1.04 1.22
MNRO 78.86 1.42 0.41 0.89 0.37
MOH 118.00 2.21 0.86 0.96 0.82
MXIM 57.74 1.11 1.06 0.88 0.94
MYL 18.74 0.56 1.22 0.66 0.80
NAK 0.52 0.02 3.27 1.04 3.41
NXST 98.69 2.07 1.10 0.82 0.91
OCN 1.74 0.05 1.62 0.93 1.51
OKE 68.45 0.90 0.91 0.95 0.87
OPK 2.07 0.08 0.73 0.79 0.57
ORCL 55.88 0.46 0.17 1.12 0.19
PFS 24.47 0.28 0.99 0.82 0.81
PG 116.78 1.26 0.27 1.27 0.34
PH 180.25 2.84 0.20 1.02 0.20
PM 79.10 1.36 0.39 0.88 0.34
PPG 118.96 2.18 1.50 0.97 1.46
RAD 8.87 0.87 0.93 0.94 0.87
RCII 26.26 1.18 1.89 1.06 2.00
RH 181.98 3.17 1.49 1.04 1.55
RIG 4.76 0.32 0.19 0.79 0.15
SEAS 27.42 1.07 1.06 0.82 0.87
SEE 40.88 0.55 0.28 0.85 0.24
SGMS 23.98 0.81 1.24 1.06 1.31
SHAK 90.44 1.27 1.31 0.96 1.26
TLRD 4.30 0.24 0.89 0.61 0.54
TRN 18.06 0.54 2.96 0.92 2.72
TSLA 259.75 5.18 0.20 1.13 0.23
TSN 81.86 2.07 0.19 0.85 0.16
UAA 20.25 0.28 0.16 0.86 0.14
UAL 89.70 2.61 0.91 1.14 1.04
UNVR 20.89 0.41 0.97 0.81 0.79
V 177.87 1.99 0.21 1.00 0.21
VAC 108.45 1.54 0.31 0.89 0.28
VALE 11.21 0.14 0.24 0.96 0.23
VIAB 22.83 0.40 0.99 0.88 0.87
VLO 89.09 1.61 1.01 1.10 1.12
VOC 5.04 0.07 3.01 0.99 2.99
VOD 20.58 0.19 0.29 1.28 0.38
WPM 25.54 0.57 0.86 0.97 0.84
WU 23.96 0.24 1.39 0.95 1.32
WUBA 50.80 1.01 1.03 0.80 0.83
X 10.48 0.98 0.35 0.79 0.28
XOM 68.23 1.32 0.23 0.85 0.19
XPO 76.95 1.71 0.24 1.27 0.30
YELP 33.61 0.70 1.26 0.72 0.90
YNDX 30.20 0.80 0.24 1.75 0.42
YPF 9.10 0.20 1.60 0.81 1.30
YUM 111.48 1.21 0.30 0.83 0.25


Options screener by OptionClue:

Last update of the screener: 2019-10-17 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.