Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
AAL 13.54 0.96 0.18 1.32 0.24
AAOI 13.38 0.69 1.71 1.15 1.96
AAPL 452.04 11.91 0.17 1.36 0.23
ACIA 68.06 0.76 2.94 1.22 3.60
BAX 83.48 1.40 1.12 1.11 1.25
BBY 104.98 1.44 1.06 1.03 1.09
BC 63.40 1.58 1.21 1.17 1.41
BEN 22.01 1.50 1.57 1.30 2.05
COP 41.66 1.43 0.19 1.09 0.20
COST 336.76 5.73 0.15 1.08 0.17
CPE 10.04 0.63 5.22 4.67 24.37
DOW 44.28 1.45 0.18 1.15 0.20
DVA 82.46 1.02 0.76 1.06 0.81
FL 30.15 1.79 1.89 1.08 2.03
FOLD 14.62 0.42 1.29 0.93 1.20
GRMN 103.28 2.12 1.22 0.96 1.17
GT 9.84 0.60 1.04 1.01 1.05
GWW 355.81 5.30 0.82 0.90 0.73
HAIN 33.53 1.30 1.79 0.96 1.72
IBN 10.11 0.13 1.43 0.91 1.31
INFO 83.25 0.76 1.15 1.04 1.20
INFY 12.76 0.16 0.52 0.55 0.28
LDOS 94.41 3.60 1.01 1.06 1.07
LKQ 32.31 1.26 1.32 1.35 1.79
LLNW 6.00 0.20 1.90 0.82 1.55
MS 52.38 1.51 0.16 0.97 0.15
MSFT 209.19 5.53 0.21 1.02 0.21
MTOR 25.24 0.98 1.22 1.01 1.23
MTZ 48.76 2.29 1.22 1.49 1.82
MU 48.48 1.07 0.21 0.95 0.20
MXIM 70.10 1.70 0.58 0.62 0.35
NRG 35.26 0.60 1.58 0.97 1.53
NUE 45.89 0.70 0.95 1.16 1.10
NVDA 457.61 20.35 0.18 1.03 0.19
NWL 17.11 0.48 0.30 0.96 0.29
NXPI 124.91 3.55 0.19 0.93 0.17
NXST 89.84 5.04 1.20 0.99 1.19
PEP 137.80 3.43 0.20 0.81 0.16
PFE 38.33 0.74 0.13 0.66 0.09
PFS 14.30 0.66 1.23 1.04 1.28
PG 135.46 2.27 0.14 1.01 0.14
PH 209.56 4.40 1.87 1.81 3.38
RCII 32.50 1.58 1.89 1.36 2.58
RH 310.21 5.87 1.66 1.08 1.78
RIG 2.36 0.20 1.81 1.21 2.19
SIRI 6.09 0.15 0.42 0.90 0.38
SLB 20.36 0.96 0.19 1.18 0.23
SNAP 21.86 0.58 0.16 0.93 0.15
SPH 13.64 0.82 1.17 1.07 1.25
TWTR 37.44 1.18 0.14 0.77 0.11
UAA 11.01 0.54 1.09 1.02 1.12
UAL 36.40 2.27 0.19 1.20 0.22
UNVR 17.70 1.05 1.84 0.90 1.66
VZ 58.60 0.45 0.16 1.06 0.17
W 301.74 19.47 1.74 1.48 2.58
WDC 36.77 0.81 0.16 1.34 0.22
WFC 25.19 1.42 0.18 0.84 0.15
YUM 93.16 1.26 0.17 0.79 0.13
ZNGA 9.11 0.23 1.11 1.42 1.58
ZTS 159.36 3.97 0.90 1.27 1.14
ZYNE 3.96 0.43 1.24 0.93 1.16


Options screener by OptionClue:

Last update of the screener: 2020-08-13 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.