Option alerts – what stock options to buy and sell


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Asset Last ATR Theta Sigma Alpha
AAL 21.16 1.03 0.89 1.16 1.03
AAOI 7.40 0.32 1.40 1.11 1.55
AAPL 146.80 2.38 1.25 0.93 1.17
AMAT 137.18 2.38 1.35 1.21 1.63
AMD 91.21 2.28 1.10 0.85 0.93
AMRN 4.12 0.20 1.61 0.94 1.51
AMZN 3638.03 57.75 1.12 1.01 1.14
APO 58.51 1.12 1.20 1.18 1.42
BUD 68.19 1.35 0.93 1.01 0.94
BX 110.13 3.60 1.14 1.70 1.94
BYD 56.23 1.59 1.03 1.14 1.17
BZUN 31.87 1.02 1.19 1.02 1.22
C 66.93 1.38 0.85 0.90 0.77
CRC 26.04 0.98 0.86 1.13 0.97
CSCO 54.54 0.77 1.62 0.88 1.43
CSOD 48.87 1.07 1.44 1.12 1.62
CSX 32.67 0.68 0.30 0.71 0.21
EBAY 72.06 2.49 1.07 0.98 1.04
EGO 9.37 0.34 0.96 0.92 0.88
EL 326.58 6.09 1.31 0.94 1.23
EOG 73.70 1.61 1.16 1.41 1.64
FOLD 8.74 0.46 1.16 0.91 1.06
FOSL 12.41 0.66 1.06 0.92 0.98
FOX 33.75 0.77 1.61 1.18 1.90
FWONA 42.00 0.44 1.50 0.87 1.31
GT 15.51 0.40 0.94 1.03 0.96
GWW 454.43 6.58 1.45 0.90 1.30
HAIN 39.29 0.71 2.27 0.97 2.21
HAL 20.55 0.62 1.03 1.24 1.28
HALO 42.47 1.00 0.86 1.09 0.94
HXL 57.37 1.30 1.21 1.43 1.74
IBM 140.71 1.40 0.97 0.98 0.95
IBN 17.60 0.16 1.50 1.07 1.61
ICON 3.13 0.04 1.81 0.42 0.76
INFO 115.55 1.10 1.05 0.86 0.90
LAMR 102.36 2.44 1.56 1.36 2.13
LB 76.35 1.58 1.64 0.88 1.44
LBTYA 26.03 0.50 1.17 1.07 1.26
LBTYK 26.04 0.50 2.10 1.04 2.19
MLCO 15.15 0.37 1.41 1.23 1.74
MNRO 62.35 1.40 1.77 1.10 1.95
MOH 257.57 5.05 1.37 0.94 1.29
MOS 30.15 0.70 0.74 0.94 0.69
MPC 53.39 1.03 1.07 1.33 1.42
NKE 163.68 2.82 1.16 0.78 0.91
NLSN 24.05 0.48 2.02 0.96 1.94
NOAH 42.57 1.00 1.13 0.84 0.95
NRG 40.64 0.88 0.79 0.92 0.73
PCAR 87.14 1.14 1.47 0.77 1.13
PEP 155.19 1.79 1.64 1.40 2.30
PFE 41.47 0.65 1.31 1.33 1.74
RAD 14.95 0.71 0.76 0.85 0.64
RCII 54.43 1.37 0.80 0.73 0.58
RH 675.04 14.75 1.31 1.05 1.38
RIG 3.75 0.27 1.58 1.22 1.93


Options screener by OptionClue:

Last update of the screener: 2021-07-23 11:00 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.