Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
BYD 27.33 1.00 0.75 1.18 0.89
BZUN 46.16 1.52 0.46 0.99 0.45
CAR 32.65 3.68 0.50 1.15 0.57
CCI 111.73 1.40 1.24 1.13 1.39
CHK 3.72 0.20 0.81 1.07 0.87
CHRW 90.87 2.84 1.01 0.96 0.96
CIEN 34.73 1.10 0.31 1.54 0.48
COF 90.14 2.11 0.97 0.92 0.89
COG 25.47 0.96 0.30 1.39 0.42
COL 132.92 2.19 1.80 0.95 1.72
COT 15.44 0.35 1.57 0.99 1.54
CPE 11.08 0.76 0.59 1.14 0.67
CRC 29.34 1.84 0.22 0.83 0.18
CRR 5.15 0.33 0.90 0.93 0.84
CSOD 51.07 1.61 1.26 0.75 0.94
ABX 12.98 0.33 0.34 0.85 0.29
ACIA 45.22 2.14 0.75 1.63 1.22
CTL 21.47 0.48 1.34 1.00 1.34
CTRP 34.44 1.16 0.89 1.05 0.94
CVI 41.81 2.05 0.64 1.17 0.75
CVX 120.87 2.10 0.32 1.18 0.37
CY 13.57 0.32 0.72 1.00 0.72
ACRS 12.02 1.46 1.46 0.78 1.13
ADNT 29.85 1.63 0.66 0.74 0.49
ADP 148.30 3.48 1.25 1.03 1.29
AERI 51.03 8.31 1.26 1.04 1.31
ALNY 76.05 9.05 0.95 1.16 1.10
AMAT 35.25 0.74 0.77 0.94 0.72
APO 31.75 0.97 0.88 0.81 0.72
ARAY 5.24 0.36 1.65 1.55 2.56
ASH 83.97 5.29 1.33 1.30 1.72
AUY 2.32 0.09 1.05 1.06 1.11
AVEO 2.01 0.20 0.60 1.04 0.62
DISCK 29.85 0.79 0.83 0.99 0.82
AVP 2.04 0.11 1.12 0.93 1.04
AXL 12.92 0.76 0.35 1.43 0.50
AZN 39.21 0.54 0.56 0.96 0.54
BAC 28.54 0.53 0.23 1.00 0.23
BAS 8.16 0.45 0.63 0.89 0.56
BC 54.15 1.34 1.05 1.04 1.09
BEN 31.52 0.88 0.47 1.04 0.49
BHBK 23.65 0.59 1.58 1.02 1.61
BHP 48.94 0.66 0.90 1.08 0.97
BKD 8.85 0.92 1.08 1.16 1.25
BMY 52.99 1.23 0.36 0.98 0.35
BPI 9.82 0.59 1.78 1.02 1.81
DISH 32.12 3.70 1.16 1.11 1.29
DLPH 20.20 2.33 0.23 0.81 0.19
DO 14.62 0.72 0.37 0.99 0.37
DSW 28.21 0.94 1.35 0.79 1.07
DVA 76.08 4.12 0.70 1.60 1.13
TJX 55.42 1.55 0.40 5.01 2.01
VAC 91.69 5.15 0.70 0.87 0.61
WFC 53.15 1.39 0.23 1.01 0.23
DVMT 97.86 4.16 0.98 1.36 1.34
EBAY 29.86 0.59 0.22 0.97 0.22
EGN 74.24 5.94 1.02 0.93 0.95
EL 142.34 2.30 0.73 1.15 0.84
EMES 2.64 0.50 0.43 1.28 0.55
EPD 27.13 0.43 0.59 1.09 0.64
EQR 67.47 1.44 1.34 1.06 1.42
EQT 34.17 2.70 0.32 1.19 0.38
ESPR 58.86 3.31 0.51 1.68 0.86
ESV 7.51 0.30 0.37 0.93 0.34
ETSY 50.01 5.92 0.45 1.28 0.58
EXC 44.67 0.67 1.15 0.95 1.09
FB 151.53 3.18 0.26 1.01 0.26
FCX 12.33 0.31 0.14 0.99 0.14
FDC 19.60 0.71 0.86 1.21 1.04
FIT 6.31 0.24 0.26 1.52 0.40
FITB 27.76 0.80 1.36 1.03 1.39
FL 50.41 2.07 0.68 1.14 0.77
FOX 47.16 0.71 3.35 1.24 4.15
FOXA 47.55 0.72 2.84 1.24 3.53
FTR 4.06 0.49 0.45 1.00 0.45
FWONA 32.43 0.96 0.96 0.92 0.88
GATX 79.69 2.51 1.19 0.98 1.17
GE 9.20 0.32 0.21 1.33 0.27
GES 22.61 0.82 0.51 1.05 0.53
GIII 41.38 2.00 1.33 0.87 1.15
GIS 43.85 0.93 0.48 1.15 0.55
GLUU 8.10 1.40 1.18 1.30 1.54
GPRO 5.75 0.32 0.26 1.17 0.30
GRMN 65.74 1.14 0.77 1.02 0.78
GWW 294.66 8.89 0.80 0.76 0.61
HAIN 26.13 0.91 0.66 1.03 0.68
HALO 15.91 1.72 1.08 0.98 1.06
HAS 100.40 2.05 0.56 0.97 0.54
HBAN 14.66 0.40 1.02 1.05 1.07
HCA 141.65 5.81 1.04 1.39 1.45
HES 60.88 2.21 0.91 0.90 0.81
HIG 46.94 1.22 0.92 1.00 0.91
HLF 55.20 0.92 1.26 0.97 1.22
HLT 72.82 1.94 0.93 0.96 0.89
HOLX 41.26 0.83 0.84 1.15 0.97
HPE 16.24 0.41 0.46 0.94 0.43
HPQ 25.47 0.85 0.45 0.93 0.42
HRB 28.32 0.89 1.16 1.27 1.47
HRTG 16.25 0.74 1.33 1.45 1.93
HXL 61.61 2.10 1.29 0.84 1.09
IBN 9.74 0.08 0.60 1.22 0.73
INFO 53.09 0.86 1.39 0.84 1.16
INVE 6.03 0.24 1.81 1.04 1.87
ITUB 13.61 0.44 0.96 0.72 0.69
JCI 33.40 0.83 0.75 0.91 0.68
JCP 1.51 0.11 0.70 0.91 0.64
JNPR 30.44 0.61 0.89 1.07 0.95
KGC 2.67 0.10 1.33 0.92 1.22
KNDI 5.13 0.36 1.11 0.95 1.06
KORS 49.05 2.77 0.23 1.33 0.31
LAMR 80.47 2.96 1.20 1.36 1.63
LB 34.85 1.38 0.28 1.24 0.35
LBTYA 26.60 1.16 0.65 0.91 0.59
LBTYK 25.94 1.07 1.30 0.90 1.17
LDOS 65.65 1.91 1.33 1.03 1.38
LEE 2.67 0.16 4.23 0.83 3.50
LGCY 3.74 0.19 1.32 1.29 1.71
LKQ 28.39 0.73 1.01 0.90 0.90
LLNW 3.86 0.14 1.38 0.88 1.21
LNG 61.70 1.36 0.82 0.96 0.79
LOW 95.18 3.76 0.40 0.91 0.36
LSTR 106.61 2.86 0.78 0.87 0.68
M 36.10 1.42 0.28 1.31 0.37
MAS 31.49 0.99 1.00 0.98 0.98
MDCO 25.64 0.85 0.49 0.77 0.38
MDLZ 43.66 0.72 0.98 1.33 1.30
MET 45.18 1.10 0.99 1.13 1.12
MLCO 18.17 0.78 0.34 1.01 0.34
MNRO 75.69 2.02 1.35 1.20 1.62
MOH 137.32 10.84 1.06 1.05 1.11
MPC 69.82 1.87 0.75 0.92 0.69
MU 40.93 1.09 0.25 1.08 0.27
MS 46.61 1.18 0.22 0.90 0.20
MTOR 17.79 0.83 1.28 0.89 1.14
MTZ 48.96 1.93 0.42 1.71 0.71
MXIM 52.64 1.01 1.12 0.97 1.09
MXWL 3.08 0.42 1.98 0.96 1.91
NBL 28.16 1.18 0.50 1.23 0.61
NFX 21.89 1.45 0.74 1.06 0.78
NLSN 26.56 0.67 1.53 1.09 1.67
NOAH 43.89 1.14 0.56 1.23 0.69
NRG 38.40 0.51 0.61 1.20 0.73
NUE 64.21 1.74 1.02 1.16 1.18
WPM 16.41 0.34 0.48 0.94 0.46
NWL 20.17 0.76 0.35 1.28 0.44
NXPI 85.45 1.87 0.84 1.17 0.99
NXST 83.21 3.65 1.39 1.26 1.75
OCN 3.08 0.35 1.19 1.36 1.62
OKE 64.07 1.54 1.08 1.00 1.07
P 8.96 0.29 0.20 1.05 0.21
PAH 11.15 0.22 1.41 0.83 1.17
PBH 41.29 1.35 1.35 1.57 2.12
PBR 15.55 0.65 0.24 0.75 0.18
PCAR 59.90 1.70 0.89 0.87 0.77
PFS 25.35 0.69 2.44 1.22 2.96
PH 170.27 4.10 0.78 1.08 0.84
PPG 109.05 2.96 1.08 0.86 0.93
QEP 9.80 1.21 0.52 1.20 0.63
QIWI 13.09 0.22 0.90 0.97 0.87
S 6.38 0.15 0.62 1.18 0.73
SBGI 31.39 1.82 1.44 1.59 2.29
SBUX 68.16 2.17 0.23 1.86 0.43
SHOO 32.73 1.20 0.75 0.72 0.54
SN 1.63 0.10 0.63 1.15 0.72
TEVA 23.73 0.70 0.20 1.28 0.25
THC 26.64 2.05 1.17 1.22 1.42
WU 18.49 0.25 1.53 0.95 1.45
WUBA 67.80 1.30 0.59 1.04 0.61
ZYNE 6.02 0.30 1.06 0.92 0.97


Options screener by OptionClue:

Last update of the screener: 2018-11-08 11:05 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.