Option alerts – what stock options to buy and sell


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Asset Last ATR Theta Sigma Alpha
AAL 15.53 0.52 1.01 0.74 0.74
AAOI 10.17 0.60 0.34 1.41 0.48
AAPL 130.89 2.96 0.16 0.89 0.14
ALNY 170.93 11.46 1.38 2.00 2.76
AMAT 98.05 2.53 0.24 1.50 0.36
AMD 91.78 3.05 0.24 1.00 0.24
AMRN 5.96 0.26 0.32 1.22 0.38
AMZN 3165.89 67.87 0.21 1.12 0.23
BC 86.69 2.24 1.35 1.41 1.90
BEN 26.45 0.54 1.17 1.16 1.35
BHP 71.07 0.98 1.55 1.24 1.92
BIDU 236.94 12.98 0.66 1.11 0.73
BKD 4.83 0.45 2.31 1.15 2.65
CIEN 53.20 2.19 0.18 0.87 0.16
CLF 17.78 1.02 0.30 1.38 0.42
CLR 19.39 1.35 1.28 1.11 1.42
CMCSA 50.16 0.85 0.24 1.06 0.26
COF 112.08 2.58 1.12 1.50 1.67
COG 18.92 0.72 1.51 1.51 2.28
CVI 17.20 0.89 0.53 1.20 0.64
CVS 74.92 1.60 0.22 1.32 0.29
CVX 93.25 1.58 1.05 1.06 1.11
EGO 12.11 0.34 0.31 1.28 0.39
EL 256.66 6.10 0.34 0.86 0.29
EOG 60.10 2.54 1.40 1.45 2.03
EPD 22.74 0.38 0.97 1.34 1.30
FOLD 22.98 0.68 3.74 1.00 3.73
FOSL 9.96 0.64 1.20 0.89 1.07
FOX 29.31 0.72 1.37 1.16 1.59
FOXA 29.96 0.70 1.09 1.16 1.26
GPRO 8.96 0.29 0.29 1.01 0.29
GPS 22.23 0.79 1.11 1.35 1.50
GRMN 120.79 1.98 0.31 0.93 0.29
GRUB 79.31 1.54 0.25 1.31 0.33
GSAT 0.84 0.36 4.90 4.17 20.44
HLT 111.87 2.53 1.54 1.12 1.72
HOLX 77.85 1.68 1.15 1.27 1.46
HON 207.02 2.22 1.52 0.92 1.40
HPE 12.17 0.22 0.28 0.82 0.23
HPQ 25.71 0.34 1.48 1.15 1.70
HRB 16.44 0.36 1.03 0.72 0.74
INVE 7.88 0.56 1.84 1.17 2.16
ITUB 5.96 0.18 0.43 0.95 0.41
JCI 52.01 0.88 1.90 1.80 3.42
JD 90.44 3.02 0.23 1.13 0.27
LBTYK 24.67 0.63 1.20 1.10 1.32
LDOS 105.59 2.05 0.69 0.97 0.67
LKQ 39.36 0.71 2.29 1.57 3.61
MGM 30.04 0.75 1.52 0.97 1.47
MLCO 17.11 0.90 1.73 1.22 2.12
MNRO 58.30 1.99 1.39 1.27 1.77
MOH 228.59 8.80 1.36 1.55 2.10
NAK 0.60 0.14 1.71 2.01 3.43
NEM 62.07 1.22 0.19 1.17 0.22
NFLX 507.79 19.34 0.21 1.18 0.25
PANW 365.80 10.12 1.27 0.83 1.05
PBH 37.70 0.42 1.81 1.10 1.99
PBR 11.21 0.47 1.37 0.87 1.19
PXD 130.93 5.00 1.16 1.41 1.63
PYPL 244.90 10.90 1.11 0.91 1.01
QCOM 157.42 4.28 0.19 0.86 0.16
QEP 3.04 0.10 1.66 1.10 1.83
QIWI 10.56 0.20 0.47 0.47 0.22
RPM 87.37 2.29 0.45 1.11 0.50
RRC 9.27 0.65 1.59 1.71 2.73
RRD 2.19 0.23 1.66 0.94 1.56
SBGI 32.19 1.53 1.40 1.02 1.44
SHOO 35.99 1.34 1.64 1.12 1.84
SIRI 5.89 0.18 1.56 1.41 2.20
SLB 25.46 1.20 0.22 1.47 0.33
SNAP 53.43 3.96 0.28 1.09 0.30
SPH 14.87 0.34 1.72 0.96 1.64
TRN 27.73 0.72 1.46 0.97 1.42
TRQ 12.07 0.43 7.65 1.21 9.24
TSLA 854.41 28.47 0.29 1.32 0.38
TSN 64.09 1.40 1.19 0.83 0.98
VALE 18.15 0.48 0.32 1.10 0.36
VLO 57.70 1.98 0.98 0.84 0.83
VOC 2.97 0.13 1.62 1.30 2.10
VOD 17.45 0.22 0.24 0.99 0.23
WPM 41.16 1.58 0.19 1.23 0.23
WU 22.39 0.37 1.19 1.10 1.31
X 22.60 1.87 2.01 1.41 2.84
XLNX 141.17 5.03 0.23 1.01 0.23


Options screener by OptionClue:

Last update of the screener: 2021-01-14 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.