Option alerts – what stock options to buy and sell


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Asset Last ATR Theta Sigma Alpha
AAL 14.86 1.01 0.25 1.05 0.26
AAOI 8.32 0.35 0.21 0.80 0.16
AAPL 123.08 2.48 0.14 0.98 0.14
AZN 53.39 0.77 1.66 0.85 1.40
BA 223.85 14.69 1.09 0.88 0.96
BABA 261.32 2.99 0.15 0.84 0.13
BAC 28.88 0.65 0.18 0.96 0.17
BAX 76.10 1.57 1.20 1.01 1.21
CAR 37.68 2.66 0.42 0.79 0.34
CAT 173.87 2.14 0.17 0.74 0.13
CCI 166.84 4.24 0.56 0.83 0.47
CF 37.85 1.00 0.22 1.26 0.28
CHRW 92.30 2.56 0.94 0.64 0.60
CVI 15.27 1.02 1.25 0.97 1.21
CVS 69.63 2.84 1.09 0.80 0.88
CVX 89.87 4.21 0.20 1.01 0.21
EPD 20.10 0.70 0.30 1.03 0.31
EQR 60.36 2.22 1.17 0.74 0.87
EQT 14.49 0.93 1.24 0.90 1.11
ESPR 29.72 2.11 0.58 0.76 0.44
FWONA 39.78 1.24 1.86 0.91 1.68
GATX 81.64 3.02 1.36 0.85 1.16
GE 10.43 0.47 0.29 0.99 0.28
GES 16.89 1.10 0.94 1.18 1.11
GWW 407.32 9.31 1.56 0.79 1.22
HAIN 37.14 1.75 1.10 0.84 0.92
HAL 17.61 1.30 1.09 1.05 1.15
HALO 40.66 1.32 0.78 0.81 0.63
HAS 93.93 3.67 1.69 0.97 1.65
HBAN 12.83 0.57 1.41 0.92 1.29
HXL 53.24 3.84 1.20 0.86 1.03
IBM 124.62 2.23 0.16 0.91 0.14
IBN 13.27 0.29 1.05 0.70 0.73
LAMR 80.48 2.29 1.26 0.74 0.93
LB 38.67 2.05 1.55 1.29 2.00
LBTYA 23.99 0.65 1.40 0.95 1.33
LBTYK 23.04 0.63 1.21 0.91 1.10
MOH 208.04 3.97 1.47 0.77 1.12
MOS 21.24 0.75 1.59 1.23 1.95
MPC 40.58 2.49 1.42 0.87 1.23
MRK 81.83 1.45 0.16 0.74 0.12
NKE 135.58 1.65 0.15 0.75 0.11
NLSN 16.36 0.43 1.15 0.79 0.91
NOAH 32.05 0.84 1.25 1.07 1.34
NRG 33.60 0.84 1.32 1.03 1.36
NUE 55.10 1.13 0.22 0.96 0.21
PCAR 87.15 1.48 1.09 0.78 0.86
PE 12.61 0.75 1.50 1.17 1.76
PEP 144.62 3.05 1.55 0.77 1.19
PFE 40.80 1.11 0.43 1.01 0.44
RAD 13.98 1.68 1.64 1.29 2.11
RCII 34.46 0.98 1.35 1.01 1.36
RH 454.43 19.58 1.48 0.95 1.40
RIG 2.09 0.27 2.37 1.62 3.85


Options screener by OptionClue:

Last update of the screener: 2020-12-03 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.