Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
APO 43.93 1.22 1.32 0.93 1.23
ARAY 2.31 0.13 2.09 1.25 2.60
ASH 67.48 1.52 1.42 1.25 1.78
ATVI 80.13 3.26 1.59 0.94 1.49
AUY 5.37 0.48 1.56 1.27 1.99
BBY 106.49 3.39 0.24 0.72 0.17
BC 58.59 4.25 1.23 1.02 1.26
BEN 19.58 0.79 0.78 1.03 0.80
BHP 51.83 1.46 0.73 1.04 0.76
CAR 27.66 2.74 0.47 1.23 0.59
CAT 144.38 5.31 1.21 0.98 1.19
CCI 155.62 3.98 1.93 1.12 2.16
CF 30.92 1.04 1.37 1.20 1.65
CVI 12.57 0.94 0.85 0.90 0.76
CVS 57.40 1.01 0.18 0.85 0.16
EGO 9.75 0.82 1.39 1.24 1.73
EL 207.63 4.38 0.65 0.85 0.55
EQR 50.65 2.15 1.56 1.24 1.93
FOLD 13.32 0.52 2.13 1.05 2.23
FOSL 7.03 0.58 0.36 1.05 0.38
FOX 25.98 1.20 1.58 1.20 1.89
GT 7.64 0.28 1.46 1.63 2.39
GWW 339.09 7.07 1.77 1.08 1.92
HAIN 33.16 1.57 1.46 1.07 1.57
HAL 12.65 0.86 1.15 1.27 1.46
HTZ 1.26 0.07 2.14 1.09 2.33
HXL 32.61 2.68 1.24 1.40 1.74
IBM 118.83 3.16 0.27 1.03 0.28
IBN 9.49 0.20 0.57 0.92 0.53
LAMR 64.31 3.62 0.82 1.05 0.86
LB 30.10 1.64 1.43 0.92 1.31
LBTYK 20.09 0.94 1.51 1.15 1.73
MGM 21.38 1.04 1.19 0.95 1.13
MLCO 16.06 0.75 1.18 1.41 1.67
MNRO 41.35 2.22 0.83 0.93 0.77
MOH 153.07 6.89 1.38 1.41 1.95
MOS 18.26 1.12 1.39 1.13 1.58
NBL 8.50 0.55 1.31 1.14 1.50
NEM 60.22 3.29 1.30 1.23 1.59
NFLX 470.61 22.04 1.28 0.89 1.14
NKE 127.11 5.12 0.35 1.50 0.52
NLSN 13.55 0.52 1.42 1.28 1.82
OTIC 3.41 0.22 2.38 0.81 1.93
PANW 239.13 9.38 0.23 0.77 0.17
PBH 34.58 1.17 1.57 1.02 1.60
PVH 62.08 4.32 1.21 1.05 1.28
PXD 86.90 6.14 1.24 1.10 1.37
PYPL 181.61 7.37 0.20 1.14 0.22
QCOM 110.57 3.86 0.26 0.90 0.23
SBGI 19.35 1.34 1.37 1.19 1.63
SBUX 82.99 2.08 0.23 0.92 0.21
TECK 13.75 0.48 1.54 1.46 2.25
TEVA 8.64 0.47 0.17 0.65 0.11
TGT 151.01 4.83 1.70 0.77 1.31
THC 21.76 2.49 1.37 1.56 2.14
TJX 52.87 2.20 0.44 0.88 0.38
TRN 19.34 0.54 0.94 1.22 1.14
VALE 10.65 0.34 1.74 1.40 2.44
VLO 44.51 2.98 0.34 1.02 0.34
VOC 1.33 0.10 1.93 0.91 1.76
WPM 47.23 2.35 1.20 1.26 1.50
WU 21.39 0.92 0.66 1.18 0.78
X 7.17 0.46 0.28 1.52 0.43
XLNX 97.29 3.27 0.29 0.97 0.28
XOM 34.39 1.44 1.02 1.02 1.04
AAL 11.93 0.83 0.20 1.00 0.20
AAOI 10.46 0.92 0.22 0.82 0.18


Options screener by OptionClue:

Last update of the screener: 2020-09-24 11:02 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.