Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
ITUB 11.30 0.29 0.26 1.07 0.28
JCI 37.55 1.23 0.27 0.87 0.24
JCP 2.41 0.23 1.26 1.08 1.36
JD 32.36 1.08 0.48 1.38 0.66
JMEI 1.52 0.14 0.92 1.25 1.16
JNJ 130.43 1.81 0.13 0.78 0.10
JNPR 26.84 0.28 0.20 0.91 0.18
JPM 113.70 1.36 0.13 0.79 0.10
KGC 2.86 0.26 0.83 1.81 1.50
KMI 17.73 0.41 0.26 0.97 0.25
KO 46.08 0.50 0.21 0.87 0.19
KORS 71.32 1.93 0.27 1.46 0.39
KS 34.23 0.29 7.24 1.39 10.06
LB 31.89 0.95 0.20 0.69 0.14
LBTYA 26.80 0.63 1.06 1.00 1.07
LBTYK 25.97 0.55 1.22 0.91 1.10
LDOS 70.62 0.73 0.52 0.87 0.46
LEE 2.85 0.05 3.45 1.00 3.45
LGCY 4.11 0.61 0.70 1.06 0.74
LKQ 33.17 0.52 0.72 0.84 0.60
LLNW 3.98 0.14 1.07 1.05 1.13
LNG 60.28 2.72 1.17 1.02 1.19
LSTR 115.15 2.70 1.09 0.94 1.02
LULU 126.45 3.84 0.28 1.14 0.32
LVS 64.46 2.10 0.19 1.13 0.21
M 35.95 4.18 0.33 1.40 0.47
MAS 38.34 0.93 0.40 1.03 0.41
MDCO 39.78 1.04 0.43 0.73 0.32
MDLZ 41.81 0.40 0.18 1.08 0.19
MET 44.86 0.66 0.21 1.00 0.22
MGM 28.37 0.52 0.19 1.04 0.19
MLCO 21.15 1.19 0.77 1.23 0.94
MNRO 70.55 1.82 1.03 0.81 0.83
MOH 134.01 1.43 0.27 1.15 0.32
MOS 29.65 0.66 0.21 1.21 0.25
MPC 77.18 2.51 0.15 0.90 0.13
MRK 67.37 1.10 0.23 1.02 0.23
MRVL 20.09 0.55 0.24 1.22 0.29
MS 47.45 0.57 0.18 1.04 0.19
CF 47.09 0.99 0.17 1.08 0.18
MSFT 107.66 2.16 0.19 0.81 0.15
MTOR 21.05 0.65 0.36 0.86 0.31
MTZ 44.60 1.25 0.27 1.05 0.28
MU 47.49 2.72 0.17 1.20 0.20
AABA 67.04 1.33 0.23 1.27 0.29
AAL 37.44 1.10 0.19 0.81 0.15
AAOI 41.34 1.61 0.18 1.00 0.18
AAPL 210.24 2.41 0.19 1.02 0.20
ABX 9.98 0.54 0.98 1.16 1.14
ACIA 38.36 1.24 0.56 1.27 0.71
ACRS 15.77 1.31 1.74 1.16 2.02
ADNT 44.29 1.81 0.77 1.01 0.78
ADP 141.24 2.28 0.21 1.23 0.25
MXIM 60.46 0.89 0.61 1.04 0.63
AERI 63.60 2.85 1.42 1.11 1.58
AGN 183.76 1.78 0.17 0.80 0.13
AKS 4.08 0.17 0.37 0.97 0.36
ALNY 91.22 2.22 0.28 0.97 0.27
AMAT 47.51 0.93 0.51 0.94 0.48
AMD 19.70 0.90 0.21 0.97 0.20
AMRN 2.96 0.15 0.49 0.96 0.47
AMZN 1882.62 46.42 0.18 0.97 0.18
APC 62.34 3.94 0.18 1.14 0.21
ARAY 3.48 0.35 1.75 1.67 2.92
ASH 83.81 1.43 1.10 0.93 1.03
ATVI 69.31 2.36 0.16 1.05 0.17
AUY 2.70 0.17 0.77 1.10 0.85
AVEO 2.18 0.20 0.44 0.71 0.31
AVP 1.85 0.20 0.97 1.26 1.22
AXL 16.34 0.54 0.29 0.96 0.28
GG 10.76 0.63 0.29 1.52 0.44
AXP 101.51 1.09 0.18 0.92 0.17
AZN 38.45 0.47 0.22 0.98 0.22
BA 331.76 9.11 0.17 1.04 0.17
BABA 169.83 4.46 0.26 1.27 0.33
BAC 30.36 0.46 0.18 0.87 0.15
BAS 8.53 0.70 0.73 0.95 0.69
BAX 71.25 1.14 1.31 0.99 1.30
BBY 76.38 2.52 0.30 0.99 0.30
BC 63.02 0.95 1.27 0.75 0.94
BEN 32.16 0.54 0.52 0.98 0.51
BHBK 22.05 0.30 1.89 0.89 1.68
BHP 46.96 1.22 0.33 1.27 0.41
BIDU 213.47 6.20 0.12 1.11 0.14
BKD 7.75 0.20 0.91 1.15 1.04
BMY 60.26 1.03 0.21 0.80 0.17
BPI 13.12 0.26 1.41 0.78 1.10
BUD 98.38 1.67 0.18 1.10 0.20
C 68.65 1.35 0.17 1.02 0.18
BX 35.41 0.46 0.23 0.88 0.20
BYD 35.18 0.71 1.19 0.87 1.03
BZUN 48.16 3.03 0.29 1.29 0.37
CA 43.59 0.17 0.20 0.48 0.10
CAR 34.15 1.32 0.18 1.15 0.20
CAT 132.02 3.82 0.20 1.32 0.27
CCI 112.25 1.50 0.59 0.87 0.52
MXWL 3.85 0.34 1.12 1.43 1.59
MYL 37.82 0.74 0.29 1.29 0.38
NAK 0.50 0.02 2.98 1.00 2.98
CHK 4.40 0.31 0.39 0.86 0.34
CHRW 94.57 1.58 0.97 0.81 0.79
CIEN 26.01 0.52 1.30 0.77 1.00
CLF 9.85 0.50 0.27 0.93 0.25
CLR 61.40 3.34 1.48 1.01 1.49
CMCSA 34.97 0.60 0.18 0.78 0.14
COF 97.26 1.27 1.42 0.82 1.16
COL 135.38 1.45 1.07 1.00 1.07
COP 67.82 3.66 0.26 1.27 0.33
COST 221.67 3.34 0.22 0.93 0.21
COT 15.51 0.14 1.75 1.05 1.83
CPE 10.23 1.04 0.55 1.23 0.67
CRC 28.69 3.94 0.14 1.15 0.17
CRR 7.91 0.68 1.08 1.08 1.17
CSCO 43.86 1.49 0.63 1.08 0.68
CSOD 52.23 1.43 1.09 0.88 0.96
CSX 73.16 0.92 0.16 0.83 0.13
CTL 22.47 0.75 0.24 1.85 0.44
CTRP 38.30 0.80 0.14 1.04 0.15
CVI 34.26 2.00 1.57 1.15 1.81
CVS 71.64 1.49 0.18 1.25 0.22
CVX 116.82 4.30 0.27 1.12 0.30
CY 16.05 0.50 0.31 1.16 0.36
CYH 3.21 0.27 0.29 0.81 0.24
CZR 9.30 0.40 0.18 0.90 0.16
DE 135.70 4.59 0.53 1.20 0.64
DHI 43.83 0.90 0.18 0.88 0.16
DIS 112.85 1.65 0.21 0.90 0.19
DISCK 24.23 0.39 0.53 1.04 0.54
DISH 35.17 0.87 0.17 1.17 0.19
DLPH 39.53 0.87 1.22 1.32 1.61
DO 16.09 1.21 0.77 1.21 0.92
DSW 28.16 1.04 1.90 1.16 2.20
DVA 71.89 1.44 1.19 1.06 1.26
DVMT 94.68 1.06 0.43 0.77 0.33
EA 128.05 4.74 0.22 0.87 0.19
EBAY 33.86 0.50 0.15 0.84 0.13
EGN 75.20 4.57 0.16 1.18 0.19
EGO 0.93 0.08 1.92 1.20 2.31
EL 133.53 2.28 0.26 1.05 0.28
EPD 28.74 0.46 0.18 0.87 0.15
EQR 67.16 0.88 1.01 0.89 0.90
EQT 49.24 1.23 1.27 0.87 1.10
ESPR 45.96 1.54 2.22 0.82 1.82
ESV 6.16 0.56 0.36 1.23 0.44
ETE 17.38 0.60 0.22 1.27 0.28
ETP 22.06 0.77 0.32 1.17 0.38
ETSY 44.86 2.05 0.59 1.37 0.80
EXC 43.63 0.59 0.32 1.27 0.41
F 9.45 0.15 0.31 1.06 0.33
FB 179.53 6.09 0.13 0.91 0.12
FCX 13.66 1.04 0.18 1.27 0.23
FDC 23.77 0.64 0.27 1.01 0.28
FEYE 14.38 0.35 0.16 0.91 0.14
FIT 5.28 0.25 0.24 1.05 0.25
FITB 29.17 0.52 0.31 0.87 0.27
FL 48.35 1.53 0.21 0.83 0.17
FLEX 13.37 0.28 0.28 0.98 0.28
FOLD 13.39 0.70 0.64 1.18 0.76
FOSL 24.52 1.77 0.25 1.15 0.28
FOX 44.80 0.37 0.17 0.63 0.11
FOXA 45.34 0.44 0.13 0.63 0.08
FTR 5.30 0.25 0.35 0.82 0.29
FWONA 33.67 1.15 1.06 1.19 1.26
GATX 81.56 2.59 1.18 0.75 0.88
GD 192.31 2.70 0.14 0.80 0.12
GE 12.22 0.42 0.21 1.17 0.24
GES 21.80 2.22 0.35 0.99 0.35
GGP 21.40 0.21 1.03 0.78 0.80
GIII 44.04 2.75 1.71 0.94 1.61
GILD 74.84 2.22 0.18 1.00 0.18
GIS 46.23 1.02 0.36 1.05 0.38
GLUU 6.31 0.29 0.55 1.02 0.56
GLW 32.37 0.48 0.18 0.76 0.13
GM 35.94 0.74 0.18 1.10 0.19
GME 15.42 0.30 0.35 0.97 0.35
GOOG 1214.38 25.73 0.15 0.75 0.11
GPRO 5.83 0.22 0.27 1.21 0.33
GPS 31.05 1.74 0.26 1.24 0.32
GRMN 63.64 0.52 0.96 0.76 0.73
GRUB 127.37 5.06 0.13 0.77 0.10
GT 23.37 0.40 0.17 0.87 0.15
GWW 357.89 4.54 1.20 0.89 1.07
HAIN 28.52 0.75 0.38 0.97 0.37
HAL 39.70 1.49 0.13 0.95 0.12
HALO 17.18 0.34 0.42 0.90 0.38
HAS 98.71 1.50 0.22 0.75 0.16
HBAN 15.91 0.24 1.07 1.00 1.08
HCA 129.63 1.93 1.38 0.91 1.26
NBL 28.93 1.32 1.01 1.44 1.45
NLSN 26.15 1.11 0.38 0.98 0.37
HLF 57.20 2.11 0.29 1.33 0.39
HOLX 38.41 1.11 0.27 1.42 0.38
HON 152.43 2.29 0.23 0.78 0.18
HPE 16.03 0.30 0.35 0.91 0.32
HPQ 24.03 0.21 0.30 1.06 0.32
HRB 26.14 0.32 0.31 1.02 0.32
HRTG 15.71 0.47 0.80 1.39 1.12
HTZ 19.52 0.94 0.18 1.25 0.23
HXL 68.42 1.08 0.76 0.85 0.65
IBM 143.91 2.00 0.18 0.83 0.15
IBN 9.41 0.21 0.44 1.21 0.54
ILG 34.05 0.38 0.96 0.96 0.92
INFO 53.55 0.73 0.55 0.60 0.33
INFY 20.87 0.30 0.48 0.88 0.42
INTC 47.46 1.10 0.13 0.94 0.13
INVE 6.06 0.31 1.96 1.45 2.84
NOAH 40.71 2.71 0.89 1.40 1.25
NRG 32.61 0.37 0.23 1.20 0.28
P 8.01 0.31 0.35 0.87 0.30
ORCL 47.84 0.74 0.19 0.86 0.17
PAH 12.02 0.22 0.82 0.92 0.76
PCAR 64.53 1.30 0.31 0.88 0.27
PE 27.82 1.91 0.37 1.37 0.51
PEP 113.45 1.49 0.15 0.95 0.15
PF 66.26 0.35 1.53 0.96 1.47
PRGO 69.44 1.94 0.30 1.53 0.46
PSEC 6.94 0.10 1.67 0.84 1.41
PTC 92.10 3.72 0.25 0.84 0.21
PVH 148.54 5.84 1.36 0.95 1.29
QCOM 65.68 1.28 0.18 0.82 0.15
QEP 9.22 0.56 0.86 0.90 0.77
QIWI 15.66 1.16 1.11 1.19 1.31
RAD 1.35 0.12 0.90 1.48 1.33
ROST 91.17 1.51 0.37 1.25 0.47
RPM 63.54 1.13 0.50 0.69 0.34
RRC 14.68 0.88 0.19 0.98 0.19
SCHW 50.24 0.74 0.19 0.78 0.15
SEAS 25.55 0.61 0.35 1.44 0.51
SEE 39.72 0.49 0.37 1.64 0.61
SGMS 29.30 2.13 0.12 1.55 0.18
SNAP 12.18 0.19 0.22 0.99 0.22
SPH 24.21 0.44 1.50 1.68 2.51
STLD 42.54 1.32 0.66 1.14 0.76
SWN 5.09 0.37 0.44 1.09 0.48
TGT 80.69 2.74 0.25 1.06 0.27
THC 33.09 0.88 0.13 1.23 0.16
TJX 98.99 2.13 0.40 1.20 0.48
TLRD 20.45 2.32 0.12 0.90 0.11
TTM 17.18 0.39 0.16 1.08 0.17
TWTR 32.38 1.28 0.12 0.76 0.09
UAA 20.59 0.83 0.19 0.98 0.19
UTX 131.05 2.43 0.22 0.89 0.20
V 139.71 1.85 0.20 0.76 0.15
VAC 117.28 2.02 1.00 1.02 1.02
VALE 12.94 0.39 0.27 1.05 0.28
VLO 111.52 3.59 0.14 0.90 0.13
VOC 5.45 0.42 1.47 0.89 1.31
VOD 22.73 0.29 0.21 1.17 0.24
VUZI 5.95 0.45 0.76 0.99 0.75
WFT 2.70 0.26 0.49 1.46 0.71
WLL 43.86 4.04 0.17 0.92 0.16
WMT 90.22 0.74 0.74 0.94 0.69
X 29.03 1.23 0.16 1.33 0.21
XLNX 70.61 1.25 0.21 0.89 0.19
XOM 76.94 1.39 0.18 1.33 0.25
XPO 99.88 3.21 0.34 0.99 0.34
YUM 82.87 1.15 0.17 1.24 0.21
ZNGA 3.70 0.12 0.49 1.08 0.53
ZOES 9.88 0.53 1.17 1.15 1.35


Options screener by OptionClue:

Last update of the screener: 2018-08-16 11:21 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.