Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
AIG 56.31 2.14 0.78 0.93 0.73
GOOG 2116.59 59.86 0.86 1.11 0.95
MHK 132.6 6.36 0.62 1.09 0.68
LVS 30.98 2.11 0.65 1.26 0.82
GLW 33.36 1.07 0.82 1.08 0.89
XLU 74.08 1.53 0.82 0.88 0.72
PNC 163.38 4.74 0.77 0.95 0.73
HES 118.27 5.08 0.83 1.01 0.84
CPB 47.79 1.39 0.93 1.32 1.23
CVX 173.02 5.32 1.34 1.03 1.38
BA 118.65 5.32 0.66 0.91 0.6
IWN 144.69 4.06 0.92 1.01 0.93
CHRW 104.96 2.58 1.12 0.95 1.06
LRCX 473.45 24.54 0.78 1.1 0.86
MS 81.78 2.64 0.86 0.85 0.73
VTR 55.77 1.25 0.84 0.88 0.74
QCOM 127.98 5.48 0.82 1 0.82
AMZN 2077.81 95.47 0.78 1.09 0.85
LEN 72.44 2.87 0.7 0.85 0.6
VFC 45.71 1.51 0.53 1.05 0.56
FB 181.84 7.27 0.59 1.17 0.69
VT 89.78 2.08 1.08 1.02 1.1
MU 66.42 3.04 0.81 0.97 0.79
SSTK 56.06 3.61 0.54 1.18 0.64
BAC 35.73 1.14 0.69 1.16 0.8
PPG 121.61 3.06 0.66 0.81 0.53
SO 75.72 1.43 1.01 0.89 0.9
BBY 73.89 3.4 0.69 0.88 0.61
NOC 470.59 12.17 1.41 0.99 1.4
ABBV 149.19 4.28 1.04 0.86 0.89
HAS 82.37 2.19 0.78 1.01 0.79
ROL 35.3 1.08 0.91 0.96 0.87
LAC 24.86 2.5 1.07 0.97 1.04
GLD 174.07 1.55 0.84 1.03 0.87
NOW 420.31 26.31 0.69 0.97 0.67
IGV 267.06 10.1 0.76 1.1 0.84
SSRM 20.57 0.79 1.09 1.07 1.17
JNJ 181.61 3.1 0.92 1.02 0.94
ITCI 56.81 3.28 1.07 1.25 1.34
TSM 88.97 2.64 0.63 1 0.63
ORCL 68.94 2.05 0.92 1.09 1
XME 51.96 2.12 1 1.13 1.13
CPRT 108.39 4.02 0.72 0.9 0.65
CLF 22.58 1.6 0.77 0.91 0.7
HGEN 2.06 0.2 0.58 0.87 0.5
DAL 37.31 1.81 0.78 1.11 0.87
FXI 29.29 0.75 0.66 0.86 0.57
DIA 319.63 6.47 1.13 1.12 1.27
BRK-B 309.41 6.2 1.08 1.19 1.29
FCX 37.58 1.84 0.79 0.98 0.77
FTFT 0.45 0.06 3.96 0.99 3.92
TTD 42.44 5.17 0.5 0.96 0.48
UAVS 0.78 0.1 1.1 0.93 1.02
REGN 684.96 16.75 0.79 1.07 0.85
SMH 224.98 9.24 0.91 0.98 0.89
MTUM 137.16 4.61 0.94 1.19 1.12
SLB 44.08 2.13 1.09 1.01 1.1
IBM 134.12 2.05 1 0.94 0.94
VOD 16.63 0.3 0.85 1.19 1.01
UBS 18.82 0.39 0.96 1.02 0.98
MDT 105.51 2.5 0.79 1.02 0.81
PYPL 78.72 4.37 0.32 0.98 0.31
PH 262.41 9.77 0.9 1.05 0.94
ROST 77.82 3.44 0.8 1.03 0.82
RTX 93.29 2.61 0.86 1 0.86
BBWI 36.22 2.28 0.55 0.96 0.53
NFLX 180.21 16.52 0.42 0.83 0.35
GEVO 3.51 0.35 0.67 0.91 0.61
GOLD 21.38 0.67 0.79 1.01 0.8
XLY 138.36 4.09 1.1 0.93 1.02
TLT 118.97 1.79 0.78 1.07 0.83
BSX 40.15 1.36 1.02 1 1.02
ETSY 70.6 10.65 0.33 0.96 0.32
OXY 65.11 2.13 1.54 1.41 2.17
KO 64.08 1.41 1.1 0.96 1.06
WMT 124.39 3.75 0.7 1.89 1.32
EFA 68.77 1.15 0.87 1.11 0.97
VIG 148.22 3.34 1.06 1.19 1.26
TMUS 129.32 3.69 1.02 1.01 1.03
STT 68.8 3.11 0.77 1.09 0.84
IWO 207.79 7.9 0.77 1.19 0.92
WFC 43.38 1.52 0.69 1.02 0.7
USB 51.08 1.38 0.86 1.07 0.92
COP 109.75 2.75 1.21 0.87 1.05
SLV 20.37 0.36 0.67 1.16 0.78
FITB 36.75 1.28 0.74 1.04 0.77
IP 47.41 1.34 0.77 0.9 0.69
BP 32.07 0.7 0.87 1.16 1.01
SYY 77.09 2.04 0.83 1.11 0.92
ZS 128.07 12.2 0.5 0.85 0.42
ENTG 101.92 4.73 0.87 0.87 0.76
MGM 31.26 1.97 0.64 1.03 0.66
AMD 91.74 5.43 0.71 0.94 0.67
RJF 93.45 2.32 1.1 0.91 1
SPY 394.42 8.98 1.05 1 1.05
OKTA 79.18 10.62 0.38 0.98 0.37
TPR 30.18 1.34 0.67 0.92 0.62
ACN 278.73 8.9 0.8 1.04 0.83
VZ 50.68 1.21 1.35 1.04 1.4
WSM 105.96 6.59 0.83 1.01 0.84
ENPH 161.72 11.49 0.74 1.03 0.76
XBI 67.18 3.27 0.67 0.85 0.57
XLE 84.26 1.92 1.2 1.26 1.51
DIS 101.76 3.53 0.68 1.14 0.78
FDX 205.56 6.7 0.71 1.18 0.84
ASML 549 21.01 0.66 0.98 0.65
GDXJ 40.27 1.55 0.7 0.93 0.65
QQQ 287.72 9.09 0.89 1.11 0.99
SE 72.26 7.66 0.28 0.94 0.26
OPTT 0.96 0.15 1.52 1.23 1.87
ADS 56.62 2.68 0.58 1.12 0.65
HAL 38.74 1.6 1.05 1.04 1.09
MCHI 47.78 1.24 0.66 1.49 0.98
NOV 18.98 0.94 0.88 1.18 1.04
KGC 4.62 0.22 0.68 1.35 0.92
CNP 31.32 0.71 0.95 0.91 0.86
PFSI 49.51 2.03 0.87 0.97 0.84
EEM 40.64 0.72 0.77 1.48 1.14
NNDM 2.73 0.2 0.43 1.13 0.49
WMB 36.11 0.9 0.96 1.18 1.13
LOW 185.44 6.65 1.06 1.05 1.11
APTV 91.66 4.91 0.5 1.13 0.56
JBHT 162.54 5.9 0.85 1.24 1.05
NEM 68.98 2.61 0.98 1.3 1.27
SOXL 19.4 2.87 0.51 0.93 0.47
GPS 9.36 0.67 0.44 0.85 0.37
KWEB 24.88 1.29 0.43 0.87 0.37
CB 207.95 4.84 0.82 0.99 0.81
SMAR 33.58 3.43 0.44 1.11 0.49
BLL 69.56 2.38 0.82 0.96 0.79
BHP 69.09 1.89 1.08 1.04 1.12
FEZ 38.46 0.7 0.83 1.03 0.85
VWO 41.78 0.72 0.8 0.9 0.72
HYG 77.25 0.65 1.77 1.07 1.89
WHR 168.93 6.77 0.79 1.06 0.84
UNP 217.45 6.06 1.14 1.14 1.3
BKNG 2045.77 65.68 0.88 0.89 0.78
DG 196.39 5.77 0.87 0.91 0.79
PGR 114.47 2.16 1.12 1.1 1.23
IBB 114.65 3.73 0.71 1.16 0.82
CRM 157.61 7.92 0.65 1.04 0.68
XOM 94.38 2.82 1.19 1.03 1.23
CSX 30.97 1.01 0.95 1.52 1.44
GD 220.92 6.47 0.92 1.21 1.11
INTC 41.64 1.34 1.03 1.16 1.19
EWZ 34.76 1.02 0.98 0.97 0.95
VRSN 166.8 5.65 0.85 1.03 0.88
GPN 122.99 4.6 0.58 1.08 0.63
ANF 18.65 1.74 0.46 1.14 0.52
EBAY 44.34 1.92 0.56 1.26 0.71
KLAC 330.81 17.02 1.1 0.97 1.07
ABT 113.76 3.24 0.77 1.26 0.97
COTY 5.97 0.42 0.56 1.15 0.64
HD 287.63 8.63 0.98 0.87 0.85
ZM 95.84 7.29 0.36 1.15 0.41
APPN 41.72 5.29 0.52 1.06 0.55
AAPL 139.91 5.89 0.87 1.26 1.1
CAT 205.22 5.05 0.91 1.14 1.04
WAT 318.48 10.21 0.84 1.23 1.03
CF 100.48 5.95 1.54 1 1.54
ESTC 56.87 5.94 0.45 1.06 0.48
PLD 120.21 5.29 0.85 1.52 1.29
CGNX 45.42 2.03 0.64 1.13 0.72
IEF 104.12 0.64 0.88 0.97 0.85
STX 79.8 2.7 0.78 1 0.78
LUMN 11.85 0.37 0.72 0.83 0.6
XLB 83.69 1.98 0.88 1.14 1
DE 336.6 12.31 0.75 1.04 0.78
AEO 12.13 0.77 0.47 1.01 0.47
SFL 11.18 0.31 1.37 1.27 1.74
HPQ 34.84 1.42 1.21 1.13 1.37
PSX 96.87 3.57 0.77 1.05 0.81
TSLA 632.31 60.35 0.88 1.07 0.94
TROW 120.72 5.27 0.56 1.14 0.64
NOK 4.92 0.14 0.78 1.03 0.8
UL 44.6 0.61 0.98 0.97 0.95
AEM 55.16 2.04 0.66 1.14 0.75
HOFV 0.67 0.07 2.77 1.05 2.91
VTV 140.2 1.55 1.25 0.79 0.99
LLY 306.22 7.74 0.78 0.98 0.76
SBUX 72.8 2.34 0.77 1.15 0.89
NVDA 162.37 12.5 0.82 0.93 0.76
MET 64.11 1.62 0.79 1.14 0.9
DBD 2.76 0.38 0.74 1.28 0.95
IYT 219.59 6.2 0.98 0.97 0.95
REMX 98.6 3.17 0.88 1.1 0.97
ADP 212.42 6.18 0.87 1.05 0.91
FIS 100.96 3.52 0.59 0.97 0.57
GILD 64.19 1.22 0.76 1.01 0.77
MSFT 260.7 8.96 0.99 0.94 0.93
UPS 174.49 4.99 0.82 0.99 0.81
MA 341.84 11.47 0.94 1.25 1.17
C 52.74 1.59 0.68 1.12 0.76
NUE 124.45 7.93 0.92 0.99 0.91
TRMB 65.38 1.8 0.69 0.91 0.63
ABC 152.83 3.05 1.04 1.13 1.18
EXPE 116.5 8.31 0.59 0.99 0.58
ATCO 12.58 0.43 1.11 1.35 1.5
CVS 96.36 2.26 1.09 0.98 1.07
DLTR 130.48 4.59 1.6 0.9 1.44
DHI 65.85 3.44 0.69 1.1 0.76
IWM 175.55 5.65 0.87 1.22 1.06
GSK 45.05 0.62 0.87 1.06 0.92
AEP 102.44 1.77 0.97 1.03 1
MRK 94.62 1.6 1.13 1.05 1.19
HEDJ 72.19 1.13 0.85 1.1 0.94
MCD 245.11 5.22 0.96 0.98 0.94
TECK 40.98 1.91 1.25 0.92 1.15
AAL 15.55 0.86 0.8 0.96 0.77
MOO 95.96 2.53 1.36 0.97 1.32
TMO 549.96 15.02 0.82 0.96 0.79
MCK 328.83 6.4 1.58 1.07 1.69
QRVO 102.73 4.73 0.55 1.15 0.63
LPX 63.78 2.79 0.91 0.92 0.84
GNRC 214.86 15.29 0.55 1.16 0.64
FAST 51.99 1.65 0.88 1.05 0.92
IJR 95.77 1.98 0.97 1.14 1.11
MDB 223.37 25.8 0.68 1.05 0.71
SWKS 100.65 5.28 0.54 0.92 0.5
SCCO 61.17 2.16 0.79 0.92 0.73
PG 147.66 3.35 1.02 1.04 1.06
TBT 24.77 0.61 1.33 1.06 1.41
FUTU 31.55 2.57 0.46 0.8 0.37
IWF 223.39 7.5 0.86 1.03 0.89
GOOGL 2115.26 81.25 0.85 1.2 1.02


Options screener by OptionClue:

Last update of the screener: 2022-05-24 UTC.

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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 1.0 and lower indicate the «cheapness» of options and attractiveness of their purchases and the opposite index values, ranging from 1.5 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 below 0.8 indicate the existence of an extremely narrow flat and the opposite values, from 1.5 and 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 1.0 and lower, and «expensive» ones with Theta index from 1.5 and higher.