Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
AAL 19.89 0.51 1.09 0.78 0.86
AAOI 7.52 0.21 2.45 0.96 2.35
AAPL 149.48 1.77 1.28 1.01 1.29
BAX 81.46 0.99 1.58 0.92 1.46
BBY 117.60 3.26 1.26 1.12 1.41
BC 97.12 1.86 1.38 0.91 1.26
BEN 30.21 0.57 1.08 0.97 1.05
BHP 55.93 0.60 0.74 0.76 0.57
COP 74.59 1.54 2.52 0.76 1.91
COST 477.23 8.57 1.26 1.20 1.50
CPE 50.23 2.91 1.01 0.94 0.95
DOW 59.26 3.21 1.01 0.89 0.90
DVA 115.41 2.24 1.24 0.88 1.09
DYN 14.37 0.41 1.16 0.86 1.00
FL 48.88 1.14 0.87 0.75 0.65
FLEX 18.96 0.30 1.35 0.90 1.20
FOLD 10.52 0.36 1.06 0.96 1.01
GSAT 1.59 0.08 1.23 0.73 0.90
GT 19.97 0.51 1.18 0.93 1.10
GWW 437.80 3.38 1.21 1.03 1.25
HAIN 44.46 0.58 1.81 0.88 1.59
HAL 25.35 1.09 1.07 1.07 1.15
INFO 124.33 2.49 1.58 1.04 1.64
INFY 23.41 0.23 1.41 1.28 1.81
INTC 56.00 1.24 2.03 1.25 2.53
INVE 17.90 0.70 1.21 0.92 1.11
ITUB 4.30 0.22 0.94 0.81 0.76
LBTYK 29.65 0.46 1.82 0.79 1.43
AXL 10.44 0.28 1.33 1.03 1.36
AXP 177.47 3.78 1.10 0.82 0.90
AZN 61.22 0.76 1.15 0.72 0.83
BA 214.34 4.30 1.28 0.94 1.21
BABA 177.42 3.07 0.91 1.09 0.99
BAC 46.83 0.87 0.94 1.14 1.08
CAR 167.51 7.42 1.62 1.24 2.01
CAT 201.03 2.56 1.06 0.99 1.05
CCI 177.94 6.59 1.02 0.95 0.96
CF 59.99 1.30 1.03 0.77 0.79
CHK 61.43 1.72 1.36 0.96 1.31
CSX 35.01 0.94 1.03 1.38 1.42
CVI 20.94 0.84 1.29 1.06 1.36
CVS 86.86 1.18 1.48 1.02 1.52
EA 140.63 2.57 1.28 0.76 0.97
EBAY 76.21 1.21 1.16 0.84 0.98
EGO 9.58 0.21 1.24 1.12 1.39
EL 317.77 14.01 1.09 0.83 0.90
FITB 45.08 1.11 1.29 1.00 1.30
FOSL 12.05 0.44 1.45 0.97 1.41
GRMN 164.00 3.23 1.15 0.94 1.07
HALO 38.83 1.10 1.34 0.93 1.25
HAS 92.46 1.85 1.15 0.90 1.03
HBAN 16.49 0.38 1.02 1.03 1.06
IBM 128.33 5.62 1.25 1.57 1.96
IBN 20.09 0.33 1.62 1.25 2.03
JCI 73.93 1.38 1.15 1.01 1.16


Options screener by OptionClue:

Last update of the screener: 2021-10-22 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.