Option alerts – what stock options to buy and sell


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Asset Last ATR Theta Sigma Alpha
AAL 22.13 0.97 1.10 0.81 0.89
AAOI 7.88 0.55 0.97 0.76 0.74
AAPL 134.50 1.36 1.22 1.18 1.44
ARAY 5.30 0.17 1.15 0.79 0.91
ASH 90.11 1.24 1.24 0.78 0.97
ATVI 97.78 1.64 1.06 0.86 0.91
AUY 4.72 0.19 0.41 0.92 0.38
AVEO 6.30 0.31 0.78 0.56 0.43
BX 79.65 1.85 0.17 0.95 0.16
BYD 65.14 1.98 1.09 0.78 0.84
BZUN 34.33 2.03 0.78 0.84 0.66
C 72.54 2.97 0.93 0.79 0.73
CSCO 51.64 0.57 1.30 0.73 0.95
CSOD 46.86 1.06 0.96 0.68 0.65
CSX 98.87 1.03 1.13 0.82 0.92
EA 142.77 2.35 0.96 0.94 0.91
EBAY 64.36 1.50 1.03 0.74 0.76
EGO 11.16 0.40 1.12 0.79 0.88
FITB 38.03 1.31 0.91 0.74 0.68
FL 58.75 1.31 0.15 0.82 0.13
FLEX 18.40 0.44 1.18 0.69 0.82
GOOG 2296.66 40.60 1.54 1.30 2.00
GPRO 11.39 0.63 1.23 0.68 0.84
GPS 32.97 0.56 0.15 0.83 0.12
GRMN 138.55 1.03 1.42 1.02 1.45
GRUB 72.84 0.83 0.25 1.23 0.31
GSAT 1.02 0.12 0.85 0.94 0.80
HON 229.84 2.14 0.18 1.17 0.20
HPE 15.84 0.21 1.17 0.63 0.74
HPQ 33.62 0.52 0.14 0.99 0.14
HRB 21.96 0.42 1.14 0.88 1.01
HRTG 10.88 0.22 1.27 0.81 1.03
JD 77.49 1.18 0.58 0.83 0.48
JNJ 160.39 2.16 0.88 0.98 0.87
JNPR 25.62 0.19 1.51 0.69 1.04
JPM 152.17 2.88 0.15 0.90 0.13
KGC 7.46 0.26 1.14 1.04 1.19
LKQ 44.31 0.73 1.30 0.81 1.05
LLNW 3.56 0.12 1.54 0.81 1.25
LNG 74.58 1.61 0.78 0.79 0.62
LOW 204.56 4.46 0.10 0.96 0.10
LSTR 173.96 6.50 1.04 1.19 1.24
MOS 33.13 0.91 0.90 0.88 0.80
MPC 53.87 1.02 1.17 0.80 0.93
MRK 76.66 1.28 0.11 0.75 0.08
MRO 10.84 0.34 1.01 0.73 0.74
MRVL 48.78 0.84 0.76 0.72 0.55
MS 80.82 1.56 0.24 0.85 0.21
NEM 64.78 2.78 0.12 0.90 0.11
NFLX 549.22 10.83 1.29 0.89 1.14
NKE 133.67 1.39 0.09 0.79 0.07
NLSN 25.58 0.37 1.07 0.69 0.74
NOAH 41.13 1.52 0.69 1.06 0.73
PBH 45.03 0.98 1.68 0.77 1.29
PBR 8.10 0.25 0.96 0.65 0.62
PYPL 274.00 5.96 0.96 1.04 1.00
QCOM 137.84 2.42 0.96 0.79 0.76
QIWI 10.69 0.17 1.66 0.74 1.24
SEE 47.56 0.90 1.42 0.86 1.22
SGMS 44.89 1.75 1.03 0.86 0.89
SHOO 38.45 1.23 0.98 0.77 0.76
TRN 28.74 0.38 0.21 0.68 0.14
TRQ 19.45 0.40 0.94 0.97 0.91
TSLA 738.85 22.38 1.01 0.99 1.01
TSN 78.30 0.84 0.13 0.95 0.13
V 226.28 3.77 0.14 0.94 0.13
VAC 174.91 3.09 0.27 0.79 0.21
VALE 19.30 0.29 1.11 1.21 1.34


Options screener by OptionClue:

Last update of the screener: 2021-04-16 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.