Option screener by OptionClue


Asset Last ATR Theta Sigma Alpha
UAL 58.52 1.05 0.71 0.74 0.53
AAOI 45.30 2.90 0.65 0.84 0.55
FOSL 6.60 0.35 0.78 0.79 0.62
MNRO 48.15 0.83 0.85 0.74 0.63
MDCO 31.73 1.09 0.77 0.94 0.73
FOLD 12.89 0.70 0.84 0.92 0.77
MYL 38.16 1.61 0.81 0.96 0.78
MTZ 42.90 1.30 0.90 0.88 0.79
GWW 203.48 8.94 0.91 0.87 0.79
TRN 32.58 0.51 0.90 0.88 0.79
QEP 9.71 0.65 0.83 0.96 0.79
AERI 62.00 2.95 1.26 0.64 0.80
CYH 4.38 0.17 0.79 1.02 0.80
SWN 6.67 0.33 0.86 0.95 0.81
BIDU 237.40 4.26 0.77 1.05 0.81
AGN 172.21 3.27 0.85 0.98 0.83
NFLX 192.02 3.68 1.08 0.77 0.83
T 34.22 1.10 0.89 0.93 0.83
CZR 12.50 0.32 0.87 0.95 0.83
JNJ 139.56 1.61 1.05 0.80 0.84
PEP 112.75 1.42 1.10 0.77 0.85
SHLD 4.57 0.19 0.90 0.97 0.88
FINL 9.11 0.81 1.05 0.84 0.88
GE 20.49 0.22 0.90 0.99 0.89
AMAT 56.36 1.78 1.18 0.76 0.90
SEAS 12.15 0.65 0.89 1.02 0.91
SBGI 31.75 2.20 1.04 0.87 0.91
SCHW 44.27 0.88 1.12 0.82 0.92
NUE 55.83 0.82 0.99 0.93 0.92
AMD 11.26 0.32 0.91 1.02 0.93
WMT 90.92 1.22 1.18 0.79 0.93
GLUU 3.90 0.16 1.10 0.87 0.95
HCA 78.68 1.02 1.11 0.86 0.95
X 27.46 0.94 0.87 1.10 0.96
COF 87.15 1.81 0.87 1.11 0.96
CHRW 80.33 0.95 1.10 0.88 0.98
STLD 37.23 0.75 1.17 0.83 0.98
HPQ 21.23 0.25 1.22 0.80 0.98
SEE 44.35 0.70 1.08 0.91 0.98
VIAB 24.89 1.10 1.12 0.87 0.98
ESV 6.25 0.21 0.95 1.04 0.99
WDC 88.92 2.19 1.01 1.01 1.02
BBY 56.68 1.22 1.24 0.83 1.03
COL 133.58 1.56 0.97 1.06 1.03
IBM 149.16 1.94 1.26 0.83 1.04
AVEO 3.02 0.17 1.10 0.94 1.04
PCAR 69.59 1.31 1.13 0.94 1.06
SLB 65.74 0.60 1.10 0.98 1.07
AAL 45.82 0.99 0.91 1.18 1.07
GRUB 63.10 1.76 0.96 1.13 1.08
BYD 28.89 0.54 1.13 0.97 1.09
OCN 3.13 0.15 1.00 1.09 1.09
GPS 27.23 1.21 1.13 0.97 1.10
RAD 1.57 0.15 1.18 0.94 1.11
GSAT 1.59 0.06 1.49 0.75 1.11
PG 88.16 0.87 1.22 0.92 1.12
CHK 4.14 0.23 1.01 1.11 1.12
BAX 64.04 0.70 1.36 0.82 1.12
CLF 6.00 0.22 1.02 1.11 1.13
HAS 91.45 1.97 0.96 1.18 1.13
BC 48.81 1.09 1.16 0.98 1.14
HAIN 35.68 0.81 1.05 1.09 1.14
LBTYA 29.72 0.39 1.09 1.04 1.14
MS 48.76 1.02 1.11 1.03 1.15
HRTG 17.15 0.47 1.28 0.90 1.15
URBN 25.40 0.57 1.46 0.80 1.16
PM 103.02 0.92 1.03 1.13 1.16
UTX 118.11 2.26 1.30 0.89 1.16
NKE 56.09 1.04 1.21 0.97 1.17
LSTR 96.90 2.40 1.15 1.02 1.17
HAL 44.58 0.57 0.94 1.24 1.17
FCX 14.41 0.33 1.32 0.88 1.17
ROST 65.76 1.64 1.40 0.84 1.18
KMI 17.67 0.21 1.21 0.98 1.18
HIG 55.52 0.53 1.33 0.88 1.18
CAT 136.48 2.10 1.46 0.82 1.19
DISH 50.81 3.01 1.19 1.00 1.19
MGM 32.88 1.00 0.98 1.21 1.19
DISCK 16.12 0.70 1.01 1.18 1.20
TSLA 302.99 8.16 1.04 1.15 1.20
TSN 74.14 1.01 1.25 0.96 1.20
GT 29.07 0.31 0.81 1.49 1.22
MAS 38.61 0.66 1.21 1.01 1.22
CVX 117.18 1.88 1.06 1.15 1.22
PPG 114.67 1.17 1.32 0.92 1.22
RRC 19.23 0.60 1.21 1.01 1.22
HLF 65.49 0.90 1.25 0.99 1.24
VZ 44.88 0.62 0.88 1.41 1.25
S 6.19 0.36 1.03 1.21 1.25
EXC 41.30 0.51 1.10 1.15 1.26
TWTR 20.32 0.88 1.12 1.14 1.28
WFC 53.81 0.98 1.15 1.12 1.28
CY 16.97 0.36 1.06 1.21 1.28
LDOS 61.87 1.25 1.39 0.93 1.30
CMCSA 36.85 1.09 1.41 0.93 1.31
JPM 97.51 1.41 1.17 1.12 1.31
DSW 19.71 0.89 1.19 1.11 1.32
DEPO 6.42 0.59 1.09 1.22 1.33
DLPH 95.29 1.70 1.28 1.04 1.33
AKS 4.23 0.12 0.85 1.57 1.33
SGMS 47.05 1.80 1.18 1.13 1.33
MET 52.20 0.73 1.10 1.22 1.34
AXP 93.52 1.37 1.36 0.98 1.34
RIG 11.58 0.36 1.48 0.91 1.34
NEM 35.52 0.68 1.25 1.08 1.35
GIS 53.28 0.90 1.20 1.13 1.35
HPE 13.70 0.28 1.26 1.10 1.39
FL 30.34 1.73 1.32 1.06 1.40
PXD 158.93 3.45 0.99 1.42 1.41
GES 16.48 0.88 1.39 1.01 1.41
PFE 35.18 0.41 1.11 1.27 1.41
MRK 55.48 1.04 0.93 1.53 1.42
PH 182.23 2.93 1.32 1.08 1.42
F 12.01 0.12 1.41 1.01 1.42
DE 132.23 3.43 1.29 1.11 1.43
KO 46.54 0.36 1.52 0.94 1.43
BEN 41.13 0.83 1.04 1.37 1.43
GLW 31.73 0.46 1.54 0.94 1.44
VAC 132.37 5.95 1.06 1.36 1.44
CVS 70.99 0.97 1.31 1.11 1.44
RH 85.54 5.75 1.38 1.05 1.44
DYN 12.03 0.55 1.18 1.23 1.45
ORCL 49.32 1.68 1.21 1.20 1.45
XLNX 71.87 2.75 1.07 1.37 1.47
BMY 60.86 0.59 1.42 1.04 1.48
ZNGA 3.89 0.21 1.48 1.00 1.48
PANW 140.35 6.93 1.38 1.07 1.48
GILD 73.77 0.80 1.24 1.20 1.49
ADP 111.09 2.38 1.20 1.24 1.49
HXL 60.42 0.99 1.79 0.84 1.50
CF 37.28 1.24 1.37 1.10 1.50
PBH 40.63 0.66 1.01 1.49 1.50
HES 47.11 1.01 1.12 1.36 1.52
AXL 17.45 0.37 1.04 1.47 1.52
CCI 113.28 1.79 0.98 1.55 1.52
NVDA 216.14 5.96 1.53 1.01 1.54
PYPL 73.99 1.79 1.55 1.00 1.55
ESPR 48.53 2.05 1.54 1.02 1.57
RPM 51.36 0.51 1.83 0.86 1.57
HOLX 38.97 3.17 1.16 1.35 1.57
OKE 52.40 0.82 1.37 1.15 1.57
GIII 25.22 1.08 1.54 1.02 1.58
ARAY 4.65 0.15 1.50 1.06 1.58
KS 21.04 0.53 1.35 1.17 1.58
NLSN 36.62 3.21 1.10 1.43 1.58
WMB 28.62 0.71 1.56 1.02 1.59
NWL 29.30 1.31 0.80 1.99 1.59
GM 42.66 0.54 1.57 1.02 1.59
XPO 72.10 3.11 1.34 1.19 1.59
HBAN 13.14 0.28 1.21 1.32 1.60
LKQ 37.16 0.48 1.46 1.10 1.60
SBUX 57.04 0.88 1.28 1.25 1.60
EA 112.75 2.36 1.54 1.04 1.61
MXIM 53.54 1.80 1.39 1.16 1.62
FITB 27.67 0.63 1.44 1.12 1.62
BPI 9.38 0.24 1.38 1.18 1.63
VOD 29.35 0.61 1.57 1.04 1.64
CA 32.45 0.47 1.52 1.08 1.64
V 111.88 1.29 1.71 0.96 1.64
NXST 65.65 1.88 1.48 1.11 1.64
LNG 49.75 2.04 1.12 1.48 1.65
CSX 50.08 1.08 1.58 1.05 1.67
GD 199.77 3.78 1.61 1.04 1.68
MU 44.78 1.11 1.51 1.12 1.68
BA 260.85 7.19 1.63 1.03 1.69
DO 17.38 0.49 1.44 1.20 1.72
EBAY 35.97 1.15 1.37 1.26 1.72
NBL 28.11 0.72 1.45 1.19 1.72
HALO 18.18 1.39 1.25 1.38 1.73
HRB 25.08 0.70 1.47 1.18 1.74
CPE 11.72 0.44 1.22 1.44 1.75
NFX 33.31 1.39 1.17 1.52 1.78
HD 164.11 1.85 1.61 1.11 1.79
JCP 3.17 0.33 1.26 1.42 1.79
CTL 15.48 1.83 1.06 1.69 1.79
BAS 21.89 1.24 1.07 1.68 1.80
GRMN 60.83 0.78 1.24 1.46 1.81
UAA 12.52 0.54 1.06 1.72 1.81
VLO 81.37 1.31 1.30 1.39 1.81
MOS 22.84 0.51 1.41 1.28 1.81
YUM 79.59 2.35 1.21 1.50 1.81
VRX 15.38 1.01 1.14 1.62 1.83
PAY 17.91 0.59 1.20 1.53 1.83
MDLZ 41.95 0.41 1.36 1.35 1.83
EQT 65.18 1.41 1.33 1.38 1.84
CSCO 33.99 0.45 2.01 0.92 1.84
MPC 61.72 1.83 1.12 1.65 1.84
LVS 67.40 1.10 1.28 1.45 1.86
EGN 56.82 1.73 1.27 1.48 1.88
APC 51.11 0.98 1.47 1.29 1.89
MSFT 83.87 1.37 1.50 1.27 1.90
TJX 70.22 2.15 1.63 1.19 1.93
WU 20.14 0.52 1.44 1.34 1.93
COH 39.90 0.48 2.07 0.94 1.94
RTN 184.81 3.55 1.58 1.22 1.94
CIEN 19.94 0.82 1.58 1.23 1.95
COG 28.99 0.69 1.24 1.58 1.96
USB 51.61 0.78 1.44 1.38 1.98
CRR 9.45 0.53 1.65 1.20 1.98
GOOG 1028.07 14.32 1.79 1.11 1.99
COP 52.99 0.82 1.42 1.40 1.99
MTOR 25.89 0.46 1.67 1.20 2.01
PVH 127.47 3.11 1.71 1.21 2.06
WLL 25.74 2.77 1.31 1.57 2.06
NRG 28.35 0.89 1.41 1.48 2.09
MRO 15.62 0.30 1.16 1.82 2.10
INTC 45.58 0.74 1.35 1.55 2.10
AMZN 1125.35 13.85 1.51 1.40 2.11
FB 178.46 2.31 1.83 1.15 2.11
LAMR 75.02 2.05 1.12 1.89 2.12
ZTS 69.13 0.54 1.25 1.69 2.12
PFS 25.83 0.57 1.51 1.41 2.14
AAPL 174.67 2.96 1.39 1.54 2.14
ALNY 139.98 6.93 1.46 1.47 2.15
LAYN 12.99 0.30 2.10 1.02 2.15
EL 124.61 2.20 1.25 1.75 2.18
FMI 49.55 4.40 1.41 1.56 2.20
REN 32.18 2.27 1.60 1.38 2.21
UPL 8.65 0.77 1.76 1.26 2.21
MXWL 4.55 0.33 1.93 1.16 2.23
MOH 76.90 1.97 1.45 1.53 2.23
HTZ 19.56 2.43 1.54 1.46 2.25
ASH 66.01 1.04 1.49 1.51 2.26
HRG 15.16 0.29 1.86 1.23 2.29
ATVI 63.00 1.59 1.73 1.33 2.30
EQR 69.25 0.58 1.56 1.51 2.36
CSOD 34.76 1.71 1.37 1.74 2.39
YELP 45.98 1.40 2.27 1.06 2.40
GME 16.43 0.88 1.68 1.44 2.41
RCII 11.39 0.84 2.02 1.20 2.42
CLR 46.69 1.61 1.26 1.95 2.45
DIS 104.78 3.11 1.60 1.54 2.46
CPN 14.99 0.06 2.47 1.00 2.47
PF 54.22 0.88 2.12 1.16 2.47
EOG 104.58 1.88 1.34 1.87 2.50
P 4.57 0.38 1.16 2.17 2.52
CAR 33.46 1.83 1.27 1.99 2.53
CVI 30.37 1.52 1.63 1.55 2.53
PRGO 87.70 4.05 1.63 1.60 2.62
BKD 10.23 1.04 1.73 1.53 2.65
SHOO 39.75 0.95 1.84 1.49 2.75
JCI 36.93 2.98 1.71 1.65 2.82
FOXA 28.84 2.48 1.46 1.95 2.86
OPK 5.50 0.40 1.33 2.15 2.86
FOX 28.07 2.39 1.49 1.92 2.87
RRD 8.18 0.31 1.90 1.58 3.01
KORS 54.71 1.40 1.66 1.84 3.06
UPS 113.23 1.28 1.80 1.71 3.08
FTR 6.77 0.10 4.12 0.75 3.09
LLNW 5.90 0.30 2.69 1.21 3.25
GGP 22.20 0.87 2.05 1.70 3.47
MON 118.30 1.20 2.36 1.47 3.47
MRVL 20.13 0.34 1.87 2.23 4.18
TWX 90.60 3.02 2.94 2.29 6.73


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.

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