Option alerts – what stock options to buy and sell


Asset Last ATR Theta Sigma Alpha
AAOI 14.25 0.95 0.30 1.53 0.46
AAPL 317.70 2.68 0.16 1.04 0.17
ASH 75.76 0.63 0.97 0.91 0.88
ATVI 60.32 1.66 0.17 0.94 0.16
AUY 3.88 0.09 0.51 0.94 0.48
AVEO 0.61 0.02 2.74 0.88 2.42
CCI 148.69 1.22 0.58 1.08 0.63
CHK 0.59 0.05 0.64 1.21 0.78
CHRW 80.31 1.40 1.17 1.46 1.71
CIEN 42.44 0.52 0.17 0.57 0.10
CVS 74.01 0.71 1.21 1.32 1.60
EGO 7.33 0.19 0.79 1.01 0.80
EL 212.64 6.09 1.23 1.20 1.48
EOG 83.09 1.32 0.15 0.79 0.12
EPD 27.71 0.60 0.19 0.95 0.18
EQR 82.39 1.68 0.73 1.04 0.76
FOLD 9.69 0.23 0.91 1.28 1.17
FOSL 8.43 0.24 0.38 1.45 0.55
FOX 38.40 0.47 2.28 1.40 3.19
FTR 0.57 0.02 1.06 0.91 0.97
HAIN 25.46 0.39 1.35 0.95 1.28
HAL 23.93 0.49 0.18 0.75 0.13
HALO 19.55 0.32 1.04 1.23 1.28
HAS 105.78 1.50 0.23 1.01 0.23
HRTG 12.80 0.17 1.80 0.78 1.41
HTZ 16.31 0.39 0.27 0.90 0.25
HXL 74.49 3.20 1.01 1.16 1.18
IBM 143.89 3.24 0.33 2.06 0.67
IBN 14.55 0.10 1.20 1.00 1.19
KNDI 4.49 0.19 1.26 1.02 1.28
MLCO 22.32 0.79 0.75 1.03 0.78
MNRO 74.70 1.07 1.34 0.99 1.33
MOH 137.75 2.21 1.17 1.16 1.36
NBL 22.30 0.66 1.24 0.84 1.04
NEM 43.78 0.44 0.17 0.89 0.15
NFLX 326.00 12.70 0.21 0.74 0.16
PANW 243.73 2.42 0.19 0.89 0.17
PBH 41.45 0.78 1.56 1.30 2.03
PBR 14.77 0.16 0.23 1.18 0.27
RAD 12.86 0.56 0.16 0.69 0.11
RCII 30.38 0.42 0.37 1.17 0.44
SHOO 41.78 0.58 1.26 0.89 1.13
SIRI 7.20 0.09 0.73 0.90 0.66
SLB 36.68 0.59 0.15 1.23 0.19
SNAP 19.10 0.47 0.22 1.30 0.28
SPH 22.54 0.26 1.96 0.95 1.85
UAA 20.52 0.70 0.17 0.89 0.15
UAL 83.34 4.42 0.31 1.39 0.43
UNVR 22.81 0.32 1.49 1.09 1.62
WLL 5.08 0.28 0.15 1.22 0.19
WMB 22.64 0.53 0.26 1.10 0.29
WMT 116.10 1.35 0.20 0.98 0.19
ZYNE 5.73 0.18 1.06 0.92 0.97


Options screener by OptionClue:

Last update of the screener: 2020-01-23 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.