What filters are available in the OptiScan options scanner?
OptiScan is an options scanner that provides filters for both options contracts and underlying assets. Traders use OptiScan filters to narrow results based on metrics such as Greeks, implied volatility, volume, and fundamental data.
Options filters
- Net premium
- Days to expiration
- Moneyness
- Probability of finishing in the money (ITM)
- Trading volume
- Volume relative to average volume
- Open interest
- Implied volatility (IV)
- IV rank
- Delta
- Delta adjusted by dollar exposure
- Theta
- Gamma
- Vega
- Annualized yield
- IV to realized volatility ratio (IV/RV)
- Volatility risk premium
Underlying filters
- Sector classification
- Days to next earnings
- Market capitalization
- Enterprise value to EBITDA (EV/EBITDA)
- Price-to-earnings ratio (P/E)
- Total options open interest
- Dividend yield
- Put to call volume ratio
- Volatility steepness across expirations
- Realized historical volatility
- Beta
- Volatility skew across strikes
- Volatility skew rank
- Relative Strength Index (RSI)
- Commodity Channel Index (CCI)
- Ease of movement indicator
How OptiScan filters are used
- Combine multiple filters to narrow down specific options contracts
- Identify contracts with defined risk characteristics using Greeks and volatility metrics
- Filter underlying assets based on fundamentals and technical indicators
- Refine scan results iteratively to match a specific trading strategy