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Option Scanner

What columns does the OptiScan options table show?

The OptiScan options table shows one row per U.S.-listed option contract enriched with implied volatility, option Greeks, open interest data, and underlying fundamentals. OptiView computes each column from daily option chain snapshots, 30-day rolling statistics, and equity fundamental data.

Contract structure columns

  • Type: call or put designation for the contract
  • Underlying: ticker symbol of the underlying stock or index
  • Underlying Price: latest traded price of the underlying asset
  • 1D Change: percentage price change of the underlying over the prior trading session
  • Expiration: the contract's expiration date
  • Days to Expiry: calendar days remaining until the expiration date
  • Strike: the option's exercise price per share
  • Moneyness: signed percentage distance of the strike from the current underlying price

Premium, yield, and probability columns

  • Bid / Ask: best available bid and ask prices for the contract
  • Net Premium: dollar value of one contract at mid-price, adjusted for lot size (price × lot size)
  • Yield (ann.): option mid-price divided by the underlying price, annualized by years to expiry — allows yield comparison across expirations
  • ITM Probability: absolute value of delta, used as a statistical proxy for the probability the option expires in the money
  • Delta/$: delta divided by option price, measuring directional sensitivity per dollar of premium paid
  • Days to Earnings: calendar days until the next scheduled earnings announcement for the underlying

Volatility and Greeks columns

  • IV: implied volatility derived from the contract's market price using an options pricing model
  • IV Rank: where today's IV sits within the contract's 30-day IV range on a 0–100 scale; 0 equals the 30-day low, 100 equals the 30-day high
  • Realized Volatility: 30-day historical volatility of the underlying's daily returns
  • IV/RV: ratio of implied to realized volatility; values above 1.0 indicate options are priced above recent realized moves
  • Volatility Risk Premium: IV minus realized volatility — represents the premium option sellers collect if realized volatility stays at its recent level
  • Delta: change in option price per $1 move in the underlying; ranges from −1 to +1
  • Theta: dollar decay of the option per calendar day at the current underlying price
  • Gamma: rate of change of delta per $1 move in the underlying; highest for near-the-money contracts close to expiry
  • Vega: dollar sensitivity of the option price to a 1-percentage-point change in implied volatility

Open interest, flow, and fundamental columns

  • Open Interest: outstanding contracts for this specific strike and expiration
  • Total Open Interest: aggregate open interest across all listed options on the underlying; Total OI Rank shows its percentile within the 31-day range on a 0–100 scale
  • Volume / Volume to Average: contracts traded today and their ratio to the 30-day average for this contract; values above 1.0 indicate above-average activity
  • Put/Call Volume: ratio of total put volume to call volume for the underlying
  • Volatility Skew: IV premium of 25-delta puts over 25-delta calls at the front expiration; Volatility Skew Rank shows its percentile within its historical range
  • Volatility Steepness: rate at which implied volatility increases as strikes move further out of the money
  • Sector, Market Cap, EV/EBITDA, P/E Ratio, Dividend Yield, Beta: equity fundamentals from the most recent available data for the underlying
  • RSI, CCI, Ease of Movement: technical indicators measuring price momentum, mean reversion, and trend efficiency for the underlying

Related Questions

Option Scanner
What is the OptiScan options scanner?OptiScan is an options scanner within the OptiView platform that allows traders to filter and analyze listed options contracts across multiple underlyings. OptiScan helps users identify contracts based on criteria such as strike moneyness, days to expiry, implied volatility, and risk metrics.
Option Scanner
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.
Option Scanner
What is IV rank and how is it calculated?IV rank is a measure that shows where the current implied volatility of an underlying asset stands relative to its range over the past 30 days. An IV rank of 0 means current IV is at its 30-day low, while an IV rank of 100 means current IV is at its 30-day high.
Option Scanner
What is the volatility risk premium in options?The volatility risk premium (VRP) is the difference between an option's implied volatility and the underlying asset's realized volatility over the same period. A positive VRP means the option market is pricing in more volatility than has historically occurred — a condition option sellers typically seek to identify.