Stock screener weekly options
Click to toggle the ticker's inclusion in your watchlist. If diagonal, the dates represent the short and the long legs respectively.
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The underlying's current market price, day change, and trading volume is displayed in the row below. Loss : The risk and maximum loss of the credit spread, incurred if both legs expire in the money. OTM : The approximate chance of the short leg option expiring out of the money and the full credit being retained. The main factors in the risk-neutral probability calculation for a credit spread are the underlying's price relative to the short strike, the underlying's volatility as implied by its near-term options, and the time remaining until expiration.
The drift factor of the formula is determined by the risk-free interest rate, and if applicable, the underlying's dividend yield. The model assumes random movement in the underlying without influence from catalytic events occurring before expiration, such as an earnings report or unexpected news. It reflects the expected moneyness at the time of expiration only, and not the probability of the short option moving into the money at least once before expiration and possibly being exercised.
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If applicable, the underlying's next estimated earnings report date is displayed in the row below. EV Expected Value : The average credit retained per trade after factoring in expected losses. Short leg only expires ITM: The price of the underlying at expiration is in between the strikes. A submaximal loss equal to the payout of the short leg is incurred. For vertical credit spreads in this situation which aren't comprised of cash-settled index options, additional losses could occur due to pin risk since the hedging long leg has expired worthless.
To mitigate this risk, close positions that are near the money at expiration. The expected value for diagonal credit spreads in this situation benefits from the remaining time value of the long leg offsetting the cost of the short leg's exercise. A positive expected value indicates a statistical edge and profitability over time, meaning enough credit is collected on each iteration of the trade to offset its potential losses excluding commissions.
AER Annualized Expected Return : The expected return with respect to the time remaining until expiration, representing the capital efficiency of the trade. IVP Implied Volatility Percentile : The percentage of days over the past year when the underlying had a day implied volatility value lower than its current level. IVR Implied Volatility Rank : The underlying's current day implied volatility relative to its highest and lowest levels over the past year. IVSP Implied Volatility Skew Percentile : The percentage of days over the past six calendar months when the underlying had a day implied volatility skew lower than its current level.
This is a comparative measure of investors' directional sentiment and is derived from the underlying's ratio of OTM and ITM implied volatility. The sentiment is displayed in the row below, with percentiles , , and representing a bullish, neutral, and bearish outlook respectively. To the right of the sentiment is the time since the underlying's options were scanned, representing the age of the data. Hover to reveal the exact time of the last update. The current prices, volume, open interest, and greeks of the credit spread's legs are revealed by clicking the toggle.
The letter beside each leg's expiration, either M or W , indicates whether it belongs to a weekly or monthly option series.
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Results are grouped by their underlying and sorted by column selection. Click the toggle to expand all results for the ticker. The maximum number of credit spreads returned per underlying can be adjusted using the Per Ticker results limit. Results are sorted by the selected column.
Click any one of the 22 columns' headers to select it and toggle the sorting order between descending and ascending. Narrow down results to find the credit spreads best suited to your strategy by using any number of the 54 filters. The placeholder values of the filters represent the range of values found in the current results.
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Series : Toggles whether to include credit spreads comprised of weekly or monthly options. Applies to the short leg only for diagonals. Cushion : Sets a range of difference between the credit spread's short strike and the underlying's current price. Quantity : Sets a range of quantity of credit spreads which could be opened at the current market price.
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