Features
One workbench for options activity, with every legacy report inside it
The original Options Screener had more than twenty report pages, each with its own filters. OptionsScreenerPro keeps every one of them as a preset and puts them on a single screener engine, so a filter you learn once works everywhere.
The workbench
Screeners, lists and alerts
The tools you use every day, shared by every report.
Options screener
Filters over contract (type, expiry window, strike, moneyness), activity (volume, OI, volume / OI), pricing (bid, ask, mark, premium, break-even), volatility, Greeks and surge %. Combine with AND, sort by any column, pick columns.
Learn moreStock screener
One row per underlying: price and change, gap up / gap down with hold conditions, stock volume, put / call ratio, total option volume and approximate money flow.
Learn moreWatchlists
Named symbol lists that scope screeners, dashboard tables and alerts.
Learn moreSaved screens and presets
Store any configuration; presets mirror the legacy report library and can be copied.
Learn moreAlerts
Rerun a saved screen after every snapshot; notify on new matches by email or in-app, with a quiet period.
Learn moreExport and daily summary
CSV export of any result set and a daily summary email with the top rows of the reports you choose, on paid plans.
Learn more
Report library
Report families
One section per family from the legacy application. Each report is a preset on the Reports page; the formulas are documented in the Help Center.
Open interest
Where positions are concentrated
Rank contracts by open interest, track the day-over-day change and catch contracts whose open interest surged between two snapshots.
| Report | What it shows | Legacy page |
|---|---|---|
| Open Interest | Top contracts by open interest for a symbol, a watchlist or the whole universe, with OI change % vs the previous snapshot. | OpenInterestReport |
| Open Interest Surge | Contracts whose open interest rose by at least X % between two dates. | OpenInterestSurgeReport |
| Open Interest Surge (cumulative) | The same surge grouped by symbol, expiration and strike with call and put totals side by side. | OpenInterestSurgeCalReport |
Volume
Who is trading today
Session volume leaders, volume surges versus a prior snapshot and cumulative volume by symbol, expiration and strike.
| Report | What it shows | Legacy page |
|---|---|---|
| Daily Volume | Top contracts by session volume, with premium, break-even, open interest and implied volatility. | DailyVolumeReport |
| Volume Surge | Contracts whose volume rose by at least X % between two dates. | VolumeSurgeReport |
| Volume Surge (cumulative) | Cumulative call, put and total volume per symbol, extraction date, expiration and strike. | VolumeSurgeCalReport |
Implied volatility
What the market is pricing in
IV leaders, IV surges and the calendar-spread screener that finds front-month / back-month pairs with the largest IV difference.
| Report | What it shows | Legacy page |
|---|---|---|
| Implied Volatility | Top contracts by implied volatility with volume and open interest context. | ImpliedVolatilityReport |
| IV Difference | Front vs back expiration at matched strikes: IV difference, net premium and total IV, filtered to legs with activity. | ImpliedVolatilityDifferenceReport |
| IV Surge | Contracts whose implied volatility rose by at least X % between two dates. | ImpliedVolatilitySurgeReport |
| IV Surge (cumulative) | The IV surge grouped per symbol, expiration and strike. | ImpliedVolatilitySurgeCalReport |
Greeks and custom metrics
Any column, any threshold
Rank by delta, gamma, theta, vega or rho, or combine every numeric column with your own minimum and maximum.
| Report | What it shows | Legacy page |
|---|---|---|
| Greeks | Contracts ranked by a chosen Greek within a strike and expiration window. | GreekReport |
| Custom Metrics | Free-form screen over premium, break-even, volume, open interest, IV and the Greeks. | CustomMetricsReport |
Money flow
Approximate dollars through options
A proprietary approximation of option dollars traded: by symbol, by strike and as a daily history with a chart. Clearly labelled as an approximation.
| Report | What it shows | Legacy page |
|---|---|---|
| Money Flow by stock | Total traded amount, total / call / put volume and stock price per symbol, plus the top transactions by traded amount. | MoneyFlowReport-ByStock |
| Money Flow by strike | The same figure per expiration and strike with volume, open interest, IV, delta and theta. | MoneyFlowReport-ByStrikePrice |
| Money Flow history | One row per day over a date range, charted. | MoneyFlowHistoricalReport / Chart |
Spreads and strategies
Two-leg candidates near the action
Bull and bear, credit and debit vertical spreads anchored at the highest-OI or highest-volume strike, plus straddle and strangle tables.
| Report | What it shows | Legacy page |
|---|---|---|
| Credit / Debit Spreads | Bull call debit, bull put credit, bear call credit and bear put debit candidates with net premium, IV difference and moneyness per leg. | CreditDebitSpreadsReport |
| Straddle | Call + put at the same strike for every expiration, with net premium and price per contract. | StraddleReport |
| Strangle | Call strike rounded up and put strike rounded down from your up / down percentages, with the combined cost. | StrangleReport |
Stocks and gaps
Underlyings that moved
Gap up and gap down scans with hold conditions, price and volume filters, trend direction and option-derived totals per symbol.
| Report | What it shows | Legacy page |
|---|---|---|
| Gap Up & Gap Down | Stocks whose open gapped at least X % from the previous close and have held the move. | GapUpDownReport |
| Stock screener | Price, change, volume, put / call ratio, total option volume and approximate money flow per symbol. | index.aspx leaders |
Charts and dashboard
See it over time
The OIVSP chart correlates open interest, volume, premium and stock price over a date range; the dashboard shows the day’s leaders.
| Report | What it shows | Legacy page |
|---|---|---|
| OI, Volume, Premium & Stock Price | Twelve scenarios of expiration x type x strike, plotted in strict date order. | OIVSP / OIVSPNew |
| Dashboard leaders | Most active options, high open interest, volume leaders, high IV, money flow leaders and surges, each for stocks and ETFs. | index.aspx |
Trust
Provenance, plans and limits
What is the same for everyone, and what a paid plan changes.
Same data honesty on every plan
Provider, delay and "as of" time on every view, STALE markers, and no real-time claims. Free shows the previous day's snapshots; Pro shows the latest.
Pro adds export and email
CSV export of any result set, the daily summary email, full charts and larger limits on watchlists, saved screens and alerts.
Personal use only
Data may not be redistributed, and nothing here is investment advice. See the market data disclaimer.