Options screener
Filter the latest option-chain snapshot by volume, open interest, implied volatility, Greeks, moneyness and expiry, then save, export or watch the results.
Overview
The options screener runs against the most recent option-chain snapshot the platform has ingested for each covered symbol. A snapshot is one pass over the chain: every expiration and strike, calls and puts, with bid, ask, last, volume, open interest, implied volatility and the Greeks as reported by the data provider.
Before you start
Open Screeners → Options. The Free plan screens the previous day's snapshots; paid plans screen the latest one.
Steps
- Choose the symbols (see below).
- Add one or more filters.
- Press Run and sort by any column.
Choosing symbols
- Specific symbols: type up to 50 symbols separated by spaces or commas (
AAPL MSFT TSLA). - Whole universe: leave the box empty to scan every symbol the ingestion jobs cover. Universe scans are paged 25 rows at a time, the same way the legacy "Symbol = All" reports worked.
- Watchlist: pick a watchlist to scan only its members.
Filters
| Group | Filters | Notes |
|---|---|---|
| Contract | Type (call / put / both), expiration window (days to expiry), strike range, moneyness (ITM / ATM / OTM) | Moneyness uses the underlying's last price in the same snapshot. |
| Activity | Volume, open interest, volume / open interest | Volume is cumulative for the session as reported by the provider. Open interest is as of the previous settlement unless the provider states otherwise. |
| Pricing | Bid, ask, mark, last, bid-ask spread, premium per contract, break-even | Premium per contract is mark x 100. |
| Volatility | Implied volatility, IV change vs previous snapshot | IV is shown as a percentage (35.0 %), stored as a decimal. |
| Greeks | Delta, gamma, theta, vega, rho | Provider-supplied when available; blank when the provider does not publish them. |
| Change | Volume surge %, open-interest surge %, IV surge % | Compared with the previous snapshot or a date you choose. |
Each filter accepts a minimum, a maximum or both. Filters combine with AND.
Reading the results
- Break-even: strike + premium for calls, strike - premium for puts.
- Premium: the mark (mid of bid and ask) unless only a last price is available; the column header tells you which.
- UNCH: a value that has not changed since the previous snapshot.
- Blank cells mean the provider did not supply the value. The screener never fills gaps with estimates.
The freshness badge above the table shows the provider, delay and "as of" time for the snapshot you are looking at.
Saving, exporting and alerting
- Save screen stores the symbol selection and filters under a name of your choice. See Saved screens.
- Export CSV downloads the current result set (plan-dependent, see Account and billing).
- To be told when one contract crosses a threshold, create a contract alert under Research → Alerts (Alerts).
Example
Symbol box empty, volume / open interest at least 2, days to expiry at most 30: short-dated contracts where today's volume is at least twice the existing positions.
Troubleshooting
The screen is slow or times out
Scanning the whole universe with no filters is slow and rarely useful. Start from one activity filter, or scope the run to a watchlist.
Greeks columns are blank
The provider that supplied this snapshot does not publish Greeks. The badge names the provider; blanks are never filled with estimates.
The numbers do not match my broker
Your broker shows live prices; the screener shows a delayed snapshot. Compare against the "as of" time on the badge.