Stock screener
Screen underlyings by price, change, gap, volume and the option-derived totals computed from their chains, one row per symbol.
Overview
The stock screener works on the underlying level: one row per symbol. It combines the daily price bar, the latest delayed quote and totals derived from the symbol's option chain.
Before you start
Open Screeners → Stocks. Symbols are chosen the same way as in the Options screener: specific symbols, a watchlist or the whole covered universe.
Filters
| Group | Filters |
|---|---|
| Price | Last, change, change %, open, high, low, previous close |
| Gap | Gap % (open vs previous close), gap direction, "still above open" / "still below open" |
| Volume | Stock volume, average volume (20 day), relative volume |
| Options totals | Total option volume, call volume, put volume, put / call ratio, total open interest, approximate money flow |
| Trend | 7-day, 6-week and 6-month direction (up / down / neutral) |
Gap up and gap down
The gap filters reproduce the legacy Gap Up & Gap Down report:
- Gap up: the open is at least X % above the previous close, the current price is still at or above the open, and the price is at or above the period high.
- Gap down: the open is at least X % below the previous close, the current price is still at or below the open, and the price is at or below the period low.
Choose the percentage and the look-back period in the filter panel. The dashboard shows the top gaps of the day with the same rules.
Options totals
Totals are computed from the most recent chain snapshot, so they carry the same delay as the option data:
- Total option volume: sum of call and put volume across every expiration.
- Put / call ratio: put volume divided by call volume; blank when call volume is zero.
- Approximate money flow: average premium x volume x 100, summed over strikes with volume. It is an approximation of dollars traded; see Reports explained.
Example
Gap % at least 3, direction up, "still above open" checked, relative volume at least 2: symbols that opened at least 3 % higher on heavy volume and have held the gap so far.
Results and next steps
From any row you can open the symbol's option chain in the Options screener, add it to a watchlist or save the screen for reuse.
Troubleshooting
Put / call ratio is blank
Call volume is zero for that symbol in the latest snapshot, so the ratio is undefined. It is never shown as zero or infinity.
Gap results change during the day
"Still above open" and "still below open" are re-checked against each delayed snapshot, so a symbol drops out when the gap fills.