Unfortunately not it only scans per-expiration date for all of the stocks that you include in your symbol list. Is the scanner able to do a scan for high IV Percentile, days to expiry & credit spreads with premium at a third of the width of the strikes ? no credit spreads with premium at a third of the width of the strikes. However, it is only for single series i.e. It does scan for high IV and you choose the expiry date you want to scan. Not sure what has happened with my comment script but I only received the email notification yesterday! This doesn't mean that "Nearest Expiration" should not be looked at, but just be aware that many of the Weeklys will naturally show large spikes for the big stocks so keep an eye out for the single entries for lesser known stocks. As the options have only just listed, they will all have zero open interest and begin to accrue as they progress during the week. So, early on in a given week you are likely to see many options showing up in the list for big name stocks like AAPL, FB, AMZN etc. A small problem with that is that there are a lot of stocks and ETFs now supporting Weekly Options. Now, when you select "Nearest Expiration" the scanner will simply find the options closest to expiry and go with that. Again, I use 500 here but up to you what you select. Then you will set the minimum level of open interest. The most interesting opportunities will have volumes in the '000's, which will most likely show up the top once you've sorted the list. I use 500, but again, you can set it higher to filter down the list some more. When the scans are finished you will be able to simply sort the list to show the highest scoring options at the top. I'm using 100% as my default setting now. You want this, of course, to be at least 100%, maybe more. The first item to set is the percentage level of volume compared to open interest. Which opens the criteria panel where you decide what levels and expiration to scan: Adjusting Scanning Criteriaīefore you start scanning, you will need to press the cog icon on the toolbar: You can now enter both the symbol code and company name to add a new ticker to the database or select one of the existing symbols and remove it from the list. Go to File -> Open Database and you will see this screen: You're not restricted to these lists though you can make your own custom list by adding/removing symbols from an existing list. However, if you want to run scans over a smaller, more focused list you can click the open button and choose one of the other pre-built symbol lists:įrom here you can drill down further into specific exchanges and sectors and choose your desired list. This is the default list and is made up of over 3,000 US stocks and ETFs. The left hand side lists the symbols that will be searched during the scan. For example, hold your phone with its screen facing you.When you first launch the Option Scanner you will be presented with a screen like this: Hold your phone as you'd normally hold it when unlocking.Put your finger on your phone's sensor (not its screen).If you don't already have a screen lock, you'll be asked to add a backup PIN, pattern, or password. On Pixel 5a (5G) and earlier phones, follow these steps: Follow the instructions to adjust your finger position to capture the edges and tips of your fingerprint. Start by placing the center of your finger over the sensor. Press & hold your finger firmly on the screen.Put your finger on the fingerprint icon and wait for the fingerprint sensor to light up and vibrate. The fingerprint sensor is towards the bottom of your phone’s display.On Pixel 6 and later phones, follow these steps:
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