zehua
5 posts
msg #104947
- Ignore zehua |
2/12/2012 9:48:59 PM
For the filters, I need definitely more than just Is Optionable.
I would need something like Average Option Volume(10) is above 500.
Without that, I get a lot of none tradable results that has huge bid-ask spread.
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maxreturn
745 posts
msg #104963
- Ignore maxreturn |
2/13/2012 8:48:20 PM
These days I trade ITM options almost exclusively. I don't want stocks priced too high for obvious reasons. I also don't want them priced too low if I'm considering buying puts. I also like using a 65 day average volume of 1 million or greater. You still get a large population of optionable stocks to choose from. You can relax the volume a bit to get more candidates but I'd never go lower than 250,000 or so.
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zehua
5 posts
msg #104964
- Ignore zehua |
2/13/2012 8:51:29 PM
Thank you. But I think this is still not as straight forward as a filter that can allow me to directly specify the Option volume. Anyway, I will give that a try.
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maxreturn
745 posts
msg #104965
- Ignore maxreturn |
2/13/2012 9:05:59 PM
Unfortunately you cannot specify option volume on SF.
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mahkoh
1,065 posts
msg #104976
- Ignore mahkoh
modified |
2/14/2012 5:50:12 PM
I made a list some time ago of stocks that have options priced in penny increments with tight spreads. It is called "penny options" and is in shared lists. Feel free to add if you find one that you feel should be in there but isn't yet.
For your filters use "apply to shared list (penny options)"
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