StockFetcher Forums · General Discussion · Any Option traders here?<< >>Post Follow-up
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.

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.

Fetcher[stock is optionable
and price above 10
and price below 150
and average volume(65) above 1000000
]



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.


maxreturn
745 posts
msg #104965
Ignore maxreturn
2/13/2012 9:05:59 PM

Unfortunately you cannot specify option volume on SF.

mahkoh
891 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)"

StockFetcher Forums · General Discussion · Any Option traders here?<< >>Post Follow-up

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