unusual options activity screener thinkorswim

UNUSUAL OPTIONS ACTIVITY SCREENER THINKORSWIM DOWNLOAD

Your Saved Screener will always start with the most current set of symbols found on the source page before applying your custom filters and displaying new results. Running a Saved Screener at a later date will always start with a new list of results.View the results and if you wish, save the Screener to run again at a later date.Add additional criteria in the Screener, such as 'Moneyness', or 'Implied Volatility'.To narrow the list down by expiration date, use the 'Days to Expiration' filter in the screener. Note: ALL the symbols from the page are pulled into the screener. Click 'Screen' on the page and the Options Screener opens, pulling in the symbols from the page.This lets you add additional filters in the Options Screener to further narrow down the list of candidates. Options information is delayed 15 minutes.Īvailable only with a Premier Membership, you can base an Options Screener off the symbols currently on the page. we also show only options with days till expiration greater than 14. For Canadian market, an option needs to have volume of greater than 5, open interest greater than 25, and last price greater than 0.10. market, an option needs to have volume of greater than 500, open interest greater than 100, a last price greater than 0.10.

UNUSUAL OPTIONS ACTIVITY SCREENER THINKORSWIM DOWNLOAD

Site Members may also download the data on the page to a. The number of options displayed is capped at the top 100 for both increase and decrease, for Stocks and ETFs.įlipcharts are available, and you may choose to view charts for the underlying equity or for the option strike when you open the Flipcharts link. You can re-sort the page by clicking on any of the column headings. The page is initially sorted in ascending or descending daily Open Interest Change. Look for the price trend to come to an end.Ĭhoose to view Stocks or ETFs using the selector at the top of the table. A sharp decrease, conversely, is an indication that the market is liquidating. Also, when an option has a large open interest, there is an active secondary market that makes it easier to trade the option at a reasonable spread between bid and ask.Ī sharp increase in open interest typically indicates new money coming in, with a continuation of the present trend (up, down or neutral). When volume is higher than open interest, that typically indicates that trading of the option was high for the day. When an option has a large shift in open interest, you should look at the shift relative to the volume of contracts traded.

A trade can either increase or decrease open interest, so a significant change to this number simply means there are significant changes in traders' positions. Since options can be bought and sold (with both types of transactions either opening or closing a transaction), it's important to understand what a large change in either direction for open interest may mean.įirst, it's important to understand that you have no way of knowing whether the change in an option's open interest means the option was bought or sold. 'Open Interest Change' represents the change in the number of option contracts traded but not yet liquidated. It gives you important information regarding whether there is an active secondary market for the option, and can be used as a tool to predict price trends along with reversals.

Open Interest is the total number of open option contracts that have been traded but not yet liquidated by either an offsetting trade or an exercise or assignment. xml?apikey=YOUR_API_KEY&instrumentType=stocks&optionType=both&minVolume=10000&maxVolume=10000&minOpenInterest=1.91&maxOpenInterest=1.91&minDTE=1.12&maxDTE=1.21&minPrice=1.11&maxPrice=1.13&minVolumeOpenInterestRatio=1.21&maxVolumeOpenInterestRatio=1.24&minDelta=12.4&maxDelta=1.24&fields=delta%2Cgamma&limit=100&page=1Īpikey=YOUR_API_KEY&instrumentType=stocks&optionType=both&minVolume=10000&maxVolume=10000&minOpenInterest=1.91&maxOpenInterest=1.91&minDTE=1.12&maxDTE=1.21&minPrice=1.11&maxPrice=1.13&minVolumeOpenInterestRatio=1.21&maxVolumeOpenInterestRatio=1.24&minDelta=12.4&maxDelta=1.The Options Change in Open Interest page shows equity options with the largest increase and decrease in open interest from the previous trading session. json?apikey=YOUR_API_KEY&instrumentType=stocks&optionType=both&minVolume=10000&maxVolume=10000&minOpenInterest=1.91&maxOpenInterest=1.91&minDTE=1.12&maxDTE=1.21&minPrice=1.11&maxPrice=1.13&minVolumeOpenInterestRatio=1.21&maxVolumeOpenInterestRatio=1.24&minDelta=12.4&maxDelta=1.24&fields=delta%2Cgamma&limit=100&page=1Ĭontent-Type: application/x-'message': 'Success, but no content to return.'

Unusual options activity screener thinkorswim