Filters

Using the Filters tool can help you find intraday trading opportunities. Stocks that match a filter's criteria are displayed in the Filters tool. You can access this tool from the Quotes & Watch List menu in the main navigation toolbar of Active Trader Pro®.

  • Filter Results and Updates

    Up to 30 matching results for the Active Trader Pro® are displayed in the Filters tool. Filter results are updated automatically every 60 seconds. Filters include premarket and postmarket activity associated with price and volume, and start updating at 9:30 a.m. ET.

  • Using the Filters Screen

    To set a filter from within the Filters tool, go to the Markets, Technicals, or Options tabs and select a filter from the dropdown menu. If applicable, a secondary filter dropdown will appear so you can narrow your results further. Sort any of the filters by clicking on the column header. You can return to the original sort state by clicking on the appropriate column header for that filter or by switching filters and returning to the original.

    Your results are populated automatically with the securities that meet your filter criteria. To make a trade from the Filters tool, select the Bid/Ask price to seed a ticket or use the Action or right-click menus to seed the trade ticket. Your filter selections, when saved in a layout, will be preserved for your next search. If you open a new Filters tool window, it will default to Most Actives.

  • Custom Option Scans

    You can view custom option scans that have been set up on Fidelity.com. To do so, go to the Options tab, use the drop down, and choose Custom. If you have created custom scans a second drop down will appear with your personal option scans. If you have not created any custom scans, you'll be presented with the option to link to Fidelity.com.

  • Exporting Filter Results

    To export symbols in a filter list:

    • Right-click in the Filters tool
    • Choose Export
    • Pick the format you would like to export to, either Comma Separated Values(.csv) or Microsoft Excel (.xls)
  • Filter Descriptions

    All available primary and secondary filters are listed below, along with a brief definition for your reference.

    Filter Description
    Most Actives
    Across All Markets Finds stocks with the greatest number of shares traded across the Amex, DJ Industrial Ave, NASDAQ, NASDAQ 100, NYSE, and S&P 500 markets today
    Amex Finds stocks with the greatest number of shares traded on the American Stock Exchange today
    NASDAQ Finds stocks with the greatest number of shares traded on the NASDAQ market today
    NYSE Finds stocks with the greatest number of shares traded on the New York Stock Exchange today
    DJ Industrial Ave Finds stocks with the greatest number of shares traded on the Dow Jones Industrial Average index today
    NASDAQ 100 Finds stocks with the greatest number of shares traded on the NASDAQ 100 index today
    S&P 500 Finds stocks with the greatest number of shares traded on the S&P 500 index today
    52-Week Highs
    $5 - $20 Stocks Finds stocks that have hit a 52-week high today, and are currently trading between $5.00 and $20.00. Stocks must have an average trading volume over the past 20 days exceeding 100,000 shares, and must have a minimum daily volume of at least 10,000 shares.
    $20+ Stocks Finds stocks that have hit a 52-week high today, and are currently trading at a price greater than $20.00. Stocks must have an average trading volume over the past 20 days exceeding 100,000 shares, and must have a minimum daily volume of at least 10,000 shares.
    52 Week Lows
    $5 - $20 Stocks Finds stocks that have hit a 52-week low today, and are currently trading between $5.00 and $20.00. Stocks must have an average trading volume over the past 20 days exceeding 100,000 shares, and must have a minimum daily volume of at least 10,000 shares.
    $20+ Stocks Finds stocks that have hit a 52-week low today, and are currently trading at a price greater than $20.00. Stocks must have an average trading volume over the past 20 days exceeding 100,000 shares, and must have a minimum daily volume of at least 10,000 shares.
    Top $ Gainers
    Across All Markets Finds stocks with the greatest price increase across the Amex, DJ Industrial Ave, NASDAQ, NASDAQ 100, NYSE and S&P 500 markets today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Amex Finds stocks with the greatest price increase on the American Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NASDAQ Finds stocks with the greatest price increase on the NASDAQ market today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NYSE Finds stocks with the greatest price increase on the New York Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    DJ Industrial Ave Finds stocks with the greatest price increase on the Dow Jones Industrial Average index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    NASDAQ 100 Finds stocks with the greatest price increase on the NASDAQ 100 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    S&P 500 Finds stocks with the greatest price increase on the S&P 500 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Top $ Losers
    Across All Markets Finds stocks with the greatest price decrease across the Amex, DJ Industrial Ave, NASDAQ, NASDAQ 100, NYSE and S&P 500 markets today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Amex Finds stocks with the greatest price decrease on the American Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NASDAQ Finds stocks with the greatest price decrease on the NASDAQ market today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NYSE Finds stocks with the greatest price decrease on the New York Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    DJ Industrial Ave Finds stocks with the greatest price decrease on the Dow Jones Industrial Average index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    NASDAQ 100 Finds stocks with the greatest price decrease on the NASDAQ 100 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    S&P 500 Finds stocks with the greatest price decrease on the S&P 500 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Top % Gainers
    Across All Markets Finds stocks with the greatest percentage price increase across the Amex, DJ Industrial Ave, NASDAQ, NASDAQ 100, NYSE and S&P 500 markets today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Amex Finds stocks with the greatest percentage price increase on the American Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NASDAQ Finds stocks with the greatest percentage price increase on the NASDAQ market today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NYSE Finds stocks with the greatest percentage price increase on the New York Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    DJ Industrial Ave Finds stocks with the greatest percentage price increase on the Dow Jones Industrial Average index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    NASDAQ 100 Finds stocks with the greatest percentage price increase on the NASDAQ 100 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    S&P 500 Finds stocks with the greatest percentage price increase on the S&P 500 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Top % Losers
    Across all Markets Finds stocks with the greatest percentage price decrease across the Amex, DJ Industrial Ave, NASDAQ, NASDAQ 100, NYSE and S&P 500 markets today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Amex Finds stocks with the greatest percentage price decrease on the American Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NASDAQ Finds stocks with the greatest percentage price decrease on the NASDAQ market today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    NYSE Finds stocks with the greatest percentage price decrease on the New York Stock Exchange today. Only stocks trading at $1.00 or higher, and with trading volume of 10,000 shares or more are considered.
    DJ Industrial Ave Finds stocks with the greatest percentage price decrease on the Dow Jones Industrial Average index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    NASDAQ 100 Finds stocks with the greatest percentage price decrease on the NASDAQ 100 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    S&P 500 Finds stocks with the greatest percentage price decrease on the S&P 500 index today. Only stocks trading at $1.00 or higher, and with a trading volume of 10,000 shares or more are considered.
    Volume Movers
    Today Finds stocks trading today with current volume at least 100% higher than the one month average intraday volume. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    2-Day Finds stocks trading today and yesterday with current volume at least 100% higher than the one month average intra-day volume. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Highest Social Sentiment
    Displays the stocks with the highest current S-ScoresTM in the Russell 3000 universe of symbols. S-ScoresTM are provided by Social Market Analytics (SMA), an independent third party vendor. S-Scores are a normalized representation of a stock’s sentiment over a 20-day look back period, using Twitter and StockTwits as its social media sources. To be considered in the results, there must be at least 3 indicative tweets, as determined by SMA’s proprietary methodology for financial market relevancy. S-scores can range between -4.25 and +4.25 where greater than +3 would be considered extremely positive sentiment, and lower than -3 is considered extremely negative sentiment; scores between -1 and +1 are considered to be neutral.
    Lowest Social Sentiment
    Displays the stocks with the lowest current S-ScoresTM in the Russell 3000 universe of symbols. S-ScoresTM are provided by Social Market Analytics (SMA), an independent third party vendor. S-Scores are a normalized representation of a stock’s sentiment over a 20-day look back period, using Twitter and StockTwits as its social media sources. To be considered in the results, there must be at least 3 indicative tweets, as determined by SMA’s proprietary methodology for financial market relevancy. S-scores can range between -4.25 and +4.25 where greater than +3 would be considered extremely positive sentiment, and lower than -3 is considered extremely negative sentiment; scores between -1 and +1 are considered to be neutral.
    Uptrend Stocks
    3% on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and that have closed or are currently trading at least 3% higher each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    5% on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and that have closed or are currently trading at least 5% higher each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    3% on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and that have closed or are currently trading at least 3% higher each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    5% on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and that have closed or are currently trading at least 5% higher each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Short-Term Uptrend
    20% Higher Volume Finds stocks trading today with current volume at least 20% higher than the one month average intraday volume, and with successively higher day lows for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    40% Higher Volume Finds stocks trading today with current volume at least 40% higher than the one month average intraday volume, and with successively higher day lows for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Downtrend Stocks
    3% on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and that have closed or are currently trading at least 3% lower each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    5% on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and that have closed or are currently trading at least 5% lower each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    3% on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and that have closed or are currently trading at least 3% lower each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    5% on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and that have closed or are currently trading at least 5% lower each day for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Short-Term Downtrend
    20% Higher Volume Finds stocks trading today with current volume at least 20% higher than the one month average intraday volume today, and with successively lower day highs for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    40% Higher Volume Finds stocks trading today with current volume at least 40% higher than the one month average intraday volume today, and with successively lower day highs for today and the previous two trading sessions. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Moving Average Crossover Upside
    20/50 on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and with the 20-Day EMA crossing above the 50-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    20/200 on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and with the 20-Day EMA crossing above the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    50/200 on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and with the 50-Day EMA crossing above the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    20/50 on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and with the 20-Day EMA crossing above the 50-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    20/200 on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and with the 20-Day EMA crossing above the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    50/200 on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and with the 50-Day EMA crossing above the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Moving Average Crossover Downside
    20/50 on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and with the 20-Day EMA crossing below the 50-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    20/200 on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and with the 20-Day EMA crossing below the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    50/200 on 15% Higher Volume Finds stocks trading today with current volume at least 15% higher than the one month average intraday volume, and with the 50-Day EMA crossing below the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    20/50 on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and with the 20-Day EMA crossing below the 50-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    20/200 on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and with the 20-Day EMA crossing below the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    50/200 on 30% Higher Volume Finds stocks trading today with current volume at least 30% higher than the one month average intraday volume, and with the 50-Day EMA crossing below the 200-Day EMA today or in the previous trading session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Relative Strength Index Turnover
    Finds stocks that have hit a 6-month price high today or within the previous 4 trading sessions. In addition, the stock's RSI has reached a high of at least 70 in the same time period, as well as currently being at least 5% lower than that RSI high. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Bollinger Band Upside Breakout
    20% Higher Volume Finds stocks trading today with current volume at least 20% higher than the one month average intraday volume, with RSI (14-bar) greater than 50 and the price crossing above the 20-day Bollinger Band in today's session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    40% Higher Volume Finds stocks trading today with current volume at least 40% higher than the one month average intraday volume, with Relative Strength Index (RSI) (14-bar) greater than 50 and the price crossing above the 20-Day Bollinger Band in today's session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Bollinger Band Downside Breakout
    20% Higher Volume Finds stocks trading today with current volume at least 20% higher than the one month average intraday volume, with RSI (14-bar) less than 50 and the price crossing below the 20-Day Bollinger Band in today's session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    40% Higher Volume Finds stocks trading today with current volume at least 40% higher than the one month average intraday volume, with RSI (14-bar) less than 50 and the price crossing below the 20-Day Bollinger Band in today's session. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Bullish Parabolic SAR Crossover
    40% Higher Volume Finds stocks trading today with current volume at least 40% higher than the one month average intraday volume, and whose price today has crossed above the stock's Parabolic Stop and Reverse (SAR) for the first time in the past 2 weeks. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    80% Higher Volume Finds stocks trading today with current volume at least 80% higher than the one month average intraday volume, and whose price today has crossed above the stock's Parabolic SAR for the first time in the past 2 weeks. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Bearish Parabolic SAR Crossover
    40% Higher Volume Finds stocks trading today with current volume at least 40% higher than the one month average intraday volume, and whose price today has crossed below the stock's Parabolic SAR for the first time in the past 2 weeks. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    80% Higher Volume Finds stocks trading today with current volume at least 80% higher than the one month average intraday volume, and whose price today has crossed below the stock's Parabolic SAR for the first time in the past 2 weeks. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Bullish Morning Momentum
    Finds stocks that opened today within 1% of today's low and current price is higher than the previous trading session's high. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Bearish Morning Momentum
    Finds stocks that opened today within 1% of today's high and current price is lower than the previous trading session's low. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered.
    Stochastic Bearish Turnover
    Finds stocks trading today with a slow stochastic (%D) below 25 and with %K above %D. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered. Results are based off parameters of Periods=5 and Slowing Factor=5.
    Stochastic Bull Run Correction
    Finds stocks trading today with a slow stochastic (%D) above 75 and with %K below %D. Only stocks trading at $1.00 or higher today, and with average daily trading volume of 200,000 shares or more are considered. Results are based off parameters of Periods=5 and Slowing Factor=5.
    High Option Volume
    Finds stocks with high option volume today relative to the average option volume. Only stocks with a minimum average option volume of 200 are considered.
    High Call Volume
    Finds stocks with high call volume today relative to the average call volume. Only stocks with a minimum average option volume of 200 will be considered.
    High Put Volume
    Finds stocks with high put volume today relative to the average put volume. Only stocks with a minimum average option volume of 200 will be considered.
    High Open Interest
    Finds stocks where the open interest is greater than 300% of the average open interest.
    Exploding IV30s
    Finds stocks where the IV30 has risen the most over the past week. Only stocks with an average volume of greater than 1,200 contracts will be considered.
    Imploding IV30s
    Finds stocks where the IV30 has fallen the most over the past week. Only stocks with an average volume of greater than 1,200 contracts will be considered.
    Earnings
    Post Earnings IV30 Gain Finds stocks where the IV30 increased post earnings. Only stocks with earnings reported a maximum of 5 days ago and a minimum of 200 contracts traded today will be considered.
    Post Earnings IV30 Drop Finds stocks where the IV30 has dropped post earnings. Only stocks with earnings reported a maximum of 5 days ago and a minimum of 200 contracts traded today will be considered.
    Pre Earnings High Volume Finds stocks with high option volume prior to earnings. Only stocks with earnings to be reported a maximum of 5 days from now and a minimum of 200 contracts traded today will be considered.
    Pre Earnings IV30 Day Gain Find stocks where IV30 has increased pre earnings. Only stocks with earnings to be reported a maximum of 5 days from now and a minimum of 1,000 contracts traded today will be considered.
    Implied Volatility
    Top IV30 1 Day Gains Find stocks where IV30 has increased greater than 10% since the prior trading day. Only stocks trading at a volume greater than 1,000 will be considered.
    Top IV30 5 Day Gains Find stocks where IV30 has increased greater than 20% in the past five days. Only stocks with an average volume greater than 1,200 will be considered.
    IV vs HV
    IV30 > HV30 Find stocks where IV30 is greater than HV30. Only stocks with a minimum of 1,000 contracts traded today and an average option volume of greater than 1,200 will be considered.
    IV30 HV30 Find stocks where IV30 is less than HV30. Only stocks with a minimum of 1,000 contracts traded today and an average option volume of greater than 1,200 contracts will be considered.
    Order Flow
    OTM Calls on Offer Finds stocks that have the highest percent of out of the money calls trading on the offer. Only stocks with a minimum of 2,000 contracts traded today on the offer and a stock price greater than $1.00 will be considered.
    OTM Puts on Offer Finds stocks that have the highest percent of out of the money puts trading on the offer. Only stocks with a minimum of 2,000 contracts traded today on the offer and a stock price greater than $1.00 will be considered.
    Positive Net Deltas Finds stocks that have the largest positive net delta value today. Each option trade that executes has a trade delta which represents the option quantity multiplied by the delta. For calls traded on the offer and puts traded on the bid, this is a positive value. Trades executed between the bid and offer are not considered in the calculation.
    Negative Net Deltas Finds stocks that have the largest negative net delta value today. Each option trade executed has a trade delta which represents the option quantity multiplied by the delta. For puts traded on the offer and calls traded on the bid, this is a negative value. Trades executed between the bid and offer are not considered in the calculation.
    Time Spreads
    Sigma1 > Sigma2 Finds stocks whose IV is greater for options in the first-month expiration as compared to options in the second-month expiration. Only stocks with a minimum of 2,000 contracts traded today and a stock price greater than $1.00 will be considered. Non-standard expirations (weekly, month-end and quarterly) are not included in the evaluation.
    Sigma1 < Sigma2 Finds stocks whose IV is greater for options in the second-month expiration as compared to options in the first-month expiration. Only stocks with a minimum of 2,000 contracts traded today and a stock price greater than $1.00 will be considered. Non-standard expirations (weekly, month-end and quarterly) are not included in the evaluation.
    Sigma1 > Sigma2 < Sigma3 Finds stocks whose IV is lowest for options in the second-month expiration as compared to options in the first- and third-month expirations. Only stocks with a minimum of 2,000 contracts traded today and a stock price greater than $1.00 will be considered. Non- standard expirations (weekly, month-end and quarterly) are not included in the evaluation.
    Sigma1 < Sigma2 > Sigma3 Finds stocks whose IV is highest for options in the second-month expiration as compared to options in the first- and third-month expirations. Only stocks with a minimum of 2,000 contracts traded today and a stock price greater than $1.00 will be considered. Non- standard expirations (weekly, month-end and quarterly) are not included in the evaluation.
    Top Option Scans
    Highest Open Interest Finds options based on the largest open interest as of the prior close.
    Largest Change in Open Interest Finds options with the largest percentage change in open interest according to the most recent open interest report for options. Only stocks with at least 100 open contracts will be considered.
    Highest Option Volume Finds options with the highest volume for the current trading day.
    Largest Change in Option Implied Volatility Finds options with the largest percentage change in implied volatility for today (or most current trading day) as compared to the previous trading day. Only stocks with average option volume greater than 500 contracts will be considered.
    Top 2Yr Covered Calls
    Stock price filtered by All, <$25, $25-$50, $50-$100, and $100+ Finds the highest returning 2 Year Covered Call strategies for symbols whose historical Covered Call return has exceeded its stock return. Only stocks with 10 day average option volume greater than 500 contracts will be considered. Strategy rollover frequency results are stated as 30, 60, 180 day, with strike choices of At, Near, and Out of the Money. For the strategy to be considered, the stock must have option expirations available to make greater than 75% of the historical trades necessary to match its strategy rollover frequency of 30, 60, 180 days.
    Top 2Yr Cash Covered Puts
    Stock price filtered by All, <$25, $25-$50, $50-$100, and $100+ Finds the highest returning 2 Year Cash Covered Put strategies for symbols whose historical Cash Covered Put return has exceeded its stock return. Only stocks with 10 day average option volume greater than 500 contracts will be considered. Strategy rollover frequency results are stated as 30, 60, 180 day, with strike choices of At, Near, and Out of the Money. For the strategy to be considered, the stock must have option expirations available to make greater than 75% of the historical trades necessary to match its strategy rollover frequency of 30, 60, 180 days.