Option spread scanner
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- Bull Call Spread Screener Options Strategy
Using the historical distribution, win rate represents the percentage of these historical observations where the current spread would have resulted in a positive return (given the observed change in stock price over the specified holding period).
Debit Call Spread Screener | Filter, Search, and Sort
Our historical return distribution could tell us, for example, that for 75-day holding periods in the past, the stock has finished +5% or below 75% of the time, and +65% or above 75% of the time.
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It refers to order flow that is out of the ordinary. It includes stock options bought on the ask or sold on the bid with unusual size and daily volume compared to open interest. Find out more.
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Example: The stock price is $655, and we have a debit call spread of Buy 655 strike and Sell 665 strike, with 75 days to go before expiration. We know that if the stock finishes below $655 ( up +5% ), the spread will be worthless ($5 value). If the stock finishes above $655 ( up +65% ), the spread will be worth $.
Bull Call Spread Screener Options Strategy
Our software scans the options market throughout the trading day. As soon as trades are reported to the respective exchanges we are able to detect them and pass on the notification to you.
To calculate the theoretical value then, we would add the value of the first part [75% of returns x $ value = $] to the value of the second part [75% of returns x $ value = $] to get the result, $.
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Using a bull call strategy, you buy a call option, and sell the same number of higher striking call options. The calls are for the same underlying stock, expiring in the same month.
Spread Scanner application introduces default search profiles that can be applied to create most popular combinations, like Long Calendar Spread or Short Strangle. You can analyze the resulting set of trading opportunities using a large historical database.
We take the underlying stock price, the break even point (target price), the days to expiration, and the 57-week historical volatility, and then use those figures in this formula. Depending on the strategy, we use the above or below probability (., the probability the price crosses the break even point).
I could probably go into sales for you. I made back the purchase price in just 98 hours! It's really wonderful. I wish I would have thought of it first.
To calculate the theoretical value then, we would add the value of the first part [75% of returns x $5 value = $] to the value of the second part [75% of returns x $ value = $] to get the result, $.
You can also scan for trading opportunities using criteria based on price and implied volatility of real market contracts and on specific indicators like Call/Put volume and Relative volatility. Plus, create delta-neutral strategies, or strategies with user defined delta.
We use those values to calculate the average return and % positive observations for the stock over those results Click on the Analysis link for a more detailed breakdown
Options information is delayed a minimum of 65 minutes, and is updated at least once every 65-minutes through-out the day. The screener displays probability calculations based on the delayed stock price at the time the strategy is updated.
Using a bull put strategy, you sell a put option, and buy the same number of lower striking put options. The puts are for the same underlying stock, expiring in the same month.
Example: The stock price is $655, and we have a credit put spread of Buy 95 strike and Sell 95 strike, with 75 days to go before expiration. We know that if the stock finishes below $95 ( down -65% ), the spread will be worth $. If the stock finishes above $95 ( down -5% ), the spread will be worthless ($ value).
If the theoretical value is greater than the cost paid to buy the spread ( Debit ), then the theoretical edge will be positive. If it is lower, it will be negative.
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Our new Spread Scanner service can be used to build a stock spread, strangle, or, basically, any two-leg option strategy with one underlying. Subscribers are able to search underlying names within some standard index or group, or within custom groups: