Options Rankers and Scanners

Our Rankers and Scanners give you ability to scan the entire market universe for particular instrument or a prospective trade that matches your search criteria. Your scans are running against end-of-day or intraday data (or a combination of both).

Our options scanners cover virtually every options strategy and are driven by end-of-day or 20-minute delayed market data.

Volatility Ranker and Stock Sentiment Ranker are end-of-day data driven and can be used as a separate service (for example to find top volatility gainers or Bullish/Bearish stocks), or as a service providing input for Real-time Scanners (see below).

Advanced Volatility Ranker scans the market for Implied or Realized volatility gainers and losers. You also can search for stocks with highest and lowest correlation to the market (S&P 500 index). Finally, you can look for instrument with extreme ratio of Call / Put Implied Volatility Index. The Stock Sentiment Ranker uses a combination of historical, technical, options-derived, and fundamental data to find Bullish/Bearish stocks and identify most Volatile and Quiet instrument. The Rankers are driven by end-of-day data.
Strategy Scanners
IVolatility.com Scanners can be used to scan the entire universe of stocks, indexes and options for the most attractive trade opportunities.

In the Spread Scanner you can scan for trading opportunities using criteria based on price and implied volatility of option contracts and on specific indicators like Call/Put volume and Relative volatility (Implied to Realized Volatility ratio). Using the Strategist Scanner, you can choose your desired returns, desired stock price range, desired expiration etc to find most attractive Covered Call or Native Put candidates. These 2 scanners are based on end-of-day data.

Our most advanced scanners, based on 20-minute delayed market data, are RT Options Scanner and RT Spread Scanner. The RT Options Scanner helps you identify all options contracts that meet your criteria - such as cost, implied volatility, liquidity, risk (based on the Greeks) and other criteria - both intraday and end-of-day.

The RT Spread Scanner is our most advanced scanning service - you can strategy search by value of position; risk/reward, risk/capital, maximum possible strategy return and probability of profit. The Scanner supports virtually all popular options strategies - straddles, strangles, spreads, naked and covered options, collars and conversions!