Premium Screener?

I

Insurinator

Is there an options screener out there that will allow you to search for and compared specific premiums and/or premium ratios?

Every once in a while I find a stock that offers an out of the money contract with 30 - 35 days left with a premium who's ratio is about 0.75/1.0 to the month after's premium at the same strike.

These are a perfect opportunity for a calendar spread so I am wondering if there is something out there I can use to screen for premium ratios.
 
Quote from Insurinator:

Every once in a while I find a stock that offers an out of the money contract with 30 - 35 days left with a premium who's ratio is about 0.75/1.0 to the month after's premium at the same strike.

These are a perfect opportunity for a calendar spread so I am wondering if there is something out there I can use to screen for premium ratios.
More...
There's probably a reason the front month volatility is so high.
The screener program will not know why.
Paper trade, and learn.

I believe TOS has this scan functionality.
 
The reason for the front months volatility is because I look at them 2 - 3 days after earnings. I look at them this way intentionally for that reason. Even a day after earnings I barely find 0.55/1.0 ratios unless it's ITM or 1 strike away from ITM.

I do have TOS but am not sure how to scan for anything in relation to premiums. I'll look around on it some more and contact support.
 
Quote from Insurinator:

Is there an options screener out there that will allow you to search for and compared specific premiums and/or premium ratios?

These are a perfect opportunity for a calendar spread so I am wondering if there is something out there I can use to screen for premium ratios.
More...
OpScan
 
You must log in or register to reply here.
Back
Top