Option Scan Types

Last modified 15:09, 5 Oct 2012

Option Scan Types

The Option tab contains three groups of pre-computed scan types:


Click on the plus sign [+] to expand each group to view its scan types.

For each row in the scan type table, the List Name of the Scan Type together with the number of results (Count) for the day that the scan took place on (Date).

By default the date of the scan will be the current date. A previous date can be selected using the Date Selector in the Pre-computed Scan work page's Function Bar. First unselect Use Current Data, then type in or select the required date in the Search Date text box. For more information, go to the Change Date help topic.

The Scan Results displayed on the right can be filtered using the Intersection tool. To include a scan type in an intersection, select its check-box [x]. This will limit the displayed results to those which are also included for any other scan type that is also selected. For more information, go to the Filter with Intersections help topic.

Click on the minus sign [–] to collapse each group to make the selection area less cluttered.

Implied Volatility group

The Implied Volatility group includes scan results that compare short term Statistical Volatility (6 days ) with Long Term Statistical Volatility (100 days).

High Implied Volatility

Displays the top 250 results in descending order.

Low Implied Volatility

Displays the top 250 results in ascending order.

Option Volume group

The Option Volume group of scan results use the Rate of Change indicator to compare today's volume with yesterdays'.

Option Volume Rate of Change - Negative

Displays the top 250 downward movements in volume for the selected market.

Option Volume Rate of Change - Positive

Displays the top 250 upward movements in volume for the selected market.

Put / Call group

The Put / Call group of scan results is the ratio of the amount of Put options traded versus the amount of Call options traded.

Put / Call Ratio - Bearish

A Low Put/Call ratio is Bearish. Displays the top 250 results.

Put / Call Ratio - Bullish

A High Put/Call ratio is Bullish. Displays the top 250 results.

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