diff --git a/website/content/terminal/stocks/options/scr/_index.md b/website/content/terminal/stocks/options/scr/_index.md deleted file mode 100644 index 6ea44cbcf60..00000000000 --- a/website/content/terminal/stocks/options/scr/_index.md +++ /dev/null @@ -1,46 +0,0 @@ -``` -usage: scr [-p {TSLA_Calls_90Days,Highest_OI,template,TSLA_Poots,SPY_ATM_Poots,Long_FAANGM,high_IV,3DTE_Degenerate,SPY_ATM_Calls,Highest_IV,Highest_Volume}] [-l LIMIT] [-h] [--export {csv,json,xlsx}] -``` - -Screener filter output from https://ops.syncretism.io/index.html. Where: CS: Contract Symbol; S: Symbol, T: Option Type; Str: Strike; Exp v: Expiration; IV: Implied Volatility; LP: Last Price; B: Bid; A: Ask; V: Volume; OI: Open Interest; Y: Yield; MY: Monthly Yield; -SMP: Regular Market Price; SMDL: Regular Market Day Low; SMDH: Regular Market Day High; LU: Last Trade Date; LC: Last Crawl; ITM: In The Money; PC: Price Change; PB: Price-to-book. - -``` -optional arguments: - -p {TSLA_Calls_90Days,Highest_OI,template,TSLA_Poots,SPY_ATM_Poots,Long_FAANGM,high_IV,3DTE_Degenerate,SPY_ATM_Calls,Highest_IV,Highest_Volume}, --preset {TSLA_Calls_90Days,Highest_OI,template,TSLA_Poots,SPY_ATM_Poots,Long_FAANGM,high_IV,3DTE_Degenerate,SPY_ATM_Calls,Highest_IV,Highest_Volume} - Filter presets (default: high_IV) - -l LIMIT, --limit LIMIT - Limit of random entries to display. Default shows all (default: 10) - -h, --help show this help message (default: False) - --export {csv,json,xlsx} - Export raw data into csv, json, xlsx (default: ) -``` - -Example: -``` -2022 Feb 16, 09:50 (✨) /stocks/options/screen/ $ scr - Screener Output -┏━━━━━━━━━━━━━━━━━━━━━┳━━━━━━┳━━━┳━━━━━━━┳━━━━━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━┳━━━━━━━┳━━━━━━━┳━━━━━━━┳━━━━━━━━━━┓ -┃ CS ┃ S ┃ T ┃ Str ┃ Exp ∨ ┃ IV ┃ LP ┃ B ┃ A ┃ V ┃ OI ┃ Y ┃ MY ┃ SMP ┃ SMDL ┃ SMDH ┃ LU ┃ -┡━━━━━━━━━━━━━━━━━━━━━╇━━━━━━╇━━━╇━━━━━━━╇━━━━━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━╇━━━━━━━╇━━━━━━━╇━━━━━━━╇━━━━━━━━━━┩ -│ VIAC220218C00036000 │ VIAC │ C │ 36.00 │ 02-18-22 │ 1.00 │ 1.28 │ 1.28 │ 1.31 │ 4623 │ 3404 │ 0.04 │ 0.68 │ 35.99 │ 34.75 │ 36.03 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ VXX220225P00020500 │ VXX │ P │ 20.50 │ 02-25-22 │ 1.00 │ 0.97 │ 0.96 │ 1.00 │ 1552 │ 1525 │ 0.05 │ 0.17 │ 21.39 │ 21.33 │ 22.22 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ MARA220225C00037000 │ MARA │ C │ 37.00 │ 02-25-22 │ 1.00 │ 0.16 │ 0.16 │ 0.17 │ 118 │ 261 │ 0.00 │ 0.02 │ 28.54 │ 27.44 │ 28.93 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ RIOT220225C00025000 │ RIOT │ C │ 25.00 │ 02-25-22 │ 1.00 │ 0.16 │ 0.14 │ 0.15 │ 189 │ 1707 │ 0.01 │ 0.02 │ 19.66 │ 18.85 │ 19.76 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ VIAC220218C00037000 │ VIAC │ C │ 37.00 │ 02-18-22 │ 1.00 │ 0.85 │ 0.86 │ 0.88 │ 2707 │ 2750 │ 0.02 │ 0.44 │ 35.99 │ 34.75 │ 36.03 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ SKLZ220218C00004500 │ SKLZ │ C │ 4.50 │ 02-18-22 │ 1.00 │ 0.17 │ 0.16 │ 0.17 │ 1828 │ 2241 │ 0.04 │ 0.69 │ 4.46 │ 4.11 │ 4.46 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ PLUG220218P00023000 │ PLUG │ P │ 23.00 │ 02-18-22 │ 0.99 │ 0.51 │ 0.50 │ 0.52 │ 2078 │ 778 │ 0.02 │ 0.41 │ 23.77 │ 22.08 │ 23.92 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ BBBY220218C00018500 │ BBBY │ C │ 18.50 │ 02-18-22 │ 0.99 │ 0.15 │ 0.13 │ 0.17 │ 589 │ 905 │ 0.01 │ 0.15 │ 16.66 │ 15.71 │ 16.75 │ 02-15-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ TDOC220218C00091000 │ TDOC │ C │ 91.00 │ 02-18-22 │ 0.99 │ 0.08 │ 0.03 │ 0.05 │ 101 │ 104 │ 0.00 │ 0.01 │ 74.93 │ 72.09 │ 75.14 │ 02-14-22 │ -├─────────────────────┼──────┼───┼───────┼──────────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼──────┼───────┼───────┼───────┼──────────┤ -│ PTON220225P00027000 │ PTON │ P │ 27.00 │ 02-25-22 │ 0.99 │ 0.24 │ 0.22 │ 0.25 │ 1040 │ 430 │ 0.01 │ 0.03 │ 33.25 │ 31.96 │ 33.65 │ 02-15-22 │ -└─────────────────────┴──────┴───┴───────┴──────────┴──────┴──────┴──────┴──────┴──────┴──────┴──────┴──────┴───────┴───────┴───────┴──────────┘ -``` diff --git a/website/content/terminal/stocks/options/screen/_index.md b/website/content/terminal/stocks/options/screen/_index.md new file mode 100644 index 00000000000..285a82a7fff --- /dev/null +++ b/website/content/terminal/stocks/options/screen/_index.md @@ -0,0 +1,254 @@ +--- +title: Introduction to the Options Screener +keywords: "Options, stocks, derivatives, puts, calls, oi, vol, greeks, bid, ask, last, lp, price, delta, theta, gamma, interest, screener, dte, expiration, expiry, screen" +date: "2020-06-06" +type: guides +status: publish +excerpt: "This guide introduces the user to the Options Screener, located within the Options Menu, and provides examples for how to use." +geekdocCollapseSection: true +--- + +

Introduction to the Options Screener

+ +The OpenBB options screener is a versatile discovery tool for an options trader. It is powered by the Open Source Community: https://github.com/Tyruiop/syncretism - go give this repository a star! + +![The Options Screener Menu](https://user-images.githubusercontent.com/85772166/172467269-8752d7fe-a9c6-4cf6-bc6f-3f5a011037e4.png) + +The screener makes use of presets (.ini files) that are stored locally in the OpenBB installation folder. + +`~/Applications/OpenBB/openbb_terminal/stocks/options/presets/` + +![The folder containing preset files](https://user-images.githubusercontent.com/85772166/172467415-96aab9fe-de50-4892-8483-fbc834c17252.png) + +The file named `template.ini` is a blank slate and ready for experimentation. There are nearly infinite ways to configure an options search, so customize one and then share it with us on social media! Have a look at the available fields: + +```` +# Author of preset: OpenBB Terminal +# Description: This is just a sample. The user that adds the preset can add a description for what type of stocks these filters are being used. +[FILTER] + +# tickers [string]: a list of space or comma separated tickers to restrict or exclude them from the query. +# E.g. "GME" or for multiples "AMC","BB","GME". +tickers = + +# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers. +exclude = + +# min-diff [int]: minimum difference in percentage between strike and stock price. +min-diff = + +# max-diff [int]: maximum difference in percentage between strike and stock price. +max-diff = + +# itm [bool]: select in the money options. +itm = true + +# otm [bool]: select out of the money options. +otm = true + +# min-ask-bid [float]: minimum spread between bid and ask. +min-ask-bid = + +# max-ask-bid [float]: maximum spread between bid and ask. +max-ask-bid = + +# min-exp [int]: minimum days until expiration. +min-exp = + +# max-exp [int]: maximum days until expiration. +max-exp = + +# min-price [float]: minimum option premium. +min-price = + +# max-price [float]: maximum option premium. +max-price = + +#min-strike [float]: minimum option strike. +min-strike = + +#max-strike [float]: maximum option strike. +max-strike = + +# calls [true|false]: select call options. +calls = true + +# puts [true|false]: select put options. +puts = true + +# stock [true|false]: select normal stocks. +stock = + +# etf [true|false]: select etf options. +etf = + +# min-sto [float]: minimum option price / stock price ratio. +min-sto = + +# max-sto [float]: maximum option price / stock price ratio. +max-sto = + +# min-yield [float]: minimum premium / strike price ratio. +min-yield = + +# max-yield [float]: maximum premium / strike price ratio. +max-yield = + +# min-myield [float]: minimum yield per month until expiration date. +min-myield = + +# max-myield [float]: maximum yield per month until expiration date. +max-myield = + +# min-delta [float]: minimum delta greek. +min-delta = + +# max-delta [float]: maximum delta greek. +max-delta = + +# min-gamma [float]: minimum gamma greek. +min-gamma = + +# max-gamma [float]: maximum gamma greek. +max-gamma = + +# min-theta [float]: minimum theta greek. +min-theta = + +# max-theta [float]: maximum theta greek. +max-theta = + +# min-vega [float]: minimum vega greek. +min-vega = + +# max-vega [float]: maximum vega greek. +max-vega = + +#min-iv [float]: minimum implied volatility. +min-iv = + +#max-iv [float]: maximum implied volatility. +max-iv = + +#min-oi [float]: minimum open interest. +min-oi = + +#max-oi[float]: maximum open interest +max-oi = + +#min-volume [float]: minimum volume. +min-volume = + +#max-volume [float]: maximum volume. +max-volume = + +#min-voi [float]: minimum volume / oi ratio. +min-voi = + +#max-voi [float]: maximum volume / oi ratio. +max-voi = + +# min-cap [float]: minimum market capitalization (in billions USD). +min-cap = + +# max-cap [float]: maximum market capitalization (in billions USD). +max-cap = + +# order-by [default: e_desc]: how to order results, possible values: +# e_desc, e_asc: expiration, descending / ascending. +# iv_desc, iv_asc: implied volatility, descending / ascending. +# lp_desc, lp_asc: lastprice, descending / ascending. +# md_desc, md_asc: current stock price, descending / ascending. +order-by = + +# limit [int]: number of results (max 50). +limit = + +# active [true|false]: if set to true, restricts to options for which volume, open interest, ask, and bid are all > 0. +active = + +# [float|int] deviation from the 20 day average +min-price-20d = +max-price-20d = +min-volume-20d = +max-volume-20d = +min-iv-20d = +max-iv-20d = +min-delta-20d = +max-delta-20d = +min-gamma-20d = +max-gamma-20d = +min-theta-20d = +max-theta-20d = +min-vega-20d = +max-vega-20d = +min-rho-20d = +max-rho-20d = + +# [float|int] deviation from the 100 day average +min-price-100d = +max-price-100d = +min-volume-100d = +max-volume-100d = +min-iv-100d = +max-iv-100d = +min-delta-100d = +max-delta-100d = +min-gamma-100d = +max-gamma-100d = +min-theta-100d = +max-theta-100d = +min-vega-100d = +max-vega-100d = +min-rho-100d = +max-rho-100d = +```` +

How to use the Options Screener

+ +The commands `set` and `view` will show the filters present. The command reads the contents of the preset file every time the command is called, which makes changes fast and easy; simply open it in a text editor. + +```` +(🦋) /stocks/options/screen/ $ set TSLA_Calls_90Days + +(🦋) /stocks/options/screen/ $ view TSLA_Calls_90Days + + - FILTER - +tickers : "TSLA" +exclude : false +itm : true +otm : true +min-exp : 3 +max-exp : 90 +calls : true +puts : true +stock : true +etf : true +min-delta : 0.30 +max-delta : 0.65 +order-by : "oi_desc" +active : true +```` + +The columns for the output of the screener have been abbreviated to be: +```` +CS: Contract Symbol; S: Symbol, T: Option Type; Str: Strike; Exp v: Expiration; IV: Implied Volatility; LP: Last Price; B: Bid; A: Ask; V: Volume; OI: Open Interest; Y: Yield; MY: Monthly Yield; SMP: Regular Market Price; SMDL: Regular Market Day Low; SMDH: Regular Market Day High; LU: Last Trade Date; LC: Last Crawl; ITM: In The Money; PC: Price Change; PB: Price-to-book. +```` +The default number of results returned is 10, add the `-l` flag with the number of desired results to change. + +![Options Screener preset: Highest OI](https://user-images.githubusercontent.com/85772166/172467821-9f548d96-c97a-4933-86b4-7eb0946bc6db.png) + +

Examples

+ +Using the preset, "3DTE_Degenerate": + +![Options Screener preset: 3DTE_Degenerate](https://user-images.githubusercontent.com/85772166/172467959-9f4d767e-bb60-4f80-b023-610cfa7b9694.png) + +Using the preset, "SPY_ATM_POOTS": + +![Options Screener preset: SPY_ATM_POOTS](https://user-images.githubusercontent.com/85772166/172468094-834ae8a6-4c0e-4ccf-a88f-121741d49155.png) + +The video below shows the process for building an options screener preset. Any simple text editor will work to make changes. Build a preset and share it with OpenBB on social media! + +![Options Template Screener Demo](https://user-images.githubusercontent.com/85772166/172468268-fc839bf1-54f1-4e91-b1e2-82c8e711dea4.gif) + +Back to: Introduction To Options Guide diff --git a/website/data/menu/main.yml b/website/data/menu/main.yml index 09733770121..9cdb1b9f283 100755 --- a/website/data/menu/main.yml +++ b/website/data/menu/main.yml @@ -404,8 +404,8 @@ main: - name: options ref: "/terminal/stocks/options" sub: - - name: scr - ref: "/terminal/stocks/options/scr" + - name: screen + ref: "/terminal/stocks/options/screen" - name: unu ref: "/terminal/stocks/options/unu" - name: calc @@ -453,19 +453,6 @@ main: ref: "/terminal/stocks/options/hedge/list" - name: rmv ref: "/terminal/stocks/options/hedge/rmv" - - name: payoff - ref: "/terminal/stocks/options/payoff" - sub: - - name: add - ref: "/terminal/stocks/options/payoff/add" - - name: sop - ref: "/terminal/stocks/options/payoff/sop" - - name: pick - ref: "/terminal/stocks/options/payoff/pick" - - name: plot - ref: "/terminal/stocks/options/payoff/plot" - - name: rmv - ref: "/terminal/stocks/options/payoff/rmv" - name: pricing ref: "/terminal/stocks/options/pricing" sub: