mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-12 20:31:18 +00:00
fix for options screener
This commit is contained in:
Danglewood
@@ -1,10 +1,10 @@
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# Author of preset: Danglewood
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# Description: The highest implied volatility of all the options in the market.
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# Description: Delta bound filter.
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[FILTER]
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# tickers [string]: a list of space or comma separated tickers to restrict or exclude them from the query.
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# E.g. "GME" or for multiples "AMC,BB,GME".
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tickers =
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tickers =
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# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
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exclude =
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@@ -16,7 +16,7 @@ min-diff =
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max-diff =
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# itm [bool]: select in the money options.
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itm = true
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itm = false
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# otm [bool]: select out of the money options.
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otm = true
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@@ -34,16 +34,16 @@ min-exp =
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max-exp =
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# min-price [float]: minimum option premium.
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min-price =
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min-price =
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# max-price [float]: maximum option premium.
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max-price =
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#min-strike [float]: minimum option strike.
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min-strike =
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min-strike =
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#max-strike [float]: maximum option strike.
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max-strike =
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max-strike =
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# calls [true|false]: select call options.
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calls = true
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@@ -55,7 +55,7 @@ puts = true
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stock = true
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# etf [true|false]: select etf options.
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etf = true
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etf = false
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# min-sto [float]: minimum option price / stock price ratio.
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min-sto =
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@@ -76,10 +76,10 @@ min-myield =
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max-myield =
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# min-delta [float]: minimum delta greek.
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min-delta =
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min-delta =
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# max-delta [float]: maximum delta greek.
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max-delta =
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max-delta =
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# min-gamma [float]: minimum gamma greek.
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min-gamma =
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@@ -100,25 +100,25 @@ min-vega =
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max-vega =
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#min-iv [float]: minimum implied volatility.
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min-iv =
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min-iv = 1.00
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#max-iv [float]: maximum implied volatility.
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max-iv =
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#min-oi [float]: minimum open interest.
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min-oi = 1
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min-oi = 10
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#max-oi[float]: maximum open interest
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max-oi =
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#min-volume [float]: minimum volume.
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min-volume =
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min-volume = 10
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#max-volume [float]: maximum volume.
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max-volume =
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#min-voi [float]: minimum volume / oi ratio.
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min-voi =
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min-voi =
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#max-voi [float]: maximum volume / oi ratio.
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max-voi =
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@@ -135,21 +135,24 @@ max-cap =
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# "lp_desc", "lp_asc": lastprice, descending / ascending.
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# "md_desc", "md_asc": current stock price, descending / ascending.
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# "oi_desc", "oi_asc": open interest, descending / ascending.
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# "v_desc", "v_asc": volume, descending / ascending.
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# "ρ_desc", "ρ_asc": rho, descending / ascending.
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order-by = "iv_desc"
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# limit [int]: number of results (max 50).
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limit =
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# active [true|false]: if set to true, restricts to options for which volume, open interest, ask, and bid are all > 0.
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active =
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active = true
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# [float|int] deviation from the 20 day average
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min-price-20d =
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max-price-20d =
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min-volume-20d =
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max-volume-20d =
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min-iv-20d =
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max-iv-20d =
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min-iv-20d =
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max-iv-20d =
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min-delta-20d =
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max-delta-20d =
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min-gamma-20d =
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@@ -1,10 +1,10 @@
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# Author of preset: Danglewood
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# Description: 3-DTE max options with the highest IV.
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# Description: Delta bound filter.
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[FILTER]
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# tickers [string]: a list of space or comma separated tickers to restrict or exclude them from the query.
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# E.g. "GME" or for multiples "AMC,BB,GME".
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tickers =
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tickers =
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# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
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exclude =
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@@ -16,7 +16,7 @@ min-diff =
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max-diff =
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# itm [bool]: select in the money options.
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itm = true
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itm = false
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# otm [bool]: select out of the money options.
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otm = true
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@@ -31,19 +31,19 @@ max-ask-bid =
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min-exp =
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# max-exp [int]: maximum days until expiration.
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max-exp = 3
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max-exp =
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# min-price [float]: minimum option premium.
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min-price =
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min-price =
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# max-price [float]: maximum option premium.
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max-price =
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#min-strike [float]: minimum option strike.
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min-strike =
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min-strike =
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#max-strike [float]: maximum option strike.
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max-strike =
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max-strike =
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# calls [true|false]: select call options.
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calls = true
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@@ -55,7 +55,7 @@ puts = true
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stock = true
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# etf [true|false]: select etf options.
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etf = true
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etf = false
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# min-sto [float]: minimum option price / stock price ratio.
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min-sto =
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@@ -76,13 +76,13 @@ min-myield =
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max-myield =
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# min-delta [float]: minimum delta greek.
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min-delta =
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min-delta =
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# max-delta [float]: maximum delta greek.
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max-delta =
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max-delta =
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# min-gamma [float]: minimum gamma greek.
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min-gamma = 1
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min-gamma =
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# max-gamma [float]: maximum gamma greek.
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max-gamma =
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@@ -136,21 +136,23 @@ max-cap =
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# "md_desc", "md_asc": current stock price, descending / ascending.
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# "oi_desc", "oi_asc": open interest, descending / ascending.
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# "v_desc", "v_asc": volume, descending / ascending.
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order-by = "iv_desc"
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# "ρ_desc", "ρ_asc": rho, descending / ascending.
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order-by = "iv_asc"
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# limit [int]: number of results (max 50).
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limit =
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# active [true|false]: if set to true, restricts to options for which volume, open interest, ask, and bid are all > 0.
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active =
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active = true
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# [float|int] deviation from the 20 day average
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min-price-20d =
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max-price-20d =
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min-volume-20d =
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max-volume-20d =
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min-iv-20d =
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max-iv-20d =
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min-iv-20d = 0.80
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max-iv-20d =
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min-delta-20d =
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max-delta-20d =
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min-gamma-20d =
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@@ -1,10 +1,10 @@
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# Author of preset: Danglewood
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# Description: The most heavily traded options.
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# Description: Delta bound filter.
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[FILTER]
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# tickers [string]: a list of space or comma separated tickers to restrict or exclude them from the query.
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# E.g. "GME" or for multiples "AMC,BB,GME".
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tickers =
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tickers = "SPY"
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# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
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exclude =
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@@ -40,10 +40,10 @@ min-price =
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max-price =
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#min-strike [float]: minimum option strike.
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min-strike =
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min-strike = 280
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#max-strike [float]: maximum option strike.
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max-strike =
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max-strike =
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# calls [true|false]: select call options.
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calls = true
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@@ -76,10 +76,10 @@ min-myield =
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max-myield =
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# min-delta [float]: minimum delta greek.
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min-delta =
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min-delta = 0.10
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# max-delta [float]: maximum delta greek.
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max-delta =
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max-delta = 0.35
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# min-gamma [float]: minimum gamma greek.
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min-gamma =
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@@ -106,13 +106,13 @@ min-iv =
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max-iv =
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#min-oi [float]: minimum open interest.
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min-oi = 1
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min-oi = 10
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#max-oi[float]: maximum open interest
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max-oi =
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#min-volume [float]: minimum volume.
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min-volume =
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min-volume = 100
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#max-volume [float]: maximum volume.
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max-volume =
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@@ -136,7 +136,9 @@ max-cap =
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# "md_desc", "md_asc": current stock price, descending / ascending.
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# "oi_desc", "oi_asc": open interest, descending / ascending.
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# "v_desc", "v_asc": volume, descending / ascending.
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order-by = "v_desc"
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# "ρ_desc", "ρ_asc": rho, descending / ascending.
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order-by =
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# limit [int]: number of results (max 50).
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limit =
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@@ -1,180 +0,0 @@
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# Author of preset: Danglewood
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# Description: The most open interest of them all.
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[FILTER]
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# tickers [string]: a list of space or comma separated tickers to restrict or exclude them from the query.
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# E.g. "GME" or for multiples "AMC,BB,GME".
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tickers =
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# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
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exclude =
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# min-diff [int]: minimum difference in percentage between strike and stock price.
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min-diff =
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# max-diff [int]: maximum difference in percentage between strike and stock price.
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max-diff =
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# itm [bool]: select in the money options.
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itm = true
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# otm [bool]: select out of the money options.
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otm = true
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# min-ask-bid [float]: minimum spread between bid and ask.
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min-ask-bid =
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# max-ask-bid [float]: maximum spread between bid and ask.
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max-ask-bid =
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# min-exp [int]: minimum days until expiration.
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min-exp =
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# max-exp [int]: maximum days until expiration.
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max-exp =
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# min-price [float]: minimum option premium.
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min-price =
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# max-price [float]: maximum option premium.
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max-price =
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#min-strike [float]: minimum option strike.
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min-strike =
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#max-strike [float]: maximum option strike.
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max-strike =
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# calls [true|false]: select call options.
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calls = true
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# puts [true|false]: select put options.
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puts = true
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# stock [true|false]: select normal stocks.
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stock = true
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# etf [true|false]: select etf options.
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etf = true
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# min-sto [float]: minimum option price / stock price ratio.
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min-sto =
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# max-sto [float]: maximum option price / stock price ratio.
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max-sto =
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# min-yield [float]: minimum premium / strike price ratio.
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min-yield =
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# max-yield [float]: maximum premium / strike price ratio.
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max-yield =
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# min-myield [float]: minimum yield per month until expiration date.
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min-myield =
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# max-myield [float]: maximum yield per month until expiration date.
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max-myield =
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# min-delta [float]: minimum delta greek.
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min-delta =
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# max-delta [float]: maximum delta greek.
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max-delta =
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# min-gamma [float]: minimum gamma greek.
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min-gamma =
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# max-gamma [float]: maximum gamma greek.
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max-gamma =
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# min-theta [float]: minimum theta greek.
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min-theta =
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# max-theta [float]: maximum theta greek.
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max-theta =
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# min-vega [float]: minimum vega greek.
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min-vega =
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# max-vega [float]: maximum vega greek.
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max-vega =
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#min-iv [float]: minimum implied volatility.
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min-iv =
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#max-iv [float]: maximum implied volatility.
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max-iv =
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#min-oi [float]: minimum open interest.
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min-oi = 1
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#max-oi[float]: maximum open interest
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max-oi =
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#min-volume [float]: minimum volume.
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min-volume =
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#max-volume [float]: maximum volume.
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max-volume =
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#min-voi [float]: minimum volume / oi ratio.
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min-voi =
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#max-voi [float]: maximum volume / oi ratio.
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max-voi =
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# min-cap [float]: minimum market capitalization (in billions USD).
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min-cap =
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# max-cap [float]: maximum market capitalization (in billions USD).
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max-cap =
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# order-by [default: e_desc]: how to order results, possible values:
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# "e_desc", "e_asc": expiration, descending / ascending.
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# "iv_desc", "iv_asc": implied volatility, descending / ascending.
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# "lp_desc", "lp_asc": lastprice, descending / ascending.
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# "md_desc", "md_asc": current stock price, descending / ascending.
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# "oi_desc", "oi_asc": open interest, descending / ascending.
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order-by = "oi_desc"
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# limit [int]: number of results (max 50).
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limit =
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# active [true|false]: if set to true, restricts to options for which volume, open interest, ask, and bid are all > 0.
|
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active =
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||||
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# [float|int] deviation from the 20 day average
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min-price-20d =
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max-price-20d =
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min-volume-20d =
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max-volume-20d =
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min-iv-20d =
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max-iv-20d =
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min-delta-20d =
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max-delta-20d =
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min-gamma-20d =
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max-gamma-20d =
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min-theta-20d =
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max-theta-20d =
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min-vega-20d =
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max-vega-20d =
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min-rho-20d =
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max-rho-20d =
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# [float|int] deviation from the 100 day average
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min-price-100d =
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max-price-100d =
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min-volume-100d =
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||||
max-volume-100d =
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||||
min-iv-100d =
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||||
max-iv-100d =
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||||
min-delta-100d =
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||||
max-delta-100d =
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||||
min-gamma-100d =
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||||
max-gamma-100d =
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||||
min-theta-100d =
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||||
max-theta-100d =
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||||
min-vega-100d =
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||||
max-vega-100d =
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||||
min-rho-100d =
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||||
max-rho-100d =
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||||
@@ -1,179 +0,0 @@
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# Author of preset: Danglewood
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||||
# Description: 180 day options in the FAANGM club at, near, outside the money; sorted by open interest.
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||||
[FILTER]
|
||||
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||||
# 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".
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tickers = "FB","AAPL","AMZN","NFLX","GOOG","MSFT"
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# 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 =
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||||
|
||||
# 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 = 180
|
||||
|
||||
# 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 = 0.15
|
||||
|
||||
# max-delta [float]: maximum delta greek.
|
||||
max-delta = 0.55
|
||||
|
||||
# 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 = "oi_desc"
|
||||
|
||||
# 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 = true
|
||||
|
||||
# [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 =
|
||||
@@ -1,180 +0,0 @@
|
||||
# Author of preset: Danglewood
|
||||
# Description: SPY calls at or near the money, sorted by open interest.
|
||||
[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 = "SPY"
|
||||
|
||||
# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
|
||||
exclude = false
|
||||
|
||||
# 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 = true
|
||||
|
||||
# etf [true|false]: select etf options.
|
||||
etf = true
|
||||
|
||||
# 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 = 0.45
|
||||
|
||||
# max-delta [float]: maximum delta greek.
|
||||
max-delta =
|
||||
|
||||
# min-gamma [float]: minimum gamma greek.
|
||||
min-gamma = 0.027
|
||||
|
||||
# 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.
|
||||
# "oi_desc", "oi_asc": open interest, descending / ascending.
|
||||
order-by = "oi_desc"
|
||||
|
||||
# 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 = true
|
||||
|
||||
# [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 =
|
||||
@@ -1,180 +0,0 @@
|
||||
# Author of preset: Danglewood
|
||||
# Description: SPY puts at or near the money, sorted by open interest.
|
||||
[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 = "SPY"
|
||||
|
||||
# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
|
||||
exclude = false
|
||||
|
||||
# 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 = false
|
||||
|
||||
# puts [true|false]: select put options.
|
||||
puts = true
|
||||
|
||||
# stock [true|false]: select normal stocks.
|
||||
stock = true
|
||||
|
||||
# etf [true|false]: select etf options.
|
||||
etf = true
|
||||
|
||||
# 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 = 0.6
|
||||
|
||||
# min-gamma [float]: minimum gamma greek.
|
||||
min-gamma = 0.03
|
||||
|
||||
# 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.
|
||||
# "oi_desc", "oi_asc": open interest, descending / ascending.
|
||||
order-by = "oi_desc"
|
||||
|
||||
# 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 = true
|
||||
|
||||
# [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 =
|
||||
@@ -1,180 +0,0 @@
|
||||
# Author of preset: OpenBB Terminal
|
||||
# Description: TSLA calls near the money with up to 90-DTE, sorted by open interest.
|
||||
[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 = "TSLA"
|
||||
|
||||
# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
|
||||
exclude = false
|
||||
|
||||
# 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 = 3
|
||||
|
||||
# max-exp [int]: maximum days until expiration.
|
||||
max-exp = 90
|
||||
|
||||
# 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 = true
|
||||
|
||||
# etf [true|false]: select etf options.
|
||||
etf = true
|
||||
|
||||
# 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 = 0.30
|
||||
|
||||
# max-delta [float]: maximum delta greek.
|
||||
max-delta = 0.65
|
||||
|
||||
# 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.
|
||||
# "oi_desc", "oi_asc": open interest, descending / ascending.
|
||||
order-by = "oi_desc"
|
||||
|
||||
# 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 = true
|
||||
|
||||
# [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 =
|
||||
@@ -1,180 +0,0 @@
|
||||
# Author of preset: OpenBB Terminal
|
||||
# Description: TSLA puts near the money with up to 90-DTE, sorted by open interest.
|
||||
[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 = "TSLA"
|
||||
|
||||
# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.
|
||||
exclude = false
|
||||
|
||||
# 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 = 3
|
||||
|
||||
# max-exp [int]: maximum days until expiration.
|
||||
max-exp = 90
|
||||
|
||||
# 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 = false
|
||||
|
||||
# puts [true|false]: select put options.
|
||||
puts = true
|
||||
|
||||
# stock [true|false]: select normal stocks.
|
||||
stock = true
|
||||
|
||||
# etf [true|false]: select etf options.
|
||||
etf = false
|
||||
|
||||
# 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 = -0.3
|
||||
|
||||
# min-gamma [float]: minimum gamma greek.
|
||||
min-gamma =
|
||||
|
||||
# max-gamma [float]: maximum gamma greek.
|
||||
max-gamma = 0.5
|
||||
|
||||
# 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.
|
||||
# "oi_desc", "oi_asc": open interest, descending / ascending.
|
||||
order-by = "oi_desc"
|
||||
|
||||
# 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 = true
|
||||
|
||||
# [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 =
|
||||
182
openbb_terminal/stocks/options/presets/high_IV.ini
vendored
182
openbb_terminal/stocks/options/presets/high_IV.ini
vendored
@@ -1,182 +0,0 @@
|
||||
# Author of preset: terp340
|
||||
# Description: This is just a sample screener for high IV. This looks for OTM options with IV between 80 and 100 %,
|
||||
# less than 14 Days til expiry, a volume of at least 100 and a bid ask spread of at least 0.05
|
||||
[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 = false
|
||||
|
||||
# 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 = 0.05
|
||||
|
||||
# min-exp [int]: minimum days until expiration.
|
||||
min-exp =
|
||||
|
||||
# max-exp [int]: maximum days until expiration.
|
||||
max-exp = 14
|
||||
|
||||
# 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 = 0.80
|
||||
|
||||
#max-iv [float]: maximum implied volatility.
|
||||
max-iv = 1.0
|
||||
|
||||
#min-oi [float]: minimum open interest.
|
||||
min-oi =
|
||||
|
||||
#max-oi[float]: maximum open interest
|
||||
max-oi =
|
||||
|
||||
#min-volume [float]: minimum volume.
|
||||
min-volume = 100
|
||||
|
||||
#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.
|
||||
# "oi_desc", "oi_asc": open interest, descending / ascending.
|
||||
# "v_desc", "v_asc": volume, descending / ascending.
|
||||
order-by = iv_desc
|
||||
|
||||
# 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 =
|
||||
@@ -38,7 +38,7 @@ class ScreenerController(BaseController):
|
||||
"""Constructor"""
|
||||
super().__init__(queue)
|
||||
|
||||
self.preset = "high_IV"
|
||||
self.preset = "high_iv.ini"
|
||||
self.screen_tickers: List = list()
|
||||
|
||||
if session and obbff.USE_PROMPT_TOOLKIT:
|
||||
@@ -76,7 +76,7 @@ class ScreenerController(BaseController):
|
||||
dest="preset",
|
||||
type=str,
|
||||
help="View specific custom preset",
|
||||
default="",
|
||||
default="high_iv",
|
||||
choices=self.preset_choices,
|
||||
)
|
||||
if other_args and "-" not in other_args[0][0]:
|
||||
@@ -104,7 +104,7 @@ class ScreenerController(BaseController):
|
||||
action="store",
|
||||
dest="preset",
|
||||
type=str,
|
||||
default="template",
|
||||
default="high_iv",
|
||||
help="Filter presets",
|
||||
choices=self.preset_choices,
|
||||
)
|
||||
@@ -121,12 +121,9 @@ class ScreenerController(BaseController):
|
||||
add_help=False,
|
||||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||||
prog="scr",
|
||||
description="""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. """,
|
||||
description="""
|
||||
Screener filter output from https://ops.syncretism.io/index.html.
|
||||
""",
|
||||
)
|
||||
parser.add_argument(
|
||||
"-p",
|
||||
@@ -142,8 +139,8 @@ class ScreenerController(BaseController):
|
||||
"-l",
|
||||
"--limit",
|
||||
type=check_positive,
|
||||
default=10,
|
||||
help="Limit of random entries to display. Default shows all",
|
||||
default=25,
|
||||
help="Limit of entries to display, default of 25.",
|
||||
dest="limit",
|
||||
)
|
||||
|
||||
|
||||
@@ -3,18 +3,21 @@ __docformat__ = "numpy"
|
||||
|
||||
import configparser
|
||||
import logging
|
||||
from pathlib import Path
|
||||
from typing import Dict, Optional, Tuple, Union
|
||||
from typing import Dict, Tuple
|
||||
|
||||
import pandas as pd
|
||||
import yfinance as yf
|
||||
|
||||
from openbb_terminal.core.config.paths import USER_PRESETS_DIRECTORY
|
||||
from openbb_terminal.decorators import log_start_end
|
||||
from openbb_terminal.helper_funcs import request
|
||||
from openbb_terminal.core.config.paths import (
|
||||
USER_PRESETS_DIRECTORY,
|
||||
MISCELLANEOUS_DIRECTORY,
|
||||
)
|
||||
from openbb_terminal.rich_config import console
|
||||
from openbb_terminal.stocks.options import yfinance_model
|
||||
|
||||
pd.set_option("display.precision", 4)
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
accepted_orders = [
|
||||
@@ -35,13 +38,9 @@ accepted_orders = [
|
||||
|
||||
@log_start_end(log=logger)
|
||||
def get_historical_greeks(
|
||||
symbol: str = "",
|
||||
expiry: Optional[str] = None,
|
||||
strike: Optional[Union[str, float]] = None,
|
||||
chain_id: Optional[str] = None,
|
||||
put: bool = False,
|
||||
symbol: str, expiry: str, strike: float, chain_id: str = "", put: bool = False
|
||||
) -> pd.DataFrame:
|
||||
"""Get historical option greeks
|
||||
"""Get histoical option greeks
|
||||
|
||||
Parameters
|
||||
----------
|
||||
@@ -49,7 +48,7 @@ def get_historical_greeks(
|
||||
Stock ticker symbol
|
||||
expiry: str
|
||||
Option expiration date
|
||||
strike: Union[str, float]
|
||||
strike: float
|
||||
Strike price to look for
|
||||
chain_id: str
|
||||
OCC option symbol. Overwrites other inputs
|
||||
@@ -61,25 +60,15 @@ def get_historical_greeks(
|
||||
df: pd.DataFrame
|
||||
Dataframe containing historical greeks
|
||||
"""
|
||||
if isinstance(strike, str):
|
||||
try:
|
||||
strike = float(strike)
|
||||
except ValueError:
|
||||
console.print(
|
||||
f"[red]Strike of {strike} cannot be converted to a number.[/red]\n"
|
||||
)
|
||||
return pd.DataFrame()
|
||||
if not chain_id:
|
||||
options = yfinance_model.get_option_chain(symbol, expiry)
|
||||
|
||||
options = options.puts if put else options.calls
|
||||
if put:
|
||||
options = options.puts
|
||||
else:
|
||||
options = options.calls
|
||||
|
||||
selection = options.loc[options.strike == strike, "contractSymbol"]
|
||||
try:
|
||||
chain_id = selection.values[0]
|
||||
except IndexError:
|
||||
console.print(f"[red]Strike price of {strike} not found.[/red]\n")
|
||||
return pd.DataFrame()
|
||||
chain_id = options.loc[options.strike == strike, "contractSymbol"].values[0]
|
||||
|
||||
r = request(f"https://api.syncretism.io/ops/historical/{chain_id}")
|
||||
|
||||
@@ -135,7 +124,7 @@ def get_preset_choices() -> Dict:
|
||||
"""
|
||||
|
||||
PRESETS_PATH = USER_PRESETS_DIRECTORY / "stocks" / "options"
|
||||
PRESETS_PATH_DEFAULT = Path(__file__).parent.parent / "presets"
|
||||
PRESETS_PATH_DEFAULT = MISCELLANEOUS_DIRECTORY / "stocks" / "options"
|
||||
preset_choices = {
|
||||
filepath.name: filepath
|
||||
for filepath in PRESETS_PATH.iterdir()
|
||||
@@ -160,34 +149,40 @@ def get_screener_output(preset: str) -> Tuple[pd.DataFrame, str]:
|
||||
----------
|
||||
preset: str
|
||||
Chosen preset
|
||||
|
||||
Returns
|
||||
-------
|
||||
Tuple[pd.DataFrame, str]
|
||||
DataFrame with screener data or empty if errors, String containing error message if supplied
|
||||
pd.DataFrame:
|
||||
DataFrame with screener data, or empty if errors
|
||||
str:
|
||||
String containing error message if supplied
|
||||
"""
|
||||
d_cols = {
|
||||
"contractSymbol": "CS",
|
||||
"symbol": "S",
|
||||
"optType": "T",
|
||||
"strike": "Str",
|
||||
"expiration": "Exp ∨",
|
||||
"impliedVolatility": "IV",
|
||||
"lastPrice": "LP",
|
||||
"bid": "B",
|
||||
"ask": "A",
|
||||
"volume": "V",
|
||||
"contractSymbol": "Contract Symbol",
|
||||
"expiration": "Expiration",
|
||||
"symbol": "Ticker",
|
||||
"optType": "Type",
|
||||
"strike": "Strike",
|
||||
"volume": "Vol",
|
||||
"openInterest": "OI",
|
||||
"yield": "Y",
|
||||
"monthlyyield": "MY",
|
||||
"regularMarketPrice": "SMP",
|
||||
"regularMarketDayLow": "SMDL",
|
||||
"regularMarketDayHigh": "SMDH",
|
||||
"lastTradeDate": "LU",
|
||||
"lastCrawl": "LC",
|
||||
"inTheMoney": "ITM",
|
||||
"pChange": "PC",
|
||||
"priceToBook": "PB",
|
||||
"impliedVolatility": "IV",
|
||||
"delta": "Delta",
|
||||
"gamma": "Gamma",
|
||||
"rho": "Rho",
|
||||
"theta": "Theta",
|
||||
"vega": "Vega",
|
||||
# "yield": "Y",
|
||||
# "monthlyyield": "MY",,
|
||||
# "regularMarketDayLow": "SMDL",
|
||||
# "regularMarketDayHigh": "SMDH",
|
||||
"lastTradeDate": "Last Traded",
|
||||
"bid": "Bid",
|
||||
"ask": "Ask",
|
||||
"lastPrice": "Last",
|
||||
# "lastCrawl": "LC",
|
||||
# "inTheMoney": "ITM",
|
||||
"pChange": "% Change",
|
||||
"regularMarketPrice": "Underlying",
|
||||
"priceToBook": "P/B",
|
||||
}
|
||||
|
||||
preset_filter = configparser.RawConfigParser()
|
||||
@@ -224,15 +219,15 @@ def get_screener_output(preset: str) -> Tuple[pd.DataFrame, str]:
|
||||
if df_res.empty:
|
||||
return df_res, f"No options data found for preset: {preset}"
|
||||
|
||||
df_res = df_res.rename(columns=d_cols)[list(d_cols.values())[:17]]
|
||||
df_res["Exp ∨"] = df_res["Exp ∨"].apply(
|
||||
lambda x: pd.to_datetime(x, unit="s").strftime("%m-%d-%y")
|
||||
df_res = df_res.rename(columns=d_cols)[list(d_cols.values())[:20]]
|
||||
df_res["Expiration"] = df_res["Expiration"].apply(
|
||||
lambda x: pd.to_datetime(x, unit="s").strftime("%y-%m-%d")
|
||||
)
|
||||
df_res["LU"] = df_res["LU"].apply(
|
||||
lambda x: pd.to_datetime(x, unit="s").strftime("%m-%d-%y")
|
||||
df_res["Last Traded"] = df_res["Last Traded"].apply(
|
||||
lambda x: pd.to_datetime(x, unit="s").strftime("%y-%m-%d")
|
||||
)
|
||||
df_res["Y"] = df_res["Y"].round(3)
|
||||
df_res["MY"] = df_res["MY"].round(3)
|
||||
# df_res["Y"] = df_res["Y"].round(3)
|
||||
# df_res["MY"] = df_res["MY"].round(3)
|
||||
return df_res, ""
|
||||
|
||||
else:
|
||||
@@ -250,7 +245,6 @@ def check_presets(preset_dict: dict) -> str:
|
||||
----------
|
||||
preset_dict: dict
|
||||
Defined presets from configparser
|
||||
|
||||
Returns
|
||||
-------
|
||||
error: str
|
||||
@@ -342,7 +336,7 @@ def check_presets(preset_dict: dict) -> str:
|
||||
elif key == "tickers":
|
||||
for symbol in value.split(","):
|
||||
try:
|
||||
if yf.Ticker(eval(symbol)).info["regularMarketPrice"] is None:
|
||||
if yf.Ticker(eval(symbol)).fast_info["lastPrice"] is None:
|
||||
error += f"{key} : {symbol} not found on yfinance"
|
||||
|
||||
except NameError:
|
||||
@@ -354,8 +348,9 @@ def check_presets(preset_dict: dict) -> str:
|
||||
except Exception:
|
||||
error += f"{key} : {value} , should be integer\n"
|
||||
|
||||
elif key == "order-by" and value.replace('"', "") not in accepted_orders:
|
||||
error += f"{key} : {value} not accepted ordering\n"
|
||||
elif key == "order-by":
|
||||
if value.replace('"', "") not in accepted_orders:
|
||||
error += f"{key} : {value} not accepted ordering\n"
|
||||
if error:
|
||||
logging.exception(error)
|
||||
return error
|
||||
|
||||
@@ -59,7 +59,7 @@ def view_available_presets(preset: str):
|
||||
@log_start_end(log=logger)
|
||||
def view_screener_output(
|
||||
preset: str,
|
||||
limit: int = 20,
|
||||
limit: int = 25,
|
||||
export: str = "",
|
||||
sheet_name: Optional[str] = None,
|
||||
) -> List:
|
||||
@@ -98,10 +98,14 @@ def view_screener_output(
|
||||
df_res = df_res.head(limit)
|
||||
|
||||
print_rich_table(
|
||||
df_res, headers=list(df_res.columns), show_index=False, title="Screener Output"
|
||||
df_res,
|
||||
headers=df_res.columns.tolist(),
|
||||
show_index=False,
|
||||
title="Screener Output",
|
||||
floatfmt=".4f",
|
||||
)
|
||||
|
||||
return list(set(df_res["S"].values.tolist()))
|
||||
return list(set(df_res["Ticker"].values))
|
||||
|
||||
|
||||
# pylint:disable=too-many-arguments
|
||||
@@ -165,9 +169,10 @@ def view_historical_greeks(
|
||||
if raw:
|
||||
print_rich_table(
|
||||
df.tail(limit),
|
||||
headers=list(df.columns),
|
||||
headers=df.columns.tolist(),
|
||||
title="Historical Greeks",
|
||||
show_index=True,
|
||||
floatfmt=".4f",
|
||||
)
|
||||
|
||||
if not external_axes:
|
||||
|
||||
Reference in New Issue
Block a user