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Merge branch 'OpenBB-finance:develop' into feature/add-etf-holding-performance
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nectariosouzou
@@ -187,7 +187,7 @@ def query_graph(url: str, query: str) -> dict:
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) from e
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if response.status_code == 500:
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raise HTTPError(f"Internal sever error {response.reason}")
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raise HTTPError(f"Internal sever error {response.reason}") # type: ignore
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if not 200 <= response.status_code < 300:
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raise BitQueryApiKeyException(
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@@ -1,238 +0,0 @@
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---
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title: Options Screener
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keywords: [Options, stocks, derivatives, puts, calls, oi, vol, greeks, bid, ask, last, lp, price, delta, theta, gamma, interest, screener, dte, expiration, expiry, screen, how to, example, template, set, view, preset]
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description: This guide introduces the user to the Options Screener, located within the Options Menu, and provides examples for how to use the set of commands.
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---
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The OpenBB options screener is a versatile discovery tool for an options trader.
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<img width="1512" alt="image" src="https://user-images.githubusercontent.com/46355364/218988416-611d5381-c379-418f-8be7-24242103f9f5.png"></img>
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The screener makes use of presets (.ini files) that are stored locally within `~/OpenBBUserData/presets/stocks/options/`
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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:
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````
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# Author of preset: OpenBB Terminal
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# 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.
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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 =
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# etf [true|false]: select etf options.
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etf =
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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 =
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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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order-by =
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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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# [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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````
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## How to use
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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.
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````
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(🦋) /stocks/options/screen/ $ set TSLA_Calls_90Days
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(🦋) /stocks/options/screen/ $ view TSLA_Calls_90Days
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- FILTER -
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tickers : "TSLA"
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exclude : false
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itm : true
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otm : true
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min-exp : 3
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max-exp : 90
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calls : true
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puts : true
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stock : true
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etf : true
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min-delta : 0.30
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max-delta : 0.65
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order-by : "oi_desc"
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active : true
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````
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The columns for the output of the screener have been abbreviated to be:
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````
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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.
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````
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## Examples
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Using the preset, "3DTE_Degenerate":
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Using the preset, "SPY_ATM_POOTS":
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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!
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