OpenBB/assets/js/e4fdcf90.64c55000.js

"use strict";(self.webpackChunkdocs=self.webpackChunkdocs||[]).push([[73763],{3905:(e,n,t)=>{t.d(n,{Zo:()=>c,kt:()=>u});var i=t(67294);function a(e,n,t){return n in e?Object.defineProperty(e,n,{value:t,enumerable:!0,configurable:!0,writable:!0}):e[n]=t,e}function r(e,n){var t=Object.keys(e);if(Object.getOwnPropertySymbols){var i=Object.getOwnPropertySymbols(e);n&&(i=i.filter((function(n){return Object.getOwnPropertyDescriptor(e,n).enumerable}))),t.push.apply(t,i)}return t}function o(e){for(var n=1;n<arguments.length;n++){var t=null!=arguments[n]?arguments[n]:{};n%2?r(Object(t),!0).forEach((function(n){a(e,n,t[n])})):Object.getOwnPropertyDescriptors?Object.defineProperties(e,Object.getOwnPropertyDescriptors(t)):r(Object(t)).forEach((function(n){Object.defineProperty(e,n,Object.getOwnPropertyDescriptor(t,n))}))}return e}function s(e,n){if(null==e)return{};var t,i,a=function(e,n){if(null==e)return{};var t,i,a={},r=Object.keys(e);for(i=0;i<r.length;i++)t=r[i],n.indexOf(t)>=0||(a[t]=e[t]);return a}(e,n);if(Object.getOwnPropertySymbols){var r=Object.getOwnPropertySymbols(e);for(i=0;i<r.length;i++)t=r[i],n.indexOf(t)>=0||Object.prototype.propertyIsEnumerable.call(e,t)&&(a[t]=e[t])}return a}var m=i.createContext({}),l=function(e){var n=i.useContext(m),t=n;return e&&(t="function"==typeof e?e(n):o(o({},n),e)),t},c=function(e){var n=l(e.components);return i.createElement(m.Provider,{value:n},e.children)},p={inlineCode:"code",wrapper:function(e){var n=e.children;return i.createElement(i.Fragment,{},n)}},d=i.forwardRef((function(e,n){var t=e.components,a=e.mdxType,r=e.originalType,m=e.parentName,c=s(e,["components","mdxType","originalType","parentName"]),d=l(t),u=a,f=d["".concat(m,".").concat(u)]||d[u]||p[u]||r;return t?i.createElement(f,o(o({ref:n},c),{},{components:t})):i.createElement(f,o({ref:n},c))}));function u(e,n){var t=arguments,a=n&&n.mdxType;if("string"==typeof e||a){var r=t.length,o=new Array(r);o[0]=d;var s={};for(var m in n)hasOwnProperty.call(n,m)&&(s[m]=n[m]);s.originalType=e,s.mdxType="string"==typeof e?e:a,o[1]=s;for(var l=2;l<r;l++)o[l]=t[l];return i.createElement.apply(null,o)}return i.createElement.apply(null,t)}d.displayName="MDXCreateElement"},40346:(e,n,t)=>{t.r(n),t.d(n,{assets:()=>m,contentTitle:()=>o,default:()=>p,frontMatter:()=>r,metadata:()=>s,toc:()=>l});var i=t(87462),a=(t(67294),t(3905));const r={title:"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"],excerpt:"This guide introduces the user to the Options Screener, located within the Options Menu, and provides examples for how to use."},o=void 0,s={unversionedId:"guides/intros/stocks/options/screener",id:"guides/intros/stocks/options/screener",title:"Options Screener",description:"The OpenBB options screener is a versatile discovery tool for an options trader.",source:"@site/content/terminal/guides/intros/stocks/options/screener.md",sourceDirName:"guides/intros/stocks/options",slug:"/guides/intros/stocks/options/screener",permalink:"/terminal/guides/intros/stocks/options/screener",draft:!1,editUrl:"https://github.com/OpenBB-finance/OpenBBTerminal/edit/main/website/content/terminal/guides/intros/stocks/options/screener.md",tags:[],version:"current",frontMatter:{title:"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"],excerpt:"This guide introduces the user to the Options Screener, located within the Options Menu, and provides examples for how to use."},sidebar:"tutorialSidebar",previous:{title:"Options Pricing",permalink:"/terminal/guides/intros/stocks/options/pricing"},next:{title:"Stock Screener",permalink:"/terminal/guides/intros/stocks/screener"}},m={},l=[{value:"How to use",id:"how-to-use",level:3}],c={toc:l};function p(e){let{components:n,...t}=e;return(0,a.kt)("wrapper",(0,i.Z)({},c,t,{components:n,mdxType:"MDXLayout"}),(0,a.kt)("p",null,"The OpenBB options screener is a versatile discovery tool for an options trader."),(0,a.kt)("p",null,(0,a.kt)("img",{parentName:"p",src:"https://user-images.githubusercontent.com/85772166/172467269-8752d7fe-a9c6-4cf6-bc6f-3f5a011037e4.png",alt:"The Options Screener Menu"})),(0,a.kt)("p",null,"The screener makes use of presets (.ini files) that are stored locally within ",(0,a.kt)("inlineCode",{parentName:"p"},"~/OpenBBUserData/presets/stocks/options/")),(0,a.kt)("p",null,"The file named ",(0,a.kt)("inlineCode",{parentName:"p"},"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:"),(0,a.kt)("pre",null,(0,a.kt)("code",{parentName:"pre"},'# Author of preset: OpenBB Terminal\n# 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.\n[FILTER]\n\n# tickers [string]: a list of space or comma separated tickers to restrict or exclude them from the query.\n# E.g. "GME" or for multiples "AMC","BB","GME".\ntickers =\n\n# exclude [true|false]: if true, then tickers are excluded. If false, the search is restricted to these tickers.\nexclude =\n\n# min-diff [int]: minimum difference in percentage between strike and stock price.\nmin-diff =\n\n# max-diff [int]: maximum difference in percentage between strike and stock price.\nmax-diff =\n\n# itm [bool]: select in the money options.\nitm = true\n\n# otm [bool]: select out of the money options.\notm = true\n\n# min-ask-bid [float]: minimum spread between bid and ask.\nmin-ask-bid =\n\n# max-ask-bid [float]: maximum spread between bid and ask.\nmax-ask-bid =\n\n# min-exp [int]: minimum days until expiration.\nmin-exp =\n\n# max-exp [int]: maximum days until expiration.\nmax-exp =\n\n# min-price [float]: minimum option premium.\nmin-price =\n\n# max-price [float]: maximum option premium.\nmax-price =\n\n#min-strike [float]: minimum option strike.\nmin-strike =\n\n#max-strike [float]: maximum option strike.\nmax-strike =\n\n# calls [true|false]: select call options.\ncalls = true\n\n# puts [true|false]: select put options.\nputs = true\n\n# stock [true|false]: select normal stocks.\nstock =\n\n# etf [true|false]: select etf options.\netf =\n\n# min-sto [float]: minimum option price / stock price ratio.\nmin-sto =\n\n# max-sto [float]: maximum option price / stock price ratio.\nmax-sto =\n\n# min-yield [float]: minimum premium / strike price ratio.\nmin-yield =\n\n# max-yield [float]: maximum premium / strike price ratio.\nmax-yield =\n\n# min-myield [float]: minimum yield per month until expiration date.\nmin-myield =\n\n# max-myield [float]: maximum yield per month until expiration date.\nmax-myield =\n\n# min-delta [float]: minimum delta greek.\nmin-delta =\n\n# max-delta [float]: maximum delta greek.\nmax-delta =\n\n# min-gamma [float]: minimum gamma greek.\nmin-gamma =\n\n# max-gamma [float]: maximum gamma greek.\nmax-gamma =\n\n# min-theta [float]: minimum theta greek.\nmin-theta =\n\n# max-theta [float]: maximum theta greek.\nmax-theta =\n\n# min-vega [float]: minimum vega greek.\nmin-vega =\n\n# max-vega [float]: maximum vega greek.\nmax-vega =\n\n#min-iv [float]: minimum implied volatility.\nmin-iv =\n\n#max-iv [float]: maximum implied volatility.\nmax-iv =\n\n#min-oi [float]: minimum open interest.\nmin-oi =\n\n#max-oi[float]: maximum open interest\nmax-oi =\n\n#min-volume [float]: minimum volume.\nmin-volume =\n\n#max-volume [float]: maximum volume.\nmax-volume =\n\n#min-voi [float]: minimum volume / oi ratio.\nmin-voi =\n\n#max-voi [float]: maximum volume / oi ratio.\nmax-voi =\n\n# min-cap [float]: minimum market capitalization (in billions USD).\nmin-cap =\n\n# max-cap [float]: maximum market capitalization (in billions USD).\nmax-cap =\n\n# order-by [default: e_desc]: how to order results, possible values:\n#     e_desc, e_asc: expiration, descending / ascending.\n#     iv_desc, iv_asc: implied volatility, descending / ascending.\n#     lp_desc, lp_asc: lastprice, descending / ascending.\n#     md_desc, md_asc: current stock price, descending / ascending.\norder-by =\n\n# limit [int]: number of results (max 50).\nlimit =\n\n# active [true|false]: if set to true, restricts to options for which volume, open interest, ask, and bid are all > 0.\nactive =\n\n# [float|int] deviation from the 20 day average\nmin-price-20d =\nmax-price-20d =\nmin-volume-20d =\nmax-volume-20d =\nmin-iv-20d =\nmax-iv-20d =\nmin-delta-20d =\nmax-delta-20d =\nmin-gamma-20d =\nmax-gamma-20d =\nmin-theta-20d =\nmax-theta-20d =\nmin-vega-20d =\nmax-vega-20d =\nmin-rho-20d =\nmax-rho-20d =\n\n# [float|int] deviation from the 100 day average\nmin-price-100d =\nmax-price-100d =\nmin-volume-100d =\nmax-volume-100d =\nmin-iv-100d =\nmax-iv-100d =\nmin-delta-100d =\nmax-delta-100d =\nmin-gamma-100d =\nmax-gamma-100d =\nmin-theta-100d =\nmax-theta-100d =\nmin-vega-100d =\nmax-vega-100d =\nmin-rho-100d =\nmax-rho-100d =\n')),(0,a.kt)("h3",{id:"how-to-use"},"How to use"),(0,a.kt)("p",null,"The commands ",(0,a.kt)("inlineCode",{parentName:"p"},"set")," and ",(0,a.kt)("inlineCode",{parentName:"p"},"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."),(0,a.kt)("pre",null,(0,a.kt)("code",{parentName:"pre"},'(\ud83e\udd8b) /stocks/options/screen/ $ set TSLA_Calls_90Days\n\n(\ud83e\udd8b) /stocks/options/screen/ $ view TSLA_Calls_90Days\n\n - FILTER -\ntickers    : "TSLA"\nexclude    : false\nitm        : true\notm        : true\nmin-exp    : 3\nmax-exp    : 90\ncalls      : true\nputs       : true\nstock      : true\netf        : true\nmin-delta  : 0.30\nmax-delta  : 0.65\norder-by   : "oi_desc"\nactive     : true\n')),(0,a.kt)("p",null,"The columns for the output of the screener have been abbreviated to be:"),(0,a.kt)("pre",null,(0,a.kt)("code",{parentName:"pre"},"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.\n")),(0,a.kt)("p",null,"The default number of results returned is 10, add the ",(0,a.kt)("inlineCode",{parentName:"p"},"-l")," flag with the number of desired results to change."),(0,a.kt)("p",null,(0,a.kt)("img",{parentName:"p",src:"https://user-images.githubusercontent.com/85772166/172467821-9f548d96-c97a-4933-86b4-7eb0946bc6db.png",alt:"Options Screener preset: Highest OI"})),(0,a.kt)("h2",null,"Examples"),(0,a.kt)("p",null,'Using the preset, "3DTE_Degenerate":'),(0,a.kt)("p",null,(0,a.kt)("img",{parentName:"p",src:"https://user-images.githubusercontent.com/85772166/172467959-9f4d767e-bb60-4f80-b023-610cfa7b9694.png",alt:"Options Screener preset: 3DTE_Degenerate"})),(0,a.kt)("p",null,'Using the preset, "SPY_ATM_POOTS":'),(0,a.kt)("p",null,(0,a.kt)("img",{parentName:"p",src:"https://user-images.githubusercontent.com/85772166/172468094-834ae8a6-4c0e-4ccf-a88f-121741d49155.png",alt:"Options Screener preset: SPY_ATM_POOTS"})),(0,a.kt)("p",null,"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!"),(0,a.kt)("p",null,(0,a.kt)("img",{parentName:"p",src:"https://user-images.githubusercontent.com/85772166/172468268-fc839bf1-54f1-4e91-b1e2-82c8e711dea4.gif",alt:"Options Template Screener Demo"})))}p.isMDXComponent=!0}}]);