Advanced Options Scan

Highest 20 Day HV - This scan tracks options that have the highest 20 day Historical Volatility.

Lowest 20 Day HV - This scan tracks options that have the lowest 20 day Historical Volatility.

 

Top Positive CIV Spread - This scan tracks options that have the top positive Continuous Implied Volatility Mean. It is measured by taking the Continuous Implied Volatility Calls minus the Continuous Implied Volatility Puts.

Top Negative CIV Spread - This scan tracks options that have the top negative Continuous Implied Volatility Mean. It is measured by taking the Continuous Implied Volatility Calls minus the Continuous Implied Volatility Puts.

CIV Call Range > 80 - This scan tracks the Continuous Implied Volatility call range greater than 80.

CIV Put Range > 80 - This scan tracks the Continuous Implied Volatility put range greater than 80.

CIV Mean Range > 80 - This scan tracks the Continuous Implied Volatility average which is the mean between the call and put that is greater than 80.

45 Day HV Range > 80 - This scan tracks the 45 day Historical Volatility Range greater than 80.

CIV Call Range < 20 - This scan tracks the Continuous Implied Volatility call range that is less than 20.

CIV Put Range < 20 - This scan tracks the Continuous Implied Volatility put range that is less than 20.

CIV Mean Range < 20 - This scan tracks the Continuous Implied Volatility average which is the mean between the call and put that is less than 20.

45 Day HV Range < 20 - This scan tracks the 45 day Historical Volatility Range less than 20.

Top % Increase in CIV Call In 5 Days - This scan tracks the top percentage increased in Continuous Implied Volatility calls in the past 5 trading days.

Top % Decrease In CIV Call In 5 Days - This scan tracks the top percentage decreased in Continuous Implied Volatility calls in the past 5 trading days.

Top % Increase in CIV Put In 5 Days - This scan tracks the top percentage increased in Continuous Implied Volatility puts in the past 5 trading days.

Top % Decrease in CIV Put In 5 Days - This scan tracks the top percentage decreased in Continuous Implied Volatility puts in the past 5 trading days.

Top % Increase in CIV Mean In 5 Days - This scan tracks the top percentage increased in Continuous Implied Volatility average in the past 5 trading days which is the mean between the call and put.

Top % Decrease in CIV Mean In 5 Days - This scan tracks the top percentage decreased in Continuous Implied Volatility average in the past 5 trading days which is the mean between the call and put

Top % Increase in CIV Spread In 5 Days - This scan tracks the top percentage increased in Continuous Implied Volatility spread in the past 5 trading days. This number represents the greatest distance between the Continuous Implied Volatility call and put.

 

Top % Decrease in CIV Spread In 5 Days - This scan tracks the top percentage decreased in Continuous Implied Volatility spread in the past 5 trading days. This number represents the greatest distance between the Continuous Implied Volatility call and put.

 

CIV Mean - HV 45 Above 2 STD -  This scan tracks the Continuous Implied Volatility Mean minus the past 45 day Historical Volatility above 2 standard deviations.

Options For CIV Mean - HV 45 Above 2 STD -  This scan tracks Options instead of the underlying stock and shows the Continuous Implied Volatility Mean minus the past 45 day Historical Volatility above 2 standard deviations.


CIV Mean - HV 45 Below 2 STD -  This scan tracks the Continuous Implied Volatility Mean minus the past 45 day Historical Volatility above 2 standard deviations.

Options For CIV Mean - HV 45 Below 2 STD -  This scan tracks Options instead of the underlying stock and shows the Continuous Implied Volatility Mean minus the past 45 day Historical Volatility below 2 standard deviations.

 

DT Fibonacci Ratio Long (Daily) - A Technical Analysis scan that identifies a 38.2% Fibonacci Retracement on a Daily Chart based on the last two strong pivots.  These stocks are commonly believed to be bullish due to holding a common support level of an existing up trend.

 

DT Fibonacci Ratio Short (Daily) - A Technical Analysis scan that identifies a 38.2% Fibonacci Retracement on a Daily Chart based on the last two strong pivots.  These stocks are commonly believed to be bearish due to holding a common resistance level of an existing down trend.

 

DT Fibonacci Ratio Long (Weekly) - A Technical Analysis scan that identifies a 38.2% Fibonacci Retracement on a Weekly Chart based on the last two strong pivots.  These stocks are commonly believed to be bullish due to holding a common support level of an existing up trend.

 

DT Fibonacci Ratio Short (Weekly) -  A Technical Analysis scan that identifies a 38.2% Fibonacci Retracement on a Weekly Chart based on the last two strong pivots.  These stocks are commonly believed to be bearish due to holding a common support level of an existing down trend.