3.
High CIV Calls over 90 Day Range- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading above 80% of its CIV range, indicating higher options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. If interested in Selling a Call to collect the premium, a stock identified using this filter will have a higher, more expensive Call value so would qualify as a good candidate for this type of option strategy.
[
attachment=3496]
4.
High CIV Puts over 90 Day Range- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading above 80% of its CIV range, indicating higher options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. If interested in Selling a Put to collect the premium, a stock identified using this filter will have a higher, more expensive Put value so would qualify as a good candidate for this type of option strategy.
[
attachment=3497]
5.
Low CIV Calls over 90 Day Range, Stock Rotating Up Within 3 Days- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating longer options premiums compared to the last 90 days. User can also select lower lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating up within the past three days. If interested in buying a Call, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock up tick in price suggests more urgency in determining the Call buying potential before the opportunity is lost.
[
attachment=3498]
6.
Low CIV Puts over 90 Day Range, Stock Rotating Down Within 3 Days - This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating lower options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating down within the past three days. If interested in buying a Put, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock down tick in price suggests more urgency in determining the Put buying potential before the opportunity is lost.
[
attachment=3499]
7.
Low CIV Calls over 90 Day Range, Stock and Group Rotating Up Within 3 Days- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating lower options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating up within the past three days. If interested in buying a Put, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock up tick in price suggests more urgency in determining the Put buying potential before the opportunity is lost. Additionally, the fact that other stocks in the group are also moving up, increases the odds for success with this Call buying setup.
[
attachment=3500]
8.
Low CIV Puts over 90 Day Range, Stock and Group Rotating Down Within 3 Days- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating lower options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating down within the past three days. If interested in buying a Put, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock down tick in price suggests more urgency in determining the Put buying potential before the opportunity is lost. Additionally, the fact that other stocks in the group are also moving down, increases the odds for success with this Put buying setup.
[
attachment=3501]
9. Low CIV Calls over 90 Day Range, Stock Rotating Up Within 3 Days, Stock Long Trend Strong Up- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating lower options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating up within the past three days. If interested in buying a Call, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock up tick in price suggests more urgency in determining the Call buying potential before the opportunity is lost. Additionally, the fact that other stocks in the group are also moving up, increases the odds for success with this Call buying setup. An additional benefit in this setup is the fact any stock showing up with this filter has had a prior strong trend, making this setup more of a near-term continuation option strategy idea.
[
attachment=3502]
10.
Low CIV Puts over 90 Day Range, Stock Rotating Down Within 3 Days, Stock Long Trend Strong Down- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating lower options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating up within the past three days. If interested in buying a Put, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock up tick in price suggests more urgency in determining the Put buying potential before the opportunity is lost. Additionally, the fact that other stocks in the group are also moving down, increases the odds for success with this Put buying setup. An additional benefit in this setup is the fact any stock showing up with this filter has had a prior strong trend, making this setup more of a near-term continuation option strategy idea.
[
attachment=3503]
11.
Low CIV Calls over 90 Day Range, Stock and Group Medium Trend Strong Up- This scan filter uses a Continuous Implied Volatility (CIV) data to identify a high/low range of the implied volatility over the last 90 days. Once the range is calculated, the scan identifies stocks that are currently trading below 20% of its CIV range, indicating lower options premiums compared to the last 90 days. User can also select longer lookback periods or short periods such as a 20 day to calculate the CIV high/low range. This scan filter then adds an additional criterion where it also scans for stocks rotating up within the past three days. If interested in buying a Call, a stock identified using this filter is said to be in a more reasonably priced option value. The fact it is showing a three days stock up tick in price suggests more urgency in determining the Call buying potential before the opportunity is lost. Additionally, the fact that other stocks in the group are also moving up, increases the odds for success with this Call buying setup. An additional benefit in this setup is the fact any stock showing up with this filter has had a prior medium trend, making this setup more of a continuation trade idea that could still have greater upside to it if looking for a longer-term option strategy.
[
attachment=3504]