Options Screener Guide

Find cash-secured puts, covered calls, long calls, and long puts across your watchlists with precision filters.

Go to the screener: Open Options Screener — Also see the Spread Screener Guide for vertical spreads.

Overview

The screener has two modes, toggled at the top of the page:

Sell Sell Premium (Income)

Screen for cash-secured puts (CSPs) and covered calls (CCs). You collect premium upfront and profit when the option expires worthless or loses value. Results are split into Calls and Puts tabs, each with its own sortable table. Best when implied volatility is elevated and you expect the stock to stay flat or move slightly.

Buy Buy Premium (Directional)

Screen for long calls (bullish) or long puts (bearish / protective). Your max loss is limited to the premium paid. After selecting Buy mode, choose Long Calls or Long Puts. Results appear in a single table with columns specific to buying: breakeven, leverage ratio, and projected P&L at +10%, +20%, and +50% moves.

Both modes display a Market IV Summary at the top of the page showing IV rank distribution across your tickers, so you can quickly see which names have elevated volatility before you screen.

Watchlists

Watchlists let you group tickers and scan them with one click instead of typing symbols every time.

1 Create a watchlist

Click + New Watchlist in the ticker panel. Enter a name (e.g., "Tech Mega-Caps") and a comma-separated list of tickers. Click Save Watchlist.

2 Select a watchlist to scan

Your saved watchlists appear as chips above the ticker input. Click a chip to load its tickers into the input field. You can also type or edit tickers directly in the input.

3 Save from the input field

If you've typed an ad-hoc set of tickers, enter a name in the "Save as Watchlist" field and click Save to persist it for next time.

Sell Mode Filters

When Sell mode is active, the following filter groups are available. All fields are optional — empty fields use sensible defaults (shown in the collapsible "Defaults" section on the screener page).

Expiration

FilterDescription
Min DTE / Max DTEDays to expiration range. Default: 3 – 90. The 21–45 DTE window is the sweet spot for premium sellers — theta decay accelerates while giving enough time to manage the trade.
Earnings BufferHides options where an earnings date falls before (or within N days after) expiration. Set to 0 to exclude any option expiring after earnings; set to 3 to also exclude options expiring within 3 days after earnings. Leave blank to show all.

Risk (Delta & Distance)

FilterDescription
Min Delta / Max DeltaEnter positive values between 0 and 1. Delta roughly equals the probability that the option expires in the money. A 0.20 delta put has about an 80% chance of expiring worthless (you keep the premium). Default: 0.05 – 0.95.
Min Distance % / Max Distance %How far the strike is from the current stock price, as a percentage. Keeps results within a meaningful range. Default: 3% – 40%.

Premium

FilterDescription
Min Yield % / Max Yield %Annualized yield — the premium received as a percentage of collateral, annualized. 5–15% is conservative, 15–30% is moderate, 30%+ is aggressive. Default min: 0.1%.
Max Bid-Ask Spread %Filters out illiquid options with wide spreads. Under 10% is excellent, 10–20% is good, over 20% means poor liquidity and worse fills. Default: 15%.

Liquidity

FilterDescription
Min Open InterestNumber of open contracts at that strike/expiration. Higher OI means easier entry and exit. 50+ is the minimum for decent fills; 500+ is very liquid. Default: 50.
Max CollateralMaximum cash required per contract. For CSPs this is strike × 100; for covered calls this is stock price × 100. Use this to keep results within your account size (e.g., $5,000 limits to stocks under $50).

Time Decay (Theta)

FilterDescription
Min Theta / Max ThetaDaily time decay in dollars. Values are negative (a theta of -0.05 means the option loses $0.05/day, which is money earned when selling). Use this to ensure sufficient daily income from each contract.

Quick Presets

One-click filter presets that populate multiple fields at once:

Buy Mode Filters

When Buy mode is active, the filter set simplifies to what matters for directional trades. The Premium and Liquidity groups (yield, spread, OI, collateral, theta) are hidden since they are sell-specific. You will see:

FilterDescription
Min DTE / Max DTESame as Sell mode. Buying options further out gives the thesis more time to play out but costs more premium.
Min Delta / Max DeltaFor long calls, higher delta = more responsive to stock price movement but more expensive. A 0.50 delta call moves roughly $0.50 for every $1 move in the stock.
Min Distance % / Max Distance %Controls how far out-of-the-money the strike is. Deeper OTM = cheaper but needs a bigger move to profit.
Earnings BufferSame as Sell mode — exclude options that span an earnings date.

After selecting Buy mode, choose Long Calls (bullish) or Long Puts (bearish / hedge) using the radio buttons that appear below the mode toggle.

Results Table

After clicking Screen Options, a progress bar tracks each ticker. Results appear in sortable tables. Click any column header to sort. Use the inline column filters (second header row) to narrow results further.

Sell Mode Columns

Results are split into Calls and Puts tabs.

ColumnWhat It Means
TickerUnderlying symbol
PriceCurrent stock price
StrikeOption strike price
% DistDistance from current price to strike, as a percentage
ExpirationOption expiration date
DTEDays to expiration
Bid / AskCurrent bid and ask prices. Sell orders fill near the bid.
Ann. YieldPremium / collateral, annualized. The headline income metric for premium sellers.
RoRReturn on Risk — premium / collateral for this single trade (not annualized)
Ann. RoRRoR annualized (RoR × 365 / DTE) for apples-to-apples comparison across different expirations
DeltaOption delta (roughly the probability of expiring ITM)
ThetaDaily time decay in dollars. More negative = more daily income when selling.
IV RankWhere current implied volatility sits in its 52-week range (0–100). Higher = premiums are elevated relative to the past year.
IV %ilePercentage of days in the past year with lower IV. More robust than IV Rank for skewed distributions.
OIOpen interest — number of open contracts. Higher = better liquidity.
2Y MACD XRecent MACD crossover signal from the 2-year chart. Helps confirm trend direction.
ScoreComposite score (0–100) combining yield, delta, IV rank, liquidity, and technicals. 80+ = excellent, 60–79 = good, 40–59 = fair.

Buy Mode Columns

ColumnWhat It Means
Ticker / Price / Strike / Expiration / DTESame as Sell mode
AskPrice to buy the option (you pay the ask)
DeltaSensitivity to a $1 stock move. Higher = more responsive.
BreakevenStock price needed at expiration to break even (strike +/- premium paid)
LeverageNotional stock exposure divided by option cost. Shows capital efficiency.
P&L +10% / +20% / +50%Projected profit or loss if the stock moves 10%, 20%, or 50% in your direction by expiration
IV RankSame as Sell mode. Lower IV Rank is generally better for buyers (cheaper premiums).
ScoreComposite score for buy-side trades

Multi-Ticker Summary

When you screen more than one ticker, a Ticker Summary table appears above the detailed results. It shows each ticker's price, trend direction (bullish / bearish / neutral), next earnings date, and counts of excellent and good options found for both calls and puts. Click any ticker row to jump to its detailed results.

Detail Modal

Click any row in the results table to open the Probability Calculator modal. This gives you a deep dive into the selected option:

What You'll See

Tips for Income Traders

Classic CSP setup: Delta 0.20–0.35, DTE 30–45, IV Rank > 30, Min OI 100. This targets the theta-decay sweet spot on stocks with elevated premiums and good liquidity.

General Guidelines

For Buyers

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