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Yesterday's options volume or open interest


To learn scanning, I wrote the following:

[type = stock]
[country is US]
[[exchange is NYSE] OR [exchange is NASDAQ]]
[optionable is true]
[[close * 1.05] X EMA(20)]

I'll run daily scans before the markets open. For further analysis, is there a way to narrow the number of stocks based on yesterday's options volume or yesterday's options open interest?

Thank you!

Doctor T


  • It appears Stockcharts does not have a data agreement with the options exchanges, so the data you want is not available:
  • Dear Mark D,

    Thank you for your reply.

    To limit the number of stocks, I'll use volume.

    Doctor T
  • markdmarkd mod
    edited February 2018
    Here's couple of suggestions to play with for limiting hits:

    The first is to look for the narrowest range in the last 7 bars. You can google "NR7" for an explanation.

    and [ range = min(7, range)]

    The second is to look for price trading above the rising 200 MA. If you want to go long, the up legs tend to be longer when the market is in an up trend and shorter in a down trend. Not that you can't find opportunities in a down trend, and sometimes very good ones, but the odds are lower.

    and [sma(200, close) > 20 days ago sma(200, close)]
    and [close > sma(200, close)]

    Add these three lines to the code you have above and run it for Monday, Feb 12.
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