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Option Open Interest Scan

Is there a scan for Open Interest? It would be nice to be able to scan for open interest first, so as to not waste time looking at charts that have good trends but low option activity. If I could create a watch list from a scan that looks for stocks with greater than 500 open interest within a 90 day period (as an example), that would be a great time saver (and frustration saver for option traders).


  • You can scan for stocks that have options - and [optionable is true] - but not option volume. That would be a separate data feed, which would probably require a more expensive subscription if it were offered. But there may be a rule of thumb - optionable stocks that trade a certain average daily volume (over 500K, or a million? no idea) - would also be very likely to have a liquid options market. Volatility is a factor, too, so you could experiment with that, as well.
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