Option Hacker
Preset
Expressions
How to use
This hacker preset will screen all the options given that satisfy one or more expressions
Example
option.mark / underlying.mark < 0.25
option.daysToExpiration > 120
Variables
Option
putCall
symbol
description
exchangeName
bid
ask
last
mark
bidSize
askSize
lastSize
highPrice
lowPrice
openPrice
closePrice
totalVolume
quoteTimeInLong
tradeTimeInLong
netChange
volatility
delta
gamma
theta
vega
rho
timeValue
openInterest
isInTheMoney
theoreticalOptionValue
theoreticalVolatility
isMini
isNonStandard
optionDeliverablesList
strikePrice
daysToExpiration
expirationDate
expirationType
multiplier
settlementType
deliverableNote
isIndexOption
percentChange
markChange
markPercentChange
Underlying
ask
askSize
bid
bidSize
change
close
delayed
description
exchangeName
fiftyTwoWeekHigh
fiftyTwoWeekLow
highPrice
last
lowPrice
mark
markChange
markPercentChange
openPrice
percentChange
quoteTime
symbol
totalVolume
tradeTime