Scan: Unusual Option Volume Description: >200% Average Intraday Option Volume, with minimum 5000 Average Option Volume [ {"formula": "option_volume", "display_name": "option_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "percent_partial_day_average_option_volume>200", "display_name": "percent_partial_day_average_option_volume", "include_in_resultset": true, "sort": "desc"}, {"formula": "put_call_ratio", "display_name": "put_call_ratio", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "average_option_volume>5000", "display_name": "average_option_volume", "include_in_resultset": false, "sort": "none"}, {"formula": "iv30_percent_change", "display_name":"iv30_percent_change","include_in_resultset": true,"sort":"none"} ] Scan: Unusual Stock Volume Description: >200% Intraday Underlying Volume, with minimum Volume of 2.5M and Implied Underlying Mid Price > $1 [ {"formula": "volume>2500000", "display_name": "volume", "include_in_resultset": true, "sort": "none"}, {"formula": "percent_partial_day_average_underlying_volume>200", "display_name": "percent_partial_day_average_underlying_volume", "include_in_resultset": true, "sort": "desc"}, {"formula": "implied_underlying_mid>1.00", "display_name": "implied_underlying_mid", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "implied_percent_change_from_close", "display_name": "implied_percent_change_from_close", "include_in_resultset": true, "sort": "none"} ] Scan: Elevated Volatility Description: >150% Average IV30, with minimum 10k Average Option Volume [ {"formula": "percent_average_iv30>150.00", "display_name": "percent_average_iv30", "include_in_resultset": true, "sort": "desc"}, {"formula": "average_option_volume>10000", "display_name": "average_option_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30", "display_name": "iv30", "include_in_resultset": true, "sort": "none"}, {"formula": "put_call_ratio", "display_name": "put_call_ratio", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30_change", "display_name": "iv30_change", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "implied_percent_change_from_close", "display_name": "implied_percent_change_from_close", "include_in_resultset": true, "sort": "none"} ] Scan: Earnings in the next 7 days Description: Stocks with earnings in the next 7 days, with minimum 1M ADV and Implied Underlying Mid Price > $1 [ {"formula": "implied_underlying_mid>1.00", "display_name": "implied_underlying_mid", "include_in_resultset": false, "sort": "none"}, {"formula": "next_earnings_date", "display_name": "next_earnings_date", "include_in_resultset": true, "sort": "asc"}, {"formula": "days_to_next_earnings_date>=0 and days_to_next_earnings_date<=7", "display_name": "days_to_next_earnings_date", "include_in_resultset": false, "sort": "none"}, {"formula": "implied_earnings_move", "display_name": "implied_earnings_move", "include_in_resultset": true, "sort": "none"}, {"formula": "average_implied_earnings_move", "display_name": "average_implied_earnings_move", "include_in_resultset": true, "sort": "none"}, {"formula": "average_underlying_volume>=1000000", "display_name": "average_underlying_volume", "include_in_resultset": false, "sort": "none"}, {"formula": "call_volume", "display_name": "call_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "put_volume", "display_name": "put_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "percent_average_volume", "display_name": "percent_average_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "average_historical_earnings_move", "display_name": "average_historical_earnings_move", "include_in_resultset": true, "sort": "none"} ] Scan: 200% AIOV ahead of Earnings Description: 200% Average Intra-Day Option Volume, with Earnings in the next 7 days & minimum Average Option Volume of 1000 [ {"formula": "percent_partial_day_average_option_volume>=200", "display_name": "percent_partial_day_average_option_volume", "include_in_resultset": true, "sort": "desc"}, {"formula": "average_option_volume>=1000", "display_name": "average_option_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "call_volume", "display_name": "call_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "put_volume", "display_name": "put_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "days_to_next_dividend_date!=1", "display_name": "days_to_next_dividend_date", "include_in_resultset": false, "sort": "none"}, {"formula": "days_to_next_earnings_date>=0 and days_to_next_earnings_date<=7", "display_name": "days_to_next_earnings_date", "include_in_resultset": false, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"} ] Scan: Open Interest Changes Description: >5% Increase in Open Interest, with minimum Average Option Volume of 5K [ {"formula": "total_oi_1d_change_percent>5.00", "display_name": "total_oi_1d_change_percent", "include_in_resultset": true, "sort": "desc"}, {"formula": "average_option_volume>5000", "display_name": "average_option_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "total_oi>1000", "display_name": "total_oi", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "put_call_ratio", "display_name": "put_call_ratio", "include_in_resultset": true, "sort": "none"} ] Scan: IV30 Rank 95+ Description: Stocks with IV30 Rank 95+, with minimum Average Option Volume of 5K & minimum Implied Underlying Mid Price of $10 [ {"formula": "iv30_rank_percentile>=95.00", "display_name": "iv30_rank_percentile", "include_in_resultset": true, "sort": "desc"}, {"formula": "implied_underlying_mid>10.00", "display_name": "implied_underlying_mid", "include_in_resultset": false, "sort": "none"}, {"formula": "average_option_volume>=5000", "display_name": "average_option_volume", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "implied_percent_change_from_close", "display_name": "implied_percent_change_from_close", "include_in_resultset": true, "sort": "none"} ] Scan: IV Rank 5- Description: Stocks with IV30 Rank 5-, with minimum Average Option Volume of 5K & minimum Implied Underlying Mid Price of $10 [ {"formula": "iv30_rank_percentile<=5.00", "display_name": "iv30_rank_percentile", "include_in_resultset": true, "sort": "desc"}, {"formula": "implied_underlying_mid>10.00", "display_name": "implied_underlying_mid", "include_in_resultset": false, "sort": "none"}, {"formula": "average_option_volume>=5000", "display_name": "average_option_volume", "include_in_resultset": true, "sort": "none"} ] Scan: High IV30 vs. HV30 Description: IV30 HV30 Ratio > 1.25, with no Earnings in the next 30 days [ {"formula": "iv30_hv30_ratio>1.25", "display_name": "iv30_hv30_ratio", "include_in_resultset": true, "sort": "desc"}, {"formula": "iv30>0.00", "display_name": "iv30", "include_in_resultset": true, "sort": "none"}, {"formula": "hv30>0.00", "display_name": "hv30", "include_in_resultset": true, "sort": "none"}, {"formula": "days_to_next_earnings_date>30", "display_name": "days_to_next_earnings_date", "include_in_resultset": true, "sort": "none"}, {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "average_option_volume>5000", "display_name": "average_option_volume", "include_in_resultset": false, "sort": "none"}, {"formula": "hv30_5d_close", "display_name": "hv30_5d_close", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30_5d_close", "display_name": "iv30_5d_close", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30_rank_percentile", "display_name": "iv30_rank_percentile", "include_in_resultset": true, "sort": "none"} ] Scan: Low IV30 vs. HV30 Description: IV30 HV30 Ratio < .75, with Earnings in the next 30 days [ {"formula": "company_name", "display_name": "company_name", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30_hv30_ratio<0.75", "display_name": "iv30_hv30_ratio", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30_rank_percentile", "display_name": "iv30_rank_percentile", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30>0.00", "display_name": "iv30", "include_in_resultset": true, "sort": "none"}, {"formula": "iv30_5d_close", "display_name": "iv30_5d_close", "include_in_resultset": true, "sort": "none"}, {"formula": "hv30>0.00", "display_name": "hv30", "include_in_resultset": true, "sort": "none"}, {"formula": "hv30_5d_close", "display_name": "hv30_5d_close", "include_in_resultset": true, "sort": "none"}, {"formula": "days_to_next_earnings_date>=1 and days_to_next_earnings_date<=30", "display_name": "days_to_next_earnings_date", "include_in_resultset": true, "sort": "none"}, {"formula": "average_option_volume>5000", "display_name": "average_option_volume", "include_in_resultset": false, "sort": "none"} ]