Options Screener期权筛选台

EOD · display-onlyEOD · 仅供展示 403 names403 个标的 tape-flow present逐笔流量已就位 built构建于 2026-07-17 02:56 UTC
Coverage & data provenance覆盖范围与数据说明 · IV · GEX · walls · max-pain: Polygon.io options chain snapshots, 403 underlyings, daily since 2026-06-15 (accruing). IV-rank = percentile within available history — labelled "young (n=Xd)" when fewer than 252 calendar days are stored; do NOT treat a young IV-rank as a 252-day percentile. Options flow (volume · premium · P/C ratio): 403 names, last trading session. Net-premium tone is a labeled heuristic only — magnitude is reliable, direction is SOFT (signing incomplete). Implied-move proxy = IV30 × √(30÷365) × 100%. Skew (put-skew pp): 401 names from ~30-day tenor snapshots; skew = OTM-put IV minus ATM-call IV in percentage points. IV-spread (vs peers): 373 names; spread relative to same-day cross-sectional median (positive = wider than peers). Skew and IV-spread are display-only context — the chain panel is still too narrow and short to treat either as a forward predictor. Rel. volume: 371 names; today's option volume vs own 20-session average. Nothing here feeds any score or rank path.IV · GEX · 墙位 · 最大痛点:Polygon.io 期权链快照,403 个标的,每日数据自 2026-06-15 起累积。IV分位 = 当前IV30在可用历史中的百分位——当历史不足 252 个日历日时,标注"young (n=Xd)";请勿将 young 分位视为完整 252 日历史分位。期权流量(成交量 · 权利金 · 认沽/认购比):403 个标的,最近交易日数据。净权利金方向为启发式标签——量级可靠,方向为软性参考(签名机制尚未完整)。隐含波动幅度 = IV30 × √(30÷365) × 100%。偏斜(认沽溢价pp):401 个标的,约30日到期期权快照;偏斜 = 虚值认沽IV减平值认购IV(百分点)。IV价差(相对同业):373 个标的;相对同日截面中位数的价差(正值=高于同业)。偏斜与IV价差仅为展示性参考——期权链数据仍偏窄偏短,请勿作为前瞻指标使用。相对成交量:371 个标的;当日期权成交量相对自身20日均值。本页所有数据均不进入任何评分或排名流程。
IV30 % IV RankIV分位 Impl. move %隐含波幅% P/C ratioP/C比 Volume成交量
Gross prem $M总权利金$M 0DTE share %0DTE占比% Rel vol ×相对成交量× ?Today's option volume vs the name's own 20-day average. 2× = double normal activity.当日期权成交量相对自身20日均值。2× = 为正常水平的两倍。 Put-skew pp认沽溢价pp ?How much more expensive downside puts are vs at-the-money calls, in IV percentage points — higher = richer crash protection priced in.虚值认沽期权相对平值认购期权的IV溢价(百分点)——越高代表市场为下行风险定价越贵。 |Flip dist| % max|翻转距离|%上限 ?How far spot sits from the strike where dealer gamma flips sign — absolute value. ≤1% = very close to flip point.现价距Gamma符号翻转点的距离(绝对值)。≤1%代表非常接近翻转点。 IV-spread ppIV价差pp ?IV-spread vs same-day peer group median. Positive = wider IV spread than peers. From ~30-day options.相对同日同业中位数的IV价差。正值 = IV价差高于同业。基于约30日期权。
Ticker代码 Sector行业 Spot现价 IV30?30-day implied volatility from the options chain (annualised %).期权链30日隐含波动率(年化%)。 IV RankIV分位?Percentile of current IV30 within available history. "young (n=Xd)" = fewer than 252 days of history — treat with caution.当前IV30在可用历史内的百分位。"young (n=Xd)"表示历史不足252日,需谨慎参考。 Impl. Move隐含波幅?IV30 × √(30÷365) × 100% — expected ±move over 30 calendar days (1-sigma).IV30 × √(30÷365) × 100%,30日历日内的预期±波动幅度(1倍标准差)。 P/C OI认沽/认购OI?Put/Call open-interest ratio. >1 = more puts outstanding.认沽/认购未平仓合约比率。>1表示认沽仓位更多。 Volume期权成交量 Gross Prem $M总权利金$M Tone方向?Labeled heuristic only — direction is SOFT (signing incomplete). Magnitude is reliable.仅为启发式标签——方向为软性参考(签名机制尚未完整),量级可靠。 Volume期权成交量 Rel vol ×相对成交量×?Today's option volume vs the name's own 20-day average. Null when fewer than 5 prior sessions.当日期权成交量相对自身20日均值。不足5个历史交易日时显示为空。 Gross prem $M总权利金$M Net prem $M净权利金$M 0DTE %0DTE占比%?Share of volume expiring today (0 days to expiry). High reading = elevated short-term speculation.当日到期(0DTE)合约占总成交量比例。数值高代表短线投机活跃。 ΔOIOI变化?Net change in open interest — new contracts minus expired/closed.未平仓合约净变化——新建合约减去到期/平仓合约。 Tone方向 Spot现价 GammaGamma?Long gamma: dealers lean against moves (stabilising). Short gamma: dealers chase moves (amplifying).多Gamma:做市商对冲价格变动(有稳定效果)。空Gamma:做市商追随价格变动(有放大效果)。 Net GEX $bn净GEX十亿$?Net dealer gamma exposure in $billions. Positive = long gamma (dealers absorb moves).做市商净Gamma敞口(十亿美元)。正值 = 净多Gamma(做市商吸收波动)。 Flip dist %翻转距离%?How far spot sits from the gamma flip strike as a % of spot — where dealer gamma changes sign.现价距Gamma翻转点的距离(占现价的%)——即做市商Gamma符号改变的价位。 Wall↑ dist %上墙距离%?How far the upper gamma wall (magnet) is above spot, as % of spot.上方Gamma墙(磁力位)高于现价的距离(占现价的%)。 Wall↓ dist %下墙距离%?How far the lower gamma wall (magnet) is below spot, as % of spot.下方Gamma墙(磁力位)低于现价的距离(占现价的%)。 Max pain最大痛点?Strike where total options value at expiry is minimised — gravitational pull near expiry.到期时期权总价值最小的行权价——临近到期有引力效应。 Skew pp认沽溢价pp?How much more expensive downside puts are vs at-the-money calls, in IV percentage points — higher = richer crash protection priced in.虚值认沽期权相对平值认购期权的IV溢价(百分点)——越高代表市场为下行风险定价越贵。 IV−spread ppIV价差pp?IV-spread vs same-day peer median in percentage points. Positive = wider than peers — elevated uncertainty or event premium relative to the group.相对同日同业中位数的IV价差(百分点)。正值 = 高于同业——该标的不确定性或事件溢价相对偏高。 Tier层级
403 names · 403 with young IV-rank (< 252d history) · 0 mature · median history 21 calendar days · skew 401 · IV-spread 373 · rel-vol 371403 个标的 · 403 个IV分位偏年轻(历史不足252日) · 0 个历史充足 · 历史中位数 21 个日历日 · 偏斜 401 · IV价差 373 · 相对成交量 371