How to spot options activity worth trading across the entire US options market? Here's a screener that hunts for real opportunities:
Filter by volume exceeding open interest—that's your first signal. Then narrow it down: minimum 1,000 contracts traded, with a volume-to-OI ratio hitting at least 1.25x. That separates noise from actual market moves.
Next level up: 70% of that volume should be clustering at or closer to the ASK. Why? Aggressive buying pressure. Look at timeframes between 1 and 180 days to expiration—gives you enough runway without theta decay killing your thesis. Premium size matters too—stick with positions generating $250,000 or more.
One more gate: keep multileg orders under 10% of total volume. Too many complex spreads can distort what you're really seeing.
Put it all together and you've got a screener that cuts through the daily noise and finds where the real options traders are positioning.
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TheShibaWhisperer
· 11h ago
It sounds complicated, but it's actually just about finding those orders where real money is being invested... The 1.25x OI ratio is quite tight.
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GateUser-c802f0e8
· 11h ago
vol/OI this logic looks good, but the 1.25x threshold feels a bit arbitrary... In real scenarios, this parameter should be dynamically adjusted based on the underlying asset.
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Ser_Liquidated
· 11h ago
Haha... It's the same filter again, feels a bit over-optimized. Can the 1.25x OI ratio really be copied all the way?
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ShibaMillionairen't
· 11h ago
Wow, these filtering criteria are so detailed—1.25x OI ratio, 70% ASK pressure... Feels like searching for clues in the options market.
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ForkThisDAO
· 11h ago
NGL, this screening criteria looks okay, but is a 1.25x ratio really enough... feels like it still depends on intuition.
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AirdropHarvester
· 11h ago
Damn, these filter conditions are a bit harsh, pushing the 1.25x OI ratio to the maximum directly.
How to spot options activity worth trading across the entire US options market? Here's a screener that hunts for real opportunities:
Filter by volume exceeding open interest—that's your first signal. Then narrow it down: minimum 1,000 contracts traded, with a volume-to-OI ratio hitting at least 1.25x. That separates noise from actual market moves.
Next level up: 70% of that volume should be clustering at or closer to the ASK. Why? Aggressive buying pressure. Look at timeframes between 1 and 180 days to expiration—gives you enough runway without theta decay killing your thesis. Premium size matters too—stick with positions generating $250,000 or more.
One more gate: keep multileg orders under 10% of total volume. Too many complex spreads can distort what you're really seeing.
Put it all together and you've got a screener that cuts through the daily noise and finds where the real options traders are positioning.