Stock Search Engine - Call Options - Puts and Calls

Stock Search Engine - Call Options - Puts and Calls

Below are some sample queries for calls, covered calls and naked puts based upon various strategies you may have.  Note that most of them assume you are searching for options that expire in March.  Of course, replace March with whatever month you are trying to search for.  If you need a sample query for another strategy not mentioned here, please email us and explain the strategy and we will be glad to add an appropriate sample query to this page.   Note:  the appearance of these queries does not constitute any endorsement of a particular strategy.

Sample Covered Call Queries

Searching for in the money covered calls for a particular month:

  • % in the money >= 0
  • month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1

Searching for in the money covered calls for a particular month and stock price less than 20:

  • % in the money >= 0
  • month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • stock price <= 20

Searching for out of the money covered calls for a particular month

  • % in the money <= 0
  • month = Mar
  • covered call return NOT INCLUDING profit/loss from called out >= .1

Searching for out of the money covered calls for a particular month and stock price less than 20

  • % in the money <= 0
  • month = Mar
  • covered call return NOT INCLUDING profit/loss from called out >= .1
  • stock price <= 20

Searching for good returns on covered calls regardless of being called out or not

  • Month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • covered call return NOT INCLUDING profit/loss from called out >= .1

Searching for covered calls on stocks that are near their 52 week low

  • Month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • covered call return NOT INCLUDING profit/loss from called out >= .1
  • Position in 52 week range <= 20

Searching for covered calls on stocks that have low pe ratios and high returns

  • Month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • covered call return NOT INCLUDING profit/loss from called out >= .1
  • PE <= 20
  • EPS >= 0  (You want earnings to be positive)

Searching for Covered Calls for Options that are theoretically over-valued based upon implied premiums.

  • Month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • covered call return NOT INCLUDING profit/loss from called out >= .1
  • Ratio of Option's Bid Price to Implied Premium. >=0

Searching for covered calls that are extremely liquid

  • Month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • covered call return NOT INCLUDING profit/loss from called out >= .1
  • Option Volume > 100

Searching for covered calls at the money

  • Month = Mar
  • covered call return INCLUDING profit/loss from called out >= .1
  • covered call return NOT INCLUDING profit/loss from called out >= .1
  • percent in money <= .05
  • percent in money >= -.05

 

Sample Call Option Queries

Searching for theoretically undervalued options
  • Month = Mar
  • Ratio of Option's Bid Price to Implied Premium. >= .1
  • Option Price >= 1

Searching for options whose underlying stock may be undervalued

  • Month = Mar
  • Position in 52 week range <= 20
  • PE <= 10
  • EPS >= 0
Searching for options whose underlying stock is
low priced but volatile
  • Month = Mar
  • Position in 52 week range <= 20
  • PE <= 20
  • EPS >= 0
  • Stock Volatility >= 40

Naked Puts

Searching for puts with a large time value and out of the money

  • Month = Mar
  • Option Time Value as a percentage of stock price >= .1
  • % in the money <= 0