Options Rate of Return: Search and Sort on ORR Values
In the Options rate of return screen, I would like to filter out Volatility, I perfer to look at Volatility between 35.00%-50.00% I think this would save me alot of time.
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Victoria Wingett commented
Delta search capability would be greatly appreciated.
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Darrell Corpening commented
On any search in the unisearch tool, it would be advantageous to be able to sort on several of the options parameters - particularly, option price, option volatility, options ARR, etc.
Furthermore, the next level of capability would be to be able to enter options parameters into the actual search criteria, such as Date of Search, Option Price > $1, or Date of Search, Option Implied Vol < 50.
Adding this capability would make the unisearch tool a true options searcher and in fact the VV7 program already knows the parameters since it can display then if I choose ORR, the only issue would be that I would need to be able to select puts or calls and moneyness for the search.
Thanks for listening - D. Corpening -
Christopher Hall commented
Yes! I'm assuming you mean the Option Price for a parameter in creating an Option Rate of Return search, right?
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Dean Verhey commented
Just as Paul would like to look at Vol between 35% and 50% I would like to look at Delta greater than 70%, so include Greeks in the search possibilities in OPtions Rate of Return.
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Laurel Weiner commented
especially fpr puts and calls..behind the graph,,works for me