Barchart for Excel’s Options Screener helps you find the best equity option puts and calls using numerous custom filters. Options information is delayed a minimum of 15 minutes, and is updated at least once every 15-minutes through-out the day. The new day's options data will start populating the screener at approximately 9:05a CT.
...
Getting Started
Filters
After selecting the Options Screener in the Barchart for Excel ribbon, the Screener dialogue will display with all of the available filters.
...
Each filter presents different options on which to screen. Many give you the option to enter a greater than or less than "value", or to enter a range of "values":
Last Price => greater than [value] => 10.00
Volume => between [values] => 1,000,000 and 3,000,000
Other filters allow you to identify additional criteria and compare the data to another 'field":
Price Change => 1-Month => greater than [field] => 6-Month Price Change
50-Day Moving Average => less than [field] => Last Price
The New High Date and New Low Date filters allow you to enter a specific date range, or you can perform a screen relative to the current date.
New 5-Day High Date made within the last session (today)
New 52-Week Low Date made within the last 2-weeks
Still other filters ask you to identify a specific value defined in our database:
Index Group => S&P 500
ETF leverage
Once filters are added, you may drag and drop them in the SET FILTERS tab to reorder the way they appear on the RESULTS tab (when using the Filters View). So you can focus on the best options, the screener starts by removing certain puts and calls and applying the below as defaults:
Only Monthly options are shown, with Days to Expiration less than 60.
Only stocks are screened (with the ability to add ETFs and Indices to the mix).
For the US market, the options volume must be greater than or equal to 100, For Canada, volume must be greater than or equal to 5.
For the US market, open interest must be greater than or equal to 500. For Canada, open interest must be greater than or equal to 25.
Moneyness is between -25% to -5% (OTM). Moneyness refers to the relative position of the underlying asset's last price to the strike price. When a call option's Moneyness is negative, the underlying last price is less than the strike price; when positive, the underlying last price is greater than the strike price. When a put option's Moneyness is negative, the underlying last price is greater than the strike price; when positive, the underlying last price is less than the strike price.
Searching For Filters
The Screener lets you either find filters using the different filter categories, or you may search for a filter by entering a keyword in the search box.
...
Filters with the keyword in their description are displayed, allowing you to choose the one you want. Once you choose a filter, you must still "Add" the filter to the screener.
Markets
The Markets drop down menu allows you to select the overall market to screen on. The Options Screener is only available for the U.S. and Canadian Markets
...
Depending on the Market selected, different Exchanges can be filtered. For the US market, exchanges support for the Options Screener include AMEX, NYSE, NASDAQ and INDEX. For the Canadian Market, TSX is available.
Selected Columns and Views
Once all filters have been applied, you can now select the data columns to be applied to the results by clicking on the Edit Fields button.
...
By default the Filter view is applied which will display the filters used as data columns after inserting the results.
Save a Screener
After selecting the fields and/or view, you can opt to save this screen by entering a screener name in the 'Title' field in the Parameters.
...
Once inserted, the saved screener will be available in the Favorites tab.
...
Delete any individual screeners or all saved screeners using the Clear button located in Favorites.
...
(Note: any screens saved in Excel will not be available in the Saved Screeners in your Barchart.com account).
Load a Saved Screener
Saved Screeners from a My Barchart account can be accessed in Barchart for Excel through the Load a screener drop down menu.
...
Once a saved screener is selected, you can insert the screener as is or add additional filtering and save the newly updated screener as a template.
Barchart Screeners
Select a sample screener provided by Barchart. You can modify the filters and save your new screener to your account.
...
Results
The total number of results from the filters you've added are shown at the top left of the screener.
...
As you edit, add or remove filters the total number of results will update dynamically. When a screen yields a large quantity of results, you can select the page of results of to be inserted in addition to the number of symbols included using the View and Items options.
...
To view additional pages of results, click on the screener anchor cell and use the arrows or enter in the page you wish to view. By default, the maximum amount of results inserted per page is 1000 items but you can use the drop down menu to select an lower default.