Find me a great swing option play

Screening Filters

1. Price: 10–200 USD

   • Purpose: Focus on mid‑priced stocks as underlying assets for options.
   • Rationale:
     • Very low‑priced stocks (under ~$10) often have less liquid, wider‑spread options and can be more erratic, which is usually not ideal for a “swing” trade where you want cleaner price action and tighter spreads.
     • Extremely high‑priced stocks (far above $200) can make options more expensive and volatile in dollar terms, limiting position sizing for many traders.
     • The $10–$200 band balances liquidity, affordability, and smoother technical behavior for swing setups.

2. Moving Average Relationship: PriceAboveMA20

   • Purpose: Only include stocks whose current price is above their 20‑day moving average.
   • Rationale:
     • Swing traders often want to trade in the direction of short‑term momentum and trend.
     • Price above the 20‑day moving average suggests short‑term bullish bias, which is favorable if you’re looking for bullish option plays (e.g., calls or call spreads).
     • It filters out names in clear short‑term downtrends, which are less attractive for bullish swing setups.

3. List Exchange: XNYS, XNAS, XASE (NYSE, NASDAQ, AMEX)

   • Purpose: Restrict to major U.S. exchanges.
   • Rationale:
     • You asked for a “swing option play” in the U.S. market, and most liquid, actively traded stocks with robust options markets are on these three exchanges.
     • This avoids OTC and illiquid names, which tend to have poor option liquidity and wide bid‑ask spreads—bad for entering and exiting swing trades efficiently.

4. One‑Week Rise Probability: 0–100%

   • Purpose: Include a probability metric for a one‑week price rise, but without actually restricting it.
   • Rationale:
     • The field is in the criteria, but the range 0–100% imposes no real filter—it simply allows the model to consider this probability in later ranking or analysis if needed.
     • This can be useful for later comparing candidates on their short‑term upside probability without excluding potentially good setups.

5. One‑Week Predicted Return: 0–100%

   • Purpose: Similarly, include a model‑based estimate of 1‑week upside potential, again without strict filtering.
   • Rationale:
     • A 0–100% band keeps all stocks while retaining the signal. It’s there to help gauge which names might have stronger short‑term return potential—relevant to a swing trader—without prematurely throwing anything out.

6. Is Optionable: True

   • Purpose: Only include stocks that have listed options.
   • Rationale:
     • You explicitly want an “option play.”
     • This ensures every result actually has tradable options, eliminating non‑optionable stocks that would be useless for your goal.

7. Option Unusual Activity: True

   • Purpose: Focus on stocks experiencing unusual options market activity.
   • Rationale:
     • Unusual option activity (elevated volume, open interest, or atypical flow) can signal that larger or more informed traders are positioning for a move.
     • Swing traders often use unusual options flow as a signal for near‑term price movement, aligning with your request for a “great swing option play.”
     • This helps narrow the universe to names where something notable may be brewing in the options market right now.

Why These Results Match Your Request

• They are U.S. stocks with active options, directly matching your desire for an option play.
• The PriceAboveMA20 filter aligns with looking for bullish swing setups rather than fighting the trend.
• The price range targets names that typically have liquid, reasonably priced options suitable for swing trading.
• The unusual options activity filter zeroes in on stocks where options traders are currently active, which is often exactly the kind of catalyst‑rich environment swing option traders look for.

If you still want to keep the total option cost under a specific dollar amount (e.g., under $500 premium per contract/position), that would be a separate constraint we could add on top of these.