Find stocks suitable for call option

Screening Filters & Rationale

1. Market Cap (5B - 200B):

   • Purpose: Focus on mid to large-cap stocks for liquidity and stability.
   • Rationale: These companies are typically more liquid, making them suitable for options trading.

2. Relative Volume (≥ 1.5):

   • Purpose: Identify stocks with higher-than-average trading activity.
   • Rationale: Increased volume often indicates strong market interest, which can lead to better option pricing and execution.

3. Beta (ModerateRisk, HighRisk):

   • Purpose: Target stocks with moderate to high volatility.
   • Rationale: Higher beta stocks are more likely to experience price swings, which can benefit call option strategies.

4. Price Above MA20:

   • Purpose: Select stocks in a short-term uptrend.
   • Rationale: Stocks trading above their 20-day moving average indicate bullish momentum, aligning with a call option strategy.

5. Monthly Price Change (≥ 0%):

   • Purpose: Focus on stocks with positive or stable recent performance.
   • Rationale: Positive price trends support the likelihood of continued upward movement.

6. Optionable (True):

   • Purpose: Ensure the stock has listed options available for trading.
   • Rationale: Only optionable stocks can be used for call option strategies.

7. Bullish Option Sentiments:

   • Purpose: Identify stocks with positive market sentiment in the options market.
   • Rationale: Bullish sentiment suggests traders expect the stock price to rise, supporting a call option strategy.