Screening Filters
list_exchange: ['XNYS', 'XNAS', 'XASE']
- Purpose: Limit results to stocks listed on major U.S. exchanges (NYSE, NASDAQ, NYSE American).
- Rationale:
- Major U.S. exchanges tend to have the most liquid stocks and, by extension, more liquid options chains.
- Higher liquidity usually correlates with tighter bid–ask spreads in options, which is what you’re looking for.
- This filter helps avoid thinly traded OTC or foreign listings where option spreads can be very wide.
is_optionable: 'True'
- Purpose: Only include stocks that have listed options available.
- Rationale:
- Since you want to “play” earnings via options, the underlying must actually have options listed.
- This filter guarantees every result is tradable with options; you won’t see stocks that are non-optionable.
earnings_date: {'from': '2026-03-18', 'to': '2026-03-18'}
- Purpose: Find stocks reporting earnings specifically on March 18, 2026.
- Rationale:
- You explicitly asked for stocks with earnings on March 18, 2026 to trade options around that event.
- This filter narrows the universe to exactly those names with that earnings date, aligning with your event-driven options strategy.
(From the “criteria used for search” metadata)
- Sort by
market_cap (descending)
- Purpose: Show the largest companies first.
- Rationale:
- Larger-cap stocks usually have more active options markets, higher volume, and tighter option spreads.
- This doesn’t guarantee tight spreads, but it’s a practical proxy when we can’t filter directly on option bid–ask spread.
Limitations vs. Your Exact Request
- You effectively want “stocks with tight option spreads.” We do not have a direct screener filter for option bid–ask spread or option liquidity, so we can’t explicitly screen on that metric.
- We also can’t directly screen for “bullish” setups or sentiment; that requires separate analysis of each name, not a screener flag.
Why Results Still Match What You Want
- All results:
- Have earnings on March 18, 2026, giving you the specific catalyst date you asked for.
- Are optionable, so you can trade calls/puts or spreads around that event.
- Trade on major U.S. exchanges, and are sorted by market cap, which together increase the odds of tighter option spreads and better liquidity compared with smaller, illiquid names.
So while we can’t filter directly on “tight spreads,” these filters are a practical way to get you to the most likely candidates for liquid, tighter-spread options to play that earnings date.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.