Stocks with highest options volume

Screening Filters

1. volume >= 1,000,000

• Purpose: Focus on actively traded stocks.
• Rationale: Stocks with very high options volume usually tend to be liquid and widely followed. A minimum share-volume threshold helps ensure the underlying stock is sufficiently active, which often supports heavier options participation and cleaner comparisons across names.

2. relative_vol >= 1.5

• Purpose: Find stocks trading more actively than usual.
• Rationale: Relative volume above 1.5 means the stock is trading at least 50% above its normal pace. This is useful because unusual options volume often shows up when a stock is experiencing elevated attention, news flow, or speculation, all of which can drive options activity.

3. market_cap_category = large, mid

• Purpose: Target established companies with meaningful options markets.
• Rationale: Large- and mid-cap stocks generally have deeper, more liquid options chains and attract more institutional and retail options trading. This improves the chance that the “highest options trading volume” results are meaningful and not distorted by illiquid small-cap names.

4. is_optionable = True

• Purpose: Restrict the screen to stocks that actually have listed options.
• Rationale: This is essential because the user is asking about options trading volume. A stock must have an active options market to be relevant at all.

5. option_unusual_activity = True

• Purpose: Prioritize stocks showing options activity above normal levels.
• Rationale: If the goal is to find stocks with the highest options trading volume, unusual activity is a strong signal that options volume is elevated relative to historical norms. This helps surface names that are currently seeing a surge in options trading.

6. option_sentiments = Bullish, Bearish

• Purpose: Include contracts with strong directional bias.
• Rationale: High options volume is often concentrated in trades expressing a bullish or bearish view. Including both sentiments captures the most actively traded directional names, which are often the ones drawing the most options flow.

Why These Filters Work Together

• They narrow the universe to liquid, optionable stocks that are actively trading right now.
• They increase the odds of finding names with meaningful options volume, rather than thinly traded or irrelevant securities.
• The unusual activity and sentiment filters help identify stocks where options traders are most engaged, which aligns closely with the user’s request for stocks with the highest options trading volume.

Why Results Match:

• The screen emphasizes stocks with listed options and elevated trading activity, which are the core conditions behind high options volume.
• It favors larger, more liquid names, where options trading is typically deeper and more reliable.
• It captures both bullish and bearish flow, since the user asked for high options volume, not a specific direction.