Important Context
No screen can tell you which options will be profitable on a specific date like Monday, March 30, 2026. What a screener can do—and what these filters are trying to do—is narrow the universe to stocks whose options are:
- liquid enough to trade in and out quickly
- volatile enough to move intraday
- actively traded in the options market (potentially signaling catalysts or strong sentiment)
Below is how each filter helps with that.
Screening Filters
price: 20–400
- Purpose: Focus on mid‑ to higher‑priced stocks that are suitable for active options trading.
- Rationale:
- Below ~$20, many stocks are low‑quality, thinly traded, or highly speculative; their options can be illiquid and have wide bid‑ask spreads—bad for day trading.
- Above ~$400, options can become very expensive in absolute dollar terms, which may not fit many traders’ position sizing or risk control.
- The $20–$400 range tends to include more established, liquid names where options markets are deeper and more efficient to trade intraday.
beta: HighRisk
- Purpose: Target high‑volatility stocks whose prices are more likely to move enough to make an options trade worthwhile in a single day.
- Rationale:
- High beta = stock tends to move more than the overall market.
- For day trading options (especially directional or volatility strategies like straddles/strangles), you need meaningful price movement; otherwise, time decay and bid‑ask friction can eat up any small moves.
- Filtering for “HighRisk” beta selects names where there is a better chance of strong intraday swings—exactly what you look for when asking which options to trade on a particular Monday.
monthly_average_dollar_volume: min 5,000,000
- Purpose: Ensure the underlying stocks are liquid in terms of trading value (price × volume).
- Rationale:
- High dollar volume usually correlates with better liquidity and tighter spreads in both the stock and its options.
- For intraday strategies, you must be able to enter and exit quickly at fair prices; thinly traded names can trap you or cause large slippage.
- $5M+ per day is a reasonable baseline to filter out illiquid, obscure names and retain actively traded stocks where options markets are more robust.
region: United States
- Purpose: Limit results to U.S. companies.
- Rationale:
- U.S. markets (NYSE/Nasdaq/AMEX) have very well‑developed options markets and standardized products, especially useful when you’re asking about “Monday” trading—likely referring to U.S. market sessions.
- Avoids complications with different time zones, settlement rules, and less liquid foreign options markets that might not suit fast, Monday‑specific trades.
list_exchange: XNYS, XNAS, XASE (NYSE, Nasdaq, AMEX)
- Purpose: Restrict to top U.S. exchanges with the broadest and most liquid options coverage.
- Rationale:
- Most of the heavily traded options underlying (SPY, AAPL, TSLA, NVDA, etc.) are listed on these exchanges.
- These venues typically have better transparency, tighter spreads, and more consistent market making—important when you’ll be opening and closing positions in the same day.
is_optionable: True
- Purpose: Only include stocks that actually have listed options.
- Rationale:
- Directly aligned with your question about “what stock options” to purchase.
- Many smaller or less liquid stocks do not have options listed; this filter removes them and keeps only names where options strategies are even possible.
option_unusual_activity: True
- Purpose: Focus on stocks with unusual options activity (e.g., options volume or open interest significantly above normal).
- Rationale:
- Unusual options flow can signal:
- potential upcoming news/catalysts,
- strong directional sentiment, or
- institutional positioning.
- When you’re planning trades for a specific day (Monday), names with current unusual options activity are more likely to be “in play” and see movement, which is useful for intraday or short‑dated strategies.
- This aligns with your goal of finding which options might be worth watching Monday, without pretending to know which will be profitable.
Why Results Match Your Request
- You asked: “What stock options should I purchase on Monday, March 30, 2026?”
- These filters:
- Restrict to liquid, actively traded U.S. stocks with listed options (so you can realistically trade in and out on Monday).
- Emphasize high‑volatility names, which are better candidates for short‑term options strategies like the straddles/strangles you discussed earlier.
- Add a focus on unusual options activity, surfacing stocks where traders are currently concentrating their options bets—potentially offering better opportunity for Monday’s session.
In short, this screen does not “guarantee winners,” but it smartly narrows the universe to liquid, volatile, optionable U.S. stocks that are showing current options interest, which is exactly the type of list you’d review to decide which stock options to trade on that specific Monday.
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.