Finding the options with the largest trading range?

Discussion in 'Options' started by Wowzers, Jun 1, 2010.

  1. Wowzers


    Hi, I am wondering if there is a tool/scanner or website that lets you know which options have the highest most extreme intraday trading ranges?
  2. Carl K

    Carl K

    Maybe may have the info you are looking for.
    They have a screener.
    Else High Volatility should identify them.
    Just a thought.

  3. 1) It depends on what you really mean. On an arithmetic basis, higher-volatility, higher-priced underlying, at-the-money options, would tend to have the greatest number of points of range, i.e. a $50 option has a 10 point daily range.
    2) On a geometric basis, out-of-the-money options that experience a large move in the underlying can have "large" percentage gains, i.e. a $1 option increases $2 to $3. :cool:
  4. The ones whose stock price moves around the most intraday (percentagewise).
  5. Did you read the question?
  6. Is it really important to you whether I read the question?
  7. Do you read questions in posts before you answer?