Is there a fee internet source for option percentage gainers and losers? Updated periodically throughout the day would be preferable to this data on a closing basis, but I'll take either. Anyone know where to get this data?
This list appears to have only the raw number of puts and calls that have increased or decreased in price. That is different than an individual option that makes a list of the top percentage gainers or top percentage losers.
along with additional info on: Gainers/Losers Impl vs. Hist Vols Volatilities Volumes Put/Call Volumes Put/Call OI EFP Int Fut Arb http://www.interactivebrokers.com/optionsCommentary/index.php?ib_entity=llc You can also click on the "options analysis" tab on the top of the elite trader home page for the same info.
This list has percentage gainers and losers in terms of the percentage change in Implied Volatility. Is there a source for percentage gainers and losers for the option's price itself (e.g. 10 cents yesterday, 4 dollars today), like there is for equities? Thanks, W
Does it really make any sense w/o taking delta or the other greeks into consideration? The data would be domintated by cheap options for %gains and conversely by higher priced stocks for the $change