List of option percentage gainers and losers?

Discussion in 'Options' started by wilburbear, Dec 30, 2006.

  1. 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?
  2. 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.
  3. def

    def Sponsor

    along with additional info on:
    Impl vs. Hist Vols
    Put/Call Volumes
    Put/Call OI
    EFP Int
    Fut Arb

    You can also click on the "options analysis" tab on the top of the elite trader home page for the same info.
  4. 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?

  5. Anyone? Or even biggest dollar gainers and losers in options (instead of percentage)?
  6. def

    def Sponsor

    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