List of Optionable Stocks with Earnings due before July10 Expiration

Hi All,

As per title, I’m looking to construct a List of Optionable Stocks with Earnings announcements due before July10 Expiration. I want this list to be as large as possible. If anyone has any ideas on the most efficient way to construct such a large list, I am all ears.

Thanks in Advance for all responses.

 

To help answer my own question, I have come across Earnings Calendar on thestreet.com (see below link). It lists hundreds of companies that will have earnings announcements between now and July 10 Expiration. Many of these stocks are not optionable. Does anyone have any ideas on how I can efficiently screen out non optionables from this data.

As always, thanks in advance for responses.

http://www.thestreet.com/event-calendar/?cm_ven=tscsem$Google&psv=tscsem$Google$EventsCalendar&gclid=CI-L6-uli6ICFQuElAodokS5Tw

 

http://www.investors.com/products/default.aspx?id=dgg-n

 

sorry - link is down. Try investors.com

Quotes Plus data can separate out optionable stocks as well.

http://quotes-plus.com/joomla/index.php

Quotes plus has a field called Is Optionable - returns a 1 or 0 and you could use that in your filter or strategy to rank positions....

this is pretty straightforward in Amibroker...

 

There are many sites that list EA's but most tend to be daily/weekly lists and you have to pull down a day/week at a time (Earnings Whispers, Briefing,com, TheStreet.com, etc.). Tho not as accurate as most, Rightline provides EA's for the next few weeks. You and get a list of all optionable stocks from McMillan's site and combine it with the EA list from above to weed out the non-optionable stocks.

When chasing EA's, I use Rightline for the big list and then TheStreet.com on a daily basis because it's more accurate. Since release dates can change, it's a good idea to go in nightly to check on the next day or two's EA's.

http://www.rightline.net/calendar/

 

....also:

optionslam

and the screener at finviz

 

As traderlux suggests:

http://www.finviz.com/screener.ashx?v=111&f=earningsdate_thismonth,sh_opt_option

This link is set-up for "optionable" shares, earnings this month. Bottom-left for "earnings date". It's not customizable to the resolution you want (day, 5d, w, m), but it's a good raw dataset. IMO, Finviz is the best finance site on the interwebs.

 

you can join as a free member and set up portfolios where you use the scans and add only the stocks you want to keep to watch and eliminate the ones you dont want.
agree it is a very good site.

 

Is there a way to get the output list to show the earnings date? TIA

 

Dunno, but perhaps with a paid subscription.