List of Optionable Stocks with Earnings due before July10 Expiration

Discussion in 'Options' started by frcrilly, Jun 6, 2010.

  1. frcrilly


    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.
  2. frcrilly


    To help answer my own question, I have come across Earnings Calendar on (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.$Google&psv=tscsem$Google$EventsCalendar&gclid=CI-L6-uli6ICFQuElAodokS5Tw
  3. sorry - link is down. Try

    Quotes Plus data can separate out optionable stocks as well.

    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...
  4. spindr0


    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,, 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 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.
  5. ....also:


    and the screener at finviz
  6. 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.

  7. spindr0


    Is there a way to get the output list to show the earnings date? TIA
  8. Dunno, but perhaps with a paid subscription.
    #10     Jun 6, 2010