RT Spread Scanner RT Spread Scanner….. 1 Quick overview … … 1 Some hints on usage….. 4 Stock filters….. 5 Option filters….. RT Spread Scanner service is a professional tool for scanning equity option universe for profit opportunities. It covers the most popular strategies, from plain naked or covered strategies and conversions to more sophisticated spreads, straddles and strangles. Intuitive, but flexible interface makes the service suitable for both novice and advanced users. The scanner features: • Instruments coverage - all US publicly traded options (170,000+ listed contracts) • Real-time or 20-minute delayed data subscription modes • Scanning by risk/reward, risk/capital required, maximum return and probability of profit • Real-time position risk scenario simulation; includes short leg assignment risk simulation • Filtering by stock sentiment (using IVolatility.com ‘Stock Sentiment’ service data) • Ability to use custom stock lists (using IVolatility.com ‘Favorite’ groups) • Fine-tuning stock and option filters

Below we describe what each of these filters means in detail. Note that if you wish to cancel some advanced filter, you need to erase the criteria. Just hiding the filter from the Stocks or Options section (using checkboxes in the Edit Filters window) is not sufficient! Stock advanced filters Here is the entire list of the advanced stock filters available: Filter name Meaning Price current stock price Price % chg from close stock price change from close (in %) Volume % chg from close stock volume change from close (in %) Volume EoD % of 1m avg stock close volume to 1 month average ratio (in %) Capitalization stock capitalization, in $bln (in $1,000,000,000) HV_S - HV_L % difference between Short and Long term HV (in%) IVX_S- IVX_L % difference between Short and Long term IVX (in%) IVX_S / HV_S % ratio of Short term IVX to HV (in%) IVX_L / HV_L % ratio of Long term IVX to HV (in%) Total options volume % of EoD OI total option volume to total end of day open interest ratio (in%) Call/Put volume ratio total Call volume to total Put volume ratio (in %) IVX_S Call/IVX_S Put Call IV Index to Put IV Index ratio, Short term (in %) IVX_L Call/IVX_L Put Call IV Index to Put IV Index ratio, Long term (in %) Using these filters, you can select stocks with given change in stock price, volume, volatility etc. Also, you can monitor unusual option trading activity using Total options volume % of EoD OI filter. Finally, Call/Put ratio filters allow making an additional check for the stock sentiment (reading above 1 considered to be Bullish; however, too high reading may mean Overbought sentiment).

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