mercredi 8 février 2017

Platform to scan for unusual options activity?

Hi,

Anyone has a recommended free platform to scan for unusual options activity?

scanning parameters- historic (x days ago)
1) options volume
2) open interest
3) implied volatility
4) orders filled at bid or ask


There are many paid services out there, mostly piggybacking cboe's paid livevol database. but I figured there must be a brokerage scanner that filters for such parameters for free.


Platform to scan for unusual options activity?

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