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Filters and inputs

The Options Screener gives you a search box, a tabbed filter panel, a column selector, preset queries, and export controls to turn a market-wide universe of contracts into a focused list. This page documents every control you set, its accepted values, and its default. The Options Screener is available to signed-in Pro accounts. Free and Pro Lite do not include access.

Before you begin

Quickstart

  1. Search for a symbol

    Type a ticker into the search box at the top to restrict the table to one underlying.

  2. Open the filter panel

    Select Filters, set values on the tabs you need, then select Apply Filters.

  3. Choose your columns

    Select Columns to add, remove, or reset which metrics appear as table columns.

  4. Sort the result

    Select any column header to sort, and select it again to reverse the direction.

What it shows

The controls in this section sit above and around the results table. The search box and the page-size selector sit on the toolbar. The Filters, Columns, GNG's Queries, and Export buttons each open a panel. Applied filters appear as removable chips above the table, and a count line reports how many of the matched contracts are loaded.

Inputs

The fields and controls you set are grouped in the following sections.

Search box

  • Name: Search by symbol or contract ID.
  • Accepted values: a ticker symbol, or part of a contract ID. The entry is forced to uppercase as you type.
  • Behavior: a short entry, five characters or fewer, matches the symbol exactly, so typing O returns Realty Income rather than every symbol containing the letter O, and also matches contract IDs that contain the text. A longer entry does a partial match on both symbol and contract ID. Prefix an entry with an equals sign to force an exact match.
  • Default: empty, which shows the whole market.
  • What it changes: restricts the table to contracts whose symbol or contract ID matches.

Per fetch (batch size)

  • Name: the page-size selector next to "Options Contracts", shown as "100 per fetch".
  • Accepted values: 50, 100, 250, 500, or 1000.
  • Default: 100.
  • What it changes: how many contracts are loaded per request. Larger batches load more rows at once. Smaller batches load faster but need more Load More steps. It does not change which contracts qualify, only how many are pulled per fetch.

Sort

  • Name: selecting any sortable column header.
  • Accepted values: ascending or descending on the selected column.
  • Default: sorted by Symbol, ascending.
  • What it changes: the order of the whole matched result set. Selecting a new column sorts ascending. Selecting the same column again toggles direction.

Filters (Advanced Filters)

The Filters button opens a tabbed filter panel. Filters are grouped into tabs, plus an All Columns tab for ad-hoc filters on any field. Each input type behaves consistently:

  • Range filters use a slider plus separate min and max number boxes. The slider bounds and a Live range summary are computed from the current data, so they reflect the real minimum and maximum values in the market right now rather than fixed guesses. A range filter also offers an Include N/A values checkbox that, when ticked, keeps contracts that have no value for that metric instead of dropping them.
  • Multi-select filters use a checklist.
  • Date filters use from and to date pickers.
  • Text filters use a search box.

Each range and multi-select filter has a Reset control, each tab has a Clear Tab control, and the panel has Reset All. Select Apply Filters to commit your changes, after which the table reloads from the top.

The filter tabs and the controls inside them are described in the following sections.

Contract tab

Basic contract filters:

  • Symbol: text search on the underlying ticker.
  • Type: multi-select, Call and Put. Default: both selected.
  • Strike: range, in dollars.
  • Expiration: date range, from and to.
  • DTE: range, days to expiration, in days.
  • Data Date: date range for the snapshot the row came from.

Pricing tab

  • Last: range, the last traded option price.
  • Mark: range, the bid-ask midpoint.
  • Bid: range, the highest bid.
  • Ask: range, the lowest ask.
  • Bid Size: range, contracts posted at the bid.
  • Ask Size: range, contracts posted at the ask.
  • Spread %: range, the bid-ask spread as a percent of mark.
  • Stock Price: range, the price of the underlying.
  • Moneyness %: range, how far in or out of the money the contract is.

Volume and OI tab

  • Volume: range, contracts traded that day.
  • Open Interest: range, outstanding contracts.
  • Vol/OI: range, volume divided by open interest.

Greeks tab

  • Delta: range.
  • Gamma: range.
  • Theta: range.
  • Vega: range.
  • Rho: range.

IV Metrics tab

  • IV: range, implied volatility.
  • IV Rank (1Y): range, in percent.
  • IV %ile (1Y): range, in percent.

Valuation tab

  • Theo Price: range, the model's theoretical price.
  • Edge $: range, in dollars.
  • Edge %: range, in percent.

Probability tab

  • P(ITM): range, the probability the option finishes in the money.
  • P(OTM): range, the probability it finishes out of the money.
  • Break-Even: range, in dollars.

Liquidity tab

  • Liquidity: range, the composite 0 to 100 liquidity score.

Ticker Metrics tab

Ticker-level aggregates, plus term structure and exposure:

  • P/C Vol Ratio: range, put volume divided by call volume for the symbol.
  • P/C OI Ratio: range, put open interest divided by call open interest.
  • Total Call Vol, Total Put Vol, Total Call OI, Total Put OI: ranges.
  • Avg IV: range, average implied volatility across the symbol's contracts.
  • Skew (25 delta): range.
  • IV 30D, IV 60D, IV 90D: ranges.
  • IV Slope: range, the slope of the IV term structure.
  • Gamma Exp, Vega Exp: ranges, ticker-level gamma and vega exposure.

All Columns tab

Custom filters:

  • Add Filter: creates an ad-hoc filter you can point at any column in the dataset. Choose a column, then set a min and max range with an Include N/A toggle, or a contains text search, depending on the column. The panel shows the live minimum, maximum, and average for numeric columns, and the common values for text columns, so you can pick sensible bounds.

Columns (Customize Columns)

The Columns button opens the Customize Columns panel.

  • What it changes: which metrics appear as table columns, and the order they were added.
  • Controls: a search box to find a column by name or description; category buttons (All, Contract Info, Pricing, Greeks, Volume and Interest, IV Metrics, Valuation, Probability, Liquidity, Ticker Aggregates, Term Structure, Greeks Exposure) that filter the list and show how many in each category are selected; Select All and Deselect for the current category; per-column checkboxes; and Reset to Default to return to the standard column set.
  • Default: the 14 default columns. There are roughly 50 columns available in total. For every column and its meaning, see Results and columns.

GNG's Queries

The GNG's Queries button opens a panel of five preset strategies.

  • What it changes: selecting Run Query on a preset applies that strategy's full set of filters and sorting at once, then reloads the table. Learn More opens an educational breakdown for that strategy.
  • Default: no preset applied. For the strategies and how to read them, see How to read the results.

Export

The Export button opens a menu of CSV, Excel, and PDF.

  • What it changes: downloads your current filtered, sorted result set, using the columns you currently have visible. The export reflects your search and filters, not only the rows on screen. The file name includes the date.

Load More

  • Name: the Load More button, plus automatic loading as you scroll near the bottom.
  • What it changes: appends the next batch of contracts to the table. The header shows "Showing X of Y contracts" so you can see how many remain.

Outputs and how to read them

Applied filters appear as labeled, removable chips above the table, for example "DTE 30 to 60" or "Type: Put". Select the X on a chip to remove that filter, or Clear All to remove every chip at once. Custom All Columns filters appear as chips too. The count line under the toolbar reports how many of the matched contracts are loaded.

Read the Live range summary inside a numeric filter to set realistic bounds: because it is computed from the current data, the minimum, maximum, and average reflect what is actually trading, not a fixed guess.

How it is calculated

Filters combine to narrow the universe. When you select Apply Filters, the tool returns contracts that satisfy every filter you set, applies your sort, and loads results in batches. The Include N/A values option controls whether contracts missing a given metric are kept or dropped. The slider bounds and the Live range summaries are computed from the current data, so they reflect the real minimum and maximum in the market at that moment. No proprietary scoring is involved in filtering or sorting; those are direct conditions and ordering on the metrics you choose.

Data and timing

The screener reads the most recent daily snapshot of options data, sourced from AlphaVantage: each contract's prices, volume, open interest, implied volatility, and the standard Greeks, plus underlying stock prices and the U.S. Treasury reference rates. Quotes for the underlying come via AlphaVantage. Values reflect that daily snapshot rather than live intraday quotes, and some contracts have missing fields shown as N/A. For the data flow, see How it works.

Use cases

  • Restrict to one underlying with the search box, then set a DTE range and an option type to scan that stock's chain.
  • Build an income filter: far out-of-the-money contracts, high P(OTM), high IV rank, and acceptable liquidity.
  • Build a volatility filter: high gamma, near-the-money, and tight spreads.
  • Use the All Columns tab to filter on a metric that is not in the curated tabs, reading its live minimum, maximum, and average first.

Limitations and disclosures

The data reflects the latest daily snapshot, not live intraday quotes, so values can be stale relative to the live market, and some fields show as N/A. Filtering and sorting surface candidates. They are not recommendations. Because the screener surfaces model-based signals you may act on, it carries the disclosure below.

GNG Research provides equity research and educational tools, not investment advice. Nothing on the platform is a recommendation to buy or sell any security. Do your own research and consider your circumstances before making any investment decision.

What's next

What's next

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GNG Research provides equity research and educational tools, not investment advice. Nothing on the platform is a recommendation to buy or sell any security. Do your own research and consider your circumstances before making any investment decision.

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