Options Screeners: Daily Rankings of Volatility, Flow, and Dealer-Positioning Leaders

Twenty-three daily-updated screeners that rank US equities and ETFs across implied volatility, options activity, dealer-flow positioning, and model-divergence signals. All screeners use end-of-day data and require no login. Pair any screener with the per-ticker analytics surfaces (max pain, gamma exposure, IV vs HV, volatility skew) to move from a leaderboard to a specific actionable read.

Volatility and Skew Screeners

• High IV Rank: stocks with the highest 30-day ATM implied-volatility percentile rank against their 1-year range. Premium-selling candidates.
• Biggest IV Change: stocks with the largest day-over-day change in 30-day ATM IV. Catches IV expansion before events and IV crush after.
• Highest Volatility Risk Premium: largest IV-minus-HV spread. Premium-selling candidates where implied vol is paid above realized.
• Lowest VRP: cheap implied vol relative to realized; long-vol candidates.
• Term-Structure Backwardation: front-month IV elevated above back-month IV (event pricing in the front).
• Pre-Earnings IV Expansion: IV building ahead of an earnings catalyst.
• Put Skew Leaders: largest OTM-put IV premium over ATM (downside fear pricing).
• Biggest Skew Change: day-over-day shifts in the put-call IV asymmetry.

Activity and Flow Screeners

• Highest Open Interest: tickers with the most total options contracts outstanding.
• Most Active Options: highest total contract volume today.
• Unusual Options Activity: contracts with volume meaningfully exceeding open interest.
• Unusual Call Activity: same filter restricted to calls.
• Unusual Put Activity: same filter restricted to puts.
• Biggest Put/Call Change: largest day-over-day shift in put-to-call volume ratio.

Dealer-Positioning and Exposure Screeners

• Gamma Exposure Leaders: stocks with the highest net dealer gamma. See the GEX documentation for methodology.
• Biggest GEX Change: largest day-over-day net-gamma-exposure shifts. Catches regime flips.
• Delta Exposure Leaders: highest net dealer-delta-exposure imbalance.
• Vega Exposure Leaders: largest dealer vega imbalance (sensitivity to IV moves).

Max Pain and Pinning Screeners

• Max Pain Pinning Candidates: spot near max-pain strike with concentrated gamma. Structural pin setups.
• Max Pain Divergence: spot most diverged from max pain in implied-move units. See the max pain documentation.

Model-Divergence and Regime Screeners

• Model Divergence: stocks where Black-Scholes vs Heston vs Variance-Gamma vs Local Vol pricing disagrees the most. The disagreement itself is information.
• Regime Stress Leaders: highest composite stress score across vol, skew, and dealer positioning.
• Biggest Regime Stress Change: day-over-day shifts in the regime stress composite.

How to Use the Screeners

The screeners are leaderboards, not trade ideas. The right workflow is: pick a screener that matches your hypothesis (premium-selling -> high-iv-rank or highest-vrp; directional flow -> unusual-call/put activity; pin trades -> max-pain-pinning; regime trades -> model-divergence or regime-stress-leaders), open the per-ticker analytics for the top names to confirm the setup is real and not a data artifact, then use the strategy builder to construct the actual position. Free end-of-day data covers all leaderboards; the per-ticker pages add live chains, surface fits, and the multi-model pricing surface on Professional.