very valuable feedback. A slider for delta is my next feature to implement. But afraid of too many sliders that might be confusing.
You can sort by ITM/OTM column to find near or at the money options.
The CSV also is something I should add.
You can sort by ITM/OTM column to find near or at the money options.
The CSV also is something I should add.
In case it helps, my normal filter is something like:
- Type: PUT
- Days to expiration: 20 - 40
- Delta: -.30 - -.20
- Open interest: >100
- Premium: >$1
- Underlying price: >$50
- IV: 10% - 30%
That gives me a range of out-of-the-moneyness I'm looking for, but I don't care what the absolute % is.