Trade Alert, a Cboe Global Markets company, LLC is a software and services company focused on the synthesis and distribution of securities market intelligence to financial professionals.
Trade Alert systems are designed to meet the highest "mission critical" standards found in the industry. System architecture combines proprietary software, ultra low latency market data and high performance servers to notify users of market activity and order flow dynamics relevant to their business in real-time. Our tools supplement in-house systems, compliment existing market information platforms, and fill a significant need for a growing number of sales and trading professionals.
We deliver valuable, unbiased, time-sensitive information without conflict of interest. Trade Alert systems and procedures adhere to strict security and privacy guidelines; your information will never be shared, sold, or otherwise compromised.
The Trade Alert team brings over 40 years experience in derivatives trading and technology from exchange floors and small proprietary operations to the largest derivative desks on Wall Street. Together they bring unique insight into the challenges and demands presented by today's automated and fragmented markets, key to the innovative and efficient tools Trade Alert provides.
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This table lists the stocks that have the highest unusual (in terms of multiples of average daily volume) puts volume.
The table is sorted by xADV which is the puts traded that day divided by monthly average.
The Ask column shows the percentage of puts traded on ask.
Higher percentage implies a huge buying pressure which correlates with bearish sentiment
The %ile column shows the percentile of puts volume.
This should generally be very high (90+) otherwise it may indicate a name that has been seeing high put volume due to some catalyst(earnings, merger etc)
This table lists the stocks that have the highest unusual calls volume in terms of multiples of average daily volume.
The table is sorted by xADV which is the calls traded that day divided by monthly average.
The Ask column shows the percentage of calls traded on ask.
Higher percentage implies a huge buying pressure which correlates with bullish sentiment
The %ile column shows the percentile of calls volume.
This should generally be very high (90+) otherwise it may indicate a name that has been seeing high call volume due to some catalyst(earnings, merger etc)
This table lists the stocks that have the highest options volume in the sector you selected.
The table is sorted by Volume which is the volume of options traded that day.
The IVol30 column shows 30 days implied volatility
This table lists the ETFs that have the highest options volume among all ETFs.
The table is sorted by Volume which is the volume of options traded that day.
The IVol30 column shows 30 days implied volatility
This table shows the most active options for the day and symbol pair you selected.
The table is sorted by Volume of options traded that day.
When you hover over the red-green bar you will see the breakdown of options traded on bid and ask.
Puts traded on bid indicates bullish sentiment and on ask bearish sentiment.
Conversely calls traded on bid indicates bearish sentiment and on ask bullish sentiment.
This table shows the 52 Week percentiles of the some of the most important metrics that describe options and stock flow and sentiment
The Min and Max column represent 52-week range
When you hover over the table header, you will see a chart showing percentile of
your symbol along with its sector ETF and market (SPY) for the day selected.
This is the context that is generally missed when you look at raw
numbers without knowing how it compares to the broad sector or market.
A put/call percentile of 80 may mean bearish sentiment
but not when sector is at 90.
This table shows the 52 Week percentiles of the some of the most important metrics that describe options and stock flow and sentiment
You can compare as many stocks and sector you like here and the normalization advantage of percentiles makes comaparison more intuitive.
For example comapring SPY option volume with GLD will always be difficult as SPY trades a lot more than GLD. However, percentiles will remove this mismatch and will let you compare 'apples with apples'
Screeners FAQs
The screeners help you scan market in real time to find stocks that meet specific criteria.
The Screener dropdown lets you select the trend or event that we feel are important. This includes things like stocks with earnings, unusual options volume, hard to borrow stocks etc.
The Sector dropdown lets you select the sector you want to narrow your search to. Choose All Securities for whole universe of stocks
The Symbol dropdown lets you select the specific stock you want to narrow your search to.
The Date dropdown lets you select a date in past. This is helpful if you are doing any backtesting.
To understand what the various column names mean hover over the column names that are underlined and details will pop up.
An overview of your stock
The Sector dropdown lets you select the sector you want to chart. Choose All Securities for whole universe of stocks
The Symbol dropdown lets you select the specific stock you want chart.
The Date dropdown lets you select a date in past. This is helpful if you are doing any backtesting.
Here you can compare different stocks/ETFs
The Sector dropdown lets you select the sector you want to add to comparison chart. Choose All Securities for whole universe of stocks
The Symbol dropdown lets you select the specific stock you want to add to comparison chart.
The Date dropdown lets you select a date in past. This is helpful if you are doing any backtesting.
There are four graphs/tabs that lets you compare different characteristics. You can choose the time frame you are interested in :
Price: Graphs the percent price change
IVol30: Graphs the change in 30Day Implied Volatility
Skew: Graphs the change in 30Day Skew (25 delta Volatility)