Options Screener

Every contract, 50+ fields

A table of hundreds of thousands of US-listed options contracts, snapshotted after each market close. More than fifty fields on every row cover pricing, liquidity, the Greeks, and volatility structure.

• Strike, expiration, and days to expiration (DTE)
• Bid, ask, bid size, ask size, and spread percent
• Volume, open interest, and volume to open interest ratio
• Delta, gamma, theta, vega, and rho on every contract
• Implied volatility with one year IV rank and IV percentile
• A composite liquidity score from 0 to 100 on every row

Automated Black-Scholes modeling

Every contract is repriced through GNG's automated Black-Scholes model after each trading day, using the live three month Treasury rate and the underlying dividend yield. The model produces a theoretical price for each contract and an edge column showing how far the market quote sits from it, in dollars and in percent.

• Probability of finishing in or out of the money, plus break-even price
• IV term structure at 30, 60, and 90 days with the slope between them
• 25-delta skew, put call ratios, and per-ticker gamma and vega exposure
• Ticker aggregates: total call and put volume and open interest

Filter and query

Stack filters to cut the chain down to exactly the setups you trade, or start from GNG's prebuilt queries, each with a written methodology, and adjust from there.

Export

Export the filtered table for your own models.