scan for call volume & stock above 10day high


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Looking for scan where individual call volume is > 10 day moving average of Daily Stock volume and Stock is breaking 5day or 10day high

This idea came from a similar scanner by Jonathan Rose, his concept is that when option volume is larger than daily traded volume, then something major announcement is coming from the stock.

So I was wondering if it was possible to combine a option statistic like option volume together with stock volume to scan for options of only those stocks which are breaking 5 day or 10 day high.

 

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Posted by (Questions: 37, Answers: 4084)
Asked on November 29, 2020 11:34 am
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When I try to construct a scan that should accomplish this it fails to produce any results. Based on this I believe it is not possible to run a scan that compares the volume of call options to the volume of the underlying stock using the scan tools on Thinkorswim.

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Posted by (Questions: 37, Answers: 4084)
Answered on November 29, 2020 12:05 pm

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