A two-stage scanner: filter the stocks, then their options
Recorded in cvforge on July 23, 2026 by ConvexValue · Published July 25, 2026
Market cap narrows the universe of underlyings first, then delta, volume, open interest and the volume/OI ratio rank the contracts within it.
Exact prompt
Give me an option scanner that first lets me filter by stocks, then for options. For stocks I want to filter by market cap. For options I want to filter and rank by delta, volume, OI, volume/OI ratio.
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
day_volume, open_interest, strike_price, expiration_date, contract_type, implied_volatility, delta
How to read it
Two stages is the structure fixed screeners rarely offer, and it is what most people actually want: qualify the company first, then look at its contracts. A market-cap floor removes the microcaps whose thin chains produce most of the false positives in any ratio-based screen.
It is also the most efficient order. Narrowing underlyings before pulling chains means fewer requests for the same result, which is the difference between a scan that completes inside a rate limit and one that does not.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- A high ratio says positions were opened, not which direction anyone expects. Read it as an attention signal, not a forecast.
Related demos
- Top-traded calls under 0.30 delta with volume above open interest
- Volume/OI against absolute delta for the top 50 contracts
- WULF contracts that traded above their open interest, OTM first
Search focus: two stage stock and options screener. Related: filter by market cap then options, combined stock and option filters scanner. Originally posted on X.