Custom option screeners · Demo

Ranking the furthest out-of-the-money calls traded

Recorded in cvforge on July 31, 2026 by ConvexValue · Published July 31, 2026

The session's call volume sorted by how far from spot it printed rather than by size, with ETFs excluded on a toggle so single names are what reaches the top.

Exact prompt

Give me a dashboard with a ranking and visualization of the most out-of-the-money call options traded - with ability to exclude ETFs.

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.

What the agent built

  • A ranking of the calls traded today by how far out of the money they printed.
  • A visualization of the same list, so distance from spot is readable at a glance.
  • An ETF exclusion toggle, so single names are what surfaces.

Fields used

day_volume, open_interest, strike_price, expiration_date, contract_type, delta, underlying_price

How to read it

Distance from spot is a different ranking from size. The biggest call volume of the day is usually near the money and unremarkable; sorting by how far out of the money the print sits is what surfaces the lottery-ticket strikes, which is a different question and a different list.

The ETF toggle matters more than it looks. Index and ETF options dominate raw volume, so without excluding them the ranking is the same handful of funds every session. And far-OTM volume tells you contracts traded — not that anyone believes the strike will be reached, and not whether the print opened or closed a position.

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.
  • Screens rank what is in the snapshot at the moment they run. Re-running later in the session gives a different shortlist.
  • Far out-of-the-money volume says contracts changed hands, not that anyone expects the strike to be reached.
  • Excluding ETFs relies on a list of funds, so an obscure one can still reach the ranking.

Related demos

Search focus: out of the money call options ranking. Related: furthest otm call volume today, options screener excluding etfs. Originally posted on X.