Option Contract Filter [excel macro]

$20
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Screen for options with preliminary filters in your desktop ThinkOrSwim app. Copy exported live data (tos.rtd) and paste into a new excel sheet.

Once you've created your vba macro all you have to press is cntrl+x.

Excel Columns (Filtering)

  • Stock (symbol)

  • Strike

  • Description - Option Contract

  • Call/Put - To filter Call or Put contracts

  • Last - last ask price of contract

  • Open Interest

  • Volume

  • Delta

  • Theta

  • Vega

  • Gamma

  • Intrinsic Value

  • Prob. ITM

  • Impl Vol

  • D/T Ratio - Delta to Theta ratio is how much directional risk we are taking for each point in potential theta return.

  • D/G Ratio - Measures probability ITM against the rate of change of Delta. D/G Testing good between 2 and 6

  • T/V Ratio - The relationship of Time and Volatility tells us how much we are getting paid (theta) for the amount of risk we are taking on (vega).

  • Opt Leverage - Options Leverage is the cash equivalent multiple of one's options position relative to the actual cash price of the underlying asset.

  • Buy


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$20

Option Contract Filter [excel macro]

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I want this!