Cheapness Screener takes into account relative "cheapness" of options, their liquidity, previous price movements and the underlying stock’s price targets:
Lastly updated 19 hours ago
Cheapness Index values:
below 0.1 show stocks with the cheapest ATM options
0.1 - 0.25 indicate stocks with relatively cheap options
0.26 - 1 show stocks with slightly overpriced options
above 1.0 indicate stocks with the most overpriced ATM options
Cheapness Screener's indexallows you to divide options into “cheap” and “expensive” taking into account the option price and recent market volatility.
Low index values suggest that options have a lower price relative to statistical market movements in recent times. In this case, it’s often interesting to buy underlying options.
Maximum index values correspond to assets, whose underlying options have the highest price relative to market movements in recent times. The higher the index, the more attractive the sale of straddles and strangles is.