Below are Top-10 stocks by Cheapness Screener to trade straddles and strangles. Login or sign up to see more.

Top 5 Cheap options [description]

Stock Index Last ATR
BHP 0.74 55.93 0.60
FL 0.87 48.88 1.14
BABA 0.91 177.42 3.07
ITUB 0.94 4.30 0.22
BAC 0.94 46.83 0.87

Top 5 Expensive options [description]

Ticker Index Price ATR
COP 2.52 74.59 1.54
AAOI 2.45 7.52 0.21
INTC 2.03 56.00 1.24
LBTYK 1.82 29.65 0.46
HAIN 1.81 44.46 0.58

Find the best ATM options for straddles and strangles with Cheapness Screener

Cheapness Screener takes into account relative "cheapness" of options, their liquidity, previous price movements and the underlying stock’s price targets:

  • the screener operates with 3-month ATM (at the money) options
  • it picks the most promising stocks that can be further researched for trading straddles and strangles
  • the screener's index is based on market indicators, such as option prices, historical volatility and movement potential.

Cheapness Screener

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.