I've been wanting to create a filter for my scans that will include only stocks with a relatively tight option spread. This is the preliminary list containing stocks with significant open interest. I still need to go through them to check the spreads but these should be relatively tight. Ultimately I would like the list to include only stocks with 5, maybe 10% spread at most. Since there are near 650 symbols here, it may take a while, but its a start...
GLTA
G
A AA AAL AAPL ABBV ABT ABX ACAD ACAS ACHN ACN ACT ADBE ADM ADSK ADT AEM AEO AEP AET AFL AFSI AG AGN AGNC AGO AGQ AIG AKAM AKS ALK ALTR AMAT AMBA AMGN AMKR AMTD AMX AMZN ANF AOL APA APC APD APO APOL ARCP ARIA ARNA ARUN ASH ATLS ATML ATVI AU AUY AVNR AVP AXP AZN BA BAC BAX BBBY BBD BBRY BBT BBY BCS BEAV BHI BHP BIDU BIIB BK BKS BMRN BMY BP BRCM BRK.B BSX BTU BWP BX BYD C CA CAG CALL CAM CAR CAT CBI CBOE CBS CBSO CCE CCJ CCL CDE CDNS CELG CF CHK CHL CHRW CHS CI CIE CIEN CIT CL CLDX CLF CLNE CMCSA CME CMG CMI CNP CNQ CNX COF COG COH CONN COP COST COV CPB CPN CREE CRM CROX CRUS CSCO CSIQ CSX CTL CTRP CTRX CTSH CTXS CVS CVX CWH CX CZR D DAL DANG DB DBA DD DDD DE DF DFS DG DGX DHI DHR DIA DIS DISH DKS DNR DO DOW DRI DTV DUK DVN DXJ EA EBAY EBIX ECA ED EDZ EEM EFA EGO EMC EMR ENDP EOG EPI ERIC ESRX ESV ETE ETFC ETN EUO EWA EWG EWH EWJ EWW EWY EWZ EXAS EXC EXPE EXPR EXXI F FAS FAST FAZ FB FCX FDO FDX FE FEYE FFIV FIG FIO FITB FLR FOXA FSLR FTK FTR FXE FXI FXY GDP GDX GDXJ GE GG GGB GILD GIS GLD GLNG GLUU GLW GM GMCR GME GNW GOGO GOLD GOOG GOOGL GPOR GPS GRPN GS GSK GT GTAT HAL HALO HBAN HCA HD HES HFC HIG HIMX HK HLF HOG HON HOT HPQ HRB HSBC HSH HTZ HUN HYG IAU IBB IBM IBN IDIX IEF IGT INFY INTC INVN IOC IP IPG IR IRM ISIS ITB ITMN ITUB IWM IYR JASO JBLU JCI JCP JD JDSU JIVE JKS JNJ JNK JNPR JOY JPM K KBH KBR KCG KERX KEY KING KKR KMB KMI KMP KNDI KO KOG KORS KR KRE KRFT KSS LAMR LB LBTYA LEN LGF LINE LLY LNCO LNG LNKD LO LOW LRCX LULU LUV LVLT LVS LYB M MA MAS MAT MBI MCD MDLZ MDR MDT MDY MET MGM MHR MMM MNK MNKD MNST MO MON MONT MOS MPC MPEL MRK MRO MRVL MS MSFT MSI MT MTG MTOR MTW MU MWE MYGN MYL NAT NAV NBL NBR NCR NE NEE NEM NES NFLX NFX NGD NKE NLY NOK NOV NPSP NRF NRG NS NSC NSM NSR NTAP NUAN NUE NUGT NUS NVDA NWBO NXPI OCN ODP OIH ONVO OPEN OPK ORCL OREX OUTR OXY P PAAS PAY PAYX PBF PBI PBR PCLN PEIX PEP PETM PFE PG PHH PHM PM PNC POT PPL PRU PSX PVA PWE PXD QCOM QCOR QEP QIHU QLIK QQQ RAD RAI RAX RDN RF RFMD RGLD RH RIG RIO RMBS RMTI ROC RPTP RRC RSX S SA SAN SBGI SBUX SCCO SCHW SCTY SD SDRL SDS SE SFUN SGMO SHLD SINA SLB SLM SLV SLW SMH SNDK SNE SNV SO SODA SPG SPLK SPLS SPWR SPY SRPT SSO SSRI STI STT STX STZ SU SUNE SVU SVXY SWC SWK SWKS SWN SWY SYMC SYY T TAP TBT TCK TER TEVA TEX TGT THC TIBX TJX TLM TLT TMUS TNA TOL TPH TRIP TRN TSL TSLA TSM TSN TSO TTWO TWC TWTR TWX TXN TZA UA UAL UNG UNH UNP UNXL UPL UPRO UPS URBN URI USB USG USO UTX UUP UVXY V VALE VHC VIAB VIPS VLO VMW VOD VRTX VRX VWO VXX VZ WAG WDAY WDC WEN WETF WFC WFM WFT WHR WIN WLP WLT WM WMB WMT WPRT WTW WU WWE WY WYNN X XCO XHB XLB XLE XLF XLI XLK XLNX XLP XLU XLV XLY XME XOM XOP XRT XRX YELP YHOO YNDX YOKU YPF YRCW YUM YY ZTS
Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.