Futures & Options Filters

Filters on F&O contracts now on screener

Firstly, a huge thanks to all of you for the appreciation and constructive feedback you have shared with us in the last month for screener

We are constantly working towards providing the best stock discovery experience. Since our launch in May, we received a lot of requests for providing filters for future and option contracts. You can now screen stocks futures and options filters on screener — making it a one-stop comprehensive stock screening solution

To access F&O filters, you can click on the big blue ‘Add Filters’ button on the bottom left of your screen. Here, you can see the relevant categories at the bottom. You can also simply type the filter name in the search box at the top

Inside the F&O filter categories, you would be able to screen stocks on the following filter types

  • Basic filters like F&O contract close price, lot size, volume and open interest
  • Calculated filters like change in volume, open interest levels and put call ratio
  • Derived filters like fair value of the futures contract
  • Rollover filters like calendar spread, percentage rollover and rollover cost
  • Arbitrage filters like fair value spread and cash and carry profit
  • Strikes for options with highest open interest and highest OI percentage changes

You can read the detailed descriptions for every single filter in our Filter Guide here

F&O screens

We have also put up some readymade screens built using these F&O filters. Just click on the All screens button on the top left of your screen to see the screens dropdown:

Screens like long and and short buildup will help you screen for stocks where corresponding momentum is building up. For example, Fut: Long Build Up screen will give you a list of stocks which have seen a positive OI change in the last 5 days along with increasing prices. This is generally considered a bullish indicator

We also have a screen for identifying candidates for cash and carry arbitrage. The screen gives you a list of stocks where its most profitable to execute a cash and carry arbitrage trade along with indicative profit that can be realized. You can read more about the screen here

You can also build and save your own F&O screens as always

A webinar on F&O Filters/Screens was conducted on 11th July. Watch it here

Happy screening!

#cash & carry, #F&O, #futures, #options, #screener