Earnings Straddle Candidates: Free Options Stock Screen
High IV expansion plays. That is the whole idea behind the Earnings Straddle Candidates screen, one of 130 ready-made strategies built into Stock Sight Finance. It checks all 4 rules below against every one of the 6,700+ US-listed stocks on Nasdaq and NYSE on this site and returns each match on live intraday quotes free of charge, with no sign-up required.
What this screen filters for
- Average volume rule: About 5 million shares traded a day, enough liquidity to enter and exit without moving the price yourself.
- Trailing P/E rule: P/E ratio of 35 or lower, keeps valuations grounded, so you pay a reasonable price for each dollar of earnings.
- Market cap rule: Market cap of at least $2 billion, larger companies are easier to trade and less prone to manipulation than thinly traded specks.
- 20-day trend rule: price above its 20-day moving average, the shortest lens here. It keeps the screen on names showing strength right now.
How to use the Earnings Straddle Candidates screen
Results appear the moment the screen runs, sorted by market cap by default. Click any column header to re-sort them. Open the manual filter controls to loosen a threshold, drop a rule and re-run; each criterion above maps to a real filter, so you can turn this preset into your own variant and copy the share link to save it. Click any symbol to open its full analysis page with price history, valuation and news.
Who options screens are for
Options screens look for the conditions option sellers and spreads need: stable or trending underlyings, controlled volatility, and enough liquidity for tight markets. Low-beta and range-bound filters support premium selling; trend filters support defined-risk spreads. Check implied volatility before acting: the screen finds candidates, the options chain decides the trade.
What this screen does not tell you
A screen narrows the field. It does not judge the business. Clearing every rule above means the numbers fit this strategy rather than that the stock will rise: check why a company is cheap, read its filings, and size anything you buy accordingly. This is research tooling. It is not investment advice.
More options screens: Covered Call Chargers, Iron Condor Underlyings, S&P 500 Put Premium and Bull Call Spread Targets or browse all 130 strategies.
FAQ
How many stocks does the Earnings Straddle Candidates screen search?
All 6,700+ US-listed stocks on Nasdaq and NYSE covered by Stock Sight Finance, on live intraday data. The screen returns every company that satisfies all 4 criteria at the same time, so the match list grows or shrinks as prices move through the session.
Can I change the Earnings Straddle Candidates filters?
Yes. Every rule listed above maps to a manual filter control: loosen a threshold, drop a criterion and re-run to widen the net, then copy the share link to keep your own version of the screen. The preset is a starting point, never a cage.
Is this screen free?
Yes. It runs on this page against live quotes with no sign-up required. A premium account adds the deeper layers of analysis on top: the full analysis tab, DCF valuation, analyst scenarios and SEC filing summaries.