How to use option scanner

Data field definitions
  1. Ticker - stock symbol
  2. Description - Name of company
  3. Price - closing price on the prior trading day
  4. Dividend amount - dividend amount
  5. Volume - today's option volume for all strikes for the current trading day
  6. 20d average volume - average volume for the last 20 days of total options volume for the symbol
  7. 20d HV - 20-day historical intraday volatility
  8. 20d IV - 20-day implied volatility
  9. Straddle price - closest to expiration current straddle price
  10. Straddle fair price - Theoretical closest to expiration straddle price
  11. Average earning move - absolute average percent earnings move 12 observations

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