screen_market
Screen the market for trading opportunities using preset scans for IV rank, volatility risk premium, earnings, unusual volume, and more.
Instructions
Screen the market for trading opportunities.
Preset screens run against the full ~6,000-ticker universe using bulk data (cheap on quota). Pass screen_type="list" to fetch the catalog.
Screen types:
high_iv_rank / low_iv_rank: elevated or depressed IV vs 1-year range
high_vrp: IV rich vs realized — premium-selling edge
earnings_this_week: reporting in the next 7 days
high_skew: elevated put skew (hedging demand / fear)
steep_contango: large front-to-back IV spread (calendar spreads)
mean_reversion: IV/SPY ratio stretched vs its 1-year average
vol_pairs: rich-vs-cheap ticker pairs vs SPY
decorrelation: low-beta diversifiers
unusual_volume: options volume far above 20-day average
pin_risk: spot pinned near a large-OI strike into expiration
Use this tool when the user asks about:
Finding trading opportunities
Screening for high IV stocks
Unusual activity scan
What to trade
Args: screen_type: Screen name from the list above (or "list" for the catalog) limit: Maximum results to return (default 20) min_market_cap: Minimum market cap in dollars (0 = server default $1B) exclude_earnings_days: Skip tickers reporting within N days (0 = keep all)
Returns: Stocks matching the screen criteria
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | ||
| screen_type | No | high_iv_rank | |
| min_market_cap | No | ||
| exclude_earnings_days | No |