Market Screener
screen_marketScreen the market to find trading opportunities using preset criteria for volatility, earnings, and unusual options activity.
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 |