Hello stack exchangers
How do I get a list of stocks with their option maturity dates and volume? I am interested in stocks that have frequent maturity dates and high volumes. Once I have a list then I'll continue to research from there. My trading platform is Etrade.
I know how to get the option chain for any individual stock. What I am looking for is a list of stocks by date e.g. 8/9/2019
Any suggestions?
There are 3 expiration cycles for stocks:
January: January, April, July, October
February: February, May, August, November
March: March, June, September, December
All optionable stocks will have the current month, the following month and the next two months in the cycle. If the stock has LEAPs, there will be two subsequent January expirations as well. Stocks (and ETFs) whose options are heavily traded may have even more expiration months.
For example, a Cycle Two stock will offer August, September, November and February. If this stock offered LEAPs, it would be August, September, November, January, February and January.
You can download a list of all optionable stocks at CBOE.com, containing the option cycle. Sort the list and you'll have 3 groups of stocks. That will segregate the latter expiration months.
For stocks, indexes and ETFs that offer weekly options, there will be options for the next 6 weeks. You can get a complete list of these as well at CBOE.com .
