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Options Screeners

Stocks Screeners allow investors to filter and search for specific stocks or securities that meet predefined criteria. These criteria can be based on various factors, including fundamental, technical, and other quantitative parameters. Stock screeners allow investors to filter and sort through a vast universe of stocks quickly and never miss an opportunity.

With the Menthor Q Screeners you can now receive a daily list of stocks matching quantitative parameters. By leveraging our quantitative models you can now find the most relevant assets and enhance your research.

Why use Menthor Q Screeners?

Together with Gamma Levels, the Options and Momentum Screeners are a powerful tool to:

✅ Screen for Stocks leveraging quantitative factors coming from the options market

✅ Screen based on primary Key Levels and market positioning

✅ Identify stocks that are experiencing market momentum

✅ Combine the power of Technical Analysis and Option Data to enhance your trading

Options Greeks

What are Options Greeks?

Options Greeks are a set of mathematical calculations used to assess various risks associated with options trading. Each “Greek” measures the sensitivity of the option’s price to a different factor, such as price changes in the underlying asset, time, and volatility. Here are the main Greeks used in options trading:

  1. Delta (Δ): Measures the rate of change in the option’s price for a one-point change in the price of the underlying asset.
  2. Gamma (Γ): Measures the rate of change in the delta for a one-point change in the underlying asset. It shows how much the delta will move, which is important as the price of the underlying asset changes.
  3. Theta (Θ): Measures the rate of time decay of the option’s price. It represents how much the option’s price will decrease every day, assuming all other factors remain constant.
  4. Vega (ν): Measures the rate of change in the option’s price per one percentage point change in the implied volatility of the underlying asset. It indicates the option’s sensitivity to changes in the volatility of the underlying asset.
  5. Rho (ρ): Measures the sensitivity of the option’s price to a one percentage point change in interest

Looking at greeks is also an important way to follow market liquidity and better leverage the Menthor Q-Models. It is important that you understand how to read and use each of the greeks as we will put everything together at the end.

Why most trader fail in the Option Market?

The biggest mistake of any option trader is not understanding how to read the Greeks. Understanding the Greeks is important for several reasons:

  1. Risk Management: The Greeks help traders understand and manage the risks associated with options positions. By knowing how factors like market movements, time decay, and volatility affect the price of options, traders can better manage their risk.
  2. Pricing: They provide insights into how the value of options is likely to change, helping traders determine fair prices and identify mispriced options.
  3. Hedging: The Greeks are essential for constructing hedges against price movements.
  4. Strategy Selection: Different trading strategies involve different risk profiles. Understanding the Greeks allows traders to select the appropriate strategy to meet their investment goals and market outlook.

We have created an advanced course on Options Greeks and Volatility Trading within our Academy.

Simplified Data for Traders

Our Model provides access to the entire monthly option chain, including Key Levels, Greeks Exposure, Open Interest, Volumes by Strike, and more. The Option Matrix simplifies the complex option chain data. Traders can easily understand the information and make informed decisions.

Quant Models

Quant Models for trading are mathematical frameworks that use quantitative analysis to predict market behavior and make trading decisions. These models process historical and real-time data to identify profitable trading opportunities. They often incorporate various factors such as price, volume, interest rates, and economic indicators.

Traders and financial institutions use these models to automate trading, minimize risk, and increase profitability. Quant models are used primarily because they can process and analyze vast amounts of data, they can find correlations and anomalies and can provide more accurate insights.

What are Menthor Q-Models?

The Menthor Q-Models are a series of advanced quantitative models that leverage factors coming from the option chain data and other datasets to better understand market positioning and sentiment. We then create simple visualization and charts to help our customers integrate this data into their trading routine.

Via the Premium Membership you can access the Menthor Q Models:

✅ CTAs Model: CTA or Commodity Trade Advisors Funds use futures strategies to profit from ups and downs in price trends of regulated liquid markets. Following the CTAs is important as once triggered they tend to accentuate the move and bring momentum to the Market. More Information

✅ Volatility Control Fund Model: It is a strategy designed to go long or short based on volatility levels. While some of these funds use VIX others can use implied volatility and realized volatility. The model is based on the realized volatility level of the SPX index. The objective is to create a trigger that will lead vol control funds to go long or short based on that level of volatility. More Information

✅ Long Short Volatility Barometer: The Long / Short Volatility Barometer (LSVB) is an index developed to gauge interest in the volatility market. We analyze different ETFs: half of them short volatility, and the others go long on volatility. Then, we create a proxy for sentiment on volatility using the dollar volume traded in these ETFs. More Information

✅ Momentum Models: Market momentum refers to the rate of acceleration of a market’s price or volume. The Menthor Q Momentum Models look at momentum to better understand the direction of the market. More Information.

Gamma and Volatility Levels

Get Set up with Menthor Q in less than 5 minutes

In this Video our team will show you how to integrate the Menthor Q Data in your trading routine and get set up in just a few minutes.

Follow the Market Makers

An investor taking a position in an option (call or put) will be matched on the other side of the trade by a Market Maker, who manages the risk associated with that position by dynamically hedging through a process called Delta Hedging.

Our models allows you to access indicators such as:

  • Daily Expected Move
  • Option Volume and Open Interest
  • Put Call Ratios
  • Gamma Exposure (GEX)
  • Delta Exposure (DEX)
  • Net GEX Levels

Why use Gamma Levels?

Using Gamma Levels can help you: 

✅ Identify key entry and exit levels and improve your trading strategy, on 0DTEs, weekly and monthly expiries

✅ Anticipate potential change of gamma exposure that could lead to market volatility

✅ Understand if the market volatility is more bullish or bearish by observing the change in Gamma at different levels

Gamma Levels can be used in conjunction with other indicators to help you make better decisions.

Discord AI Bot

Why use Menthor Q Discord AI Bots?

AI Technology can help you gain insights from large datasets to improve efficiency and accuracy. By providing market data and insights in an easy format, Menthor Q Discord AI Bots can help you make more informed decisions.

Watch the Product Demo of our Discord Membership and start using the power of Discord for your research.