开云体育

Hi,

I am trying to build a scanner that can generate information on relative volume spikes on specific option chains, similar to unusual options scanner.

I have tried building a scanner using these parameters

sub = ScannerSubscription()
sub.instrument = 'STK'
locationCode = 'STK.US.MAJOR'
sub.scanCode = 'HOT_BY_OPT_VOLUME'

tagValues = [
    TagValue('hasOptionsIs', 'True'),
    TagValue('optVolumeAbove', 300)
]

But I am finding some of the tickers/options are not showing up as expected, specifically larger cap stocks. I can find some of the larger names by using OPT_VOLUME_MOST_ACTIVE as the scan code but it somewhat pollutes my results with just anything that has high volume trading that day vs high relative volume.

I can't find any documentation on how HOT_BY_OPT_VOLUME is calculated. Does anyone know the formula or if they are using relative volume?

Is there a way I can calculate relative volume vs the average volume for a specific price? I think this could help me significantly even if I have to do it manually.

Thanks,

Eric