Expiring option candidates · live
Symbols that have moved at least twice their usual day, and the out-of-the-money contract of today's expiry that the move has almost reached. Stocks' options trade until 16:00, QQQ, SPY and IWM until 16:15; after-hours prints count for exercise until 17:25.
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How the page is built
The universe is the stock tape: the three index ETFs and the 300 most traded stocks of the day. Today's move is the official regular-session open to the last trade; the usual day is the average |close / open − 1| over the last 30 completed sessions, from the vendor's grouped daily bars. A symbol qualifies when today's move is at least the chosen multiple of its usual day, in either direction.
For a qualifying symbol the option tape's contracts of today's expiry are searched for the nearest out-of-the-money strike on the side of the move: a call above the price on an up day, a put below it on a down day. The strike must be within the chosen share of today's move; 10 % means a tenth of the day's move still has to happen for the contract to end in the money. The option price is the ask where the tape holds a quote, else the contract's last print; % of share sets it against the underlying's price.
Everything arrives over one websocket: the tape pushes the table again whenever the underlyings' prices or an expiring contract's bars changed it. Options on stocks stop trading at 16:00, on QQQ, SPY and IWM at 16:15; an expiring contract can still be exercised until 17:25 on after-hours prints, so the page keeps working after the close.