3.3.2 Greeks Filter

3.3.2.1 Greeks Filter Overview

The Greeks Filter provides tools to search for stocks based on the proximity of the current price to each end of day greek value that GS tracks (Delta Neutral, Gamma Neutral, Vega Neutral, Gamma Max). This toolset is somewhat complementary to the G-Scan, which uses a combination of greek proximity and recent price action to rank tickers, while the Greeks Filter removes the impacts of technical price movement and simply ranks tickers based on their proximity to each greek. This toolset can, for example, identify stocks that are above gamma max or below delta neutral, both of which may be candidates ripe for a reversal.

3.3.2.2 Controls

The user can choose which greek to sort by simply by clicking that greek at the top of each of the four lists. Clicking on one will also toggle ascending and descending order, denoted by the up or down arrow next to the list title. By default there are no additional filters applied, but there additionally is the option to find only tickers above, at, or below the greek of interest.