Here's my issue. I like to trade options that are relatively liquid (at least 300 volume at my specified delta), so when I trade I scan for options that have a minimum of 300 volume at my specified delta. Here's the issue though. At pre-market, the previous day's volume data is no longer present on options chains so I can't scan for them pre-market. Also, when the market opens, for stocks that don't have a crazy amount of liquidity like SPY which has hundreds in volume within the first minutes of open, it's hard to scan for what I'm looking for. I mainly day trade so waiting until a less heavily traded stock gets 300 volume might cause me to miss the start of the move as it wouldn't show up on my scanner watchlist.
The shitty workaround I've been working with is setting my volume search for 20 when the market opens, then an hour into market open I switch to my 300 volume search. I would really prefer not to do that. On top of that, that doesn't even work pre-market because there's no current options data.
I was recommended before to try the sizzle index but that doesn't seem to be what I'm looking for either. That's more for people who want to scan for unusual options activity.
So tldr is there any way at all to get some kind of average volume filter in scans? Like a 50 day average or something like that? Thanks in advance.
The shitty workaround I've been working with is setting my volume search for 20 when the market opens, then an hour into market open I switch to my 300 volume search. I would really prefer not to do that. On top of that, that doesn't even work pre-market because there's no current options data.
I was recommended before to try the sizzle index but that doesn't seem to be what I'm looking for either. That's more for people who want to scan for unusual options activity.
So tldr is there any way at all to get some kind of average volume filter in scans? Like a 50 day average or something like that? Thanks in advance.