Eureka

options premium scanner

AAPL — Apple Inc.

Spot

309.35

Realized vol 30d

23.5%

Strategy

cash-secured puts

Next earnings

2026-10-29 67d

Raw 30-day realized vol is 32.9%, inflated 1.40× by the last earnings gap. The ex-earnings figure above is the fair comparison for contracts expiring before the next report.

Best put at each risk tolerance

Profile	Delta band	Expiry	DTE	Strike	Δ	Credit	Collateral	ARoC	VAY	POP	Unassigned	IV/RV	Verdict
conservative	0.05–0.15	2026-09-18	26	285	-0.12	1.36	$28,364	7%	0.24	88%	87%	1.17×	sell
moderate	0.15–0.25	2026-09-18	26	295	-0.23	2.90	$29,210	14%	0.54	80%	75%	1.11×	sell
aggressive	0.25–0.40	2026-09-04	12	305	-0.36	3.59	$30,141	36%	1.43	71%	62%	1.08×	sell

Read it as a ladder: a higher delta pays a larger credit precisely because it is likelier to be assigned. The profiles differ in what they accept, not in how much edge they find.

Term structure — every expiry, 7 to 92 days

Expiry	DTE	ATM IV	Ern	Strike	Δ	Credit	ARoC	VAY	Unassigned	IV/RV	Γ risk
09-04	12	26%		300	-0.24	2.15	22%	0.84	74%	1.11×	0.066
09-11	19	26%		295	-0.20	2.11	14%	0.52	79%	1.12×	0.046
09-18	26	25%		295	-0.23	2.90	14%	0.54	75%	1.11×	0.043
09-25	33	25%		295	-0.24	3.61	14%	0.53	73%	1.10×	0.041
10-02	40	25%		290	-0.20	3.19	10%	0.39	77%	1.12×	0.033
10-16	54	25%		290	-0.23	4.34	10%	0.39	74%	1.11×	0.030
11-20	89	28%	⚠	no qualifying strike

Annualized return is not neutral across the term: at constant delta a short-dated contract annualizes far higher simply because a small credit over a few days extrapolates hugely. Γ risk — the delta change per 1% move — shows what the short end costs you.

Timing

02:31 EDT · weekend

Market is closed. Quotes are last week's close.

2 consecutive down closes (-2.4%). Reported as context only: streak-based timing showed no measurable effect on the seller's edge (t = 0.02, measured over 33 years of index data).

Freshly scanned. Generated 2026-08-23 06:31 UTC. JSON

Screening output only — not investment advice. Quotes are delayed roughly 15 minutes and can be stale; verify everything with your broker before trading. Selling options carries risk of substantial loss: a cash-secured put can leave you owning a falling stock, and a covered call caps your upside. Nothing here accounts for your portfolio, position sizing, or circumstances.