| Profile | Delta band | Expiry | DTE | Strike | Δ | Credit | Collateral | ARoC | VAY | POP | Unassigned | IV/RV | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| conservative | 0.05–0.15 | 2026-10-30 | 7 | 350 | -0.09 | 0.58 | $34,942 | 9% | 0.30 | 92% | 91% | 1.46× | sell |
| moderate | 0.15–0.25 | 2026-10-30 | 7 | 360 | -0.23 | 1.79 | $35,821 | 26% | 1.02 | 80% | 76% | 1.31× | sell |
| aggressive | 0.25–0.40 | 2026-10-30 | 7 | 365 | -0.36 | 3.14 | $36,186 | 45% | 1.83 | 72% | 63% | 1.26× | 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.
| Expiry | DTE | ATM IV | Ern | Strike | Δ | Credit | ARoC | VAY | Unassigned | IV/RV | Γ risk | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10-30 | 7 | 23% | 360 | -0.23 | 1.79 | 26% | 1.02 | 76% | 1.31× | 0.086 | ||
| 11-06 | 14 | 23% | 355 | -0.20 | 2.11 | 16% | 0.61 | 78% | 1.30× | 0.057 | ||
| 11-13 | 21 | 23% | 350 | -0.17 | 2.13 | 11% | 0.42 | 81% | 1.29× | 0.042 | ||
| 11-20 | 28 | 22% | 350 | -0.19 | 2.72 | 10% | 0.42 | 79% | 1.24× | 0.041 | ||
| 11-27 | 35 | 21% | no qualifying strike | |||||||||
| 12-18 | 56 | 21% | no qualifying strike | |||||||||
| 12-31 | 69 | 21% | no qualifying strike | |||||||||
| 01-15 | 84 | 21% | 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.
20:25 EDT · after hours
Market is closed. Quotes are the closing marks.
Freshly scanned. Generated 2026-10-23 00:25 UTC. JSON