Eureka

options premium scanner

MSFT — Microsoft Corporation

Spot
483.24
Realized vol 30d
28.4%
Strategy
cash-secured puts
Next earnings
2026-10-28 66d

Raw 30-day realized vol is 49.9%, inflated 1.76× 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

ProfileDelta bandExpiryDTEStrike ΔCreditCollateralARoCVAY POPUnassignedIV/RVVerdict
conservative 0.05–0.15 — no qualifying contract — no trade
moderate 0.15–0.25 — no qualifying contract — no trade
aggressive 0.25–0.40 — no qualifying contract — no trade

conservative declines

  • Most contracts were rejected because: bid-ask spread wider than 10% (98 of them).
  • A more permissive risk profile, or looser individual filters, may surface candidates here.

moderate declines

  • Richest contract in the band prices vol at 1.01x realized, under the 1.05x this profile requires.

aggressive declines

  • Richest contract in the band prices vol at 0.99x realized, under the 1.00x this profile requires.
  • Implied vol (28%) is below realized vol (28%): you would be selling movement for less than the stock has actually been delivering.

Term structure — every expiry, 7 to 92 days

ExpiryDTEATM IVErn StrikeΔCreditARoCVAY UnassignedIV/RVΓ risk
09-0412 28% 465-0.223.17 21%0.7377% 1.01×0.056
09-1119 27% no qualifying strike
09-1826 27% 460-0.234.89 15%0.5575% 0.96×0.041
09-2533 27% no qualifying strike
10-0240 28% no qualifying strike
10-1654 28% 450-0.237.47 11%0.4074% 1.01×0.027
11-2089 32% ⚠ 440-0.2411.99 11%0.3571% 0.66×0.019

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.

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.