Most contracts were rejected because: no two-sided market (69 of them).
A more permissive risk profile, or looser individual filters, may surface candidates here.
moderate declines
Most contracts were rejected because: no two-sided market (69 of them).
A more permissive risk profile, or looser individual filters, may surface candidates here.
aggressive declines
Most contracts were rejected because: no two-sided market (69 of them).
A more permissive risk profile, or looser individual filters, may surface candidates here.
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
16%
no qualifying strike
09-11
19
17%
no qualifying strike
09-18
26
15%
no qualifying strike
09-25
33
17%
no qualifying strike
09-30
38
16%
no qualifying strike
10-02
40
13%
no qualifying strike
10-16
54
15%
no qualifying strike
11-20
89
16%
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
02:36 EDT · weekend
Market is closed. Quotes are last week's close.
Freshly scanned.
Generated 2026-08-23 06:36 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.