High impact (H) - hidden when this box is ticked:
Checked from today through each contract's expiry, so a monthly contract is checked over its whole life, not just this week.
Shown in Events and Notes, not hidden: PCE and GDP (medium), special dividends (medium) and ordinary ex-dividend dates (low).
Not here: earnings (their own column and filter), and news with no set date, such as FDA decisions or investor days, unless added to events.csv.
Next high-impact dates: Jobs report (September) Fri Oct 2, CPI (September) Wed Oct 14, FOMC rate decision Wed Oct 28, Jobs report (October) Fri Nov 6.
Market-wide dates are complete through Dec 31, 2026; after that a contract reads unknown, never clear.
| Score | Ticker | Quality | Cat | Setup | Prem %/wk | Hits Tgt | Pick | 20-day | Px vs 20d | 5d Move | K vs 20d | Annual ROI | Weekly | Monthly | Delta | Strike | Premium | Credit | Collateral | Contracts | Your Credit | Assign Basis | Basis Disc | Cushion | Bull Upside | Fair Value | Source | Model FV | Val Gap | Entry Tgt | Basis vs FV | Analysis | Target | Anlst Ups | Recom | 52w Upside | 52w Pos | Stock | Beta | IV% | RV% | IV/RV | Sector | Earnings | Tier | Spread | Liquidity | Vol | DTE | Contract | Notes | Events |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3.93 | SMCI | B | B | EXTENDED | 0.91% | MEETS | delta band | $38.94 | 8.7% | 8.2% | 0.1% | 51.11% | 0.98% | 3.93% | 0.18 | $39.00 | $0.46 | $46 | $3,900 | - | - | $38.54 | 8.9% | 7.8% | 154.2% | $97.95 | lynch (high) | $97.95 | 131.5% | $83.26 | 60.7% | model | $41.33 | 7.2% | 2.95 | 52.5% | 58% | $42.32 | 2.01 | 74.0% | 65.3% | 1.13 | Technology | 2026-11-02 | Tier 2 | 8.7% | OK | 630 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +8.7% above the 20-day - too far for a strike at the average; Clear trade week (earnings 2026-11-02, after expiry); needs $3,900 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.39 | NVDA | A | A | NEAR | 0.55% | under | delta band | $221.83 | 2.3% | 2.2% | -0.8% | 29.74% | 0.57% | 2.29% | 0.25 | $220.00 | $1.51 | $151 | $22,000 | - | - | $218.49 | 3.7% | 3.0% | 80.1% | $393.41 | lynch (low) | $393.41 | 73.4% | $334.40 | 44.5% | model | $333.47 | 52.6% | 1.21 | 8.3% | 87% | $226.89 | 2.22 | 31.9% | 31.6% | 1.01 | Technology | 2026-11-17 | Tier 1 | 1.3% | OK | 9,425 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); sitting +2.3% above the 20-day ($221.83) but not pulling back - 5-session move is +2.2%; pays 0.55%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-17, after expiry); needs $22,000 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.33 | NOW | B | B | UNDER | 0.82% | mid only | delta band | $138.81 | -1.3% | 1.4% | -6.3% | 45.00% | 0.87% | 3.46% | 0.22 | $130.00 | $1.35 | $135 | $13,000 | - | - | $128.65 | 6.1% | 5.1% | -21.4% | $101.10 | lynch (high) | $101.10 | -26.2% | $85.93 | -27.3% | model | $145.87 | 13.4% | 1.36 | 50.0% | 50% | $137.04 | 0.98 | 53.9% | 52.6% | 1.02 | Technology | 2026-10-27 | Tier 1 | 7.4% | OK | 273 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.3% under the 20-day ($138.81) and not coming back up yet (-2.6% over 2 sessions) - wait for the turn; clears 0.80%/wk at the mid but only 0.79% at the bid you would actually be filled at; Clear trade week (earnings 2026-10-27, after expiry); needs $13,000 - over your per-trade budget; trades 26% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.31 | TOST | B | B | BELOW | 1.00% | mid only | delta band | $32.06 | -4.7% | 2.7% | -12.7% | 56.49% | 1.09% | 4.35% | 0.20 | $28.00 | $0.36 | $36 | $2,800 | - | - | $27.64 | 9.5% | 8.3% | 56.2% | $43.17 | lynch (medium) | $43.17 | 41.3% | $36.69 | 36.0% | model | $38.96 | 41.0% | 1.79 | 43.7% | 47% | $30.55 | 1.74 | 75.3% | 29.4% | 2.56 | Technology | 2026-11-02 | Tier 3 | 145.2% | ILLIQUID | 63 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -4.7% BELOW the 20-day - the average is overhead resistance now, not support; clears 0.80%/wk at the mid but only 0.27% at the bid you would actually be filled at; Clear trade week (earnings 2026-11-02, after expiry); below 50-day; wide spread; needs $2,800 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.27 | MRK | C | C | BOUNCE | 1.39% | MEETS | on the 20-day | $147.94 | 1.2% | 2.0% | 0.0% | 72.91% | 1.40% | 5.61% | 0.42 | $148.00 | $2.49 | $249 | $14,800 | - | - | $145.51 | 2.8% | 1.2% | -47.6% | $76.24 | lynch (high) | $76.24 | -49.1% | $64.81 | -90.9% | model | $153.76 | 5.7% | 1.81 | 7.8% | 91% | $149.75 | 0.22 | 38.1% | 18.1% | 2.10 | Healthcare | 2026-10-29 | Tier 3 | 61.8% | ILLIQUID | 14 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); bounced off the 20-day ($147.94): a recent close reached it and price is up +1.1% over 2 sessions, now +1.2% above it; strike sits ON the 20-day ($147.94); Clear trade week (earnings 2026-10-29, after expiry); wide spread; needs $14,800 - over your per-trade budget; trades 49% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.26 | CRCL | A | A | UNDER | 0.92% | MEETS | delta band | $92.07 | -1.6% | -1.2% | -9.9% | 52.21% | 1.00% | 4.02% | 0.18 | $83.00 | $1.00 | $100 | $8,300 | - | - | $82.00 | 9.5% | 8.4% | -56.3% | $35.85 | lynch (medium) | $35.85 | -60.4% | $30.47 | -128.8% | model | $104.68 | 27.7% | 2.26 | 94.5% | 37% | $90.63 | 0.60 | 77.3% | 104.8% | 0.74 | Financial | 2026-11-10 | Tier 2 | 22.0% | OK | 26 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.6% under the 20-day ($92.07) and not coming back up yet (-1.2% over 2 sessions) - wait for the turn; Clear trade week (earnings 2026-11-10, after expiry); IV under realized vol; needs $8,300 - over your per-trade budget; trades 60% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.22 | GLW | B | B | BOUNCE | 1.81% | MEETS | on the 20-day | $153.23 | 2.0% | 4.1% | -0.5% | 96.33% | 1.85% | 7.41% | 0.38 | $152.50 | $3.39 | $339 | $15,250 | - | - | $149.11 | 4.6% | 2.4% | -27.1% | $108.72 | lynch (medium) | $108.72 | -30.4% | $92.41 | -37.1% | model | $193.87 | 30.0% | 1.55 | 82.3% | 41% | $156.22 | 1.12 | 57.8% | 67.6% | 0.85 | Technology | 2026-10-26 | Tier 1 | 21.8% | OK | 92 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); bounced off the 20-day ($153.23): a recent close reached it and price is up +1.2% over 2 sessions, now +2.0% above it; strike sits ON the 20-day ($153.23); Clear trade week (earnings 2026-10-26, after expiry); IV under realized vol; needs $15,250 - over your per-trade budget; trades 30% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.22 | NOK | C | C | PRIME | 1.24% | MEETS | outside band | $10.36 | 0.7% | -2.3% | -3.5% | 67.17% | 1.29% | 5.17% | 0.28 | $10.00 | $0.16 | $16 | $1,000 | - | - | $9.85 | 5.7% | 4.2% | -13.4% | $8.53 | lynch (high) | $8.53 | -18.3% | $7.25 | -15.5% | model | $13.21 | 34.2% | 2.03 | 77.2% | 45% | $10.44 | 1.19 | 59.1% | 63.3% | 0.93 | Technology | unknown | Tier 1 | 19.4% | OK | 434 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); short-term pullback (-2.3% over 5 sessions) into the 20-day at $10.36 - price is +0.7% above it; PRIME setup but the strike at $10.36 is a 0.51-delta contract, over the 0.45 ceiling - the stock is already through its 20-day, so that strike is at or in the money; nothing quoted between delta 0.15 and 0.25 (chain ran 0.07 to 0.51) - showing the closest to delta 0.20 instead; No earnings date published - unknown, not clear; IV under realized vol; trades 18% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.15 | HPE | B | B | EXTENDED | 0.86% | mid only | delta band | $57.43 | 11.9% | 5.8% | 2.7% | 48.84% | 0.94% | 3.76% | 0.17 | $59.00 | $0.67 | $66 | $5,900 | - | - | $58.34 | 9.2% | 8.2% | 97.1% | $114.95 | lynch (medium) | $114.95 | 78.9% | $97.71 | 49.3% | model | $69.37 | 18.9% | 1.93 | 12.2% | 97% | $64.27 | 1.42 | 76.2% | 81.2% | 0.94 | Technology | 2026-12-02 | Tier 3 | 106.8% | ILLIQUID | 316 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +11.9% above the 20-day - too far for a strike at the average; clears 0.80%/wk at the mid but only 0.40% at the bid you would actually be filled at; Clear trade week (earnings 2026-12-02, after expiry); IV under realized vol; wide spread; needs $5,900 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.13 | PLTR | A | A | EXTENDED | 0.63% | under | delta band | $178.51 | 7.6% | 8.2% | 2.2% | 34.55% | 0.66% | 2.66% | 0.19 | $182.50 | $1.46 | $146 | $18,250 | - | - | $181.04 | 5.7% | 5.0% | -68.4% | $57.18 | lynch (low) | $57.18 | -70.2% | $48.60 | -216.6% | model | $203.70 | 12.5% | 1.86 | 14.6% | 85% | $192.05 | 1.60 | 49.4% | 47.1% | 1.05 | Technology | 2026-11-02 | Tier 1 | 7.6% | OK | 648 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +7.6% above the 20-day - too far for a strike at the average; pays 0.63%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-02, after expiry); needs $18,250 - over your per-trade budget; trades 70% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.12 | PFE | B | B | BOUNCE | 0.62% | under | on the 20-day | $28.04 | 1.3% | 3.0% | -0.2% | 32.50% | 0.62% | 2.50% | 0.32 | $28.00 | $0.21 | $21 | $2,800 | - | - | $27.79 | 2.2% | 1.5% | - | - | n/a - no earnings | - | - | - | - | model | $28.57 | 2.8% | 2.54 | 5.1% | 86% | $28.42 | 0.28 | 24.8% | 14.5% | 1.71 | Healthcare | 2026-11-02 | Tier 3 | 76.2% | ILLIQUID | 426 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); bounced off the 20-day ($28.04): a recent close reached it and price is up +0.9% over 2 sessions, now +1.3% above it; strike sits ON the 20-day ($28.04); pays 0.62%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-02, after expiry); wide spread; needs $2,800 - over your per-trade budget; no fair value (model had no earnings to work with) | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.08 | AXTI | C | C | EXTENDED | 1.10% | mid only | delta band | $65.86 | 15.5% | 8.7% | 0.2% | 65.66% | 1.26% | 5.05% | 0.15 | $66.00 | $1.00 | $100 | $6,600 | - | - | $65.00 | 14.5% | 13.2% | -14.8% | $55.40 | lynch (low) | $55.40 | -27.2% | $47.09 | -17.3% | model | $95.03 | 46.2% | 1.33 | 120.2% | 52% | $76.06 | 1.88 | 110.0% | 116.8% | 0.94 | Technology | 2026-10-28 | Tier 3 | 126.0% | ILLIQUID | 14 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +15.5% above the 20-day - too far for a strike at the average; clears 0.80%/wk at the mid but only 0.41% at the bid you would actually be filled at; Clear trade week (earnings 2026-10-28, after expiry); IV under realized vol; wide spread; needs $6,600 - over your per-trade budget; trades 27% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.08 | DVN | A | A | UNDER | 0.72% | under | delta band | $48.74 | -1.7% | -1.4% | -5.6% | 39.09% | 0.75% | 3.01% | 0.24 | $46.00 | $0.41 | $42 | $4,600 | - | - | $45.59 | 4.9% | 4.0% | 66.5% | $75.91 | lynch (high) | $75.91 | 58.4% | $64.52 | 39.9% | model | $60.90 | 33.6% | 1.34 | 15.6% | 77% | $47.93 | 0.52 | 43.1% | 31.4% | 1.37 | Energy | 2026-11-03 | Tier 3 | 84.3% | ILLIQUID | 71 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.7% under the 20-day ($48.74) and not coming back up yet (-0.2% over 2 sessions) - wait for the turn; pays 0.72%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-03, after expiry); wide spread; needs $4,600 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.07 | BB | B | B | EXTENDED | 0.70% | under | outside band | $7.99 | 4.5% | 4.4% | -6.1% | 40.44% | 0.78% | 3.11% | 0.14 | $7.50 | $0.07 | $7 | $750 | - | - | $7.43 | 11.0% | 10.2% | -68.6% | $2.33 | lynch (low) | $2.33 | -72.1% | $1.98 | -218.7% | model | $10.51 | 41.5% | 2.80 | 82.9% | 50% | $8.35 | 2.21 | 79.2% | 47.3% | 1.67 | Technology | unknown | Tier 3 | 57.1% | ILLIQUID | 409 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +4.5% above the 20-day - too far for a strike at the average; pays 0.70%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; wide spread; trades 72% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.07 | DAL | B | B | EXTENDED | 0.63% | under | delta band | $79.87 | 4.4% | 4.7% | 0.2% | 34.40% | 0.66% | 2.65% | 0.22 | $80.00 | $0.64 | $64 | $8,000 | - | - | $79.36 | 4.8% | 4.1% | 124.4% | $178.08 | lynch (high) | $178.08 | 113.6% | $151.37 | 55.4% | model | $106.02 | 33.6% | 1.33 | 20.6% | 70% | $83.38 | 1.34 | 41.4% | 27.7% | 1.50 | Industrials | 2026-10-09 | Tier 2 | 45.7% | HOLD TO 80% | 104 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +4.4% above the 20-day - too far for a strike at the average; pays 0.63%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-09, after expiry); below 50-day; wide spread; needs $8,000 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.05 | FCX | B | B | UNDER | 0.86% | mid only | delta band | $72.63 | -0.7% | 0.8% | -5.0% | 46.47% | 0.89% | 3.57% | 0.24 | $69.00 | $0.74 | $74 | $6,900 | - | - | $68.26 | 5.3% | 4.3% | 46.6% | $100.10 | lynch (medium) | $100.10 | 38.8% | $85.08 | 31.8% | model | $74.41 | 9.0% | 1.62 | 17.6% | 82% | $72.11 | 1.39 | 49.4% | 40.8% | 1.21 | Basic Materials | 2026-10-15 | Tier 3 | 62.2% | ILLIQUID | 52 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -0.7% under the 20-day ($72.63) and not coming back up yet (-0.6% over 2 sessions) - wait for the turn; clears 0.80%/wk at the mid but only 0.59% at the bid you would actually be filled at; Clear trade week (earnings 2026-10-15, after expiry); wide spread; needs $6,900 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 3.04 | QCOM | A | A | EXTENDED | 0.70% | under | delta band | $180.89 | 8.6% | 10.3% | 3.7% | 37.90% | 0.73% | 2.92% | 0.21 | $187.50 | $1.64 | $164 | $18,750 | - | - | $185.86 | 5.4% | 4.5% | -56.3% | $81.14 | lynch (high) | $81.14 | -58.7% | $68.97 | -129.1% | model | $196.73 | 5.8% | 2.65 | 39.8% | 54% | $196.42 | 1.65 | 47.9% | 47.2% | 1.02 | Technology | 2026-11-03 | Tier 1 | 17.1% | OK | 355 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +8.6% above the 20-day - too far for a strike at the average; pays 0.70%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-03, after expiry); needs $18,750 - over your per-trade budget; trades 59% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.99 | PURR | B | B | EXTENDED | 1.21% | mid only | delta band | $12.41 | 8.1% | -4.7% | -3.3% | 70.42% | 1.35% | 5.42% | 0.18 | $12.00 | $0.20 | $20 | $1,200 | - | - | $11.80 | 12.0% | 10.5% | -65.0% | $4.13 | lynch (medium) | $4.13 | -69.2% | $3.51 | -185.6% | model | $22.32 | 89.1% | 1.00 | 25.0% | 89% | $13.41 | - | 99.6% | 100.1% | 1.00 | Financial | 2026-12-07 | Tier 3 | 76.9% | ILLIQUID | 36 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +8.1% above the 20-day - too far for a strike at the average; clears 0.80%/wk at the mid but only 0.75% at the bid you would actually be filled at; Clear trade week (earnings 2026-12-07, after expiry); IV under realized vol; wide spread; trades 69% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.99 | TGB | C | C | NEAR | 0.64% | under | delta band | $8.57 | 2.9% | 2.1% | -6.7% | 36.56% | 0.70% | 2.81% | 0.23 | $8.00 | $0.18 | $18 | $800 | - | - | $7.82 | 11.4% | 9.3% | 131.9% | $18.14 | lynch (low) | $18.14 | 105.5% | $15.42 | 56.9% | model | $9.72 | 24.3% | 1.22 | 25.6% | 84% | $8.82 | 1.41 | 59.5% | 65.3% | 0.91 | Basic Materials | unknown | Tier 3 | 55.6% | ILLIQUID | 160 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); sitting +2.9% above the 20-day ($8.57) but not pulling back - 5-session move is +2.1%; pays 0.64%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; IV under realized vol; wide spread | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.97 | HST | B | B | NEAR | 0.81% | mid only | outside band | $22.08 | 0.2% | 1.3% | 0.9% | 41.94% | 0.81% | 3.23% | 0.51 | $22.28 | $0.58 | $58 | $2,228 | - | - | $21.71 | 1.9% | -0.7% | - | - | n/a - no earnings | - | - | - | - | model | $25.18 | 16.0% | 1.95 | 18.5% | 67% | $22.14 | 1.11 | 25.6% | 15.6% | 1.64 | Real Estate | 2026-11-04 | Tier 3 | 123.5% | ILLIQUID | 1 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; COMPANY EVENT: ex-dividend $0.20 (0.9%…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; COMPANY EVENT: ex-dividend $0.20 (0.9% of price) 09-30 (L); HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); HST ex-dividend $0.20 (0.9% of price) 09-30 (L); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); sitting +0.2% above the 20-day ($22.08) but not pulling back - 5-session move is +1.3%; clears 0.80%/wk at the mid but only 0.31% at the bid you would actually be filled at; Clear trade week (earnings 2026-11-04, after expiry); below 50-day; wide spread; needs $2,228 - over your per-trade budget; no fair value (model had no earnings to work with) | PCE inflation (Personal Income and Outlays for August) 09-30 (M); HST ex-dividend $0.20 (0.9% of…PCE inflation (Personal Income and Outlays for August) 09-30 (M); HST ex-dividend $0.20 (0.9% of price) 09-30 (L); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.90 | STM | C | C | NEAR | 0.69% | under | delta band | $50.61 | 2.1% | 3.0% | -3.2% | 37.59% | 0.72% | 2.89% | 0.20 | $49.00 | $0.42 | $42 | $4,900 | - | - | $48.58 | 6.0% | 5.2% | 38.8% | $67.44 | lynch (low) | $67.44 | 30.5% | $57.32 | 28.0% | model | $78.40 | 61.4% | 1.68 | 67.6% | 51% | $51.69 | 1.97 | 50.1% | 39.9% | 1.25 | Technology | unknown | Tier 3 | 143.5% | ILLIQUID | 55 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); sitting +2.1% above the 20-day ($50.61) but not pulling back - 5-session move is +3.0%; pays 0.69%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; below 50-day; wide spread; needs $4,900 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.88 | CRM | B | B | BELOW | 0.52% | under | delta band | $248.35 | -4.1% | 0.1% | -8.4% | 28.48% | 0.55% | 2.19% | 0.20 | $227.50 | $1.50 | $150 | $22,750 | - | - | $226.00 | 5.1% | 4.4% | 2.7% | $232.21 | lynch (high) | $232.21 | -2.5% | $197.38 | 2.7% | model | $282.78 | 25.1% | 1.75 | 19.1% | 75% | $238.07 | 1.25 | 39.2% | 32.5% | 1.20 | Technology | 2026-12-01 | Tier 1 | 14.0% | OK | 154 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -4.1% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.52%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-12-01, after expiry); needs $22,750 - over your per-trade budget; trades 2% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.82 | FRSH | B | B | NEAR | 1.04% | mid only | outside band | $12.73 | 0.5% | 4.5% | -1.8% | 55.25% | 1.06% | 4.25% | 0.39 | $12.50 | $0.42 | $42 | $1,250 | - | - | $12.07 | 5.7% | 2.3% | -2.6% | $11.76 | lynch (high) | $11.76 | -8.1% | $10.00 | -2.7% | model | $14.64 | 21.2% | 2.05 | 15.9% | 83% | $12.80 | 0.90 | 47.2% | 41.7% | 1.13 | Technology | 2026-11-03 | Tier 3 | 96.5% | ILLIQUID | 2 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); sitting +0.5% above the 20-day ($12.73) but not pulling back - 5-session move is +4.5%; clears 0.80%/wk at the mid but only 0.54% at the bid you would actually be filled at; Clear trade week (earnings 2026-11-03, after expiry); wide spread; trades 8% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.81 | SHOP | B | B | NEAR | 0.84% | mid only | delta band | $137.74 | 2.8% | 10.3% | -2.7% | 46.41% | 0.89% | 3.57% | 0.22 | $134.00 | $1.44 | $144 | $13,400 | - | - | $132.56 | 6.4% | 5.4% | -53.5% | $61.63 | lynch (medium) | $61.63 | -56.5% | $52.39 | -115.1% | model | $174.06 | 31.3% | 1.64 | 37.4% | 54% | $141.65 | 2.63 | 56.5% | 60.8% | 0.93 | Technology | 2026-10-22 | Tier 3 | 71.8% | ILLIQUID | 459 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); sitting +2.8% above the 20-day ($137.74) but not pulling back - 5-session move is +10.3%; clears 0.80%/wk at the mid but only 0.54% at the bid you would actually be filled at; Clear trade week (earnings 2026-10-22, after expiry); IV under realized vol; wide spread; needs $13,400 - over your per-trade budget; trades 56% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.79 | UMC | A | A | EXTENDED | 0.59% | under | delta band | $22.46 | 7.5% | -1.8% | -2.1% | 33.61% | 0.65% | 2.59% | 0.22 | $22.00 | $0.45 | $45 | $2,200 | - | - | $21.55 | 10.8% | 8.9% | 30.9% | $28.21 | lynch (medium) | $28.21 | 16.8% | $23.98 | 23.6% | model | $13.40 | -37.8% | 3.60 | 34.4% | 78% | $24.16 | 1.53 | 57.3% | 52.3% | 1.10 | Technology | unknown | Tier 3 | 54.9% | ILLIQUID | 205 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); +7.5% above the 20-day - too far for a strike at the average; pays 0.59%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; wide spread; needs $2,200 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.72 | SLB | B | B | BELOW | 0.93% | mid only | delta band | $54.77 | -6.3% | 0.4% | -10.5% | 50.85% | 0.98% | 3.91% | 0.25 | $49.00 | $0.57 | $57 | $4,900 | - | - | $48.42 | 5.6% | 4.5% | -28.7% | $34.53 | lynch (high) | $34.53 | -32.7% | $29.35 | -40.2% | model | $62.75 | 29.6% | 1.59 | 24.9% | 68% | $51.31 | 0.82 | 52.6% | 38.4% | 1.37 | Energy | 2026-10-16 | Tier 3 | 147.8% | ILLIQUID | 2 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -6.3% BELOW the 20-day - the average is overhead resistance now, not support; clears 0.80%/wk at the mid but only 0.24% at the bid you would actually be filled at; Clear trade week (earnings 2026-10-16, after expiry); below 50-day; wide spread; needs $4,900 - over your per-trade budget; trades 33% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.69 | M | C | C | BOUNCE | 1.00% | mid only | on the 20-day | $22.12 | 1.5% | 2.3% | -0.5% | 53.18% | 1.02% | 4.09% | 0.33 | $22.00 | $0.27 | $27 | $2,200 | - | - | $21.73 | 3.2% | 2.0% | -12.4% | $19.05 | lynch (high) | $19.05 | -15.1% | $16.19 | -14.1% | model | $23.10 | 6.3% | 2.81 | 22.3% | 59% | $22.44 | 1.47 | 39.2% | 43.9% | 0.89 | Consumer Cyclical | 2026-12-03 | Tier 2 | 44.4% | HOLD TO 80% | 50 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); bounced off the 20-day ($22.12): a recent close reached it and price is up +0.9% over 2 sessions, now +1.5% above it; strike sits ON the 20-day ($22.12); clears 0.80%/wk at the mid but only 0.78% at the bid you would actually be filled at; Clear trade week (earnings 2026-12-03, after expiry); below 50-day; IV under realized vol; wide spread; needs $2,200 - over your per-trade budget; trades 15% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.68 | SWKS | B | B | EXTENDED | 0.59% | under | delta band | $81.11 | 7.8% | -1.5% | -1.4% | 33.41% | 0.64% | 2.57% | 0.22 | $80.00 | $1.65 | $164 | $8,000 | - | - | $78.36 | 10.3% | 8.5% | - | - | n/a - no earnings | - | - | - | - | model | $68.07 | -13.1% | 3.08 | 18.4% | 87% | $87.40 | 1.49 | 56.7% | 82.1% | 0.69 | Technology | unknown | Tier 2 | 39.5% | HOLD TO 80% | 1,044 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); +7.8% above the 20-day - too far for a strike at the average; pays 0.59%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; IV under realized vol; wide spread; needs $8,000 - over your per-trade budget; no fair value (model had no earnings to work with) | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.62 | KLAC | B | B | EXTENDED | 0.73% | under | delta band | $178.31 | 4.4% | 5.2% | -1.9% | 40.36% | 0.78% | 3.10% | 0.20 | $175.00 | $1.63 | $163 | $17,500 | - | - | $173.37 | 6.9% | 6.0% | -2.5% | $169.10 | lynch (medium) | $169.10 | -9.2% | $143.73 | -2.5% | model | $238.09 | 37.3% | 1.73 | 77.3% | 42% | $186.21 | 1.46 | 56.1% | 49.7% | 1.13 | Technology | 2026-10-27 | Tier 3 | 67.5% | ILLIQUID | 43 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); +4.4% above the 20-day - too far for a strike at the average; pays 0.73%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-27, after expiry); below 50-day; wide spread; needs $17,500 - over your per-trade budget; trades 9% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.62 | MDLZ | B | B | BELOW | 1.03% | mid only | outside band | $61.69 | -2.1% | -0.7% | -2.7% | 53.81% | 1.03% | 4.14% | 0.42 | $60.00 | $0.75 | $75 | $6,000 | - | - | $59.26 | 1.9% | 0.7% | -39.1% | $36.06 | lynch (high) | $36.06 | -40.3% | $30.65 | -64.3% | model | $69.05 | 16.5% | 1.96 | 12.5% | 60% | $60.42 | 0.38 | 28.2% | 14.4% | 1.96 | Consumer Defensive | 2026-10-26 | Tier 3 | 100.7% | ILLIQUID | 1 | 7 | WEEKLY | COMPANY EVENT: ex-dividend $0.52 (0.9% of price) 09-30 (L); HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…COMPANY EVENT: ex-dividend $0.52 (0.9% of price) 09-30 (L); HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); MDLZ ex-dividend $0.52 (0.9% of price) 09-30 (L); Jobs report (September) 10-02 (H); -2.1% BELOW the 20-day - the average is overhead resistance now, not support; clears 0.80%/wk at the mid but only 0.51% at the bid you would actually be filled at; Clear trade week (earnings 2026-10-26, after expiry); below 50-day; wide spread; needs $6,000 - over your per-trade budget; trades 40% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); MDLZ ex-dividend $0.52 (0.9% of…PCE inflation (Personal Income and Outlays for August) 09-30 (M); MDLZ ex-dividend $0.52 (0.9% of price) 09-30 (L); Jobs report (September) 10-02 (H) |
| 2.61 | APH | B | B | EXTENDED | 0.33% | under | delta band | $80.75 | 5.0% | 9.3% | -4.0% | 18.87% | 0.36% | 1.45% | 0.18 | $77.50 | $0.90 | $90 | $7,750 | - | - | $76.60 | 9.7% | 8.6% | 5.8% | $81.04 | lynch (medium) | $81.04 | -4.4% | $68.88 | 5.5% | model | $100.47 | 31.2% | 1.48 | 16.5% | 85% | $84.79 | 1.24 | 43.6% | 39.2% | 1.11 | Technology | 2026-10-28 | Tier 2 | 26.7% | HOLD TO 80% | 154 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); +5.0% above the 20-day - too far for a strike at the average; pays 0.33%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-28, after expiry); wide spread; needs $7,750 - over your per-trade budget; trades 4% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.57 | ASX | B | B | EXTENDED | 0.53% | under | delta band | $39.94 | 10.4% | 6.0% | 0.2% | 30.47% | 0.59% | 2.34% | 0.21 | $40.00 | $0.75 | $75 | $4,000 | - | - | $39.25 | 11.0% | 9.3% | 12.7% | $44.23 | lynch (low) | $44.23 | 0.3% | $37.59 | 11.3% | model | $51.00 | 29.9% | 1.00 | 15.9% | 96% | $44.08 | 1.68 | 56.2% | 50.9% | 1.11 | Technology | unknown | Tier 3 | 88.0% | ILLIQUID | 477 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); +10.4% above the 20-day - too far for a strike at the average; pays 0.53%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; wide spread; needs $4,000 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.54 | XOM | B | B | UNDER | 0.44% | under | delta band | $162.44 | -1.4% | -1.9% | -4.6% | 23.48% | 0.45% | 1.81% | 0.20 | $155.00 | $0.84 | $84 | $15,500 | - | - | $154.16 | 3.7% | 3.2% | 21.3% | $186.94 | lynch (high) | $186.94 | 16.8% | $158.90 | 17.5% | model | $172.39 | 11.8% | 2.34 | 14.4% | 75% | $160.09 | 0.21 | 32.2% | 26.3% | 1.22 | Energy | 2026-10-23 | Tier 2 | 31.0% | HOLD TO 80% | 721 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.4% under the 20-day ($162.44) and not coming back up yet (-0.7% over 2 sessions) - wait for the turn; pays 0.44%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-23, after expiry); wide spread; needs $15,500 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.53 | T | B | B | UNDER | 0.48% | under | delta band | $25.74 | -1.7% | -0.5% | -4.8% | 25.65% | 0.49% | 1.97% | 0.23 | $24.50 | $0.14 | $14 | $2,450 | - | - | $24.36 | 3.7% | 3.1% | 65.4% | $40.27 | lynch (high) | $40.27 | 59.2% | $34.23 | 39.5% | model | $28.97 | 18.9% | 1.89 | 20.8% | 57% | $25.29 | 0.23 | 31.0% | 22.6% | 1.37 | Communication Services | 2026-10-21 | Tier 3 | 131.0% | ILLIQUID | 11 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.7% under the 20-day ($25.74) and not coming back up yet (-0.1% over 2 sessions) - wait for the turn; pays 0.48%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-21, after expiry); wide spread; needs $2,450 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.52 | AMZN | B | B | UNDER | 0.43% | under | delta band | $254.30 | -1.8% | -1.6% | -4.6% | 22.78% | 0.44% | 1.75% | 0.22 | $242.50 | $1.27 | $127 | $24,250 | - | - | $241.22 | 3.4% | 2.9% | 8.2% | $261.03 | lynch (high) | $261.03 | 4.5% | $221.87 | 7.6% | model | $330.94 | 37.2% | 1.22 | 19.1% | 59% | $249.75 | 1.45 | 29.3% | 26.9% | 1.09 | Consumer Cyclical | 2026-10-28 | Tier 1 | 7.1% | OK | 831 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.8% under the 20-day ($254.30) and not coming back up yet (+0.2% over 2 sessions) - wait for the turn; pays 0.43%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-28, after expiry); below 50-day; needs $24,250 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.38 | BULL | B | B | BELOW | 1.55% | MEETS | outside band | $8.70 | -16.5% | -11.9% | -19.6% | 83.57% | 1.61% | 6.43% | 0.31 | $7.00 | $0.14 | $14 | $700 | - | - | $6.87 | 5.6% | 3.7% | 9.9% | $7.54 | lynch (medium) | $7.54 | 3.8% | $6.41 | 9.0% | model | $13.30 | 93.7% | 1.40 | 133.6% | 24% | $7.27 | 0.62 | 63.1% | 69.9% | 0.90 | Technology | 2026-11-16 | Tier 3 | 51.9% | ILLIQUID | 693 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -16.5% BELOW the 20-day - the average is overhead resistance now, not support; Clear trade week (earnings 2026-11-16, after expiry); below 50-day; IV under realized vol; wide spread | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.35 | KDP | B | B | BELOW | 0.36% | under | delta band | $31.72 | -2.9% | -0.5% | -8.6% | 19.61% | 0.38% | 1.51% | 0.22 | $29.00 | $0.35 | $35 | $2,900 | - | - | $28.65 | 7.0% | 5.8% | 14.4% | $32.78 | lynch (high) | $32.78 | 6.5% | $27.86 | 12.6% | model | $36.38 | 27.0% | 1.86 | 18.0% | 66% | $30.79 | 0.41 | 35.7% | 21.5% | 1.66 | Consumer Defensive | 2026-10-22 | Tier 3 | 125.7% | ILLIQUID | 2 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; COMPANY EVENT: ex-dividend $0.23 (0.7%…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; COMPANY EVENT: ex-dividend $0.23 (0.7% of price) 09-28 (L); HIGH-IMPACT EVENT BEFORE EXPIRY: KDP ex-dividend $0.23 (0.7% of price) 09-28 (L); PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); -2.9% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.36%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-22, after expiry); below 50-day; wide spread; needs $2,900 - over your per-trade budget | KDP ex-dividend $0.23 (0.7% of price) 09-28 (L); PCE inflation (Personal Income and Outlays for…KDP ex-dividend $0.23 (0.7% of price) 09-28 (L); PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 2.27 | CSCO | B | B | RECLAIM | 0.52% | under | delta band | $109.10 | -1.4% | -1.8% | -4.7% | 28.13% | 0.54% | 2.16% | 0.23 | $104.00 | $0.68 | $68 | $10,400 | - | - | $103.33 | 3.9% | 3.3% | -29.4% | $72.95 | lynch (high) | $72.95 | -32.2% | $62.01 | -41.6% | model | $139.73 | 35.2% | 1.77 | 26.2% | 64% | $107.53 | 0.98 | 33.7% | 28.8% | 1.17 | Technology | 2026-11-10 | Tier 3 | 111.1% | ILLIQUID | 258 | 7 | WEEKLY | COMPANY EVENT: ex-dividend $0.42 (0.4% of price) 10-02 (L); HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…COMPANY EVENT: ex-dividend $0.42 (0.4% of price) 10-02 (L); HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CSCO ex-dividend $0.42 (0.4% of price) 10-02 (L); slipped -1.4% under the 20-day ($109.10) and is coming back up (+1.0% over 2 sessions) - a strike ON the average would be in the money; RECLAIM setup but the strike at $109.10 is a 0.60-delta contract, over the 0.45 ceiling - the stock is already through its 20-day, so that strike is at or in the money; NOTHING in 0.15-0.25 paid 0.80%/wk; took the most aggressive strike in the band at 0.52%; pays 0.52%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-10, after expiry); below 50-day; wide spread; needs $10,400 - over your per-trade budget; trades 32% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CSCO ex-dividend $0.42 (0.4% of price) 10-02 (L) |
| 2.27 | ET | C | C | BELOW | 0.37% | under | outside band | $21.19 | -4.2% | -3.9% | -5.6% | 19.50% | 0.38% | 1.50% | 0.27 | $20.00 | $0.09 | $9 | $2,000 | - | - | $19.91 | 2.0% | 1.5% | 74.4% | $34.72 | lynch (high) | $34.72 | 71.0% | $29.51 | 42.7% | model | $24.75 | 24.3% | 1.58 | 9.7% | 73% | $20.31 | 0.59 | 19.4% | 11.1% | 1.75 | Energy | 2026-11-03 | Tier 2 | 44.4% | HOLD TO 80% | 87 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -4.2% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.37%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-03, after expiry); below 50-day; wide spread; needs $2,000 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.22 | PBR | A | A | UNDER | 0.67% | under | outside band | $20.67 | -1.1% | -1.7% | -3.3% | 35.75% | 0.69% | 2.75% | 0.29 | $20.00 | $0.17 | $16 | $2,000 | - | - | $19.84 | 3.0% | 2.2% | 167.6% | $53.08 | lynch (implausible) | $53.08 | 159.6% | $45.12 | 62.6% | model | $21.98 | 10.8% | 1.69 | 12.1% | 84% | $20.45 | 0.40 | 31.0% | 36.6% | 0.85 | Energy | unknown | Tier 3 | 127.3% | ILLIQUID | 136 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.1% under the 20-day ($20.67) and not coming back up yet (-3.4% over 2 sessions) - wait for the turn; pays 0.67%/wk of the share price - UNDER the 0.80% target; No earnings date published - unknown, not clear; IV under realized vol; wide spread; needs $2,000 - over your per-trade budget; fair value rejected as implausible - not scored | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.16 | OXY | B | B | BELOW | 0.48% | under | delta band | $59.76 | -4.5% | -3.0% | -8.0% | 26.00% | 0.50% | 2.00% | 0.21 | $55.00 | $0.33 | $33 | $5,500 | - | - | $54.67 | 4.2% | 3.6% | 83.9% | $100.56 | lynch (high) | $100.56 | 76.2% | $85.48 | 45.6% | model | $68.45 | 25.2% | 2.29 | 23.4% | 64% | $57.06 | 0.24 | 33.9% | 31.1% | 1.09 | Energy | 2026-11-09 | Tier 2 | 48.5% | HOLD TO 80% | 118 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -4.5% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.48%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-09, after expiry); below 50-day; wide spread; needs $5,500 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 2.02 | PR | B | B | BELOW | 0.32% | under | delta band | $23.05 | -6.6% | -5.4% | -13.2% | 17.87% | 0.34% | 1.37% | 0.19 | $20.00 | $0.22 | $22 | $2,000 | - | - | $19.78 | 8.1% | 7.1% | 126.9% | $44.89 | lynch (high) | $44.89 | 108.5% | $38.15 | 55.9% | model | $27.00 | 36.5% | 1.26 | 24.6% | 75% | $21.53 | 0.65 | 38.8% | 35.7% | 1.09 | Energy | 2026-11-03 | Tier 3 | 136.4% | ILLIQUID | 1 | 21 | MONTHLY | MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE…MONTHLY CONTRACT - no weekly this week, 21 days to expiry; HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H); -6.6% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.32%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-11-03, after expiry); below 50-day; wide spread; needs $2,000 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02…PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); CPI (September) 10-14 (H) |
| 1.85 | KO | B | B | UNDER | 0.28% | under | delta band | $88.28 | -0.7% | -0.5% | -2.6% | 14.61% | 0.28% | 1.12% | 0.22 | $86.00 | $0.29 | $29 | $8,600 | - | - | $85.71 | 2.3% | 1.9% | -55.9% | $37.83 | lynch (high) | $37.83 | -56.9% | $32.16 | -126.5% | model | $96.24 | 12.3% | 1.70 | 7.9% | 82% | $87.70 | 0.32 | 19.1% | 12.6% | 1.52 | Consumer Defensive | 2026-10-19 | Tier 3 | 124.1% | ILLIQUID | 431 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -0.7% under the 20-day ($88.28) and not coming back up yet (-0.4% over 2 sessions) - wait for the turn; pays 0.28%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-19, after expiry); wide spread; needs $8,600 - over your per-trade budget; trades 57% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 1.64 | PYPL | B | B | UNDER | 0.40% | under | delta band | $53.34 | -1.4% | 0.3% | -6.3% | 21.67% | 0.42% | 1.67% | 0.17 | $50.00 | $0.25 | $25 | $5,000 | - | - | $49.75 | 5.4% | 4.9% | -6.9% | $46.32 | lynch (high) | $46.32 | -11.9% | $39.37 | -7.4% | model | $56.50 | 13.6% | 2.91 | 59.2% | 35% | $52.59 | 1.28 | 37.5% | 53.1% | 0.70 | Financial | 2026-10-27 | Tier 3 | 144.0% | ILLIQUID | 36 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); slipped -1.4% under the 20-day ($53.34) and not coming back up yet (+0.1% over 2 sessions) - wait for the turn; pays 0.40%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-27, after expiry); below 50-day; IV under realized vol; wide spread; needs $5,000 - over your per-trade budget; trades 12% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 1.61 | VZ | C | C | BELOW | 0.30% | under | delta band | $49.30 | -4.6% | -2.2% | -6.7% | 16.01% | 0.31% | 1.23% | 0.21 | $46.00 | $0.17 | $17 | $4,600 | - | - | $45.83 | 2.6% | 2.2% | 38.0% | $63.24 | lynch (high) | $63.24 | 34.4% | $53.76 | 27.5% | model | $50.69 | 10.6% | 2.32 | 12.8% | 65% | $47.04 | 0.24 | 21.1% | 21.8% | 0.97 | Communication Services | 2026-10-20 | Tier 3 | 58.8% | ILLIQUID | 79 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -4.6% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.30%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-20, after expiry); below 50-day; IV under realized vol; wide spread; needs $4,600 - over your per-trade budget | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
| 1.31 | CSX | B | B | BELOW | 0.28% | under | delta band | $48.34 | -3.4% | -0.8% | -5.9% | 14.76% | 0.28% | 1.14% | 0.20 | $45.50 | $0.15 | $16 | $4,550 | - | - | $45.34 | 2.9% | 2.5% | -13.7% | $39.13 | lynch (high) | $39.13 | -16.2% | $33.26 | -15.9% | model | $53.70 | 18.4% | 2.00 | 18.2% | 65% | $46.69 | 1.20 | 21.8% | 19.7% | 1.11 | Industrials | 2026-10-21 | Tier 3 | 96.8% | ILLIQUID | 2 | 7 | WEEKLY | HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M)…HIGH-IMPACT EVENT BEFORE EXPIRY: PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H); -3.4% BELOW the 20-day - the average is overhead resistance now, not support; pays 0.28%/wk of the share price - UNDER the 0.80% target; Clear trade week (earnings 2026-10-21, after expiry); below 50-day; wide spread; needs $4,550 - over your per-trade budget; trades 16% ABOVE fair value | PCE inflation (Personal Income and Outlays for August) 09-30 (M); Jobs report (September) 10-02 (H) |
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Cost per share is your average price after subtracting premium you have already collected. A call is never suggested below it, because being assigned under your basis locks in a loss.
Click any column heading to sort. This file is self-contained: no network, no tracking, works offline.
Score | Diamond Score, 0-5. Weighted blend of the nine components in 'Diamond Score weights and targets' below. It ranks today's rows against each other; it is not a forecast. |
Ticker | Underlying. |
Quality | A / B / C among names that passed EVERY quality gate. A is least fragile on the five measures, not 'best stock'. Hover for the figures. |
Cat | Quality grade, or TACTICAL when the gates are off. |
Setup | The entry this sheet is built around, in three shapes. PRIME = above the 20-day and pulling back into it. BOUNCE = touched the 20-day and turning back up. RECLAIM = slipped just under it and coming back up (a strike ON the average is then in the money, so the delta band picks it). Not setups: NEAR = above it but not pulling back; UNDER = slipped under and not turning up yet - wait; EXTENDED = too far above; BELOW = well through it. |
Prem %/wk | Premium as a percent of the SHARE price per TRADING WEEK: Monday-to-Friday is 5 sessions and counts as exactly one week. This is the target number - not Annual ROI, which is measured against collateral and flatters far out-of-the-money strikes. |
Hits Tgt | Whether Prem %/wk clears the target in config.json (premium_target.weekly_pct_of_spot). 'mid only' means it clears at the mid but not at the bid you would actually be filled at. |
Pick | Which rule chose this strike. at_sma20 = placed on the 20-day average. delta_band = the safest strike in your delta band that still pays the target. outside_band = nothing was in your band, so this is the nearest delta instead. |
20-day | The 20-day simple moving average of daily closes. |
Px vs 20d | Where the stock sits against its 20-day. Positive = above it and would have to fall to reach it. Negative = already through it. |
5d Move | The stock's move over the last 5 sessions. Negative is the short-term pullback the PRIME setup requires. |
K vs 20d | Where the chosen strike sits against the 20-day. 0% means the strike IS the average; negative means the strike is below it, which is the safer side. |
Annual ROI | premium / strike per trading week (5 sessions), times 52 - one contract a week. |
Weekly | premium / strike for one trading week: x 5 / the contract's trading sessions. A Monday-to-Friday contract is exactly one week. |
Monthly | Weekly x 4 (Jerry's convention). |
Delta | Absolute delta of the chosen put, from the live greeks feed. |
Strike | Strike whose delta sits closest to the category target. |
Premium | Mid of bid/ask. You will not always get mid. |
Credit | Premium x 100, the cash collected per contract. |
Collateral | Strike x 100, the cash the put ties up until expiry. |
Contracts | How many you could sell with the capital you entered above. Recalculated as you type. |
Your Credit | Total premium for that many contracts, at the mid. You will not always get mid. |
Assign Basis | Strike - premium: real cost per share if assigned. |
Basis Disc | How far the assignment basis sits below today's price. |
Cushion | (price - strike) / price. How far it can fall before assignment. |
Bull Upside | From your assignment basis up to the fair value in use. Your number if you set one, else the model's. |
Fair Value | The fair value in use: your override if set, else the computed model. Hover the source badge. |
Source | manual = your overrides.json. lynch / forward_pe / blend = computed. Blank = the model had no earnings. |
Model FV | What the model says, shown even when you have overridden it, so you can see where you disagree. |
Val Gap | Fair value against today's price. Positive = trades below fair value. |
Entry Tgt | Your buy price. Yours if set, else fair value less the margin of safety in config.json. |
Basis vs FV | How far the assignment basis sits below fair value - the margin of safety you actually get. |
Analysis | When YOU last valued it (overrides.json). Blank = the number is the model's, not yours. |
Target | Analyst consensus price target (Finviz). Often wrong. |
Anlst Ups | From assignment basis up to the analyst consensus. |
Recom | Finviz analyst consensus: 1 = strong buy, 5 = strong sell. |
52w Upside | From assignment basis up to the 52-week high. |
52w Pos | Where price sits in its 52-week range (0=low, 100=high). |
Stock | Last trade. |
Beta | Finviz beta versus the market. |
IV% | Implied vol of the chosen put. |
RV% | 20-day realized vol, annualized. |
IV/RV | Above 1.0 = options priced richer than recent movement. |
Sector | Finviz sector. |
Earnings | Next earnings date (Finviz, else Finnhub). Blank means not published - unknown, not clear. |
Tier | Tier 1 calm+liquid, Tier 3 neither. |
Spread | Bid/ask spread as a percent of mid. |
Liquidity | OK / HOLD TO 80% / ILLIQUID. |
Vol | Contracts traded on the last session. |
DTE | Calendar days to expiry. The premium and ROI columns count TRADING sessions instead: Monday to Friday is 5 sessions, one week, even though it is only 4 calendar days. |
Contract | WEEKLY = this week's Friday, the contract the strategy writes. MONTHLY / OTHER = this name has no weekly this week, so the next expiry after it is shown instead - a longer trade, marked so it is never mistaken for a weekly. |
Notes | Why this row reads the way it does. |
Events | Anything else scheduled while the put is open: FOMC, CPI, the jobs report, PCE, company actions from Alpaca (dividends, splits, mergers, spin-offs) and any company event in events.csv. (H) = high impact. 'none scheduled' means the calendar covers the whole contract and it is empty; 'unknown' means the contract runs past the calendar. |
Score = 5 × the weighted sum of 9 components, each clamped to 0-1.
Edit config.json to change any of this. The weights are frozen while the score
study runs (study/PRE-REGISTRATION.md): changing one restarts that measurement.
| Component | Weight | Full marks (1.0) when |
|---|---|---|
yield | 14% | annual ROI (per trading week x 52) of 40.0% or more |
premium | 16% | premium of 0.8% of the SHARE price per trading week (the strategy's target) |
cushion | 14% | strike 12.0% or more below the stock price |
liquidity | 16% | a zero spread; scores 0 at a 50.0% bid/ask spread |
iv_premium | 10% | implied vol 1.5x realized or more; 0 when IV is at or under RV |
earnings_safety | 9% | earnings known and AFTER expiry; 0 if before expiry, 0.6 if the date is unknown |
setup | 10% | PRIME or BOUNCE; RECLAIM 0.85, NEAR 0.7, EXTENDED 0.35, UNDER 0.25, BELOW 0.15, unreadable chart 0.5 |
trend | 5% | price 5% or more above its 50-day; 0 at 5% below it |
valuation | 6% | assignment basis 20.0% or more under fair value; no usable fair value 0.5 |
The score ranks candidates against each other. It is not a prediction, and a high score is not a recommendation.
The rule that matters: a call is never sold below your cost basis,
because being assigned under your basis locks in a loss that a week of premium rarely covers.
When the target-delta strike sits under basis, the sheet walks UP to the first strike at or
above it and marks the row raised to basis. Set
allow_below_basis in config.json only if you actually want out of the position.
Score | Call Score, 0-5. Its own weights, in config.json under call_score_weights. |
Ticker | A holding from holdings.json. |
Shares | What you own. |
Contracts | shares // 100. Only whole hundreds can be called against. |
Cost Basis | Your basis per share, net of premiums already collected. |
Stock | Last trade. |
Unreal | Where the position sits against your basis. |
Call Strike | The strike to sell. Never below your basis unless you allowed it. |
Chosen | target = the delta you asked for. above-basis = the sheet walked UP to protect your basis. |
Delta | Absolute delta. Roughly the chance of being called away. |
Premium | Mid of bid/ask, per share. |
Credit | Total cash for all your contracts. |
Static ROI | Premium / stock price per trading week, x 52 (one call a week). What you make if it expires and the stock goes nowhere. |
If Called | Total return over your basis if assigned: capital gain to the strike PLUS the premium. |
Headroom | How far the strike sits above today's price before your upside caps. |
Downside | Premium as a percent of the share price - the cushion it buys. |
Breakeven | Share price less the premium. |
IV% | Implied vol of the chosen call. |
IV/RV | Above 1.0 = options priced richer than the stock moves. |
Earnings | Next earnings date. Blank means unknown, not clear. |
Tier | Tier 1 calm+liquid, Tier 3 neither. |
Spread | Bid/ask spread as a percent of mid. |
Liquidity | OK / HOLD TO 80% / ILLIQUID. |
DTE | Calendar days to expiry. The premium and ROI columns count TRADING sessions instead: Monday to Friday is 5 sessions, one week, even though it is only 4 calendar days. |
Notes | Why this row reads the way it does. |
overrides.json
always beats it. The analyst Target is consensus, not a view either.events.csv, up to the date the file says it covers. Company actions
(dividends, splits, mergers, spin-offs) come from Alpaca and are written into Notes. Company
news with no set date (an FDA decision, an investor day) appears only if you add it to
events.csv - there is no free feed for those. Past the calendar the column says
unknown, never clear.