Snapshot data, model prices. Underlying data comes from the cited sources at the timestamps above. Every option premium, Greek, POP and edge figure is a Black-Scholes estimate (flat IV, no skew), marked est. Open a trade in Trade Analysis and type your broker's live mids before ordering.
Preset scans
Symbol
Score
Price
Legs
Exp · DTE
Cr / Db
Max profit
Max loss
Return
Annual
POP
BE dist.
|Δ|
IV rank
Edge @HV
L T V C E
Each row is one model-priced trade, per contract. Weekly Friday expirations are assumed for every symbol; confirm the date is listed. Click a row to open it in Trade Analysis. POP is the risk-neutral lognormal probability of finishing past breakeven at the snapshot IV. Edge @HV is a model estimate, not a forecast.
Trade Analysis
Opens with the trade you clicked. Overwrite spot, IV and each leg's live mid with your broker's numbers; every figure updates. Multiplier 100.
Side
Type
Strike
DTE
IV %
Model
Live mid
Leave Live mid blank to use the model price. Calendar and diagonal payoffs are valued at the front expiration with the back leg priced by model.
Strategy fit
Payoff per contract
Solid: P/L at expiration. Dashed: model P/L if you exit on the chosen day at today's IV. Early exits capture less than the expiration payoff because short legs keep time value.
Position sizing
Stocks & Volatility
Underlying ranking at a 30-day horizon with each stock's best-fit strategy, using the Screener's score weights. Click a row to screen that symbol.
#
Ticker
Price
Trend
RSI
IV / HV
IV rank
Earnings
L T V C E
Score
Best-fit strategy
Volatility map
IV ÷ HV vs IV rank
Left of 1.0, options cost less than the stock has been moving: buyers have the edge. Right and high, sellers do.
Add or update a ticker
saved in this browser
Paste fresh numbers from your broker to rescore a name or add a new one. An existing ticker is overwritten, and the next scan uses it.
Portfolio risk
Positions you are planning or holding, saved in this browser only. Opens with the Oct 10 scan plan (model estimates).
Combined max loss vs cap
Tech bucket vs $5,000
Ticker
Strategy
Legs
Contracts
Max loss
Max profit
Bucket
Risk rules
Set max loss before entry and size from it. The $20,000 cap is a ceiling, not a target.
Defined risk only. The desk will not size naked short calls or any structure with unlimited loss.
Earnings and CPI can gap through stops. Spreads cap the loss; stop orders do not.
Short legs in the money can be assigned, especially near expiration or ex-dividend. Close spreads before expiration day.
Limit orders at or near the mid; never market orders on multi-leg spreads.
No averaging down, no revenge trade after a stop-out. If nothing scores well, wait.
Verify before ordering
Live bid/ask on every leg; spread bid/ask no wider than ~10% of the debit or credit.
Open interest of at least a few hundred contracts on each strike.
The expiration is listed and earnings still fall outside it.
Recompute max loss and breakeven from your actual fill.
If the live price is ~15% worse than the model, rerun the numbers or pass.
Stock quality is not contract quality: the right direction can still lose to overpriced vol or theta.
Market regime
10/9 close
S&P 5007,811.54+0.59% · wk +1.15%
Nasdaq Comp.27,366.17+0.64%
Russell 20002,806.98+0.46%
VIX14.82−3.83% · VIX9D 11.24
10-yr yield~5.25%5.36% intraday, 2002 high
Breadth36.4%S&P > 50-day · 41 NH / 120 NL
WTI / Brent$91.85Brent $104.72
Environment: mildly bullish to neutral, low volatility, event-heavy week. Indexes sit near records on narrow breadth while the 10-year holds near a 22-year high. Cheap index IV (SPY 10.8%, IV rank 32) favors buying premium through defined-risk debit spreads. Sell premium only where IV is well above realized and no earnings report falls inside the trade. Leaders: software, cybersecurity, data centers. Laggards: semis, banks, homebuilders.
Mon 10/12Bond market closed; stocks and options trade
Tue 10/13JPM, GS, C, WFC, UNH, JNJ earnings
Wed 10/14September CPI (consensus 3.6% y/y); ASML, BAC, MS