Options Scan Desk

42 symbols · prices Fri Oct 9, 2026 close · IV mostly Oct 7–8 (older dates flagged) · entry date Mon Oct 12

VIX 14.82Trend up, narrow breadthCPI 10/14 · FOMC 10/28

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

Underlying

Symbols (blank = all) Universe Trend Price min $ Price max $ IV rank min IV rank max IV÷HV min IV÷HV max Liquidity min (1–5) Exclude earnings before expiration

Option legs

DTE min DTE max Main-leg |Δ| min Main-leg |Δ| max Spread width, max strike steps

Main leg = the short strike on credit trades, the long strike on debit trades.

Trade metrics

POP min % Return min % Annualized min % Max loss ≤ $ Only positive edge at realized vol Best trade per symbol only

Score weights

Liquidity1 Trend fit1 Vol pricing1 Catalyst1 Edge1

Liquidity (L): 20-day dollar volume as a proxy for chain depth (option volume and OI are not in this snapshot).
Trend fit (T): does the stock's trend (50/200-day, RSI) match the strategy's direction?
Vol pricing (V): buyers want low IV÷HV, sellers want high IV÷HV; IV rank adjusts by a point.
Catalyst (C): earnings before expiration = 1, within 5 days after = 3, clear = 5; ETFs 4.
Edge (E): model value of the trade at 30-day realized vol minus its cost at IV, per $1 of max loss.

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.

Ticker Strategy Spot $ IV % DTE Rate %

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

Early-exit curve at day 0

Solid: P/L at expiration. Blue dashed: model P/L if you exit on the chosen day at today's IV. Red dashed: your stop. Early exits capture less than the expiration payoff because short legs keep time value.

Stop loss

Use a stop

Loss % Percent of

The stop is a plan, not a guarantee. Options can gap past it on news, earnings or the open, and a stop order on a multi-leg spread can fill far from your level. Max loss below still assumes the worst case.

Position sizing

Account equity $ Risk per trade % Combined risk cap $ Commission / contract $ Slippage / spread $

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.

Preset scans

Trade Analysis

Strategy fit

Payoff per contract

Stop loss

Position sizing

Stocks & Volatility

Volatility map

Add or update a ticker

Portfolio risk

Risk rules

Verify before ordering

Market regime