Wheel Screener: Opportunity Report

Generated on 2026-08-11T21:01:09Z · config hash ff8966202d99 · options data alpaca https://paper-api.alpaca.markets

Snapshot

Metric	Value
Universe / processed	275 / 275
Scored	259
With CSP setup	233
Skipped	16
Elapsed	21m01s
Score range	0.258 – 0.879
Median score	0.528
Hot-run haircut	68

Skipped: earnings 16

How to read this

Start with Top opportunities (has CSP quote + ranked score).
Check CSP setup: strike / DTE / OTM% / mid premium / annualized yield / capital at risk.
Prefer TIGHT spreads and QUALITY stocks; treat WIDE or very high yield as caution.
Annualized yield is mid/strike × 365/dte - it is not the expected wheel CAGR.
Day % is Alpaca last vs prior session close (green up / red down); Mom(entum) 5d % is 5-session close-to-close return. Click Day % to go to TradingView.
Tags are heuristics, not trade advice.

Top opportunities (20)

Primary table: names with a usable cash-secured put in the preferred DTE/OTM band, sorted by composite score. Use this list first to pick candidates; cross-check spread, capital, Day %, and Mom 5d % before sizing.

#	Ticker	Tag	Score	Price	Day %	Mom 5d %	CSP strike	DTE	OTM	Mid	Ann yield	Spread	Capital	ATM IV	Why
1	NFLX	BEST · HIGH YIELD · TIGHT · QUALITY	0.879	74.78	-2.0%	+1.7%	74.0	3	1%	0.57	93.7%	3.5%	$7,400	34%	CSP ~94% ann; $74p / 3d / 1% OTM; spread 3.5%; ATM IV 34%; earn 2026-10-20
2	NVDA	BEST · HIGH YIELD · TIGHT · QUALITY	0.868	217.45	-0.0%	+2.6%	212.5	6	2%	1.61	46.2%	3.1%	$21,250	34%	CSP ~46% ann; $212.5p / 6d / 2% OTM; spread 3.1%; ATM IV 34%; earn 2026-08-26
3	AMZN	BEST · HIGH YIELD · QUALITY · LIQUID	0.863	272.24	-2.1%	-1.9%	267.5	10	2%	3.12	42.6%	6.7%	$26,750	29%	CSP ~43% ann; $267.5p / 10d / 2% OTM; spread 6.7%; ATM IV 29%; earn 2026-10-29
4	ORCL	BEST · HIGH YIELD · TIGHT · QUALITY	0.849	145.44	-3.7%	-0.2%	142.0	3	2%	1.84	157.7%	3.3%	$14,200	62%	CSP ~158% ann; $142p / 3d / 2% OTM; spread 3.3%; ATM IV 62%; earn 2026-09-10
5	GOOG	BEST · HIGH YIELD · QUALITY · LIQUID	0.846	343.16	-3.6%	-8.6%	337.5	3	2%	1.82	65.8%	6.0%	$33,750	32%	CSP ~66% ann; $337.5p / 3d / 2% OTM; spread 6.0%; ATM IV 32%; earn 2026-10-28
6	AAPL	BEST · HIGH YIELD · QUALITY · LIQUID	0.836	304.88	-1.1%	-1.4%	300.0	6	2%	1.53	31.0%	6.5%	$30,000	23%	CSP ~31% ann; $300p / 6d / 2% OTM; spread 6.5%; ATM IV 23%; earn 2026-10-29
7	WMT	BEST · HIGH YIELD · QUALITY · LIQUID	0.834	113.27	+0.5%	+1.5%	112.0	3	1%	0.51	55.4%	7.8%	$11,200	40%	CSP ~55% ann; $112p / 3d / 1% OTM; spread 7.8%; ATM IV 40%; earn 2026-08-20
8	HOOD	BEST · HIGH YIELD · QUALITY · LIQUID	0.824	94.37	-0.1%	+0.9%	91.0	3	4%	0.99	133.0%	7.0%	$9,100	66%	CSP ~133% ann; $91p / 3d / 4% OTM; spread 7.0%; ATM IV 66%; earn 2026-11-04
9	MSFT	BEST · HIGH YIELD · TIGHT · QUALITY	0.807	503.77	-0.5%	+2.2%	495.0	10	2%	5.18	38.2%	3.3%	$49,500	26%	CSP ~38% ann; $495p / 10d / 2% OTM; spread 3.3%; ATM IV 26%; earn 2026-10-28
10	TSM	HIGH YIELD · QUALITY · LIQUID	0.803	422.01	+0.8%	+1.2%	415.0	3	2%	3.10	91.0%	13.2%	$41,500	39%	CSP ~91% ann; $415p / 3d / 2% OTM; ATM IV 39%; earn 2026-10-15
11	GOOGL	BEST · HIGH YIELD · TIGHT · QUALITY	0.800	344.70	-3.6%	-9.0%	335.0	10	3%	3.35	36.6%	4.5%	$33,500	30%	CSP ~37% ann; $335p / 10d / 3% OTM; spread 4.5%; ATM IV 30%; earn 2026-10-28
12	BAC	BEST · HIGH YIELD · QUALITY · LIQUID	0.773	63.99	+0.2%	+1.7%	63.0	3	2%	0.17	32.8%	11.8%	$6,300	21%	CSP ~33% ann; $63p / 3d / 2% OTM; ATM IV 21%; earn 2026-10-14
13	MRVL	BEST · HIGH YIELD · QUALITY · LIQUID	0.770	212.31	+1.8%	-2.9%	200.0	10	6%	5.50	100.4%	10.2%	$20,000	80%	CSP ~100% ann; $200p / 10d / 6% OTM; ATM IV 80%; earn 2026-08-27
14	META	BEST · HIGH YIELD · TIGHT · QUALITY	0.767	599.11	+0.7%	+1.9%	585.0	10	2%	7.64	47.7%	1.7%	$58,500	34%	CSP ~48% ann; $585p / 10d / 2% OTM; spread 1.7%; ATM IV 34%; earn 2026-10-28
15	GLW	BEST · HIGH YIELD · QUALITY · LIQUID	0.759	159.13	+0.9%	-0.4%	150.0	10	6%	3.55	86.5%	11.0%	$15,000	73%	CSP ~87% ann; $150p / 10d / 6% OTM; ATM IV 73%; earn 2026-10-27
16	CRM	BEST · HIGH YIELD · QUALITY · LIQUID	0.756	197.46	-0.0%	+3.4%	190.0	10	4%	2.22	42.6%	11.7%	$19,000	41%	CSP ~43% ann; $190p / 10d / 4% OTM; ATM IV 41%; day -0.0%; mom5 3.4%; mom haircu
17	TSLA	BEST · HIGH YIELD · TIGHT · LIQUID	0.753	332.81	+0.6%	+1.7%	327.5	6	2%	3.40	63.2%	1.8%	$32,750	37%	CSP ~63% ann; $327.5p / 6d / 2% OTM; spread 1.8%; ATM IV 37%; earn 2026-10-21
18	QCOM	BEST · HIGH YIELD · QUALITY · LIQUID	0.753	162.62	+0.2%	+0.0%	160.0	3	2%	1.69	128.1%	8.9%	$16,000	49%	CSP ~128% ann; $160p / 3d / 2% OTM; spread 8.9%; ATM IV 49%; earn 2026-10-29
19	MSTR	BEST · HIGH YIELD · LIQUID	0.750	96.11	-1.2%	-1.6%	93.0	3	3%	1.26	164.8%	7.9%	$9,300	70%	CSP ~165% ann; $93p / 3d / 3% OTM; spread 7.9%; ATM IV 70%; earn 2026-10-29
20	UNH	BEST · HIGH YIELD · QUALITY	0.747	402.49	-1.5%	-1.3%	395.0	3	2%	1.64	50.5%	7.3%	$39,500	28%	CSP ~51% ann; $395p / 3d / 2% OTM; spread 7.3%; ATM IV 28%; earn 2026-10-27

Opportunity cards (top 8)

Expanded view of the highest-ranked setups: full CSP quote path, IV context with Implied Volatility Rank, and component score bars so you can compare quality, liquidity, spread, yield, and wheel fit at a glance.

NFLX — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.879

Spot 74.78 · mkt cap $311.4B · beta 1.51 · weeklies=no
CSP sell 74.0p exp 2026-08-14 (3d, 1.0% OTM)
quote bid/mid/ask 0.56 / 0.57 / 0.58 · spread 3.5% · ann yield 93.7% · capital ~$7,400 / contract
CC path 77.0c 2026-08-21 (10d) · ann 34.4%
IV ATM 33.7% · IVR — · HV20 36.7% · IV/HV 0.92
Scores Q ██████████ 0.99 · Liq ██████████ 1.00 · Spr ████████░░ 0.84 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.79
Flags iv_metrics_missing
Why CSP ~94% ann; $74p / 3d / 1% OTM; spread 3.5%; ATM IV 34%; earn 2026-10-20

NVDA — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.868

Spot 217.45 · mkt cap $5268.1B · beta 2.21 · weeklies=no
CSP sell 212.5p exp 2026-08-17 (6d, 2.3% OTM)
quote bid/mid/ask 1.59 / 1.61 / 1.64 · spread 3.1% · ann yield 46.2% · capital ~$21,250 / contract
CC path 222.5c 2026-08-17 (6d) · ann 45.0%
IV ATM 33.8% · IVR — · HV20 39.4% · IV/HV 0.86
Scores Q ██████████ 0.95 · Liq ██████████ 1.00 · Spr ██████████ 1.00 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ██████░░░░ 0.55
Flags iv_metrics_missing
Why CSP ~46% ann; $212.5p / 6d / 2% OTM; spread 3.1%; ATM IV 34%; earn 2026-08-26

AMZN — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.863

Spot 272.24 · mkt cap $2936.8B · beta 1.45 · weeklies=no
CSP sell 267.5p exp 2026-08-21 (10d, 1.7% OTM)
quote bid/mid/ask 3.02 / 3.12 / 3.23 · spread 6.7% · ann yield 42.6% · capital ~$26,750 / contract
CC path 280.0c 2026-08-21 (10d) · ann 30.4%
IV ATM 28.6% · IVR — · HV20 62.2% · IV/HV 0.46
Scores Q ██████████ 0.96 · Liq ██████████ 1.00 · Spr ████████░░ 0.83 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.74
Flags iv_metrics_missing
Why CSP ~43% ann; $267.5p / 10d / 2% OTM; spread 6.7%; ATM IV 29%; earn 2026-10-29

ORCL — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.849

Spot 145.44 · mkt cap $419.1B · beta 1.72 · weeklies=no
CSP sell 142.0p exp 2026-08-14 (3d, 2.4% OTM)
quote bid/mid/ask 1.81 / 1.84 / 1.87 · spread 3.3% · ann yield 157.7% · capital ~$14,200 / contract
CC path 150.0c 2026-08-14 (3d) · ann 149.2%
IV ATM 61.9% · IVR — · HV20 66.1% · IV/HV 0.94
Scores Q █████████░ 0.88 · Liq ██████████ 1.00 · Spr █████████░ 0.91 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.67
Flags iv_metrics_missing
Why CSP ~158% ann; $142p / 3d / 2% OTM; spread 3.3%; ATM IV 62%; earn 2026-09-10

GOOG — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.846

Spot 343.16 · mkt cap $4194.9B · beta 1.24 · weeklies=no
CSP sell 337.5p exp 2026-08-14 (3d, 1.6% OTM)
quote bid/mid/ask 1.77 / 1.82 / 1.88 · spread 6.0% · ann yield 65.8% · capital ~$33,750 / contract
CC path 352.5c 2026-08-21 (10d) · ann 33.7%
IV ATM 31.8% · IVR — · HV20 51.6% · IV/HV 0.62
Scores Q ██████████ 1.00 · Liq ████████░░ 0.78 · Spr █████████░ 0.92 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.76
Flags iv_metrics_missing
Why CSP ~66% ann; $337.5p / 3d / 2% OTM; spread 6.0%; ATM IV 32%; earn 2026-10-28

AAPL — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.836

Spot 304.88 · mkt cap $4449.9B · beta 1.09 · weeklies=no
CSP sell 300.0p exp 2026-08-17 (6d, 1.6% OTM)
quote bid/mid/ask 1.48 / 1.53 / 1.58 · spread 6.5% · ann yield 31.0% · capital ~$30,000 / contract
CC path 312.5c 2026-08-21 (10d) · ann 23.1%
IV ATM 23.2% · IVR — · HV20 38.4% · IV/HV 0.60
Scores Q ██████████ 1.00 · Liq ██████████ 1.00 · Spr ████████░░ 0.75 · Yld █████████░ 0.87 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.69
Flags iv_metrics_missing
Why CSP ~31% ann; $300p / 6d / 2% OTM; spread 6.5%; ATM IV 23%; earn 2026-10-29

WMT — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.834

Spot 113.27 · mkt cap $901.3B · beta 0.60 · weeklies=no
CSP sell 112.0p exp 2026-08-14 (3d, 1.1% OTM)
quote bid/mid/ask 0.49 / 0.51 / 0.53 · spread 7.8% · ann yield 55.4% · capital ~$11,200 / contract
CC path 118.0c 2026-08-21 (10d) · ann 38.8%
IV ATM 39.7% · IVR — · HV20 20.3% · IV/HV 1.96
Scores Q ████████░░ 0.84 · Liq ██████████ 1.00 · Spr ████████░░ 0.82 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.78
Flags iv_metrics_missing
Why CSP ~55% ann; $112p / 3d / 1% OTM; spread 7.8%; ATM IV 40%; earn 2026-08-20

HOOD — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.824

Spot 94.37 · mkt cap $84.9B · beta 2.32 · weeklies=no
CSP sell 91.0p exp 2026-08-14 (3d, 3.6% OTM)
quote bid/mid/ask 0.96 / 0.99 / 1.03 · spread 7.0% · ann yield 133.0% · capital ~$9,100 / contract
CC path 98.0c 2026-08-14 (3d) · ann 133.5%
IV ATM 66.1% · IVR — · HV20 60.9% · IV/HV 1.09
Scores Q █████████░ 0.86 · Liq ██████████ 1.00 · Spr █████████░ 0.88 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl █████░░░░░ 0.53
Flags iv_metrics_missing
Why CSP ~133% ann; $91p / 3d / 4% OTM; spread 7.0%; ATM IV 66%; earn 2026-11-04

Leaderboards

Slice views over the same actionable CSP set. Each board sorts on one axis so you can spot yield, execution quality (spreads), or fundamental/quality tilt without re-scanning the full opportunity table. High yield alone is not a green light - check spread and tags.

Highest CSP yield (but still actionable)

Ranks names by annualized CSP yield (mid/strike × 365/dte) among contracts that still have a live bid/ask in band. Useful for premium hunting, but extreme yields often pair with wide spreads, thin books, or elevated crash risk - always read Spread and Tag.

Ticker	Ann yield	Day %	Mom 5d %	Strike	DTE	Spread	Score	Tag
ALAB	276.7%	-1.8%	-13.7%	302.5	3	14.2%	0.578	HIGH YIELD · QUALITY
MARA	275.4%	+1.3%	-17.6%	9.5	3	4.7%	0.567	BEST · HIGH YIELD · TIGHT · LIQUID
DELL	254.9%	-3.8%	-5.6%	430.0	3	12.0%	0.643	BEST · HIGH YIELD · QUALITY
STX	248.3%	+2.4%	-2.9%	800.0	3	14.0%	0.396	HIGH YIELD
CIEN	247.5%	-0.1%	-5.7%	377.5	3	117.2%	0.488	HIGH YIELD · WIDE · QUALITY
WDC	223.6%	-0.1%	-20.2%	425.0	3	13.6%	0.627	HIGH YIELD · QUALITY
RIOT	182.5%	+4.4%	-6.1%	19.0	3	10.5%	0.631	BEST · HIGH YIELD · LIQUID
TER	176.5%	+3.9%	-5.9%	365.0	3	48.2%	0.547	HIGH YIELD · WIDE · QUALITY
SPCX	165.9%	-4.0%	+6.4%	128.0	3	5.2%	0.690	BEST · HIGH YIELD · LIQUID · HOT
LRCX	165.7%	+1.7%	-2.0%	300.0	3	28.6%	0.650	HIGH YIELD · WIDE · QUALITY

Tightest CSP spreads

Sorted by relative bid–ask on the selected CSP ((ask−bid)/mid). Tighter spreads mean better fill realism and less edge lost to the market maker - preferred for mechanical wheel entries when yield is still acceptable.

Ticker	Spread	Day %	Mom 5d %	Ann yield	Score	Tag
PLTR	0.7%	-0.2%	+7.5%	102.7%	0.730	BEST · HIGH YIELD · TIGHT · QUALITY
META	1.7%	+0.7%	+1.9%	47.7%	0.767	BEST · HIGH YIELD · TIGHT · QUALITY
TSLA	1.8%	+0.6%	+1.7%	63.2%	0.753	BEST · HIGH YIELD · TIGHT · LIQUID
UBER	2.2%	+0.7%	+9.1%	71.9%	0.553	BEST · HIGH YIELD · TIGHT · QUALITY
NVDA	3.1%	-0.0%	+2.6%	46.2%	0.868	BEST · HIGH YIELD · TIGHT · QUALITY
ORCL	3.3%	-3.7%	-0.2%	157.7%	0.849	BEST · HIGH YIELD · TIGHT · QUALITY
MSFT	3.3%	-0.5%	+2.2%	38.2%	0.807	BEST · HIGH YIELD · TIGHT · QUALITY
NFLX	3.5%	-2.0%	+1.7%	93.7%	0.879	BEST · HIGH YIELD · TIGHT · QUALITY
XOM	3.5%	+0.0%	+3.8%	66.0%	0.694	BEST · HIGH YIELD · TIGHT · QUALITY
CMG	3.9%	-0.5%	-5.4%	98.5%	0.661	BEST · HIGH YIELD · TIGHT · QUALITY

Highest quality (among listed)

Ranks by the quality component of the composite score (fundamentals / balance-sheet style inputs used in screening). These are the cleaner underlyings among listed CSP names - prefer when you want assignment survivability over max premium.

Ticker	Quality	Day %	Mom 5d %	Ann yield	Score	Tag
GOOG	1.00	-3.6%	-8.6%	65.8%	0.846	BEST · HIGH YIELD · QUALITY · LIQUID
AAPL	1.00	-1.1%	-1.4%	31.0%	0.836	BEST · HIGH YIELD · QUALITY · LIQUID
TSM	1.00	+0.8%	+1.2%	91.0%	0.803	HIGH YIELD · QUALITY · LIQUID
GOOGL	1.00	-3.6%	-9.0%	36.6%	0.800	BEST · HIGH YIELD · TIGHT · QUALITY
V	1.00	+0.3%	-1.8%	60.2%	0.674	HIGH YIELD · WIDE · QUALITY
TXN	1.00	+0.3%	-0.8%	56.1%	0.636	HIGH YIELD · WIDE · QUALITY
ADBE	1.00	-3.4%	+2.4%	52.6%	0.629	HIGH YIELD · WIDE · QUALITY
FTNT	1.00	-1.4%	-3.8%	59.7%	0.596	HIGH YIELD · QUALITY
INTU	1.00	+0.6%	+4.0%	68.7%	0.533	HIGH YIELD · WIDE · QUALITY · HOT
MSFT	1.00	-0.5%	+2.2%	38.2%	0.807	BEST · HIGH YIELD · TIGHT · QUALITY

Watchouts (do not chase blindly)

Flagged CSP names with wide spreads and/or very high annualized yield. Treat as caution list - verify liquidity and event risk before selling premium.

Ticker	Issue	Day %	Mom 5d %	Ann yield	Spread	Score
NFLX	very high yield	-2.0%	+1.7%	93.7%	3.5%	0.879
NVDA	very high yield	-0.0%	+2.6%	46.2%	3.1%	0.868
AMZN	very high yield	-2.1%	-1.9%	42.6%	6.7%	0.863
ORCL	very high yield	-3.7%	-0.2%	157.7%	3.3%	0.849
GOOG	very high yield	-3.6%	-8.6%	65.8%	6.0%	0.846
WMT	very high yield	+0.5%	+1.5%	55.4%	7.8%	0.834
HOOD	very high yield	-0.1%	+0.9%	133.0%	7.0%	0.824
MSFT	very high yield	-0.5%	+2.2%	38.2%	3.3%	0.807
TSM	very high yield	+0.8%	+1.2%	91.0%	13.2%	0.803
GOOGL	very high yield	-3.6%	-9.0%	36.6%	4.5%	0.800

Sector mix (top decile)

Sector counts among the top score decile - a quick check for concentration risk (e.g. all tech) in the highest-ranked names.

Technology: 12
Communication Services: 4
Financial Services: 4
Consumer Cyclical: 2
Consumer Defensive: 1
Healthcare: 1
Basic Materials: 1

Top 20 vs full set

Mean metrics for the top 20 scored names versus the full scored universe. Helps see whether leaders are richer in IV/yield or simply cleaner on spreads and composite score.

Metric	Top 20	Full
Mean ATM IV	42.3%	42.5%
Mean IVR	—	—
Mean rel spread	9.2%	44.0%
Mean CSP ann yield	75.4%	68.5%
Mean score	0.802	0.537

Data notes

Coverage diagnostics for this run: missing fields and OI/IVR gaps that can mute or bias scores.

CSP yield missing: 26/259 (10%)
IV rank missing: 259/259 (100%)
rel spread missing: 0/259 (0%)
market cap missing: 1/259 (0%)
OI unavailable (quote-depth scoring): 0/259
IVR history thin/neutral: 259/259