Wheel Screener: Opportunity Report

Generated on 2026-08-12T14:01:03Z · config hash ff8966202d99 · options data alpaca https://paper-api.alpaca.markets

Snapshot

Metric	Value
Universe / processed	275 / 275
Scored	263
With CSP setup	236
Skipped	12
Elapsed	10m01s
Score range	0.265 – 0.873
Median score	0.537
Hot-run haircut	68

Skipped: earnings 12

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	TSM	BEST · HIGH YIELD · TIGHT · QUALITY	0.873	430.50	+2.0%	+1.2%	422.5	2	2%	2.50	107.8%	2.8%	$42,250	42%	CSP ~108% ann; $422.5p / 2d / 2% OTM; spread 2.8%; ATM IV 42%; earn 2026-10-15
2	NVDA	BEST · HIGH YIELD · TIGHT · QUALITY	0.863	223.22	+2.7%	+2.6%	217.5	9	3%	2.54	47.3%	3.6%	$21,750	34%	CSP ~47% ann; $217.5p / 9d / 3% OTM; spread 3.6%; ATM IV 34%; earn 2026-08-26
3	AMZN	BEST · HIGH YIELD · TIGHT · QUALITY	0.853	271.43	-0.3%	-1.9%	265.0	9	2%	2.33	35.7%	4.7%	$26,500	29%	CSP ~36% ann; $265p / 9d / 2% OTM; spread 4.7%; ATM IV 29%; earn 2026-10-29
4	ORCL	BEST · HIGH YIELD · QUALITY · LIQUID	0.848	150.48	+3.5%	-0.2%	146.0	2	3%	1.31	163.1%	5.4%	$14,600	71%	CSP ~163% ann; $146p / 2d / 3% OTM; spread 5.4%; ATM IV 71%; earn 2026-09-10
5	GOOG	BEST · HIGH YIELD · QUALITY · LIQUID	0.841	343.01	+0.0%	-8.6%	337.5	2	2%	1.50	81.4%	6.0%	$33,750	35%	CSP ~81% ann; $337.5p / 2d / 2% OTM; spread 6.0%; ATM IV 35%; earn 2026-10-28
6	AAPL	BEST · HIGH YIELD · QUALITY · LIQUID	0.823	303.00	-0.6%	-1.4%	300.0	5	1%	1.70	41.4%	5.9%	$30,000	23%	CSP ~41% ann; $300p / 5d / 1% OTM; spread 5.9%; IVR 8 (cheap); earn 2026-10-29
7	NFLX	BEST · HIGH YIELD · TIGHT · QUALITY	0.815	73.89	-1.2%	+1.7%	72.0	9	3%	0.62	34.9%	3.2%	$7,200	36%	CSP ~35% ann; $72p / 9d / 3% OTM; spread 3.2%; ATM IV 36%; earn 2026-10-20
8	HOOD	BEST · HIGH YIELD · QUALITY · LIQUID	0.809	94.50	+0.1%	+0.9%	90.0	9	5%	1.81	81.8%	6.1%	$9,000	70%	CSP ~82% ann; $90p / 9d / 5% OTM; spread 6.1%; ATM IV 70%; earn 2026-11-04
9	GOOGL	BEST · HIGH YIELD · QUALITY · LIQUID	0.798	343.94	+0.0%	-9.0%	335.0	9	3%	3.01	36.4%	8.0%	$33,500	30%	CSP ~36% ann; $335p / 9d / 3% OTM; spread 8.0%; ATM IV 30%; earn 2026-10-28
10	MSFT	BEST · HIGH YIELD · QUALITY · LIQUID	0.784	495.60	-1.6%	+2.2%	485.0	5	2%	2.63	39.6%	10.6%	$48,500	27%	CSP ~40% ann; $485p / 5d / 2% OTM; ATM IV 27%; earn 2026-10-28
11	AVGO	BEST · HIGH YIELD · QUALITY · LIQUID	0.769	422.33	+1.5%	-0.5%	410.0	9	3%	5.97	59.1%	10.2%	$41,000	41%	CSP ~59% ann; $410p / 9d / 3% OTM; ATM IV 41%; earn 2026-09-02
12	TSLA	BEST · HIGH YIELD · TIGHT · LIQUID	0.763	328.88	-1.2%	+1.7%	320.0	5	3%	2.28	51.9%	4.8%	$32,000	37%	CSP ~52% ann; $320p / 5d / 3% OTM; spread 4.8%; ATM IV 37%; earn 2026-10-21
13	SMCI	BEST · HIGH YIELD · LIQUID	0.758	36.94	+16.6%	-0.3%	34.0	9	8%	0.97	115.1%	11.4%	$3,400	104%	CSP ~115% ann; $34p / 9d / 8% OTM; ATM IV 104%; earn 2026-08-11
14	SOFI	BEST · HIGH YIELD · LIQUID	0.751	17.91	-0.5%	-3.9%	17.0	9	5%	0.15	37.0%	6.5%	$1,700	55%	CSP ~37% ann; $17p / 9d / 5% OTM; spread 6.5%; ATM IV 55%; earn 2026-10-27
15	INTC	BEST · HIGH YIELD · LIQUID	0.748	102.38	+4.8%	-3.1%	97.0	9	5%	2.54	106.2%	6.3%	$9,700	71%	CSP ~106% ann; $97p / 9d / 5% OTM; spread 6.3%; ATM IV 71%; earn 2026-10-22
16	CRM	BEST · HIGH YIELD · QUALITY · HOT	0.745	193.12	-2.2%	+3.4%	190.0	2	2%	1.27	122.5%	10.2%	$19,000	44%	CSP ~122% ann; $190p / 2d / 2% OTM; ATM IV 44%; day -2.2%; mom5 3.4%; mom haircu
17	CRWV	BEST · HIGH YIELD · TIGHT · LIQUID	0.737	106.48	+17.9%	-1.7%	100.0	9	6%	2.90	117.4%	4.5%	$10,000	116%	CSP ~117% ann; $100p / 9d / 6% OTM; spread 4.5%; ATM IV 116%; earn 2026-08-11
18	QCOM	HIGH YIELD · QUALITY · LIQUID	0.734	164.74	+1.3%	+0.0%	160.0	9	3%	2.75	69.8%	12.7%	$16,000	52%	CSP ~70% ann; $160p / 9d / 3% OTM; ATM IV 52%; earn 2026-10-29
19	PLTR	BEST · HIGH YIELD · TIGHT · QUALITY	0.730	170.47	-2.6%	+7.5%	165.0	2	3%	1.20	132.7%	1.7%	$16,500	55%	CSP ~133% ann; $165p / 2d / 3% OTM; spread 1.7%; ATM IV 55%; day -2.6%; mom5 7.5
20	MRVL	HIGH YIELD · QUALITY · LIQUID	0.723	223.62	+5.3%	-2.9%	210.0	9	6%	5.69	109.8%	12.5%	$21,000	95%	CSP ~110% ann; $210p / 9d / 6% OTM; ATM IV 95%; earn 2026-08-27

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.

TSM — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.873

Spot 430.50 · mkt cap $2189.0B · beta 1.26 · weeklies=no
CSP sell 422.5p exp 2026-08-14 (2d, 1.9% OTM)
quote bid/mid/ask 2.46 / 2.50 / 2.53 · spread 2.8% · ann yield 107.8% · capital ~$42,250 / contract
CC path 440.0c 2026-08-14 (2d) · ann 98.1%
IV ATM 42.3% · IVR — · HV20 44.4% · IV/HV 0.95
Scores Q ██████████ 1.00 · Liq █████████░ 0.94 · Spr █████████░ 0.88 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.79
Flags iv_metrics_missing
Why CSP ~108% ann; $422.5p / 2d / 2% OTM; spread 2.8%; ATM IV 42%; earn 2026-10-15

NVDA — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.863

Spot 223.22 · mkt cap $5268.1B · beta 2.21 · weeklies=no
CSP sell 217.5p exp 2026-08-21 (9d, 2.6% OTM)
quote bid/mid/ask 2.49 / 2.54 / 2.58 · spread 3.6% · ann yield 47.3% · capital ~$21,750 / contract
CC path 230.0c 2026-08-21 (9d) · ann 38.0%
IV ATM 33.5% · IVR — · HV20 40.3% · IV/HV 0.83
Scores Q ██████████ 0.95 · Liq ██████████ 1.00 · Spr ██████████ 1.00 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl █████░░░░░ 0.51
Flags iv_metrics_missing
Why CSP ~47% ann; $217.5p / 9d / 3% OTM; spread 3.6%; ATM IV 34%; earn 2026-08-26

AMZN — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.853

Spot 271.43 · mkt cap $2936.8B · beta 1.45 · weeklies=no
CSP sell 265.0p exp 2026-08-21 (9d, 2.4% OTM)
quote bid/mid/ask 2.28 / 2.33 / 2.39 · spread 4.7% · ann yield 35.7% · capital ~$26,500 / contract
CC path 277.5c 2026-08-21 (9d) · ann 42.0%
IV ATM 29.0% · IVR — · HV20 61.6% · IV/HV 0.47
Scores Q ██████████ 0.96 · Liq ██████████ 1.00 · Spr ████████░░ 0.77 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.74
Flags iv_metrics_missing
Why CSP ~36% ann; $265p / 9d / 2% OTM; spread 4.7%; ATM IV 29%; earn 2026-10-29

ORCL — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.848

Spot 150.48 · mkt cap $419.1B · beta 1.72 · weeklies=no
CSP sell 146.0p exp 2026-08-14 (2d, 3.0% OTM)
quote bid/mid/ask 1.27 / 1.31 / 1.34 · spread 5.4% · ann yield 163.1% · capital ~$14,600 / contract
CC path 155.0c 2026-08-14 (2d) · ann 181.3%
IV ATM 70.6% · IVR — · HV20 66.1% · IV/HV 1.07
Scores Q █████████░ 0.88 · Liq ██████████ 1.00 · Spr █████████░ 0.93 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ██████░░░░ 0.64
Flags iv_metrics_missing
Why CSP ~163% ann; $146p / 2d / 3% OTM; spread 5.4%; ATM IV 71%; earn 2026-09-10

GOOG — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.841

Spot 343.01 · mkt cap $4194.9B · beta 1.24 · weeklies=no
CSP sell 337.5p exp 2026-08-14 (2d, 1.6% OTM)
quote bid/mid/ask 1.46 / 1.50 / 1.55 · spread 6.0% · ann yield 81.4% · capital ~$33,750 / contract
CC path 350.0c 2026-08-14 (2d) · ann 62.8%
IV ATM 35.0% · IVR — · HV20 51.6% · IV/HV 0.68
Scores Q ██████████ 1.00 · Liq ████████░░ 0.82 · Spr ████████░░ 0.82 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.78
Flags iv_metrics_missing
Why CSP ~81% ann; $337.5p / 2d / 2% OTM; spread 6.0%; ATM IV 35%; earn 2026-10-28

AAPL — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.823

Spot 303.00 · mkt cap $4449.9B · beta 1.09 · weeklies=no
CSP sell 300.0p exp 2026-08-17 (5d, 1.0% OTM)
quote bid/mid/ask 1.65 / 1.70 / 1.75 · spread 5.9% · ann yield 41.4% · capital ~$30,000 / contract
CC path 310.0c 2026-08-21 (9d) · ann 25.1%
IV ATM 23.4% · IVR 8 · HV20 35.2% · IV/HV 0.66
Scores Q ██████████ 1.00 · Liq ██████████ 1.00 · Spr ████████░░ 0.78 · Yld ██████████ 1.00 · IV ██░░░░░░░░ 0.20 · Whl ████████░░ 0.76
Why CSP ~41% ann; $300p / 5d / 1% OTM; spread 5.9%; IVR 8 (cheap); earn 2026-10-29

NFLX — BEST · HIGH YIELD · TIGHT · QUALITY · score 0.815

Spot 73.89 · mkt cap $311.4B · beta 1.51 · weeklies=no
CSP sell 72.0p exp 2026-08-21 (9d, 2.6% OTM)
quote bid/mid/ask 0.61 / 0.62 / 0.63 · spread 3.2% · ann yield 34.9% · capital ~$7,200 / contract
CC path 76.0c 2026-08-21 (9d) · ann 43.2%
IV ATM 36.4% · IVR — · HV20 36.9% · IV/HV 0.99
Scores Q ██████████ 0.99 · Liq ██████████ 1.00 · Spr ███████░░░ 0.68 · Yld ███████░░░ 0.75 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.77
Flags iv_metrics_missing
Why CSP ~35% ann; $72p / 9d / 3% OTM; spread 3.2%; ATM IV 36%; earn 2026-10-20

HOOD — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.809

Spot 94.50 · mkt cap $84.9B · beta 2.32 · weeklies=no
CSP sell 90.0p exp 2026-08-21 (9d, 4.8% OTM)
quote bid/mid/ask 1.76 / 1.81 / 1.87 · spread 6.1% · ann yield 81.8% · capital ~$9,000 / contract
CC path 97.0c 2026-08-14 (2d) · ann 198.5%
IV ATM 70.2% · IVR — · HV20 60.8% · IV/HV 1.15
Scores Q █████████░ 0.86 · Liq ██████████ 1.00 · Spr ████████░░ 0.78 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl █████░░░░░ 0.53
Flags iv_metrics_missing
Why CSP ~82% ann; $90p / 9d / 5% OTM; spread 6.1%; ATM IV 70%; 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
CIEN	402.8%	+10.0%	-5.7%	412.5	2	65.8%	0.464	HIGH YIELD · WIDE · QUALITY
BE	373.3%	+13.6%	-7.4%	230.0	2	22.3%	0.604	HIGH YIELD · WIDE · QUALITY
ADSK	315.2%	-1.8%	+6.1%	240.0	2	196.6%	0.435	HIGH YIELD · WIDE · QUALITY · HOT
ALAB	310.5%	+3.8%	-13.7%	310.0	2	19.1%	0.578	HIGH YIELD · WIDE · QUALITY
DELL	300.1%	+5.4%	-5.6%	450.0	2	11.9%	0.688	BEST · HIGH YIELD · QUALITY
MARA	297.8%	+3.4%	-17.6%	9.5	2	6.5%	0.553	BEST · HIGH YIELD · LIQUID
MRNA	258.3%	+1.4%	+6.3%	59.0	2	130.5%	0.497	HIGH YIELD · WIDE · HOT
OSCR	246.7%	+1.7%	-7.9%	27.0	2	57.5%	0.521	HIGH YIELD · WIDE
RKLB	225.2%	+1.4%	+7.4%	77.0	2	6.3%	0.576	BEST · HIGH YIELD · LIQUID · HOT
LRCX	224.8%	+5.2%	-2.0%	315.0	2	27.8%	0.612	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	1.7%	-2.6%	+7.5%	132.7%	0.730	BEST · HIGH YIELD · TIGHT · QUALITY
TSM	2.8%	+2.0%	+1.2%	107.8%	0.873	BEST · HIGH YIELD · TIGHT · QUALITY
NFLX	3.2%	-1.2%	+1.7%	34.9%	0.815	BEST · HIGH YIELD · TIGHT · QUALITY
TQQQ	3.4%	+3.2%	-2.4%	145.0%	0.687	BEST · HIGH YIELD · TIGHT · LIQUID
NVDA	3.6%	+2.7%	+2.6%	47.3%	0.863	BEST · HIGH YIELD · TIGHT · QUALITY
SPCX	3.7%	+2.8%	+6.4%	92.2%	0.696	BEST · HIGH YIELD · TIGHT · LIQUID
CRWV	4.5%	+17.9%	-1.7%	117.4%	0.737	BEST · HIGH YIELD · TIGHT · LIQUID
UBER	4.6%	-2.1%	+9.1%	47.0%	0.608	BEST · HIGH YIELD · TIGHT · QUALITY
AMZN	4.7%	-0.3%	-1.9%	35.7%	0.853	BEST · HIGH YIELD · TIGHT · QUALITY
TSLA	4.8%	-1.2%	+1.7%	51.9%	0.763	BEST · HIGH YIELD · TIGHT · LIQUID

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
TSM	1.00	+2.0%	+1.2%	107.8%	0.873	BEST · HIGH YIELD · TIGHT · QUALITY
GOOG	1.00	+0.0%	-8.6%	81.4%	0.841	BEST · HIGH YIELD · QUALITY · LIQUID
AAPL	1.00	-0.6%	-1.4%	41.4%	0.823	BEST · HIGH YIELD · QUALITY · LIQUID
GOOGL	1.00	+0.0%	-9.0%	36.4%	0.798	BEST · HIGH YIELD · QUALITY · LIQUID
ADBE	1.00	-1.8%	+2.4%	55.1%	0.629	HIGH YIELD · WIDE · QUALITY
TXN	1.00	+2.0%	-0.8%	53.6%	0.628	HIGH YIELD · WIDE · QUALITY
V	1.00	-0.5%	-1.8%	26.2%	0.611	HIGH YIELD · WIDE · QUALITY
FTNT	1.00	+0.4%	-3.8%	65.5%	0.596	HIGH YIELD · QUALITY
INTU	1.00	-1.8%	+4.0%	66.4%	0.540	HIGH YIELD · WIDE · QUALITY · HOT
MSFT	1.00	-1.6%	+2.2%	39.6%	0.784	BEST · HIGH YIELD · QUALITY · LIQUID

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
TSM	very high yield	+2.0%	+1.2%	107.8%	2.8%	0.873
NVDA	very high yield	+2.7%	+2.6%	47.3%	3.6%	0.863
AMZN	very high yield	-0.3%	-1.9%	35.7%	4.7%	0.853
ORCL	very high yield	+3.5%	-0.2%	163.1%	5.4%	0.848
GOOG	very high yield	+0.0%	-8.6%	81.4%	6.0%	0.841
AAPL	very high yield	-0.6%	-1.4%	41.4%	5.9%	0.823
HOOD	very high yield	+0.1%	+0.9%	81.8%	6.1%	0.809
GOOGL	very high yield	+0.0%	-9.0%	36.4%	8.0%	0.798
MSFT	wide spread, very high yield	-1.6%	+2.2%	39.6%	10.6%	0.784
AVGO	very high yield	+1.5%	-0.5%	59.1%	10.2%	0.769

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: 15
Financial Services: 4
Communication Services: 3
Consumer Cyclical: 2
Basic Materials: 1
Industrials: 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	53.4%	46.7%
Mean IVR	8.099	37.788
Mean rel spread	10.1%	53.4%
Mean CSP ann yield	79.5%	84.7%
Mean score	0.788	0.534

Data notes

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

CSP yield missing: 27/263 (10%)
IV rank missing: 261/263 (99%)
rel spread missing: 0/263 (0%)
market cap missing: 1/263 (0%)
OI unavailable (quote-depth scoring): 0/263
IVR history thin/neutral: 261/263