Wheel Screener: Opportunity Report

Generated on 2026-08-12T12:51:54Z · config hash ff8966202d99 · options data alpaca https://paper-api.alpaca.markets

Snapshot

Metric Value
Universe / processed 5 / 5
Scored 5
With CSP setup 5
Skipped 0
Elapsed 12s
Score range 0.397 – 0.861
Median score 0.529
Hot-run haircut 3

How to read this

  1. Start with Top opportunities (has CSP quote + ranked score).
  2. Check CSP setup: strike / DTE / OTM% / mid premium / annualized yield / capital at risk.
  3. Prefer TIGHT spreads and QUALITY stocks; treat WIDE or very high yield as caution.
  4. Annualized yield is mid/strike × 365/dte - it is not the expected wheel CAGR.
  5. 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.
  6. Tags are heuristics, not trade advice.

Top opportunities (5)

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 AAPL BEST · HIGH YIELD · QUALITY · LIQUID 0.861 303.99 -1.4% -1.4% 300.0 5 1% 1.53 37.2% 6.5% $30,000 26% CSP ~37% ann; $300p / 5d / 1% OTM; spread 6.5%; ATM IV 26%; earn 2026-10-29
2 ABT HIGH YIELD · WIDE · QUALITY · HOT 0.568 109.75 +1.0% +4.0% 108.0 2 2% 0.32 54.1% 93.7% $10,800 32% CSP ~54% ann; $108p / 2d / 2% OTM; wide spread 94%; ATM IV 32%; day 1.0%; mom5 4
3 ABBV HIGH YIELD · WIDE · QUALITY 0.529 249.99 +0.8% +2.6% 245.0 2 2% 0.98 73.0% 83.7% $24,500 30% CSP ~73% ann; $245p / 2d / 2% OTM; wide spread 84%; ATM IV 30%; earn 2026-10-29
4 ACN HIGH YIELD · WIDE · QUALITY · HOT 0.526 179.81 +0.9% +5.5% 175.0 2 3% 1.45 151.2% 149.0% $17,500 54% CSP ~151% ann; $175p / 2d / 3% OTM; wide spread 149%; ATM IV 54%; day 0.9%; mom5
5 ABNB HIGH YIELD · WIDE · QUALITY · HOT 0.397 184.93 +0.2% +23.4% 180.0 2 3% 0.74 75.5% 20.1% $18,000 46% CSP ~76% ann; $180p / 2d / 3% OTM; wide spread 20%; ATM IV 46%; day 0.2%; mom5 2

Opportunity cards (top 5)

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.

AAPL — BEST · HIGH YIELD · QUALITY · LIQUID · score 0.861

ABT — HIGH YIELD · WIDE · QUALITY · HOT · score 0.568

ABBV — HIGH YIELD · WIDE · QUALITY · score 0.529

ACN — HIGH YIELD · WIDE · QUALITY · HOT · score 0.526

ABNB — HIGH YIELD · WIDE · QUALITY · HOT · score 0.397

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
ACN 151.2% +0.9% +5.5% 175.0 2 149.0% 0.526 HIGH YIELD · WIDE · QUALITY · HOT
ABNB 75.5% +0.2% +23.4% 180.0 2 20.1% 0.397 HIGH YIELD · WIDE · QUALITY · HOT
ABBV 73.0% +0.8% +2.6% 245.0 2 83.7% 0.529 HIGH YIELD · WIDE · QUALITY
ABT 54.1% +1.0% +4.0% 108.0 2 93.7% 0.568 HIGH YIELD · WIDE · QUALITY · HOT
AAPL 37.2% -1.4% -1.4% 300.0 5 6.5% 0.861 BEST · HIGH YIELD · QUALITY · LIQUID

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
AAPL 6.5% -1.4% -1.4% 37.2% 0.861 BEST · HIGH YIELD · QUALITY · LIQUID
ABNB 20.1% +0.2% +23.4% 75.5% 0.397 HIGH YIELD · WIDE · QUALITY · HOT
ABBV 83.7% +0.8% +2.6% 73.0% 0.529 HIGH YIELD · WIDE · QUALITY
ABT 93.7% +1.0% +4.0% 54.1% 0.568 HIGH YIELD · WIDE · QUALITY · HOT
ACN 149.0% +0.9% +5.5% 151.2% 0.526 HIGH YIELD · WIDE · QUALITY · HOT

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
AAPL 1.00 -1.4% -1.4% 37.2% 0.861 BEST · HIGH YIELD · QUALITY · LIQUID
ABNB 0.97 +0.2% +23.4% 75.5% 0.397 HIGH YIELD · WIDE · QUALITY · HOT
ACN 0.93 +0.9% +5.5% 151.2% 0.526 HIGH YIELD · WIDE · QUALITY · HOT
ABT 0.87 +1.0% +4.0% 54.1% 0.568 HIGH YIELD · WIDE · QUALITY · HOT
ABBV 0.76 +0.8% +2.6% 73.0% 0.529 HIGH YIELD · WIDE · 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
AAPL very high yield -1.4% -1.4% 37.2% 6.5% 0.861
ABT wide spread, very high yield +1.0% +4.0% 54.1% 93.7% 0.568
ABBV wide spread, very high yield +0.8% +2.6% 73.0% 83.7% 0.529
ACN wide spread, very high yield +0.9% +5.5% 151.2% 149.0% 0.526
ABNB wide spread, very high yield +0.2% +23.4% 75.5% 20.1% 0.397

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.

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 37.7% 37.7%
Mean IVR
Mean rel spread 32.4% 32.4%
Mean CSP ann yield 78.2% 78.2%
Mean score 0.576 0.576

Data notes

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