Generated on 2026-08-12T14:01:03Z · config hash ff8966202d99 · options data alpaca https://paper-api.alpaca.markets
| 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
mid/strike × 365/dte - it is not the expected wheel CAGR.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 |
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.
2026-08-14 (2d, 1.9% OTM)2.46 / 2.50 / 2.53 · spread 2.8% · ann yield 107.8% · capital ~$42,250 / contract2026-08-14 (2d) · ann 98.1%██████████ 1.00 · Liq █████████░ 0.94 · Spr █████████░ 0.88 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.79iv_metrics_missing2026-08-21 (9d, 2.6% OTM)2.49 / 2.54 / 2.58 · spread 3.6% · ann yield 47.3% · capital ~$21,750 / contract2026-08-21 (9d) · ann 38.0%██████████ 0.95 · Liq ██████████ 1.00 · Spr ██████████ 1.00 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl █████░░░░░ 0.51iv_metrics_missing2026-08-21 (9d, 2.4% OTM)2.28 / 2.33 / 2.39 · spread 4.7% · ann yield 35.7% · capital ~$26,500 / contract2026-08-21 (9d) · ann 42.0%██████████ 0.96 · Liq ██████████ 1.00 · Spr ████████░░ 0.77 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.74iv_metrics_missing2026-08-14 (2d, 3.0% OTM)1.27 / 1.31 / 1.34 · spread 5.4% · ann yield 163.1% · capital ~$14,600 / contract2026-08-14 (2d) · ann 181.3%█████████░ 0.88 · Liq ██████████ 1.00 · Spr █████████░ 0.93 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ██████░░░░ 0.64iv_metrics_missing2026-08-14 (2d, 1.6% OTM)1.46 / 1.50 / 1.55 · spread 6.0% · ann yield 81.4% · capital ~$33,750 / contract2026-08-14 (2d) · ann 62.8%██████████ 1.00 · Liq ████████░░ 0.82 · Spr ████████░░ 0.82 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.78iv_metrics_missing2026-08-17 (5d, 1.0% OTM)1.65 / 1.70 / 1.75 · spread 5.9% · ann yield 41.4% · capital ~$30,000 / contract2026-08-21 (9d) · ann 25.1%██████████ 1.00 · Liq ██████████ 1.00 · Spr ████████░░ 0.78 · Yld ██████████ 1.00 · IV ██░░░░░░░░ 0.20 · Whl ████████░░ 0.762026-08-21 (9d, 2.6% OTM)0.61 / 0.62 / 0.63 · spread 3.2% · ann yield 34.9% · capital ~$7,200 / contract2026-08-21 (9d) · ann 43.2%██████████ 0.99 · Liq ██████████ 1.00 · Spr ███████░░░ 0.68 · Yld ███████░░░ 0.75 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.77iv_metrics_missing2026-08-21 (9d, 4.8% OTM)1.76 / 1.81 / 1.87 · spread 6.1% · ann yield 81.8% · capital ~$9,000 / contract2026-08-14 (2d) · ann 198.5%█████████░ 0.86 · Liq ██████████ 1.00 · Spr ████████░░ 0.78 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl █████░░░░░ 0.53iv_metrics_missingSlice 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.
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 |
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 |
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 |
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 counts among the top score decile - a quick check for concentration risk (e.g. all tech) in the highest-ranked names.
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 |
Coverage diagnostics for this run: missing fields and OI/IVR gaps that can mute or bias scores.