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

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 (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

Spot 303.99 · mkt cap $4449.9B · beta 1.09 · weeklies=no
CSP sell 300.0p exp 2026-08-17 (5d, 1.3% OTM)
quote bid/mid/ask 1.48 / 1.53 / 1.58 · spread 6.5% · ann yield 37.2% · capital ~$30,000 / contract
CC path 312.5c 2026-08-21 (9d) · ann 25.7%
IV ATM 26.0% · IVR — · HV20 38.4% · IV/HV 0.68
Scores Q ██████████ 1.00 · Liq ██████████ 1.00 · Spr ████████░░ 0.75 · Yld ██████████ 1.00 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.73
Flags iv_metrics_missing
Why CSP ~37% ann; $300p / 5d / 1% OTM; spread 6.5%; ATM IV 26%; earn 2026-10-29

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

Spot 109.75 · mkt cap $189.9B · beta 0.58 · weeklies=no
CSP sell 108.0p exp 2026-08-14 (2d, 1.6% OTM)
quote bid/mid/ask 0.17 / 0.32 / 0.47 · spread 93.7% · ann yield 54.1% · capital ~$10,800 / contract
CC path 112.0c 2026-08-21 (9d) · ann 27.2%
IV ATM 31.6% · IVR — · HV20 39.9% · IV/HV 0.79
Scores Q █████████░ 0.87 · Liq ██████░░░░ 0.55 · Spr ███░░░░░░░ 0.27 · Yld █████░░░░░ 0.49 · IV █████░░░░░ 0.50 · Whl ███████░░░ 0.74
Flags wide_spreads, hot_run, iv_metrics_missing
Why CSP ~54% ann; $108p / 2d / 2% OTM; wide spread 94%; ATM IV 32%; day 1.0%; mom5 4.0%; mom haircut 4%; earn 2026-10-14

ABBV — HIGH YIELD · WIDE · QUALITY · score 0.529

Spot 249.99 · mkt cap $441.9B · beta 0.28 · weeklies=no
CSP sell 245.0p exp 2026-08-14 (2d, 2.0% OTM)
quote bid/mid/ask 0.57 / 0.98 / 1.39 · spread 83.7% · ann yield 73.0% · capital ~$24,500 / contract
CC path 255.0c 2026-08-14 (2d) · ann 56.5%
IV ATM 30.4% · IVR — · HV20 — · IV/HV —
Scores Q ████████░░ 0.76 · Liq ██████░░░░ 0.59 · Spr ███░░░░░░░ 0.29 · Yld ███░░░░░░░ 0.34 · IV █████░░░░░ 0.50 · Whl █████░░░░░ 0.51
Flags wide_spreads, iv_metrics_missing
Why CSP ~73% ann; $245p / 2d / 2% OTM; wide spread 84%; ATM IV 30%; earn 2026-10-29

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

Spot 179.81 · mkt cap $110.0B · beta 1.07 · weeklies=no
CSP sell 175.0p exp 2026-08-14 (2d, 2.7% OTM)
quote bid/mid/ask 0.37 / 1.45 / 2.53 · spread 149.0% · ann yield 151.2% · capital ~$17,500 / contract
CC path 185.0c 2026-08-14 (2d) · ann 126.3%
IV ATM 54.3% · IVR — · HV20 48.9% · IV/HV 1.11
Scores Q █████████░ 0.93 · Liq █████░░░░░ 0.52 · Spr ███░░░░░░░ 0.29 · Yld ███░░░░░░░ 0.34 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.76
Flags wide_spreads, hot_run, iv_metrics_missing
Why CSP ~151% ann; $175p / 2d / 3% OTM; wide spread 149%; ATM IV 54%; day 0.9%; mom5 5.5%; mom haircut 10%; earn 2026-10-01

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

Spot 184.93 · mkt cap $110.8B · beta 1.14 · weeklies=no
CSP sell 180.0p exp 2026-08-14 (2d, 2.7% OTM)
quote bid/mid/ask 0.67 / 0.74 / 0.82 · spread 20.1% · ann yield 75.5% · capital ~$18,000 / contract
CC path 190.0c 2026-08-21 (9d) · ann 40.9%
IV ATM 46.0% · IVR — · HV20 — · IV/HV —
Scores Q ██████████ 0.97 · Liq █████░░░░░ 0.51 · Spr ███░░░░░░░ 0.29 · Yld █████░░░░░ 0.49 · IV █████░░░░░ 0.50 · Whl ████████░░ 0.76
Flags wide_spreads, hot_run, iv_metrics_missing
Why CSP ~76% ann; $180p / 2d / 3% OTM; wide spread 20%; ATM IV 46%; day 0.2%; mom5 23.4%; mom haircut 35%; earn 2026-11-05

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.

Technology: 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	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.

CSP yield missing: 0/5 (0%)
IV rank missing: 5/5 (100%)
rel spread missing: 0/5 (0%)
market cap missing: 0/5 (0%)
OI unavailable (quote-depth scoring): 0/5
IVR history thin/neutral: 5/5