42 symbols · prices Fri Oct 9, 2026 close · IV mostly Oct 7–8 (older dates flagged) · entry date Mon Oct 12
| Symbol | Score | Price | Legs | Exp · DTE | Cr / Db | Max profit | Max loss | Return | Annual | POP | BE dist. | |Δ| | IV rank | Edge @HV | L T V C E |
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Each row is one model-priced trade, per contract. Weekly Friday expirations are assumed for every symbol; confirm the date is listed. Click a row to open it in Trade Analysis. POP is the risk-neutral lognormal probability of finishing past breakeven at the snapshot IV. Edge @HV is a model estimate, not a forecast.
Opens with the trade you clicked. Overwrite spot, IV and each leg's live mid with your broker's numbers; every figure updates. Multiplier 100.
| Side | Type | Strike | DTE | IV % | Model | Live mid |
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Leave Live mid blank to use the model price. Calendar and diagonal payoffs are valued at the front expiration with the back leg priced by model.
Solid: P/L at expiration. Blue dashed: model P/L if you exit on the chosen day at today's IV. Red dashed: your stop. Early exits capture less than the expiration payoff because short legs keep time value.
The stop is a plan, not a guarantee. Options can gap past it on news, earnings or the open, and a stop order on a multi-leg spread can fill far from your level. Max loss below still assumes the worst case.
Underlying ranking at a 30-day horizon with each stock's best-fit strategy, using the Screener's score weights. Click a row to screen that symbol.
| # | Ticker | Price | Trend | RSI | IV / HV | IV rank | Earnings | L T V C E | Score | Best-fit strategy |
|---|
Left of 1.0, options cost less than the stock has been moving: buyers have the edge. Right and high, sellers do.
Paste fresh numbers from your broker to rescore a name or add a new one. An existing ticker is overwritten, and the next scan uses it.
Positions you are planning or holding, saved in this browser only. Opens with the Oct 10 scan plan (model estimates).
| Ticker | Strategy | Legs | Contracts | Max loss | Max profit | Bucket |
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Weekly SPY iron condor income rule, approved for paper trading on Oct 10, 2026. Nothing on this tab is a signal to trade real money.
| Underlying | SPY (XSP is an acceptable cash-settled alternative) |
|---|---|
| When | Once a week, on the first trading day |
| Expiration | Nearest expiration to 30 calendar days out |
| Short strikes | Put about 13 delta, call about 13 delta (use the live chain's deltas) |
| Wings | $27 beyond each short strike (≈3.5% of SPY); round to listed strikes |
| Entry price | Limit at mid; accept no worse than mid − $0.05 for the whole condor |
| Size | 1 condor (max loss ≈ $2,400–2,500). Combined open max loss ≤ $20,000 |
| Exit | Hold to expiration. Close if the condor's mark loss reaches 3× the credit received (checked at the close). Close any in-the-money spread the day before expiration |
| Never | Adjust, roll, add size after a loss, or skip the stop |
Model: ATM IV = 0.90 × VIX; put IV × (1 + 0.30·|z|), call IV × (1 − 0.12·z); strike nearest 13 delta; 30/365 years, r 3.9%, SPY yield 1.7%. Same engine as the backtest. Reference credits: VIX 14 → ~10% of width, 17 → 11%, 20 → 12%, 25 → 14%. The expiration date skips weekends only; confirm it is listed.
| Entry | Exp | Strikes (LP/SP/SC/LC) | SPY | VIX | Mid | Fill | Slip | Cr % wd | Max loss | Exit | Exit debit | P/L | Notes |
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P/L = (fill credit − exit debit) × 100 × condors, before commissions. Slippage = mid − fill per condor. Max loss = (wider wing − fill credit) × 100 × condors. Backtest expectations: about 85% winners and average credit ≈ 10% of width at VIX 14.