Wheel Screener

Cash-secured puts and covered calls ranked by excess annualized expected return. Methodology
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Symbol / SideUnderlying ticker (click for full quote page) and option side: PUT = cash-secured put, CALL = covered call.
Strike, Expiry, DTEContract strike price, expiration date, and days-to-expiration (calendar). The screener considers DTE 5–95.
% OTMHow far the strike is from the underlying, as a percent. Puts have strike < price; calls have strike > price.
Price / MidCurrent underlying spot, and the option's (bid + ask) / 2. Mid is used for all yield calcs.
Δ (delta)Risk-neutral first derivative. For puts, |delta| ≈ market-implied P(assignment).
OIOpen interest on the specific contract. The screener requires OI ≥ 50 + extra sanity for thin contracts.
Raw yield(mid / strike) × (365 / DTE). The naive number every wheel screener prints — see methodology for why it's misleading.
p(impl)Market-implied P(breach) = |short delta|.
p(hist 5y)Empirical P(breach) over the full 5-year price tape at this (DTE, moneyness%) — the historical anchor.
p(hist 1y)Same calculation over the trailing 252 trading days only. Use to see if the recent regime differs from the 5y baseline.
Drift(p(hist 1y) / p(hist 5y) − 1) × 100. Red > +15%: recent regime breaches more than long-run. Green < −15%: recent regime is calmer.
Gapp(impl) − p(hist 5y). Positive = market is pricing assignment risk above what actually happened (the wheel edge). Negative = market is underpricing assignment.
Cond lossConditional expected loss given assignment, as a fraction of strike: E[(strike − close at expiry) / strike | breach].
Rec 60dEmpirical recovery: P(stock closed ≥ original strike within 42 trading days ≈ 60 calendar days of breach). Higher = more assignments self-resolve via rolling CCs.
Exp annAnnualized expected return per cycle, accounting for breach probability and conditional loss: ((1 − p) × premium + p × (premium − cond_loss × strike)) / strike × (365 / DTE).
RfRisk-free rate at the DTE-tenor (interp'd from the 4-week / 3-month / 6-month / 1-year Treasury curve).
ExcessExp ann − Rf. The honest excess return your CSP earns above a T-bill. Negative = the trade is worse than just buying T-bills.
LiqLiquidity score: oi_factor × spread_factor. Lower = thinner / wider quotes.
ScoreExcess × Liq. The composite ranking column. No black-box weights — every input is exposed.
IVRIV rank: where current IV sits in the trailing 90-day range (0–100). Highlighted orange > 50, red > 75.
BagBag-hold score (0–3): +1 each for negative 5y return, realized vol > 60%, max 1y drawdown > 50%. Leveraged ETFs get an extra +1.
EarnRed dot = earnings inside the DTE window. Realized moves around earnings are unusually large.
LEV / INV badgeLeveraged or inverse ETF tag (LEV3x, LEV2x, INV3x, etc.). Default filter excludes these — see methodology for why.

Results

Symbol Side Strike Expiry DTE % OTM Price Mid Δ OI Raw yield p(impl) p(hist 5y) p(hist 1y) Drift Gap Cond loss Rec 60d Exp ann Rf Excess Liq Score▼ IVR Bag Earn
IMXIPUT$7.0011-201615.8%$8.31$1.18-0.281,619383%27.7%3.4%——+24.3%8.5%—329%4.05%+325%0.652.1151001●
IMXIPUT$8.0011-20163.7%$8.31$1.60-0.362,058456%36.5%23.3%——+13.2%6.2%—405%4.05%+401%0.401.6031001●
NBISPUT$140.0011-1391.1%$141.56$11.95-0.43688346%43.4%36.0%35.4%-2%+7.4%9.8%84%174%4.05%+170%0.811.370401●
NBISPUT$130.0011-1398.2%$141.56$7.47-0.312,593233%31.2%21.6%18.7%-13%+9.7%8.5%82%126%4.05%+122%0.951.155401●
NBISPUT$135.0011-1394.6%$141.56$9.47-0.37606285%37.2%28.9%28.0%-3%+8.3%9.4%84%143%4.05%+139%0.811.123401●
ASTSPUT$35.0011-1391.7%$35.62$2.79-0.42973324%42.3%43.6%44.5%+2%-1.2%9.4%72%158%4.05%+154%0.721.113891●
NBISPUT$133.0011-1396.0%$141.56$8.65-0.35249264%34.7%25.8%24.2%-6%+9.0%9.1%83%136%4.05%+132%0.811.065401●
ASTSPUT$34.0011-1394.5%$35.62$2.33-0.37683277%37.2%35.3%38.0%+8%+1.9%8.8%74%144%4.05%+140%0.721.010891●
NBISPUT$140.0011-20161.1%$141.56$13.82-0.435,660225%42.9%33.9%30.2%-11%+9.0%12.0%82%108%4.05%+104%0.950.988401●
VIAVPUT$29.0011-20161.7%$29.50$2.88-0.42469226%42.0%35.2%13.5%-62%+6.8%5.0%62%179%4.05%+175%0.550.965731●
IMXIPUT$6.0011-201627.8%$8.31$0.68-0.192,308257%19.3%1.1%——+18.2%3.1%—243%4.05%+239%0.400.9561001●
APPPUT$270.0011-1390.6%$271.49$21.20-0.45235318%44.7%36.9%40.5%+10%+7.8%8.1%72%172%4.05%+168%0.550.927701●
NBISPUT$137.0011-1393.2%$141.56$10.40-0.4053308%39.7%32.7%32.0%-2%+7.0%9.6%84%153%4.05%+149%0.620.921401●
NBISPUT$136.0011-1393.9%$141.56$9.97-0.3878297%38.4%30.8%30.0%-3%+7.6%9.5%84%149%4.05%+145%0.620.897401●
QCOMPUT$180.0011-1390.1%$180.09$12.60-0.4661284%46.3%34.1%34.0%-0%+12.2%3.7%75%215%4.05%+211%0.420.890430●
CGONPUT$65.0011-20164.0%$67.71$8.35-0.383,008293%38.3%31.8%22.6%-29%+6.5%7.9%80%224%4.05%+220%0.400.8791000●
NBISPUT$135.0011-20164.6%$141.56$11.38-0.382,172192%37.5%29.3%24.9%-15%+8.2%11.3%81%96%4.05%+92%0.950.873401●
VIAVPUT$28.0011-20165.1%$29.50$2.33-0.37312189%36.9%19.8%6.3%-68%+17.1%4.8%67%149%4.05%+145%0.550.801731●
QCOMPUT$180.0011-20160.1%$180.09$13.80-0.461,680175%45.9%39.2%36.7%-7%+6.7%4.6%70%127%4.05%+122%0.650.796430●
AAOIPUT$55.0011-20167.2%$59.27$4.80-0.34649199%34.2%34.5%18.2%-47%-0.3%11.0%69%112%4.05%+108%0.720.783571●
APPPUT$260.0011-1394.2%$271.49$16.90-0.38123264%37.6%29.4%32.5%+11%+8.2%7.8%71%145%4.05%+141%0.550.778701●
ASTSPUT$32.0011-13910.2%$35.62$1.52-0.28621193%27.5%20.6%23.9%+16%+6.9%7.5%77%110%4.05%+106%0.720.764891●
HPEPUT$50.0011-20160.2%$50.08$2.99-0.467,648136%46.3%33.1%24.3%-27%+13.2%5.3%83%80%4.05%+76%1.000.763790
ARMPUT$190.0011-1391.0%$192.00$11.20-0.441,046239%44.0%36.1%34.9%-4%+7.9%6.6%75%121%4.05%+117%0.650.762341●
AKAMPUT$85.0011-20161.1%$85.93$6.30-0.441,516169%43.6%32.4%27.8%-14%+11.3%4.9%70%121%4.05%+116%0.650.757770●
NBISPUT$125.0011-13911.7%$141.56$5.72-0.26421186%25.5%15.7%12.1%-23%+9.8%7.4%82%109%4.05%+105%0.720.756401●
NETPUT$265.0011-1390.9%$267.50$20.43-0.4459313%44.0%36.6%34.1%-7%+7.3%7.4%75%181%4.05%+177%0.420.746901●
NBISPUT$130.0011-20168.2%$141.56$9.20-0.323,201161%32.2%22.7%17.0%-25%+9.6%10.8%81%82%4.05%+78%0.950.740401●
RKLBPUT$50.0011-1394.6%$52.41$2.67-0.361,873216%36.2%30.4%29.1%-4%+5.8%6.7%74%118%4.05%+114%0.650.739601●
AAOIPUT$55.0011-1397.2%$59.27$4.00-0.3466295%33.6%28.4%22.5%-21%+5.2%8.6%77%178%4.05%+174%0.420.736571●
BEPUT$200.0011-1390.2%$200.40$12.53-0.46640254%46.1%41.7%27.4%-34%+4.4%8.0%67%105%4.05%+101%0.720.731121
CSCOPUT$103.0011-1390.6%$103.61$4.60-0.46205181%45.5%21.4%17.1%-20%+24.1%2.5%79%136%4.05%+131%0.550.727850●
NBISPUT$120.0011-13915.2%$141.56$4.30-0.20395145%20.3%10.2%8.0%-22%+10.1%6.5%81%92%4.05%+87%0.810.706401●
BEPUT$200.0011-20160.2%$200.40$15.75-0.455,781180%45.3%45.0%24.0%-47%+0.3%10.3%61%73%4.05%+69%1.000.692121
APPPUT$255.0011-1396.1%$271.49$14.65-0.34413233%34.1%23.7%26.8%+13%+10.4%7.7%71%127%4.05%+123%0.550.679701●
DELLPUT$370.0011-20160.4%$371.41$23.13-0.461,274143%45.6%31.9%24.7%-23%+13.7%6.5%74%75%4.05%+71%0.950.673681
MRVLPUT$155.0011-1392.8%$159.47$6.13-0.391,180160%38.6%31.6%24.7%-22%+7.0%5.5%79%74%4.05%+70%0.950.669431
NETPUT$250.0011-1396.5%$267.50$13.68-0.3394222%33.1%20.4%15.7%-23%+12.7%7.5%73%121%4.05%+117%0.550.648901●
HPEPUT$50.0011-27230.2%$50.08$4.25-0.45206135%45.1%35.7%25.8%-28%+9.4%5.8%82%94%4.05%+90%0.720.647790●
MXLPUT$55.0011-20163.3%$56.85$4.55-0.401,018189%39.6%36.9%28.1%-24%+2.8%9.4%67%103%4.05%+99%0.650.646321
INTCPUT$58.0011-1390.3%$58.17$2.49-0.47231174%46.8%36.5%27.7%-24%+10.3%4.9%73%82%4.05%+78%0.810.627191
ASTSPUT$32.5011-1398.8%$35.62$1.70-0.3056212%29.8%24.1%27.6%+15%+5.8%7.8%76%117%4.05%+113%0.550.626891●
APPPUT$265.0011-1392.4%$271.49$18.65-0.41105285%41.1%35.6%39.1%+10%+5.5%8.0%72%152%4.05%+147%0.420.623701●
HPEPUT$50.0011-1390.2%$50.08$2.36-0.47198191%46.9%29.4%25.2%-14%+17.5%4.2%84%112%4.05%+108%0.550.594790
AAOIPUT$50.0011-13915.6%$59.27$2.27-0.22230185%21.8%10.8%7.6%-29%+11.1%8.3%83%111%4.05%+107%0.550.592571●
QCOMPUT$172.5011-1394.2%$180.09$8.25-0.36197194%36.4%20.8%19.8%-5%+15.7%3.4%79%144%4.05%+140%0.420.589430●
DHTPUT$22.0011-20160.2%$22.05$1.40-0.471,554145%46.8%37.8%35.6%-6%+9.1%4.8%78%94%4.05%+90%0.650.587680●
ASTSPUT$33.5011-1396.0%$35.62$2.17-0.35130262%34.8%31.3%34.7%+11%+3.5%8.5%74%142%4.05%+138%0.420.584891●
ASTSPUT$35.5011-1390.3%$35.62$3.03-0.45352346%44.9%43.6%44.5%+2%+1.3%9.4%72%175%4.05%+171%0.340.583891●
NBISPUT$140.0011-27231.1%$141.56$14.97-0.43705170%42.6%32.0%28.2%-12%+10.6%12.6%78%84%4.05%+80%0.720.581401●
BEPUT$195.0011-1392.7%$200.40$10.13-0.40317211%39.9%39.3%26.3%-33%+0.6%7.8%68%84%4.05%+80%0.720.581121
COHRPUT$190.0011-1392.8%$195.45$10.80-0.4063231%40.0%27.1%21.3%-22%+12.8%7.5%81%109%4.05%+105%0.550.578451●
NBISPUT$125.0011-201611.7%$141.56$7.35-0.272,099134%27.2%17.6%12.5%-29%+9.6%10.0%80%72%4.05%+68%0.850.575401●
DELLPUT$370.0011-1390.4%$371.41$18.07-0.46139198%46.1%30.2%28.6%-6%+15.8%5.0%79%105%4.05%+101%0.550.556681
QCOMPUT$175.0011-1392.8%$180.09$9.72-0.40251225%39.9%29.2%28.7%-2%+10.7%3.6%76%167%4.05%+163%0.340.555430●
COHRPUT$195.0011-1390.2%$195.45$14.55-0.46612303%45.6%30.0%23.6%-21%+15.5%7.4%81%167%4.05%+163%0.340.553451●
BEPUT$192.5011-1393.9%$200.40$9.10-0.37382192%36.9%34.9%24.2%-31%+1.9%7.5%70%80%4.05%+76%0.720.546121
AMDPUT$485.0011-1390.8%$488.66$20.05-0.45491168%44.9%36.9%28.9%-22%+7.9%5.3%76%71%4.05%+67%0.810.544331
DOCNPUT$83.0011-1391.2%$84.02$5.30-0.4457259%43.6%37.4%23.8%-37%+6.2%7.2%71%132%4.05%+128%0.420.539411
DOCNPUT$80.0011-20164.8%$84.02$5.20-0.37621148%36.6%32.5%12.1%-63%+4.1%8.4%66%78%4.05%+74%0.720.537411
WULFPUT$11.0011-1396.0%$11.70$0.66-0.34708243%34.5%34.6%18.0%-48%-0.1%11.8%69%78%4.05%+74%0.720.537781●
CLMTPUT$43.0011-20161.4%$43.60$3.10-0.432,982164%43.0%37.5%24.1%-36%+5.6%7.9%77%87%4.05%+82%0.650.5361000●
NETPUT$265.0011-20160.9%$267.50$22.43-0.4480193%43.6%39.2%36.1%-8%+4.5%9.2%70%101%4.05%+97%0.550.536901●
AEHRPUT$60.0011-20161.4%$60.84$5.85-0.42921222%42.5%43.7%32.2%-26%-1.2%12.2%67%101%4.05%+97%0.550.536191
BEPUT$197.5011-1391.4%$200.40$11.18-0.4391229%43.0%41.7%27.4%-34%+1.3%8.0%67%91%4.05%+87%0.620.535121
MRVLPUT$155.0011-20162.8%$159.47$8.22-0.401,378121%39.6%34.3%26.1%-24%+5.3%7.0%74%57%4.05%+53%1.000.534431
RKLBPUT$52.0011-1390.8%$52.41$3.42-0.451,840267%44.6%40.7%39.6%-3%+3.9%7.2%70%137%4.05%+133%0.400.531601●
ARMPUT$185.0011-1393.6%$192.00$8.93-0.38643196%37.6%29.7%28.8%-3%+7.9%6.3%75%100%4.05%+96%0.550.530341●
NTRAPUT$390.0011-20160.3%$391.03$26.55-0.46253155%45.6%36.1%——+9.5%7.5%—77%4.05%+73%0.720.529960●
AXONPUT$420.0011-20161.2%$425.25$30.60-0.43240166%43.3%35.5%46.9%+32%+7.8%6.8%71%100%4.05%+95%0.550.527691●
DELLPUT$360.0011-20163.1%$371.41$18.38-0.391,105116%38.9%27.9%21.7%-22%+11.0%6.4%73%59%4.05%+55%0.950.524681
TTMIPUT$70.0011-20165.0%$73.70$4.20-0.36433137%35.9%21.0%13.9%-34%+14.9%4.7%87%99%4.05%+95%0.550.523291
CORZPUT$12.0011-20166.0%$12.76$0.84-0.356,722161%35.1%25.1%20.8%-17%+10.0%9.5%73%84%4.05%+80%0.650.522681●
BEPUT$195.0011-20162.7%$200.40$13.28-0.402,317155%40.4%43.1%23.3%-46%-2.7%10.1%62%56%4.05%+52%1.000.519121
ARMPUT$190.0011-20161.0%$192.00$12.90-0.441,510155%43.8%34.1%32.2%-6%+9.7%9.0%71%65%4.05%+61%0.850.515341●
CLSPUT$230.0011-20162.7%$236.41$12.75-0.40670126%39.9%27.7%26.7%-4%+12.3%6.5%87%68%4.05%+64%0.810.514451
RKLBPUT$51.0011-1392.7%$52.41$3.40-0.41389270%40.5%37.9%36.8%-3%+2.5%7.1%71%154%4.05%+150%0.340.510601●
BEPUT$190.0011-20165.2%$200.40$11.07-0.351,867133%35.5%36.2%20.3%-44%-0.7%9.4%65%55%4.05%+51%1.000.510121
CSCOPUT$100.0011-1393.5%$103.61$3.25-0.36374132%35.9%13.9%10.8%-22%+21.9%2.5%81%96%4.05%+92%0.550.507850●
AAOIPUT$50.0011-201615.6%$59.27$3.00-0.242,356137%23.7%16.8%9.4%-44%+6.9%10.1%76%82%4.05%+78%0.650.507571●
LRCXPUT$220.0011-1390.7%$221.43$9.07-0.451,380167%45.2%31.7%21.9%-31%+13.6%4.7%83%82%4.05%+78%0.650.506150
RKLBPUT$52.0011-20160.8%$52.41$4.10-0.442,560180%44.1%42.3%36.2%-15%+1.8%9.8%63%82%4.05%+78%0.650.504601●
CGONPUT$55.0011-201618.8%$67.71$4.60-0.231,198191%23.4%4.2%0.7%-83%+19.2%11.5%100%129%4.05%+125%0.400.5011000●
ASTSPUT$33.0011-1397.4%$35.62$2.11-0.33648259%32.8%27.6%31.4%+14%+5.3%8.1%75%151%4.05%+147%0.340.501891●
NNPUT$8.5011-27233.0%$8.76$1.20-0.39603224%39.1%39.8%35.4%-11%-0.7%11.6%71%151%4.05%+147%0.340.5001001●
FROGPUT$85.0011-20161.6%$86.34$7.20-0.42128193%42.5%38.8%32.4%-17%+3.7%7.4%63%122%4.05%+118%0.420.497911●
ZETAPUT$31.5011-1390.9%$31.78$2.15-0.44465277%44.3%37.7%41.0%+9%+6.6%7.1%77%150%4.05%+146%0.340.496541●
APPPUT$270.0011-20160.6%$271.49$22.40-0.451,961189%44.5%38.6%39.1%+1%+5.8%10.8%63%80%4.05%+76%0.650.495701●
BEPUT$190.0011-1395.2%$200.40$8.05-0.34400172%33.9%30.6%22.0%-28%+3.3%7.2%72%73%4.05%+69%0.720.495121
NBISPUT$135.0011-27234.6%$141.56$12.35-0.38285145%37.6%27.1%22.6%-17%+10.5%12.2%77%72%4.05%+68%0.720.493401●
VSTPUT$120.0011-1390.4%$120.50$5.20-0.46144176%46.1%27.7%41.6%+50%+18.4%4.4%84%93%4.05%+89%0.550.491820●
AEHRPUT$60.0011-1391.4%$60.84$4.25-0.43108287%43.2%41.2%33.3%-19%+1.9%9.6%74%120%4.05%+116%0.420.490191
QCOMPUT$170.0011-20165.6%$180.09$8.15-0.342,121109%33.9%20.2%18.3%-10%+13.7%4.0%74%78%4.05%+74%0.650.483430●
NBISPUT$120.0011-201615.2%$141.56$5.75-0.231,505109%22.5%12.7%8.8%-31%+9.8%9.5%82%61%4.05%+57%0.850.481401●
ASTSPUT$34.0011-20164.5%$35.62$2.96-0.38455199%37.7%38.5%38.1%-1%-0.8%12.3%69%91%4.05%+87%0.550.479891●
AXONPUT$400.0011-20165.9%$425.25$21.95-0.34229125%34.0%19.9%30.9%+55%+14.1%7.1%65%70%4.05%+66%0.720.478691●
GLWPUT$115.0011-1393.2%$118.80$3.27-0.36292116%35.7%20.2%15.8%-22%+15.5%3.1%85%70%4.05%+66%0.720.476140
CIENPUT$260.0011-20164.5%$272.24$15.45-0.37265136%36.7%22.4%10.3%-54%+14.4%5.5%67%90%4.05%+86%0.550.474651
GHPUT$160.0011-20165.1%$168.58$10.30-0.361,818147%36.1%36.0%——+0.1%8.5%—77%4.05%+73%0.650.471890●
TSEMPUT$145.0011-20162.5%$148.80$10.15-0.4193160%40.7%27.6%15.9%-42%+13.1%4.8%73%115%4.05%+111%0.420.470261
NETPUT$260.0011-20162.8%$267.50$19.77-0.40386174%40.3%36.5%32.4%-11%+3.8%9.2%70%89%4.05%+85%0.550.469901●
GLWPUT$115.0011-20163.2%$118.80$4.70-0.382,16893%37.7%24.0%14.4%-40%+13.8%4.0%78%59%4.05%+55%0.850.467140
QCOMPUT$180.0011-27230.1%$180.09$14.57-0.46367129%45.6%39.6%34.3%-13%+6.0%5.6%64%88%4.05%+84%0.550.464430●
ASTSPUT$35.0011-20161.7%$35.62$3.15-0.423,798206%42.1%44.4%41.4%-7%-2.4%12.8%66%75%4.05%+71%0.650.464891●
DOCNPUT$82.5011-20161.8%$84.02$6.30-0.42827174%42.1%40.6%18.9%-53%+1.5%9.0%64%87%4.05%+83%0.550.461411
FLRPUT$47.5011-20160.2%$47.61$2.95-0.461,695142%45.9%32.1%28.8%-10%+13.8%6.4%81%75%4.05%+71%0.650.459800●
SIMOPUT$180.0011-20161.4%$182.54$13.35-0.43166169%43.0%36.5%24.8%-32%+6.5%5.8%68%112%4.05%+108%0.420.455301
RKLBPUT$51.0011-20162.7%$52.41$3.63-0.411,010162%40.5%40.5%34.6%-14%+0.0%9.6%63%74%4.05%+70%0.650.455601●
DELLPUT$370.0011-27230.4%$371.41$32.15-0.4560138%44.6%32.7%25.5%-22%+11.9%7.4%69%86%4.05%+82%0.550.452681●
CSCOPUT$100.0011-20163.5%$103.61$3.55-0.364,98281%36.3%17.7%8.9%-50%+18.6%2.9%76%57%4.05%+53%0.850.451850●
EWYPUT$152.0011-1390.3%$152.50$5.10-0.47641136%46.5%27.5%16.6%-40%+19.0%2.7%80%86%4.05%+82%0.550.451290
EWYPUT$150.0011-20161.6%$152.50$5.80-0.4212,25488%41.7%33.1%16.2%-51%+8.6%3.3%74%57%4.05%+53%0.850.449290
BEPUT$200.0011-27230.2%$200.40$17.48-0.451,623139%44.9%45.6%22.1%-52%-0.8%12.1%57%51%4.05%+47%0.950.449121
PENGPUT$45.0011-20166.9%$48.35$2.38-0.32937120%32.3%17.0%17.0%0%+15.3%7.4%77%66%4.05%+62%0.720.447241
SEIPUT$57.5011-20160.2%$57.64$5.95-0.44735236%44.2%32.1%32.5%+1%+12.1%10.0%89%135%4.05%+131%0.340.447611●
HPEPUT$50.0012-18440.2%$50.08$5.15-0.441,39685%44.1%34.8%22.9%-34%+9.3%7.9%77%57%4.09%+52%0.850.446790●
AMDPUT$487.5011-1390.2%$488.66$21.18-0.47141176%46.7%36.9%28.9%-22%+9.7%5.3%76%76%4.05%+72%0.620.445331
LRCXPUT$220.0011-20160.7%$221.43$11.55-0.453,231120%45.1%32.3%18.0%-44%+12.8%6.2%77%56%4.05%+52%0.850.442150
CORZPUT$12.0011-1396.0%$12.76$0.66-0.34161223%34.1%21.9%17.7%-19%+12.1%8.3%79%108%4.05%+104%0.420.440681●
RKLBPUT$50.0011-20164.6%$52.41$3.23-0.374,276147%36.9%35.4%30.3%-14%+1.5%9.0%66%72%4.05%+68%0.650.440601●
INTCPUT$57.0011-1392.0%$58.17$2.04-0.41261145%40.7%36.4%27.7%-24%+4.2%4.9%73%65%4.05%+61%0.720.439191
BEPUT$185.0011-20167.7%$200.40$9.18-0.311,286113%30.9%29.3%15.1%-48%+1.6%8.9%68%50%4.05%+46%0.950.438121
CSCOPUT$99.0011-1394.5%$103.61$2.82-0.33439116%32.7%9.0%6.8%-25%+23.6%2.5%82%83%4.05%+79%0.550.435850●
HPEPUT$49.0011-27232.2%$50.08$3.70-0.41102120%41.5%35.1%25.3%-28%+6.4%5.7%82%82%4.05%+78%0.550.431790●
HPEPUT$48.0011-20164.2%$50.08$2.19-0.36736104%36.2%24.3%17.3%-29%+11.9%4.9%87%64%4.05%+60%0.720.430790
INTCPUT$56.0011-1393.7%$58.17$1.66-0.354,410120%34.8%27.5%22.6%-18%+7.2%4.6%72%54%4.05%+50%0.850.428191
HUTPUT$45.0011-1398.1%$48.96$2.46-0.3168222%31.0%28.3%15.7%-45%+2.7%9.3%69%105%4.05%+101%0.420.426731●
HPEPUT$47.0011-20166.2%$50.08$1.78-0.315,39487%31.4%17.0%12.8%-25%+14.4%4.6%89%54%4.05%+50%0.850.424790
WULFPUT$11.5011-1391.7%$11.70$0.86-0.42673305%42.4%45.3%31.4%-31%-2.9%12.2%69%80%4.05%+76%0.550.421781●
CIENPUT$265.0011-20162.7%$272.24$18.00-0.41159155%40.5%30.4%13.6%-55%+10.1%5.6%68%103%4.05%+99%0.420.420651
APPPUT$260.0011-20164.2%$271.49$17.75-0.381,341156%37.7%33.7%35.3%+5%+4.0%10.1%64%69%4.05%+65%0.650.420701●
NETPUT$250.0011-20166.5%$267.50$15.32-0.341,091140%33.7%24.6%17.2%-30%+9.0%9.3%68%68%4.05%+64%0.650.418901●
NNPUT$8.5012-04303.0%$8.76$1.35-0.39202193%38.5%40.4%35.0%-13%-1.9%13.5%69%127%4.06%+123%0.340.4171001●
BEPUT$185.0011-1397.7%$200.40$6.38-0.28450140%28.3%22.8%16.6%-27%+5.5%6.8%75%62%4.05%+58%0.720.417121
AMDPUT$480.0011-1391.8%$488.66$17.75-0.41357150%41.2%36.9%28.9%-22%+4.3%5.3%76%62%4.05%+57%0.720.415331
BEPUT$180.0011-201610.2%$200.40$7.53-0.272,54295%26.5%23.7%13.0%-45%+2.8%8.3%69%46%4.05%+41%1.000.414121
ASTSPUT$30.0011-201615.8%$35.62$1.30-0.219,38699%21.3%17.5%17.6%+1%+3.8%9.5%76%53%4.05%+49%0.850.414891●
MCHPPUT$75.0011-1390.5%$75.34$4.40-0.4693238%45.7%35.9%33.2%-8%+9.8%4.1%81%163%4.05%+159%0.260.412590●
SIMOPUT$175.0011-20164.1%$182.54$11.35-0.3877148%37.7%27.4%18.4%-33%+10.4%5.4%73%101%4.05%+97%0.420.410301
VIAVPUT$27.0011-20168.5%$29.50$1.88-0.32355158%31.8%10.0%3.0%-70%+21.7%4.7%72%125%4.05%+120%0.340.410731●
DELLPUT$350.0011-20165.8%$371.41$14.57-0.331,68695%32.7%18.6%14.5%-22%+14.1%6.4%71%47%4.05%+43%0.950.409681
NBISPUT$135.0012-04304.6%$141.56$13.90-0.38238125%37.6%25.0%20.7%-17%+12.6%14.1%65%61%4.06%+57%0.720.408401●
QLYSPUT$210.0011-20160.4%$210.89$14.25-0.4553155%45.2%37.0%——+8.3%5.3%—101%4.05%+96%0.420.408971●
CIENPUT$270.0011-20160.8%$272.24$21.25-0.44793180%44.0%33.2%14.7%-56%+10.8%5.6%68%123%4.05%+119%0.340.404651
NBISPUT$130.0011-27238.2%$141.56$10.30-0.33347126%32.7%20.0%15.4%-23%+12.7%12.7%76%60%4.05%+56%0.720.404401●
ARMPUT$180.0011-1396.3%$192.00$6.97-0.31286157%31.4%19.8%19.1%-3%+11.7%6.3%74%77%4.05%+73%0.550.404341●
INTCPUT$57.5011-20161.1%$58.17$2.96-0.446,344117%43.8%39.3%26.0%-34%+4.6%6.6%69%52%4.05%+47%0.850.404191
GTEPUT$10.0011-20160.5%$10.05$0.70-0.453,060160%45.0%42.6%——+2.4%9.1%—66%4.05%+62%0.650.403341●
MPCPUT$390.0011-20160.7%$392.68$19.05-0.45426111%45.0%28.5%26.5%-7%+16.5%5.0%79%60%4.05%+56%0.720.403940
AEISPUT$210.0011-20160.7%$211.56$12.00-0.45265130%44.7%34.6%22.3%-36%+10.1%5.3%78%77%4.05%+73%0.550.402320
APPPUT$245.0011-1399.8%$271.49$10.75-0.2768178%27.4%15.4%17.8%+15%+12.0%7.1%74%99%4.05%+95%0.420.401701●
FORMPUT$85.0011-20160.3%$85.24$6.25-0.45106168%45.4%37.6%24.3%-35%+7.8%6.7%74%99%4.05%+95%0.420.400221
HPEPUT$49.0011-20162.2%$50.08$2.69-0.41719125%41.2%32.4%23.8%-27%+8.8%5.3%83%76%4.05%+72%0.550.395790
DELLPUT$370.0012-18440.4%$371.41$39.20-0.4492088%43.5%33.9%28.9%-15%+9.7%9.7%55%53%4.09%+49%0.810.395681●
VSATPUT$65.0011-20162.7%$66.79$5.80-0.41656204%40.5%41.8%20.3%-52%-1.3%8.8%64%120%4.05%+116%0.340.394941●
MRVLPUT$150.0011-20165.9%$159.47$6.22-0.325,14795%32.3%23.0%16.2%-30%+9.4%6.7%76%45%4.05%+41%0.950.392431
DELLPUT$360.0011-27233.1%$371.41$27.50-0.4081121%39.8%29.0%23.1%-20%+10.8%7.3%69%75%4.05%+71%0.550.392681●
NBISPUT$140.0012-18441.1%$141.56$18.90-0.417,111112%41.3%25.9%19.0%-27%+15.4%19.5%61%45%4.09%+41%0.950.391401●
DELLPUT$350.0012-18445.8%$371.41$29.50-0.361,76470%35.7%26.4%22.9%-13%+9.4%8.3%64%45%4.09%+41%0.950.391681●
GHPUT$165.0011-20162.1%$168.58$12.30-0.41902170%41.5%44.3%——-2.7%9.5%—75%4.05%+71%0.550.390890●
CIENPUT$260.0012-18444.5%$272.24$26.80-0.3825386%37.6%27.8%2.4%-91%+9.8%8.9%53%58%4.09%+54%0.720.388651●
ASTSPUT$30.0011-13915.8%$35.62$0.94-0.19643126%18.9%10.1%11.3%+12%+8.8%6.9%80%74%4.05%+70%0.550.386891●
AMDPUT$482.5011-1391.3%$488.66$18.85-0.43126158%43.0%36.9%28.9%-22%+6.1%5.3%76%66%4.05%+62%0.620.383331
TTMIPUT$65.0011-201611.8%$73.70$2.38-0.241,47483%23.6%5.3%3.3%-38%+18.3%3.8%92%63%4.05%+59%0.650.383291
QCOMPUT$165.0011-20168.4%$180.09$6.20-0.281,87986%28.0%10.9%9.9%-9%+17.1%3.6%77%63%4.05%+59%0.650.383430●
AMKRPUT$35.0011-20161.9%$35.66$1.93-0.422,650125%41.9%39.6%23.0%-42%+2.4%6.6%69%63%4.05%+59%0.650.381211
HPEPUT$48.0012-18444.2%$50.08$4.17-0.381,10672%38.1%28.6%17.5%-39%+9.4%7.4%83%49%4.09%+45%0.850.381790●
DELLPUT$367.5011-1391.1%$371.41$16.60-0.4452183%44.0%30.2%28.6%-6%+13.7%5.0%79%94%4.05%+90%0.420.380681
AXTIPUT$46.0011-20163.2%$47.54$3.90-0.40184193%39.6%38.7%18.7%-52%+0.9%11.0%60%94%4.05%+90%0.420.37971
WULFPUT$11.5011-20161.7%$11.70$1.17-0.424,628232%41.9%46.0%23.5%-49%-4.1%16.2%63%62%4.05%+58%0.650.379781●
QCOMPUT$175.0011-20162.8%$180.09$10.72-0.401,574140%40.1%34.6%32.1%-7%+5.5%4.5%71%99%4.05%+95%0.400.379430●
NTRAPUT$380.0011-20162.8%$391.03$21.70-0.401,068130%39.8%33.0%——+6.8%7.5%—62%4.05%+58%0.650.379960●
CORZPUT$11.0011-201613.8%$12.76$0.49-0.2343,899102%23.2%12.6%9.1%-28%+10.6%7.5%82%62%4.05%+58%0.650.377681●
MTSIPUT$230.0011-20161.7%$234.00$17.10-0.42277170%42.3%30.4%——+12.0%5.7%—115%4.05%+111%0.340.377620●
APPPUT$265.0011-20162.4%$271.49$19.95-0.41211172%41.0%37.8%38.4%+2%+3.3%10.6%63%72%4.05%+68%0.550.376701●
PENGPUT$45.0012-18446.9%$48.35$4.25-0.3461778%34.5%26.8%25.3%-6%+7.7%7.8%70%56%4.09%+52%0.720.375241
BEPUT$175.0011-201612.7%$200.40$6.10-0.221,95380%22.4%19.1%11.0%-42%+3.3%7.4%76%42%4.05%+37%1.000.375121
COHRPUT$190.0011-20162.8%$195.45$13.55-0.40590163%40.3%29.1%15.3%-47%+11.2%9.9%78%72%4.05%+68%0.550.374451●
VSTPUT$120.0011-20160.4%$120.50$6.28-0.463,325119%45.8%30.0%46.2%+54%+15.7%5.5%83%61%4.05%+57%0.650.373820●
CLMTPUT$42.0011-20163.7%$43.60$2.60-0.3882141%38.4%31.1%18.5%-41%+7.3%8.0%78%72%4.05%+68%0.550.3731000●
KYMRPUT$110.0012-184419.3%$136.25$19.65-0.25543148%25.4%14.3%——+11.1%16.8%—113%4.09%+109%0.340.3701000
NBISPUT$115.0011-201618.8%$141.56$4.42-0.1811,73288%18.2%8.5%5.4%-36%+9.8%9.7%78%47%4.05%+43%0.850.369401●
VSATPUT$60.0011-201610.2%$66.79$3.85-0.292,018146%29.4%19.6%4.4%-78%+9.8%7.5%72%96%4.05%+92%0.400.367941●
AMDPUT$475.0011-1392.8%$488.66$15.63-0.38483133%37.7%33.1%25.6%-23%+4.6%5.1%77%55%4.05%+51%0.720.366331
AMDPUT$480.0011-20161.8%$488.66$22.68-0.424,704108%41.9%41.0%29.3%-28%+0.9%6.8%70%42%4.05%+38%0.950.365331
PBFPUT$72.5011-20160.2%$72.62$5.10-0.46253160%45.9%41.9%31.3%-25%+4.0%8.6%65%70%4.05%+66%0.550.365631
AEHRPUT$59.0011-20163.0%$60.84$5.25-0.4055203%40.0%41.2%29.8%-28%-1.2%12.0%67%90%4.05%+86%0.420.364191
CIENPUT$260.0011-1394.5%$272.24$11.45-0.35670179%35.4%17.2%12.7%-26%+18.2%4.7%72%111%4.05%+107%0.340.362651
MRVLPUT$150.0011-1395.9%$159.47$4.33-0.30369117%29.7%18.4%14.0%-24%+11.3%5.2%82%54%4.05%+50%0.720.361431
NBISPUT$135.0012-18444.6%$141.56$16.35-0.371,013100%37.4%23.8%16.5%-31%+13.6%18.9%64%42%4.09%+38%0.950.359401●
VIAVPUT$26.0011-201611.9%$29.50$1.50-0.271,467132%27.0%4.7%1.0%-79%+22.2%6.2%61%94%4.05%+90%0.400.358731●
DELLPUT$360.0012-18443.1%$371.41$34.17-0.4059479%39.6%31.9%27.2%-15%+7.7%9.2%57%48%4.09%+44%0.810.358681●
ARMPUT$180.0011-20166.3%$192.00$8.55-0.331,642108%32.7%23.3%21.6%-7%+9.4%8.3%69%46%4.05%+42%0.850.358341●
CLSPUT$220.0011-20166.9%$236.41$8.80-0.3062491%30.5%14.9%17.4%+16%+15.5%6.2%89%48%4.05%+44%0.810.357451
NOKPUT$8.0011-20163.1%$8.26$0.28-0.3721,08678%37.0%26.5%20.1%-24%+10.5%4.4%75%42%4.05%+38%0.950.35790
SIMOPUT$170.0011-20166.9%$182.54$9.40-0.33111126%32.7%17.4%11.6%-33%+15.3%5.1%79%88%4.05%+84%0.420.357301
APPPUT$240.0011-13911.6%$271.49$9.30-0.24100157%24.3%12.5%13.6%+9%+11.8%7.0%75%88%4.05%+84%0.420.357701●
QCOMPUT$175.0011-27232.8%$180.09$11.32-0.40222103%40.1%35.9%31.5%-12%+4.2%5.4%65%69%4.05%+65%0.550.356430●
BEPUT$200.0012-04300.2%$200.40$19.55-0.441,548119%44.3%46.3%20.2%-56%-1.9%13.8%53%41%4.06%+37%0.950.355121
CGONPUT$65.0012-18444.0%$67.71$10.85-0.37269138%37.1%34.8%15.7%-55%+2.3%10.0%63%108%4.09%+104%0.340.3521000●

Cache refreshed nightly from the live options chain. Backed by a 5-year empirical breach table over ~2,500 wheel-eligible tickers. See the methodology for the formulas behind every column.