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Symbol Selection
0Enter a stock symbol (e.g., AAPL) or company name (e.g., Apple Inc)
Popular:
Strategy Parameters
No expirations available
Weekly Performance Distribution
Strategy Context
Target Strikes
Target
Calls
Puts
25%
N/A
N/A
20%
N/A
N/A
15%
N/A
N/A
10%
N/A
N/A
5%
N/A
N/A
Std Dev
Calls
Puts
3σ (15.0%)
N/A
N/A
2σ (10.0%)
N/A
N/A
1σ (5.0%)
N/A
N/A
0.5σ (2.5%)
N/A
N/A
Current Price:$0.00
Weekly Std Dev:±5.0%
Options Chain Analysis
Options:
Spreads:
Strategy Overview
This strategy analyzer implements a systematic approach to options selling, targeting strikes where options are most likely to expire worthless. The analysis considers multiple factors:
Data Inputs
- Weekly historical price movements (1 year)
- Max pain analysis for pin risk
- Gamma exposure walls
- Greeks analysis (delta, theta)
Scoring Factors
- 40%: Distance from expected weekly move
- 20%: Distance from max pain & gamma walls
- 20%: Delta and premium yield
- 20%: Historical success probability
Risk Management
Position size to 1-2% of capital per trade. Monitor for early exit if delta exceeds 0.30 mid-trade. Target 70%+ win rate on options expiring worthless.