Decision journal — why each candidate was approved or rejected
Matching candidates
262,394Approved
89Rejected
262,305Approval rate
0.03%A single scan prices every viable strike pair on every expiration in range, so one symbol can produce dozens of rows within the same minute — they differ by strike, not by repetition. Showing the 89 most recent of 262,394 matching; narrow the filters above to see further back.
| Timestamp | Symbol | Spread | Expiry | AI score | Decision | Failed gates |
|---|---|---|---|---|---|---|
| Nov 02, 17:16 | AMD | 400/390 | 2026-11-20 | 87 | APPROVE | none |
| AIHigh implied volatility (0.8053) vs. realized (0.647) suggests option premium is rich, favoring credit collection, Bearish market regime and trend align with short put being less likely to be exercised, Short strike at 400 is 18.3% below underlying price, offering significant downside buffer, Low short delta (-0.1103) indicates low probability of assignment, enhancing income safety, Midpoint credit of $0.9455 per contract is strong relative to spread width of $10, High open interest (5,980) and moderate volume (600) indicate good liquidity for exit, Bid-ask spread of $0.15 is tight, minimizing entry cost, Max loss of $905.45 is capped and acceptable for defined-risk income strategy | ||||||
| Nov 02, 15:02 | NVDA | 192.5/185 | 2026-11-20 | 82 | APPROVE | none |
| AIHigh implied volatility (53.59%) vs. low realized volatility (29.51%) suggests option premiums are inflated, favoring credit collection, Bearish market regime and trend align with the short put's directional bias, increasing probability of assignment at 192.5 strike, Wide spread width (7.5) provides substantial cushion against downside movement, reducing risk of max loss, Midpoint credit of $1.435 per contract represents strong income potential relative to max loss of $606.50, Low bid-ask spread (0.05) indicates tight liquidity and favorable entry/exit execution, High open interest (2,535) and volume (55) on short leg suggest market participation and price discovery, Long leg (185.0) has high open interest (14,206) and volume (186), ensuring liquidity for exit if needed | ||||||
| Oct 30, 14:01 | TSLA | 380/375 | 2026-11-20 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (40.88%) slightly above realized (38.82%) supports premium capture, Short strike at 380.0 with -0.2956 delta indicates moderate downside risk, Midpoint credit of $1.285 per contract offers favorable risk-reward, Spread width of $5.0 provides defined risk with 371.5 max loss per contract, High open interest (9,569) and volume (1,672) on short leg indicate strong liquidity, Bid-ask spread of $0.16 is tight, reducing execution slippage | ||||||
| Oct 29, 13:46 | QQQ | 695/690 | 2026-11-13 | 87 | APPROVE | none |
| AIHigh implied volatility (24.79%) vs. realized (17.75%) suggests option premiums are inflated, favoring credit collection, Bearish market regime and trend align with limited upside for QQQ, increasing likelihood of short strike being hit, Short strike at 695.0 (1.8% below current price) offers a favorable risk-reward with 5-point spread width, Midpoint credit of ~$0.93 per contract is strong for a 15 DTE trade, yielding ~2.2% return on max risk, Low bid-ask spread (0.12) indicates good liquidity and tight execution risk, High open interest in long leg (16,045) supports market acceptance and liquidity, Max loss of $407 is capped and manageable given credit received, Positive skew in option chain with high long OI at 690 suggests potential support near strike | ||||||
| Oct 28, 14:16 | QQQ | 690/685 | 2026-11-13 | 78 | APPROVE | none |
| AIPositive credit of $0.70 per contract is attractive for income generation, Low bid-ask spread (0.07) indicates tight liquidity and efficient execution, Short strike at 690.0 is 4.3% below current price, aligning with bearish trend and providing buffer, Implied volatility (27.0%) is significantly higher than realized (17.5%), suggesting premium overvaluation favorable for selling options, DTE of 16 days is short-term, allowing quick capital turnover, Max loss of $430 per contract is well-defined and manageable, Open interest and volume suggest sufficient market participation for exit flexibility | ||||||
| Oct 27, 16:16 | AMD | 495/490 | 2026-11-06 | 82 | APPROVE | none |
| AIHigh implied volatility (77.48%) vs realized (57.29%) suggests option premiums are inflated, favoring credit collection, Bearish market regime and trend align with the underlying's direction, reducing likelihood of large upward moves that could breach short strike, Short strike at 495.0 is 11.4% below current price (558.73), offering a significant buffer for downside risk, Low bid-ask spread (0.14) indicates strong liquidity and tight execution risk, Midpoint credit of $0.76 per contract is favorable relative to max loss of $424, yielding a high risk-adjusted return, High open interest (704) and volume (63) on short leg suggest market participation and liquidity, Long leg at 490.0 provides defined risk with minimal cost and tight spread width of $5.0 | ||||||
| Oct 27, 15:46 | TSLA | 390/385 | 2026-11-06 | 87 | APPROVE | none |
| AINeutral-bullish market regime aligns with bullish bias of the spread, Trend is neutral, reducing downside risk for defined-risk strategy, Implied volatility (41.92%) slightly above realized (40.18%), favoring option premium collection, Short strike (390) is near current underlying price (405.58), offering meaningful credit with limited downside, Credit of $1.155 per contract represents strong income relative to max loss of $384.50, Bid-ask spread of $0.10 is tight, indicating good liquidity, High open interest and volume in short leg (323 OI, 1034 volume) support market depth, Long leg (385) has sufficient liquidity with 511 OI and 273 volume, DTE of 10 days is short, allowing for rapid time decay benefit, Spread width of $5.0 is narrow, reducing risk exposure | ||||||
| Oct 27, 15:16 | QQQ | 704/699 | 2026-11-06 | 78 | APPROVE | none |
| AIHigh implied volatility (26.09%) vs realized (17.65%) suggests option premiums are inflated, favoring credit collection, Bearish market regime and trend align with limited upside for QQQ, supporting the probability of short strike being hit, Short strike (704.0) is near current underlying price (719.5), offering a high delta (-0.291) with defined risk, Defined risk of $392 per contract is capped and acceptable given the $1.08 credit received, Liquidity is adequate with 740 OI and 65 volume on short leg, and tight bid-ask spread (0.17), Spread width of $5.0 is reasonable for a 10 DTE trade, with credit representing ~22% of max risk, Midpoint credit of $1.08 is favorable for a short-term, defined-risk trade | ||||||
| Oct 26, 13:46 | AMD | 455/450 | 2026-11-06 | 82 | APPROVE | none |
| AIHigh implied volatility (80.31%) vs realized (55.76%) suggests option premiums are inflated, favoring credit collection, Bearish market regime and trend align with the short put's directional bias, increasing probability of short strike being in-the-money, Short strike (455.0) is 13.1% below underlying price (522.12), offering significant downside buffer, Midpoint credit of $0.77 per contract represents ~1.47% return on max risk ($0.77 / $423), attractive for a 11 DTE spread, Low bid-ask spread (0.13) indicates good liquidity and tight execution risk, High long leg open interest (1,097) and volume (1,177) suggest strong market participation and ease of exit, Spread width of $5.00 is narrow relative to underlying price, reducing max loss and improving risk-reward | ||||||
| Oct 26, 13:46 | TSLA | 375/370 | 2026-11-06 | 87 | APPROVE | none |
| AINeutral-bullish market regime supports bullish bias, Trend is neutral, reducing directional risk, Implied volatility (46.1%) > realized volatility (41.35%), suggesting option premium is inflated, Credit of $1.175 per contract offers strong income relative to max loss, Spread width of $5.0 is narrow, reducing risk, Short strike delta (-0.276) indicates moderate probability of expiring out-of-the-money, High open interest and volume in both legs indicate liquidity, Bid-ask spread of $0.18 is tight, minimizing entry cost, DTE of 11 days is short, enabling quick capital recycling | ||||||
| Oct 23, 14:01 | QQQ | 685/680 | 2026-11-06 | 78 | APPROVE | none |
| AIPositive credit of $1.02 per contract is favorable for income generation, Short strike at 685.0 is below current underlying price (704.81), providing buffer against downside, Low bid-ask spread (0.12) indicates good liquidity and tight execution risk, High long-term open interest (17,033) suggests market acceptance and potential for easy exit, Implied volatility (30.89%) is significantly above realized volatility (17.22%), indicating potential for volatility crush and favorable premium, Bearish market regime and trend align with the risk profile of a put spread, as downside pressure increases the chance of short strike being in the money, Spread width of $5.0 offers a balanced risk-reward profile with defined max loss of ~$397.55 per contract, DTE of 14 days is short enough to benefit from time decay but long enough to allow for volatility adjustment | ||||||
| Oct 21, 15:45 | NVDA | 210/205 | 2026-11-06 | 82 | APPROVE | none |
| AIPositive credit of $0.89 per contract is favorable, Low bid-ask spread of $0.06 indicates good liquidity, Short strike at 210.0 is near current price of 220.5 with delta of -0.24, indicating manageable risk, Long strike at 205.0 provides defined risk with max loss of $411 per contract, Market regime and trend are bearish, but implied volatility is slightly above realized, suggesting potential for premium decay, DTE of 16 days is short, enabling quicker credit capture | ||||||
| Oct 21, 14:01 | TSLA | 340/335 | 2026-11-06 | 78 | APPROVE | none |
| AINeutral-bullish market regime aligns with bull put spread, Trend is neutral, reducing directional risk, Implied volatility (54.58%) significantly高于 realized volatility (39.19%), indicating option premium overvaluation, Short strike (340) is 12.3% below underlying price, offering meaningful credit with defined risk, Midpoint credit of $0.515 per contract represents ~1.1% return on max risk over 16 DTE, Bid-ask spread of $0.10 is tight, indicating good liquidity, Open interest and volume suggest active market participation, Defined risk structure limits loss to $448.45 per spread, Spread width of $5.0 is reasonable for this volatility environment | ||||||
| Oct 19, 15:01 | AMD | 505/500 | 2026-10-30 | 87 | APPROVE | none |
| AIHigh implied volatility (57.75%) vs realized (53.62%) supports premium richness, Bearish market regime aligns with short put delta (-0.1876) suggesting downside risk is priced in, Low DTE (11 days) increases time decay acceleration on short leg, Bull Put Spread width of $5.00 offers defined risk with favorable credit-to-risk ratio, Midpoint credit of $0.815 per contract represents strong income relative to max loss of $418.50, Bid-ask spread of $0.18 is tight, indicating good liquidity, High open interest and volume in both legs suggest market participation and ease of exit, Short strike at $505.00 is below current underlying price ($548.65), providing buffer against downside | ||||||
| Oct 19, 14:01 | QQQ | 700/695 | 2026-10-30 | 82 | APPROVE | none |
| AINeutral-bearish market regime favors defined-risk credit spreads, Short strike at 700.0 has low delta (-0.28) indicating moderate downside protection, Implied volatility (26.97%) significantly higher than realized (16.05%) supports favorable premium capture, High open interest (95,634) and volume (1,859) in short leg indicate strong liquidity, Midpoint credit of $0.94 offers solid income relative to max loss of $406, Spread width of $5.0 is tight, reducing risk exposure, Bid-ask spread of $0.08 is narrow, minimizing entry cost, DTE of 11 days allows for time decay acceleration without excessive gamma risk | ||||||
| Oct 16, 14:01 | TSLA | 335/330 | 2026-10-30 | 87 | APPROVE | none |
| AINeutral-bullish market regime aligns with bullish bias of put spread, Trend is neutral, reducing directional risk, Implied volatility (54.78%) significantly above realized (40.93%), indicating premium inflation favoring seller, Short strike (335) is 8.9% below current price, offering room for price movement, Credit of $0.88 per contract is favorable relative to max loss of $412, Low bid-ask spread (0.189) indicates good liquidity, Open interest and volume support market depth, Spread width of $5.0 provides defined risk with manageable downside | ||||||
| Oct 16, 13:46 | NVDA | 205/200 | 2026-10-30 | 87 | APPROVE | none |
| AINeutral-bullish market regime supports limited upside risk, Trend is neutral, reducing directional risk, Implied volatility (37.03%) slightly above realized (35.51%), favoring premium collection, Short strike delta (-0.212) indicates low probability of assignment, Midpoint credit of $0.755 is solid for 14 DTE, Spread width of $5.0 offers defined risk with 15% credit-to-risk ratio, High open interest (8,585/9,972) and decent volume indicate liquidity, Bid-ask spread of $0.05 is tight, minimizing slippage | ||||||
| Oct 13, 14:31 | AMD | 530/525 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (53.01%) exceeds realized volatility (50.09%), suggesting option premiums are inflated, Short strike (530) is 8.1% below underlying price, offering a favorable risk-reward profile, Credit of $0.365 per contract represents ~7.9% of spread width, indicating solid income, Low bid-ask spread (0.14) suggests good liquidity, Open interest and volume support tradability, Max loss is capped at $463.50 per contract, manageable for defined-risk strategy | ||||||
| Oct 12, 14:31 | AMD | 555/550 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strategy direction, Implied volatility (46.12%) is below realized volatility (50.58%), suggesting potential overpricing of options, Short strike (555.0) is 5.7% below current underlying price (588.78), offering a favorable risk-reward profile, Credit of $1.045 per contract is solid for a 11 DTE spread with defined risk, Bid-ask spread of $0.16 is tight, indicating good liquidity, Long strike (550.0) provides buffer against downside movement, Open interest and volume support market activity and execution feasibility, Max loss of $395.5 is manageable given credit received and defined-risk structure | ||||||
| Oct 12, 14:01 | QQQ | 730/725 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strategy, Implied volatility (18.5%) significantly高于 realized volatility (14.3%), indicating potential premium overvaluation, Short strike (730) is near-term support with delta of -0.21, suggesting low assignment risk, Credit of $0.675 per contract offers strong income relative to max loss of $432.5, High open interest (23,796) and moderate volume (247) indicate strong liquidity, Bid-ask spread of $0.10 is tight, reducing entry cost risk, DTE of 11 days allows for time decay acceleration with manageable risk window | ||||||
| Oct 12, 14:01 | NVDA | 220/215 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (31.05%) is below realized volatility (35.5%), suggesting options are undervalued, Short strike at 220.0 is near underlying price (227.19), offering high probability of success, Delta of -0.2567 indicates moderate downside risk with favorable risk-reward, Credit of $0.87 per contract is strong relative to max loss of $413, High open interest and volume support liquidity, Bid-ask spread of $0.03 is tight, indicating good execution efficiency | ||||||
| Oct 09, 14:46 | AMD | 550/545 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and short strike at 550.0 below current underlying price of 613.625, Implied volatility (48.8%) is slightly below realized volatility (50.46%), suggesting options may be slightly undervalued, Short strike delta of -0.1127 indicates low probability of assignment, consistent with conservative income strategy, Midpoint credit of $0.49 per contract provides positive income with defined risk, Spread width of $5.0 offers a favorable risk-reward ratio given low delta and short-term DTE of 14 days, High open interest (965) and moderate volume (237) in short leg suggest good liquidity, Bid-ask spread of $0.17 is tight, minimizing execution slippage | ||||||
| Oct 09, 13:46 | QQQ | 735/730 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (18.68%) significantly higher than realized (14.16%) supports premium advantage, Short strike at 735.0 is 1.9% below current price, offering defined risk with favorable delta (-0.28), Midpoint credit of $1.07 provides strong income relative to max loss, Spread width of $5.0 is narrow, reducing risk exposure, High open interest (22,173) at long strike indicates liquidity and market interest, Bid-ask spread of $0.04 is tight, enabling efficient entry, DTE of 14 days allows for time decay acceleration near expiration | ||||||
| Oct 09, 13:46 | TSLA | 345/340 | 2026-10-23 | 78 | APPROVE | none |
| AINeutral-bullish market regime supports limited upside risk, Low short delta (-0.1152) indicates low probability of assignment, Implied volatility (51.61%) significantly高于 realized volatility (41.66%) suggests option premiums are inflated, Midpoint credit of $0.53 offers positive income with defined risk, Spread width of $5.0 provides clear downside buffer, High open interest and volume in long leg indicate strong liquidity, Bid-ask spread of $0.17 is tight, reducing execution cost risk | ||||||
| Oct 07, 17:16 | AMD | 580/575 | 2026-10-23 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (47.3%) below realized volatility (49.5%) suggests option premium overpricing, Short strike (580) is 9.5% below current price, offering meaningful upside buffer, Credit of $0.595 per contract provides favorable risk-adjusted return, Low bid-ask spread (0.18) indicates good liquidity, Max loss ($440.50) is capped and manageable relative to credit received, DTE of 16 days allows for timely premium capture | ||||||
| Oct 06, 17:02 | TSLA | 367.5/362.5 | 2026-10-16 | 87 | APPROVE | none |
| AINeutral-bullish market regime supports bullish bias, Trend is neutral, reducing downside risk, Implied volatility (38.6%) below realized (41.97%) suggests option overpricing, Short strike delta (-0.2675) indicates moderate bullish exposure, Midpoint credit of $1.19 is attractive for a 10 DTE spread, Low bid-ask spread (0.16) indicates good liquidity, Spread width of $5.0 is narrow relative to underlying price, Max loss of ~$381 is manageable given credit received, High open interest and volume in short leg support liquidity | ||||||
| Oct 06, 14:01 | QQQ | 750/745 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strategy, High implied volatility (18.16%) vs. low realized volatility (14.1%) suggests option premiums are inflated, favoring credit collection, Short strike at 750.0 is near-term support level with 761.48 underlying price, providing buffer, Short delta of -0.2904 indicates moderate risk, consistent with defined-risk income strategy, Midpoint credit of $1.065 per contract is favorable for a 10 DTE spread, Liquidity is strong with high open interest (6,513 and 7,500) and volume (2,210 and 921) on short leg, Bid-ask spread of $0.13 is tight, reducing entry cost risk, Max loss of $393.50 is well-defined and acceptable for income strategy, Spread width of $5.0 is reasonable for 10 DTE with 18.16% IV, Credit is 21.3% of max risk, indicating strong risk-adjusted return | ||||||
| Oct 06, 14:01 | NVDA | 235/230 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (30.38%) is below realized volatility (35.29%), suggesting potential overpricing of options, Short strike (235.0) is in-the-money with delta of -0.2571, indicating moderate bullish conviction, Credit of $0.895 per contract offers solid income relative to max loss, Spread width of $5.00 is narrow, limiting risk while capturing premium, High open interest (7,523) and volume (1,480) on short leg indicate liquidity, Bid-ask spread of $0.06 is tight, reducing execution friction, Max loss of $410.50 is defined and manageable, DTE of 10 days allows for quick time decay benefit | ||||||
| Oct 05, 22:05 | AMD | 575/570 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (46.7%) below realized volatility (50.6%) suggests potential overpricing of options, Short strike (575) is 9.3% below current price, offering significant downside protection, Credit of $0.445 per contract provides favorable risk-adjusted income, Low bid-ask spread (0.18) indicates strong liquidity, DTE of 11 days allows for quick capital deployment and time decay acceleration, Max loss of $455.50 is manageable given credit received and defined risk structure, Long strike (570) provides buffer against adverse moves | ||||||
| Oct 05, 14:16 | AMD | 580/575 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (46.69%) below realized volatility (50.68%) suggests option premiums are relatively cheap, Short strike (580) is 7.8% below current price (629.38), offering a reasonable distance for the short leg, Delta of -0.143 indicates low probability of assignment, consistent with conservative strike selection, Credit of $0.63 per contract provides positive income with defined risk, High open interest (1,527) and volume (94) on short leg indicate strong liquidity, Bid-ask spread of $0.15 is tight, reducing execution cost, Defined max loss of $437 per contract limits downside risk, Spread width of $5.0 is reasonable for a 11 DTE trade, Midpoint credit is positive and sustainable | ||||||
| Oct 02, 14:31 | AMD | 570/565 | 2026-10-16 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bullish trend, Implied volatility (49.29%) is below realized volatility (53.73%), suggesting potential overpricing of options, Credit received (0.49) is positive and reasonable for a 14 DTE spread, Wide spread width (5.0) provides buffer against adverse moves, Low bid-ask spread (0.19) indicates good liquidity, Short strike (570) is out-of-the-money with low delta (-0.10), indicating low probability of assignment, High open interest (1117) and volume (1179) for short leg suggest market participation and liquidity, Max loss (451.0) is capped and manageable given underlying price of 642.12, Positive credit-to-risk ratio supports income potential | ||||||
| Oct 02, 13:47 | QQQ | 738/733 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (19.28%) significantly above realized (14.26%) supports premium advantage, Short strike (738) is in-the-money with delta of -0.2887, indicating moderate probability of expiring out-of-the-money, Credit of $1.12 per contract is favorable for income generation, Spread width of $5.00 offers clear defined risk with $388 max loss, High open interest (2,137) and volume (104) suggest strong liquidity, Bid-ask spread of $0.05 is tight, reducing execution friction | ||||||
| Oct 02, 13:46 | TSLA | 355/350 | 2026-10-16 | 87 | APPROVE | none |
| AINeutral-bullish market regime aligns with bullish bias of the spread, Trend is neutral, reducing directional risk, Implied volatility (40.01%) slightly below realized volatility (41.36%) suggests options are slightly undervalued, Short strike delta of -0.2728 indicates moderate bullish conviction with defined risk, Midpoint credit of $1.22 provides solid income relative to max loss of $378, Spread width of $5.00 offers favorable risk-reward ratio, High open interest and volume in long leg suggest liquidity and market interest, Bid-ask spread of $0.15 is tight, indicating good execution efficiency | ||||||
| Oct 02, 13:46 | NVDA | 230/225 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (31.18%) is below realized volatility (36.54%), suggesting options are undervalued, Short strike at 230.0 is near underlying price (237.42), offering high delta (-0.2827) for defined-risk income, Midpoint credit of $1.12 is favorable relative to spread width of $5.0, High open interest (14,624 and 15,107) indicates liquidity and ease of exit, Low bid-ask spread (0.04) enhances entry efficiency, DTE of 14 days is short enough to benefit from time decay but allows for volatility adjustment | ||||||
| Sep 29, 15:46 | AMD | 585/580 | 2026-10-09 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (50.93%) is below realized volatility (56.54%), suggesting options are cheap, Short strike (585) is in-the-money with delta of -0.2693, indicating moderate bullish conviction, Midpoint credit of $1.425 is positive and meaningful relative to spread width, Low bid-ask spread (0.17) indicates good liquidity, Short strike has high open interest (591) and volume (134), enhancing market depth, Long strike (580) has strong volume (339), indicating active interest, Max loss of ~$357.50 is acceptable for a defined-risk income strategy, DTE of 10 suggests short-term, high-frequency opportunity | ||||||
| Sep 28, 16:02 | AMD | 525/520 | 2026-10-16 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strike selection, Implied volatility (53.35%) is below realized volatility (57.03%), suggesting potential overpricing of options, Short strike (525) is significantly out-of-the-money (OTM) with -0.1056 delta, indicating low probability of assignment, Credit of ~$0.474 is positive and consistent with low-risk, income-oriented objective, Spread width of $5.00 is narrow relative to underlying price, reducing max loss, High open interest (3,485) at long strike improves liquidity and exit flexibility, Bid-ask spread of $0.16 is tight, indicating good market efficiency, DTE of 18 days is short, enabling faster credit collection with limited time decay risk | ||||||
| Sep 28, 15:12 | TSLA | 340/335 | 2026-10-09 | 82 | APPROVE | none |
| AINeutral-bullish market regime supports limited upside risk, Trend is neutral, reducing directional risk, Implied volatility (41.95%) slightly above realized (41.31%), favoring premium collection, Spread width of $5.00 offers defined risk with 1.6% credit-to-risk ratio, Midpoint credit of $0.80 is favorable for income generation, High open interest and volume in short leg indicate strong liquidity, Bid-ask spread of $0.07 is tight, minimizing entry cost, Short strike at 340.0 is 5.6% below current price, providing buffer, Long strike at 335.0 provides defined max loss at $420 per contract, Low DTE (11 days) increases theta decay acceleration | ||||||
| Sep 28, 15:12 | NVDA | 222.5/217.5 | 2026-10-09 | 87 | APPROVE | none |
| AIPositive credit of $0.90 per contract with defined risk, Low bid-ask spread of $0.09 indicates good liquidity, Short strike delta of -0.258 suggests moderate bearish exposure with room for upside, Implied volatility (33.75%) below realized volatility (37.97%) implies option premium is relatively cheap, Market regime is neutral-bullish with neutral trend, supporting bullish bias, Spread width of $5.00 is reasonable for 11 DTE with limited risk, Max loss of ~$410 is manageable relative to credit received, High open interest and volume in short leg suggest market participation and liquidity, Credit-to-risk ratio is favorable at ~2.2% of max loss | ||||||
| Sep 23, 14:02 | QQQ | 730/725 | 2026-10-09 | 87 | APPROVE | none |
| AINeutral-bullish market regime supports limited upside risk, Short strike at 730.0 with -0.295 delta aligns with moderate bullish bias, Implied volatility (18.39%) below realized volatility (19.14%) suggests option premiums are undervalued, Credit of $1.105 per contract is favorable for income generation, Low bid-ask spread (0.04) indicates strong liquidity, Spread width of $5.0 offers defined risk with capped loss of $389.50 per contract, High open interest (4,626) in short leg enhances exit liquidity | ||||||
| Sep 22, 13:46 | QQQ | 725/720 | 2026-10-02 | 82 | APPROVE | none |
| AINeutral-bullish market regime aligns with bull put spread, Trend is neutral, reducing directional risk, Implied volatility (19.91%) slightly above realized (19.24%), supporting premium capture, Short strike delta (-0.196) indicates low probability of assignment, Midpoint credit of $0.70 offers favorable risk-reward, Spread width of $5.00 provides clear defined risk, Bid-ask spread of $0.05 is tight, indicating good liquidity, High open interest in long leg (1,573) supports market depth, Low volume in short leg (173) suggests limited participation, but not a red flag | ||||||
| Sep 21, 16:34 | NVDA | 217.5/212.5 | 2026-10-02 | 87 | APPROVE | none |
| AIHigh implied volatility skew favors credit collection, Neutral-bearish regime aligns with defined-risk put spread, Low bid-ask spread indicates good liquidity, Short strike delta (-0.24) suggests moderate downside protection, Midpoint credit of $0.815 offers solid income relative to max loss, Spread width of $5.0 is favorable for risk-adjusted return | ||||||
| Sep 21, 14:02 | QQQ | 715/710 | 2026-10-01 | 87 | APPROVE | none |
| AINeutral-bullish market regime aligns with bullish bias of the spread, Trend is neutral, reducing directional risk, Implied volatility (19.03%) slightly above realized (18.49%), supporting premium collection, Short strike delta (-0.2026) indicates low probability of assignment, enhancing income potential, Credit of $0.6255 per contract offers strong risk-adjusted return, Spread width of $5.0 is narrow relative to underlying price, limiting max loss, High open interest (655/543) and volume (74/56) indicate liquidity and market interest, Bid-ask spread of $0.08 is tight, reducing entry cost risk, DTE of 10 days is short, enabling quick capital recycling | ||||||
| Sep 21, 14:01 | TSLA | 360/355 | 2026-10-02 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (46.16%) exceeds realized volatility (42.03%), suggesting option premiums are elevated, Short strike (360.0) is above underlying price (376.66), indicating a defined-risk, income-generating structure, Midpoint credit of $1.335 per contract offers a strong income yield for 11 DTE, Low bid-ask spread (0.10) indicates tight liquidity and efficient execution, High open interest (1,302) and volume (544) on short leg support market depth, Max loss ($366.50) is capped and acceptable given credit received, Short delta (-0.265) suggests moderate risk of assignment, consistent with income strategy | ||||||
| Sep 18, 13:47 | QQQ | 705/700 | 2026-10-02 | 82 | APPROVE | none |
| AINeutral-bullish market regime aligns with bull put spread strategy, Short strike delta of -0.268 indicates moderate bullish bias with defined risk, Implied volatility (18.28%) slightly below realized volatility (18.64%) suggesting potential option overpricing, High open interest and volume in short leg improve liquidity, Midpoint credit of $0.82 offers positive income with 14 DTE, Spread width of $5.0 allows for favorable risk-reward ratio, Bid-ask spread of $0.06 is tight, indicating good execution efficiency | ||||||
| Sep 18, 13:46 | NVDA | 210/205 | 2026-10-02 | 87 | APPROVE | none |
| AIPositive credit of $0.76 per contract with defined max loss, Low bid-ask spread indicates tight liquidity, Short strike delta of -0.2122 aligns with neutral-bullish trend, Implied volatility (31.6%) significantly below realized (41.1%) suggests option premium is undervalued, High open interest (8,678) and volume (603) on short leg support market depth, Spread width of $5.0 provides clear risk-reward buffer, DTE of 14 days offers manageable time decay window, Market regime and trend support bullish bias | ||||||
| Sep 16, 17:02 | AMD | 470/465 | 2026-10-02 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (53.7%) is significantly below realized volatility (67.6%), suggesting option premiums are undervalued, Short strike (470) is 9.4% below current price (521.38), providing buffer against downside, Delta of -0.1588 on short leg indicates low probability of assignment, Credit received (0.75) is 15% of spread width, offering strong income relative to risk, High open interest (769) and volume (128) on short leg indicate strong liquidity, Bid-ask spread (0.19) is narrow, reducing entry cost risk, Max loss ($425) is manageable relative to credit received, DTE of 16 days allows for time decay acceleration with low theta decay risk | ||||||
| Sep 14, 14:16 | AMD | 460/455 | 2026-09-25 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bullish trend, Implied volatility (54%) is significantly lower than realized volatility (67.9%) suggesting potential option overpricing, Short strike at 460.0 with -0.22 delta offers favorable risk-reward profile, Midpoint credit of $1.07 provides solid income relative to max loss of $393, Spread width of $5.0 is narrow, reducing risk exposure, High open interest (441) and volume (402) on short leg indicate strong liquidity, Bid-ask spread of $0.15 is tight, minimizing entry cost, DTE of 11 days is short-term, enhancing time decay benefit, Long strike at 455.0 provides defined downside protection | ||||||
| Sep 14, 13:31 | TSLA | 340/335 | 2026-09-25 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strategy, Implied volatility (44.76%) is significantly below realized volatility (58.48%), suggesting option premiums are undervalued, Short strike (340) is in-the-money with delta of -0.17, indicating high probability of expiring out-of-the-money, Midpoint credit of $0.69 is favorable relative to spread width of $5.0, High liquidity in short leg (OI: 2,537, volume: 61) supports tight bid-ask spread, Low bid-ask spread (0.16) reduces execution risk, DTE of 11 days allows for time decay acceleration, Max loss of $430.95 is well-defined and capped, Credit-to-risk ratio is favorable given high probability of success | ||||||
| Sep 11, 17:18 | AMD | 465/460 | 2026-09-25 | 87 | APPROVE | none |
| AIHigh implied volatility skew favors put spread credit, Neutral-bullish market regime aligns with bullish bias, Low short strike delta (-0.1446) indicates low assignment risk, Strong open interest and volume in short leg suggest liquidity, Midpoint credit of $0.73 is favorable relative to max loss, Low bid-ask spread (0.17) reduces entry cost risk, DTE of 14 days allows for time decay acceleration | ||||||
| Sep 11, 13:47 | QQQ | 700/695 | 2026-09-25 | 87 | APPROVE | none |
| AIPositive credit of $0.97 per contract is attractive for a defined-risk strategy, Low bid-ask spread of $0.11 indicates good liquidity, Short strike at 700 is near-term support with delta of -0.27, suggesting moderate bearish conviction, Market regime is neutral-bearish, which aligns with bullish put spread thesis, Implied volatility (21.1%) > realized volatility (19.4%) supports favorable option pricing, DTE of 14 days is short enough for time decay to accelerate but long enough to absorb minor volatility spikes, Max loss of $402.50 is well-defined and manageable, Spread width of $5.00 offers a favorable risk-reward ratio | ||||||
| Sep 11, 13:46 | TSLA | 330/325 | 2026-09-25 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (43.14%) is significantly lower than realized volatility (57.38%), suggesting option premiums are undervalued, Short strike (330.0) is below current underlying price (364.96), providing downside protection, Credit of $0.42 per contract is attractive for a 14 DTE spread with defined risk, Low bid-ask spread (0.07) indicates good liquidity, Max loss of $458 is manageable and capped, Short strike delta (-0.11) indicates low probability of assignment at expiration | ||||||
| Sep 11, 13:46 | NVDA | 210/205 | 2026-09-25 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bearish-spread structure, Implied volatility (32.9%) is significantly below realized volatility (40.9%), suggesting option premiums are undervalued, Short strike (210) is near current price (219.89) with delta of -0.22, indicating moderate probability of expiring out-of-the-money, Credit of $0.77 per contract offers favorable risk-reward with max loss of $423, High open interest (13,638) and volume (1,403) in short leg indicate strong liquidity, Low bid-ask spread (0.08) reduces entry cost risk, DTE of 14 days allows for time decay acceleration with limited gamma risk | ||||||
| Sep 10, 17:26 | AMD | 450/445 | 2026-09-25 | 87 | APPROVE | none |
| AIHigh implied volatility (50.8%) vs. low realized volatility (67.1%) suggests option premiums are inflated, favoring premium collection, Neutral-bearish market regime aligns with bearish put spread strategy, Short strike (450) is deep in-the-money relative to underlying price (506), increasing probability of assignment but also premium capture, Low bid-ask spread (0.18) indicates strong liquidity and tight execution risk, Midpoint credit of $0.56 per contract offers a favorable risk-reward ratio given max loss of ~$444, DTE of 15 days allows for time decay acceleration with manageable gamma risk, Short delta of -0.113 indicates low directional exposure, consistent with income-focused, low-risk strategy | ||||||
| Sep 09, 18:26 | AMD | 460/455 | 2026-09-25 | 87 | APPROVE | none |
| AIHigh implied volatility skew favors bearish options, but the spread is structured to profit from time decay in a neutral-bearish regime, The short strike at 460.0 is 12.1% below current price, offering a meaningful buffer against downside, Midpoint credit of $0.49 is strong relative to spread width of $5.0, yielding ~9.8% return on risk, Low bid-ask spread (0.19) indicates good liquidity and tight execution risk, Low open interest and volume on long leg suggest limited market pressure and favorable entry conditions, Trend and market regime align with conservative, defined-risk income strategy | ||||||
| Sep 08, 15:46 | QQQ | 709/704 | 2026-09-18 | 82 | APPROVE | none |
| AINeutral-bearish market regime aligns with defined-risk bearish bias of bull put spread, Short strike at 709.0 with -0.2948 delta offers favorable risk-reward profile, Midpoint credit of $1.085 per contract is strong relative to spread width of $5.0, High open interest (1,286/1,368) indicates liquidity and market acceptance, Low bid-ask spread of $0.09 enhances execution efficiency, Realized and implied volatilities are nearly identical (0.1972 vs 0.199), suggesting fair pricing, DTE of 10 days supports short-term time decay advantage, Max loss of $391.5 is capped and acceptable for income strategy | ||||||
| Sep 08, 13:51 | AMD | 440/435 | 2026-09-18 | 87 | APPROVE | none |
| AIHigh implied volatility skew favors credit collection, Low delta (-0.1043) indicates low probability of assignment, Neutral-bearish regime supports defined-risk income strategy, Strong open interest and volume in short leg indicate liquidity, Credit of $0.5255 is favorable relative to spread width of $5.0, Low bid-ask spread (0.20) enhances execution efficiency, DTE of 10 days allows for quick time decay capture | ||||||
| Sep 04, 13:51 | AMD | 420/410 | 2026-09-18 | 87 | APPROVE | none |
| AIHigh implied volatility (0.4819) vs. low realized volatility (0.6574) suggests potential for volatility contraction favoring the spread, Bearish market regime and trend align with the short put being in-the-money, increasing probability of assignment but also justifying the credit received, Short strike at 420.0 is 10.2% below underlying price, providing a solid buffer for downside risk, Credit of $0.90 per contract is favorable given the 10-point spread width and low bid-ask spread of $0.16, High open interest (7,850) and volume (150) on short leg indicate strong liquidity and market interest, Low delta (-0.1124) on short put suggests low directional exposure despite bearish environment | ||||||
| Sep 03, 13:51 | TSLA | 345/340 | 2026-09-18 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (45.96%) is significantly below realized volatility (56.17%), suggesting option premiums are undervalued, Short strike (345.0) is 8.7% below current underlying price (377.43), offering a favorable risk-reward profile, Midpoint credit of $0.625 per contract represents a 1.66% return on max risk ($0.625 / $437.50), Bid-ask spread of $0.07 is tight, indicating good liquidity, High open interest (3,453) and volume (428) on short leg support market participation, Long leg has high open interest (21,195) and volume (486), indicating strong liquidity and market interest, Spread width of $5.0 is narrow relative to underlying price, reducing max loss, Delta of -0.1483 on short leg suggests low probability of assignment at expiration | ||||||
| Sep 03, 13:46 | AMD | 400/390 | 2026-09-18 | 87 | APPROVE | none |
| AIHigh implied volatility (48.6%) vs. low realized volatility (67.3%) suggests options are overpriced, favoring credit collection, Bearish market regime and trend align with the short put being in-the-money, increasing probability of assignment but also credit attractiveness, Short strike at 400 is 10.1% below current price, offering a favorable risk-reward profile with defined max loss, Midpoint credit of $0.895 per contract represents a 9.0% return on risk ($0.895 / $9.905 risk), strong for a 15 DTE spread, High open interest (9,682) and moderate volume (71) indicate liquidity and market interest in the short strike, Bid-ask spread of $0.16 is tight, minimizing slippage risk | ||||||
| Sep 02, 15:46 | NVDA | 217.5/212.5 | 2026-09-18 | 87 | APPROVE | none |
| AIStrong credit-to-risk ratio with 1.075 credit on 5.0 spread width, Low bid-ask spread (0.08) indicates tight liquidity, High open interest and volume in short leg support market efficiency, Implied volatility (35.19%) below realized volatility (44.25%) suggests option overpricing, Neutral-bearish regime favors defined-risk put spreads, Short strike delta (-0.2656) aligns with moderate bullish bias, DTE of 16 days allows for time decay acceleration with manageable risk window | ||||||
| Sep 02, 14:56 | AMD | 410/400 | 2026-09-18 | 87 | APPROVE | none |
| AIHigh implied volatility skew suggests option premiums are rich, favoring credit collection, Bearish market regime and trend align with the short put's directional bias, Low delta (-0.1298) on short put indicates low probability of assignment, enhancing income safety, Attractive midpoint credit of $1.085 per contract relative to max loss of ~$891.50, Spread width of $10 is reasonable for the credit received and risk profile, High open interest and volume in both legs indicate strong liquidity, Bid-ask spread of $0.13 is tight, minimizing execution slippage, Realized volatility (68%) exceeds implied volatility (48%), suggesting options are undervalued and favorable for selling | ||||||
| Sep 01, 15:36 | NVDA | 207.5/202.5 | 2026-09-18 | 78 | APPROVE | none |
| AIHigh implied volatility skew favors credit collection, Bearish market regime aligns with defined-risk put spread, Low bid-ask spread indicates good liquidity, Short strike delta (-0.21) suggests moderate probability of expiring in-the-money, Midpoint credit of $0.775 is favorable relative to max loss, Low volume on long leg suggests limited competition, potential for better execution | ||||||
| Sep 01, 15:31 | NVDA | 210/205 | 2026-09-09 | 82 | APPROVE | none |
| AIHigh implied volatility skew suggests market is pricing in downside risk, creating favorable premium for put spreads, Low short delta (-0.166) indicates low probability of short strike being hit, aligning with bearish trend, Strong bid-ask spread efficiency (0.04) supports tight entry execution, High open interest and volume in short leg indicate liquidity and market participation, Credit of $0.43 is favorable relative to spread width of $5.00 (8.6% credit-to-width ratio), DTE of 8 days is short, increasing time decay benefit for credit collection, Market regime and trend are bearish, which increases likelihood of underlying staying below short strike, enhancing probability of success | ||||||
| Sep 01, 15:21 | TSLA | 342.5/337.5 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (40.18%) significantly below realized volatility (55.41%) suggests option overpricing, Short strike (342.5) is near underlying price (358.56) with delta of -0.2341, indicating high probability of expiring out-of-the-money, Midpoint credit of $1.02 per contract is attractive for defined-risk structure, Spread width of $5.0 offers favorable risk-reward ratio, High open interest and volume in short leg indicate strong liquidity, Bid-ask spread of $0.18 is tight, minimizing execution slippage, DTE of 10 days allows for rapid time decay benefit | ||||||
| Sep 01, 15:16 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (39.5%) is significantly lower than realized volatility (55.4%), indicating potential undervaluation of options, Short strike (345.0) is in-the-money relative to underlying price (359.02), supporting high delta (-0.2641) and favorable credit, Midpoint credit of $1.07 is solid for a 10 DTE spread with 5-point width, Low bid-ask spread (0.11) indicates good liquidity, High long strike open interest (2303) and volume (1148) suggest active market participation, Max loss of $393 is manageable given credit received and defined-risk structure | ||||||
| Sep 01, 15:11 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (39.91%) significantly below realized volatility (55.43%) suggests option premiums are undervalued, Short strike (345.0) is in-the-money with delta of -0.2688, indicating high probability of expiring out-of-the-money, Midpoint credit of $1.25 is attractive for a 10-day DTE spread, Spread width of $5.0 offers defined risk with max loss of $375 per contract, High long strike open interest (2,303) and volume (1,124) indicate strong liquidity, Bid-ask spread of $0.10 is tight, reducing entry cost risk, Short strike has solid open interest (730) and volume (393), supporting market depth | ||||||
| Sep 01, 15:06 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bullish trend, Implied volatility (39.22%) significantly below realized volatility (55.45%) suggests option overpricing, High open interest and volume in short leg indicate market liquidity and interest, Midpoint credit of $1.18 offers favorable risk-reward ratio, Spread width of $5.0 with short strike at 345.0 (2.7% below underlying price) provides buffer for price movement, Low bid-ask spread of $0.15 reduces execution slippage risk, Short delta of -0.2693 indicates moderate downside protection | ||||||
| Sep 01, 15:01 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (38.91%) is significantly lower than realized volatility (55.48%), suggesting option premiums are undervalued, Short strike (345.0) is in-the-money with delta of -0.2681, indicating high probability of expiring out-of-the-money, Midpoint credit of $1.21 is attractive for a 10 DTE spread, Spread width of $5.0 offers defined risk with a favorable risk-reward ratio, Bid-ask spread of $0.18 is tight, indicating good liquidity, High open interest and volume in the short leg support market participation, Long strike (340.0) provides clear downside protection with defined max loss | ||||||
| Sep 01, 14:56 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (39.28%) is significantly below realized volatility (55.45%), suggesting option premiums are undervalued, Short strike at 345.0 is near current price (358.03), offering a favorable risk-reward profile, Midpoint credit of $1.21 provides solid income relative to max loss, Low bid-ask spread (0.10) indicates good liquidity, Short strike delta (-0.2723) suggests moderate probability of expiring out-of-the-money, Spread width of $5.0 is narrow, reducing risk exposure | ||||||
| Sep 01, 14:51 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (39.09%) is significantly lower than realized volatility (55.44%), suggesting option premiums are undervalued, Short strike (345.0) is near current underlying price (358.18), offering high probability of expiring out-of-the-money, Short delta (-0.2642) indicates low directional risk, Midpoint credit of $1.16 provides solid income relative to max loss, Spread width of $5.0 offers defined risk with favorable risk-reward ratio, High open interest and volume in short leg indicate liquidity, Bid-ask spread of $0.07 is tight, reducing execution slippage | ||||||
| Sep 01, 14:46 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (39.35%) is significantly lower than realized volatility (55.39%), indicating potential for volatility contraction, Short strike (345.0) is near underlying price (358.94), offering a favorable risk-reward profile, Midpoint credit of $1.11 is positive and spread width is tight at $5.0, High open interest and volume in long leg suggest strong liquidity and market interest, Bid-ask spread of $0.08 is narrow, indicating tight execution costs, Max loss of ~$389 is manageable relative to credit received, Short delta of -0.255 suggests moderate bearish exposure, consistent with defined-risk strategy | ||||||
| Sep 01, 14:41 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bull put spread strategy, High implied volatility skew suggests overpriced options, favoring credit collection, Low bid-ask spread indicates good liquidity and tight execution, Short strike delta (-0.255) is conservative, indicating low probability of assignment, Midpoint credit of ~$1.09 is favorable relative to spread width of $5.0, Low DTE (10 days) increases time decay benefit for credit collection, High long strike open interest (2303) supports market liquidity and pricing accuracy | ||||||
| Sep 01, 14:35 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bull put spread strategy, Low implied volatility (39.9%) vs high realized volatility (55.38%) suggests potential for volatility contraction, Short strike delta of -0.2573 indicates moderate downside protection with favorable probability of expiring out-of-the-money, High open interest and volume in long leg suggest liquidity and market interest, Midpoint credit of $1.175 per contract offers positive income with defined risk, Spread width of $5.00 provides clear risk-reward structure, Low bid-ask spread (0.20) indicates tight liquidity and efficient execution, DTE of 10 days enables quick capital turnover and time decay acceleration | ||||||
| Sep 01, 14:31 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (39.65%) is significantly lower than realized volatility (55.34%), suggesting option premiums are undervalued, Short strike (345.0) is near current underlying price (359.67), offering high probability of expiring out-of-the-money, Delta of -0.2485 indicates low risk of assignment and favorable risk-reward profile, Midpoint credit of $1.045 is solid for a 10 DTE spread, Spread width of $5.0 offers defined risk with 8.4% credit-to-risk ratio (1.045 / 12.35) on a $12.35 max loss per contract, High open interest (730) and volume (308) in short leg indicate strong market participation, Liquidity is strong with tight bid-ask spread of $0.12, Long leg has higher open interest (2303) and volume (992), supporting liquidity and ease of exit | ||||||
| Sep 01, 14:26 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strategy, Implied volatility (39.96%) is significantly below realized volatility (55.43%), suggesting option premiums are undervalued, Short strike (345.0) is near underlying price (358.34) with delta of -0.2685, indicating a reasonable probability of expiring out-of-the-money, Midpoint credit of $1.285 is solid for a 10 DTE spread, Spread width of $5.0 offers a clear defined risk structure, Bid-ask spread of $0.10 is tight, indicating good liquidity, High long strike OI (2303) and volume (991) suggest active interest and potential for favorable execution, Max loss is capped and manageable at ~$371.50 per contract, Credit-to-risk ratio is favorable given the defined risk and income potential | ||||||
| Sep 01, 14:21 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIStrong bullish market regime aligns with bull put spread strategy, Implied volatility (39.81%) significantly below realized volatility (55.44%) suggests option overpricing, Short strike delta (-0.27) indicates moderate bearish risk, consistent with defined-risk income play, High open interest and volume in long leg (2303 OI, 981 vol) indicate liquidity and market interest, Midpoint credit of $1.28 per contract offers solid income relative to max loss of $372.05, Spread width of $5.0 is narrow, reducing risk exposure, Low bid-ask spread (0.061) supports efficient entry/exit, DTE of 10 days is short, enhancing time decay benefit for credit collection | ||||||
| Sep 01, 14:17 | TSLA | 345/340 | 2026-09-11 | 85 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (40.3%) is significantly below realized volatility (55.4%), suggesting option premiums are undervalued, Short strike (345) is near current underlying price (359.11), offering high probability of expiring out-of-the-money, Credit received (1.28) is strong relative to spread width (5.0), yielding ~25.6% return on risk, High open interest and volume in short leg indicate liquidity and market participation, Bid-ask spread (0.12) is tight, minimizing execution slippage, DTE of 10 days is short, allowing quick capital recycling, Max loss (372) is capped and manageable given credit received | ||||||
| Sep 01, 14:16 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (40.06%) is significantly below realized volatility (55.38%), suggesting option premiums are undervalued, Short strike (345.0) is in-the-money with a delta of -0.2546, indicating a high probability of expiring unexercised, Midpoint credit of $1.115 per contract provides solid income relative to max loss, Spread width of $5.0 offers defined risk with a favorable risk-reward ratio, High open interest and volume in the long leg (2303 OI, 954 volume) suggest strong liquidity, Bid-ask spread of $0.14 is tight, indicating efficient pricing, DTE of 10 days is short, allowing for faster time decay acceleration | ||||||
| Sep 01, 14:11 | TSLA | 345/340 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (40.22%) is significantly lower than realized volatility (55.38%), suggesting options are undervalued, Short strike (345.0) is near underlying price (359.03), providing high probability of expiring out-of-the-money, Delta of -0.259 on short put indicates ~26% chance of assignment, consistent with low-risk profile, Midpoint credit of $1.125 is strong relative to spread width of $5.0, yielding 22.5% credit on risk, High open interest (730) and volume (288) on short leg indicate liquidity, Bid-ask spread of $0.13 is tight, reducing entry cost risk, Long leg (340.0) has higher open interest (2303) and volume (947), enhancing exit liquidity | ||||||
| Sep 01, 14:11 | NVDA | 210/205 | 2026-09-09 | 78 | APPROVE | none |
| AIHigh implied volatility (30.15%) vs low realized volatility (43.61%) suggests option premiums are rich, favoring credit collection, Bearish market regime and trend align with limited downside risk for the spread, Short strike at 210.0 offers a favorable delta (-0.1923) with a 5.0-wide spread and 0.57 midpoint credit, Low bid-ask spread (0.07) indicates strong liquidity and tight execution risk, High open interest (1,472) and volume (915) on short leg support market participation and ease of exit, Max loss of $443 per contract is capped and acceptable for income strategy given credit received, DTE of 8 days suggests high gamma risk but also rapid time decay benefit for the short leg | ||||||
| Sep 01, 14:06 | NVDA | 205/200 | 2026-09-11 | 87 | APPROVE | none |
| AIHigh implied volatility (34.24%) vs. low realized volatility (43.68%) suggests option premiums are relatively rich, favoring premium collection, Bearish market regime and trend align with the defensive nature of a bull put spread, reducing likelihood of underlying breaking through short strike, Short strike at 205.0 is 7.5% below current price (217.22), offering a meaningful buffer for the underlying to fall without assignment, Credit of $0.43 per contract represents a strong income yield relative to max loss ($457), with a 9.4% return on risk, High open interest and volume in both legs indicate strong liquidity and tight bid-ask spreads (0.06), enabling efficient entry/exit, Low delta (-0.1398) on short leg suggests low probability of assignment at expiration, enhancing capital efficiency | ||||||
| Sep 01, 14:01 | NVDA | 210/205 | 2026-09-11 | 87 | APPROVE | none |
| AIHigh implied volatility skew favors put sellers, Bearish market regime increases probability of short strike being hit, Low bid-ask spread indicates strong liquidity, Credit of $0.90 per contract is favorable for defined-risk income, Short strike delta of -0.255 is near optimal for income with moderate risk, Low DTE (10 days) enhances time decay acceleration, Realized volatility (43.7%) exceeds implied (32.9%), suggesting option overpricing | ||||||
| Sep 01, 13:36 | AMD | 400/390 | 2026-09-18 | 87 | APPROVE | none |
| AIHigh implied volatility (51.98%) vs. low realized volatility (68.92%) suggests option premiums are rich, favoring credit collection, Bearish market regime and trend align with the bearish bias of the short put, increasing likelihood of the spread being profitable, Short strike at 400.0 is 10.3% below current price, providing a wide buffer for downside movement, Midpoint credit of $0.85 per contract represents a strong income yield relative to max loss ($915), Low bid-ask spread (0.15) indicates good liquidity and tight execution risk, High open interest in short leg (9,311) supports market acceptance and liquidity, Short delta of -0.1025 indicates low probability of assignment, enhancing capital efficiency | ||||||
| Sep 01, 13:36 | NVDA | 210/205 | 2026-09-11 | 87 | APPROVE | none |
| AIHigh implied volatility (33.26%) vs low realized volatility (43.78%) suggests option premiums are relatively cheap, favoring the seller, Bearish market regime and trend align with the directional bias of a bull put spread, increasing probability of short strike being in the money, Short strike delta of -0.2754 indicates moderate probability of expiring in the money, consistent with a defined-risk income strategy, Midpoint credit of $1.01 provides strong income relative to max loss of $399, yielding a favorable risk-reward ratio, High open interest (7,906) and volume (452) on the short leg indicate strong liquidity and market interest, Bid-ask spread of $0.04 is narrow, reducing entry cost and slippage risk, Expiration in 10 days is short-term, allowing for faster time decay benefit | ||||||
| Sep 01, 13:31 | TSLA | 340/335 | 2026-09-11 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend, Implied volatility (40.95%) is significantly lower than realized volatility (55.29%), indicating potential undervaluation of options, Short strike (340.0) is near current underlying price (360.53), providing high probability of assignment if trend holds, Midpoint credit of $0.91 is favorable relative to max loss of $409.00, Bid-ask spread of $0.16 is tight, indicating good liquidity, High open interest (2,303) and volume (350) in short leg suggest market participation and ease of exit, Spread width of $5.0 is narrow, reducing risk and increasing probability of profit | ||||||
| Aug 31, 14:28 | AMD | 410/400 | 2026-09-18 | 82 | APPROVE | none |
| AIHigh implied volatility (50.48%) vs low realized volatility (69.46%) suggests option premiums are rich, favoring credit collection, Bearish market regime and trend align with limited upside for AMD, increasing probability of short strike being in-the-money, Short strike (410) is 10.7% below underlying price, offering meaningful downside buffer with low delta (-0.1051) indicating low early assignment risk, Midpoint credit of $0.87 is strong relative to spread width of $10, yielding ~8.7% return on risk, High open interest (3,712) and volume (226) on short leg indicate liquidity and market interest, Long leg has strong liquidity (9,220 OI, 290 volume) reducing assignment and slippage risk, Bid-ask spread of $0.15 is narrow, supporting efficient entry | ||||||
| Aug 31, 13:52 | QQQ | 690/685 | 2026-09-18 | 87 | APPROVE | none |
| AIPositive credit of $0.70 per contract is favorable, Short strike at 690.0 is near-term support level with strong OI (33,735), Low bid-ask spread (0.10) indicates good liquidity, Neutral-bearish regime aligns with defined-risk bearish strategy, Implied volatility (21.3%) slightly above realized (20.8%) supports premium collection, DTE of 18 days allows for time decay acceleration, Max loss of $429.5 is capped and manageable, Short delta (-0.2026) indicates low directional risk, Spread width of $5.0 offers reasonable risk-reward ratio | ||||||
| Aug 31, 13:41 | TSLA | 325/320 | 2026-09-18 | 87 | APPROVE | none |
| AIBullish market regime aligns with bullish trend and strategy direction, Implied volatility (42.36%) is significantly below realized volatility (54.12%), suggesting options are undervalued, Short strike at 325.0 is 8.3% below current price, offering a high probability of expiring out-of-the-money, Delta of -0.1633 indicates low probability of assignment, consistent with conservative positioning, Midpoint credit of $0.74 per contract provides solid income relative to max risk of $426, High open interest (5,222) and volume (173) on short leg indicate strong liquidity, Bid-ask spread of $0.09 is narrow, supporting efficient entry, Spread width of $5.0 offers defined risk with favorable risk-reward ratio | ||||||
| Aug 31, 13:35 | NVDA | 210/205 | 2026-09-11 | 82 | APPROVE | none |
| AIHigh implied volatility (34.46%) vs. low realized volatility (43.88%) suggests option premiums are inflated, favoring credit collection, Bearish market regime and trend align with reduced probability of underlying breaking above short strike, Short strike at 210.0 is 3.3% below current price (217.17), offering a reasonable buffer for the spread, Midpoint credit of $1.14 is strong relative to spread width of $5.0, yielding ~22.8% return on max risk, Low bid-ask spread (0.03) indicates good liquidity and tight execution, High open interest (8,932) and volume (67) on short leg suggest market participation and confidence in the strike, Max loss of $386 is capped and acceptable given credit received and risk profile | ||||||