Every idea that clears the Testing-15 bar (31 in the funnel, from all ten testing buckets) comes in. For each single stock or ETF, the engine builds a distribution of prices at the nearest option expiry — the stock's own return distribution over that many sessions (its shape only - the trailing trend is removed, because past drift is not an edge), centred on the signal's measured excess over its base (shrunk for sample size) — then prices every structure off today's live option chain and scores it across every scenario.
Ranked by Kelly growth — risk-adjusted expectancy — not by probability of profit alone: selling far out-of-the-money options always "wins" most of the time until the tail arrives. Probability of profit (POP), expected value on risk capital and the 5th-percentile outcome sit beside it. Naked short options are never built (house rule) - short premium is always a defined-risk spread, iron condor or iron fly. Sizes are a quarter of Kelly, capped at 0.75% of NAV at risk for options and 7.5% notional for stock. Staged for review — nothing is placed. Click a row for every structure the engine tried.
| # | Idea | Best structure | POP | EV / risk | 5th pct | Kelly growth | Suggested size |
|---|---|---|---|---|---|---|---|
| 1 | QCOM long Weekly Ideas · edge +8 · ~1 week | short vol Iron condor buy 11-06 162.5P @ 1.72 · sell 11-06 177.5P @ 5.85 · sell 11-06 192.5C @ 5.41 · buy 11-06 210C @ 1.81 | 85% | +50.7% | -74% | 28.42 | 5 contract(s), ~$5,641 at risk |
| 2 | MCHP short Weekly Ideas · edge +6 · ~1 week | short vol Iron fly (8% wings) buy 11-06 74P @ 1.64 · sell 11-06 81P @ 4.22 · sell 11-06 81C @ 3.52 · buy 11-06 87C @ 1.68 | 66% | +40.4% | -100% | 10.63 | 22 contract(s), ~$5,641 at risk |
| 3 | ABNB short Weekly Ideas · edge +8 · ~2 weeks | credit Bear call spread (credit) sell 11-13 170C @ 5.94 · buy 11-13 182.5C @ 2.28 | 80% | +19.8% | -93% | 7.32 | 6 contract(s), ~$5,641 at risk |
| 4 | DASH short Daily Testing · edge +10 · ~1 month | stock Short stock undefined risk short stock @ 180.73 | 68% | +6.1% | -11% | 5.38 | 312 sh (~$56,413) |
| 5 | DVN long Weekly Ideas · edge +7 · ~1 week | credit Bull put spread (credit) sell 11-06 50P @ 1.00 · buy 11-06 46P @ 0.14 | 79% | +11.0% | -70% | 4.18 | 17 contract(s), ~$5,641 at risk |
| 6 | NFLX short Weekly Ideas · edge +6 · ~3 weeks | long vol Long put (ATM) buy 11-20 62P @ 1.87 | 46% | +44.6% | -100% | 4.17 | 30 contract(s), ~$5,641 at risk |
| 7 | PANW long Weekly Ideas · edge +16 · ~3 weeks | credit Bull put spread (credit) sell 11-20 360P @ 15.16 · buy 11-20 330P @ 6.89 | 79% | +14.2% | -100% | 3.70 | 2 contract(s), ~$5,641 at risk |
| 8 | SLB long Weekly Ideas · edge +22 · ~1 month | stock Long stock buy stock @ 53.92 | 61% | +2.9% | -12% | 2.52 | 1046 sh (~$56,413) |
| 9 | PWR short Weekly Ideas · edge +24 · ~1 week | income Covered put (short stock + short put) undefined risk short stock @ 635.59 · sell 11-20 590P @ 10.80 | 70% | +2.6% | -11% | 2.33 | 88 sh (~$56,413) |
| 10 | ISRG long Weekly Ideas · edge +32 · ~1 month | stock Long stock buy stock @ 448.02 | 62% | +2.5% | -10% | 2.11 | 125 sh (~$56,413) |
| 11 | MLM long Daily Testing · edge +26 · ~2 weeks | income Covered call (long stock + short call) buy stock @ 535.40 · sell 11-20 560C @ 8.45 | 71% | +2.2% | -7% | 2.10 | 105 sh (~$56,413) |
| 12 | STX short Weekly Ideas · edge +30 · ~1 month | credit Bear call spread (credit) sell 11-27 705C @ 44.95 · buy 11-27 760C @ 27.00 | 75% | +13.3% | -100% | 2.09 | 1 contract(s), ~$5,641 at risk |
| 13 | ACN long Weekly Ideas · edge +8 · ~2 weeks | income Covered call (long stock + short call) buy stock @ 246.10 · sell 11-13 255C @ 4.97 | 70% | +1.4% | -8% | 1.25 | 229 sh (~$56,413) |
| 14 | BKR long Weekly Ideas · edge +9 · ~2 weeks | income Covered call (long stock + short call) buy stock @ 54.49 · sell 11-20 55C @ 1.65 | 72% | +1.2% | -8% | 1.06 | 1035 sh (~$56,413) |
| 15 | NOC long Weekly Ideas · edge +23 · ~2 weeks | income Covered call (long stock + short call) buy stock @ 561.21 · sell 11-20 580C @ 8.12 | 66% | +1.0% | -7% | 0.90 | 100 sh (~$56,413) |
| 16 | CTVA short Weekly Ideas · edge +12 · ~1 week | stock Short stock undefined risk short stock @ 11.44 | 55% | +1.1% | -10% | 0.90 | 4931 sh (~$56,413) |
| 17 | VMC long Daily Testing · edge +17 · ~1 month | stock Long stock buy stock @ 280.67 | 56% | +0.9% | -9% | 0.68 | 200 sh (~$56,413) |
| 18 | ABT long Weekly Ideas · edge +6 · ~2 weeks | income Covered call (long stock + short call) buy stock @ 104.32 · sell 11-13 107C @ 1.13 | 65% | +0.6% | -6% | 0.56 | 540 sh (~$56,413) |
| 19 | URI long Weekly Ideas · edge +7 · ~2 weeks | stock Long stock buy stock @ 1,194.22 | 54% | +0.8% | -12% | 0.54 | 47 sh (~$56,413) |
| 20 | HD long Weekly Ideas · edge +6 · ~1 week | income Covered call (long stock + short call) buy stock @ 327.20 · sell 11-06 335C @ 2.42 | 63% | +0.6% | -4% | 0.52 | 172 sh (~$56,413) |
| 21 | ICE long Weekly Ideas · edge +5 · ~2 weeks | income Covered call (long stock + short call) buy stock @ 164.60 · sell 11-13 167.5C @ 2.55 | 64% | +0.5% | -6% | 0.46 | 342 sh (~$56,413) |
| 22 | COIN short Weekly Ideas · edge +7 · ~3 weeks | long vol Long straddle (ATM) buy 11-20 160C @ 11.29 · buy 11-20 160P @ 11.95 | 44% | +7.9% | -92% | 0.46 | 2 contract(s), ~$5,641 at risk |
| 23 | AVGO long Daily Testing · edge +5 · ~2 weeks | stock Long stock buy stock @ 344.05 | 52% | +0.7% | -14% | 0.30 | 163 sh (~$56,413) |
| 24 | BSX long Weekly Ideas · edge +5 · ~1 month | income Covered call (long stock + short call) buy stock @ 43.06 · sell 11-27 45C @ 0.82 | 63% | +0.1% | -14% | 0.00 | 567 sh (~$24,446) |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Iron condor | 85% | +50.7% | -74% | 28.42 | buy 11-06 162.5P @ 1.72 · sell 11-06 177.5P @ 5.85 · sell 11-06 192.5C @ 5.41 · buy 11-06 210C @ 1.81 |
| Iron fly (8% wings) | 72% | +77.8% | -100% | 22.63 | buy 11-06 170P @ 3.37 · sell 11-06 185P @ 9.41 · sell 11-06 185C @ 8.15 · buy 11-06 200C @ 3.50 |
| Bull put spread (credit) | 85% | +28.4% | -86% | 13.77 | sell 11-06 180P @ 6.95 · buy 11-06 165P @ 2.17 |
| Covered call (long stock + short call) | 76% | +2.7% | -7% | 2.56 | buy stock @ 184.70 · sell 11-06 190C @ 6.36 |
| Long stock | 55% | +0.5% | -10% | 0.33 | buy stock @ 184.70 |
| Long call (ATM) | 21% | -44.9% | -100% | 0.00 | buy 11-06 185C @ 8.45 |
| Bull call spread (8% wide) | 32% | -24.4% | -100% | 0.00 | buy 11-06 185C @ 8.45 · sell 11-06 200C @ 3.30 |
| Long straddle (ATM) | 9% | -52.4% | -97% | 0.00 | buy 11-06 185C @ 8.45 · buy 11-06 185P @ 9.64 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Iron fly (8% wings) | 66% | +40.4% | -100% | 10.63 | buy 11-06 74P @ 1.64 · sell 11-06 81P @ 4.22 · sell 11-06 81C @ 3.52 · buy 11-06 87C @ 1.68 |
| Bear call spread (credit) | 82% | +13.4% | -100% | 3.82 | sell 11-06 83C @ 2.73 · buy 11-06 89C @ 1.22 |
| Covered put (short stock + short put) undefined | 74% | +2.2% | -10% | 1.99 | short stock @ 80.55 · sell 11-06 78P @ 2.85 |
| Short stock undefined | 54% | -0.2% | -13% | 0.00 | short stock @ 80.55 |
| Long put (ATM) | 19% | -49.3% | -100% | 0.00 | buy 11-06 81P @ 4.47 |
| Bear put spread (8% wide) | 30% | -34.7% | -100% | 0.00 | buy 11-06 81P @ 4.47 · sell 11-06 74P @ 1.41 |
| Long straddle (ATM) | 13% | -48.6% | -97% | 0.00 | buy 11-06 81C @ 3.77 · buy 11-06 81P @ 4.47 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Bear call spread (credit) | 80% | +19.8% | -93% | 7.32 | sell 11-13 170C @ 5.94 · buy 11-13 182.5C @ 2.28 |
| Covered put (short stock + short put) undefined | 72% | +2.1% | -7% | 1.92 | short stock @ 166.65 · sell 11-13 160P @ 3.86 |
| Short stock undefined | 60% | +1.1% | -9% | 0.84 | short stock @ 166.65 |
| Long put (ATM) | 33% | -21.1% | -100% | 0.00 | buy 11-13 167.5P @ 7.35 |
| Long straddle (ATM) | 17% | -38.9% | -94% | 0.00 | buy 11-13 167.5C @ 7.31 · buy 11-13 167.5P @ 7.35 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Short stock undefined | 68% | +6.1% | -11% | 5.38 | short stock @ 180.73 |
| Covered put (short stock + short put) undefined | 73% | +5.7% | -10% | 5.20 | short stock @ 180.73 · sell 11-27 160P @ 3.52 |
| Bear put spread (8% wide) | 55% | +30.7% | -100% | 3.74 | buy 11-27 180P @ 10.82 · sell 11-27 165P @ 4.80 |
| Long put (ATM) | 46% | +32.4% | -100% | 2.81 | buy 11-27 180P @ 10.82 |
| Bear call spread (credit) | 79% | +8.1% | -100% | 1.44 | sell 11-27 185C @ 7.84 · buy 11-27 195C @ 5.54 |
| Long straddle (ATM) | 34% | -16.9% | -94% | 0.00 | buy 11-27 180C @ 11.20 · buy 11-27 180P @ 10.82 |
| Iron fly (8% wings) | 36% | -24.5% | -100% | 0.00 | buy 11-27 165P @ 5.10 · sell 11-27 180P @ 10.18 · sell 11-27 180C @ 10.20 · buy 11-27 195C @ 5.54 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Bull put spread (credit) | 79% | +11.0% | -70% | 4.18 | sell 11-06 50P @ 1.00 · buy 11-06 46P @ 0.14 |
| Covered call (long stock + short call) | 64% | +1.2% | -6% | 1.10 | buy stock @ 50.83 · sell 11-06 53C @ 0.65 |
| Long stock | 55% | +0.6% | -8% | 0.45 | buy stock @ 50.83 |
| Long call (ATM) | 30% | -27.3% | -100% | 0.00 | buy 11-06 51C @ 1.52 |
| Long straddle (ATM) | 23% | -31.8% | -95% | 0.00 | buy 11-06 51C @ 1.52 · buy 11-06 51P @ 1.53 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long put (ATM) | 46% | +44.6% | -100% | 4.17 | buy 11-20 62P @ 1.87 |
| Bear put spread (8% wide) | 49% | +34.0% | -100% | 3.38 | buy 11-20 62P @ 1.87 · sell 11-20 57.5P @ 0.41 |
| Short stock undefined | 59% | +1.5% | -14% | 1.12 | short stock @ 61.92 |
| Bear call spread (credit) | 76% | +7.1% | -100% | 1.05 | sell 11-20 63C @ 1.60 · buy 11-20 68C @ 0.38 |
| Long straddle (ATM) | 48% | +10.8% | -92% | 0.92 | buy 11-20 62C @ 2.09 · buy 11-20 62P @ 1.87 |
| Covered put (short stock + short put) undefined | 62% | +1.0% | -14% | 0.69 | short stock @ 61.92 · sell 11-20 57.5P @ 0.41 |
| Iron fly (8% wings) | 41% | -9.5% | -100% | 0.00 | buy 11-20 57.5P @ 0.43 · sell 11-20 62P @ 1.85 · sell 11-20 62C @ 2.06 · buy 11-20 67C @ 0.49 |
| Iron condor | 74% | -0.4% | -100% | 0.00 | buy 11-20 50P @ 0.06 · sell 11-20 55P @ 0.15 · sell 11-20 65C @ 0.92 · buy 11-20 70C @ 0.22 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Bull put spread (credit) | 79% | +14.2% | -100% | 3.70 | sell 11-20 360P @ 15.16 · buy 11-20 330P @ 6.89 |
| Covered call (long stock + short call) | 67% | +3.0% | -12% | 2.64 | buy stock @ 376.62 · sell 11-20 400C @ 14.34 |
| Long stock | 53% | +1.1% | -15% | 0.60 | buy stock @ 376.62 |
| Long call (ATM) | 28% | -27.6% | -100% | 0.00 | buy 11-20 375C @ 25.14 |
| Bull call spread (8% wide) | 40% | -11.3% | -100% | 0.00 | buy 11-20 375C @ 25.14 · sell 11-20 410C @ 10.88 |
| Long straddle (ATM) | 18% | -37.3% | -96% | 0.00 | buy 11-20 375C @ 25.14 · buy 11-20 375P @ 23.45 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long stock | 61% | +2.9% | -12% | 2.52 | buy stock @ 53.92 |
| Bull call spread (9% wide) | 48% | +28.2% | -100% | 2.51 | buy 11-27 54C @ 2.21 · sell 11-27 59C @ 0.56 |
| Covered call (long stock + short call) | 68% | +2.7% | -11% | 2.40 | buy stock @ 53.92 · sell 11-27 58C @ 0.74 |
| Bull put spread (credit) | 76% | +8.8% | -100% | 1.68 | sell 11-27 53P @ 1.45 · buy 11-27 49P @ 0.47 |
| Long call (ATM) | 44% | +24.4% | -100% | 1.50 | buy 11-27 54C @ 2.21 |
| Long straddle (ATM) | 42% | -4.4% | -92% | 0.00 | buy 11-27 54C @ 2.21 · buy 11-27 54P @ 1.96 |
| Iron fly (9% wings) | 45% | -8.8% | -100% | 0.00 | buy 11-27 49P @ 0.47 · sell 11-27 54P @ 1.92 · sell 11-27 54C @ 2.16 · buy 11-27 59C @ 0.60 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered put (short stock + short put) undefined | 70% | +2.6% | -11% | 2.33 | short stock @ 635.59 · sell 11-20 590P @ 10.80 |
| Short stock undefined | 63% | +2.3% | -13% | 1.93 | short stock @ 635.59 |
| Long put (ATM) | 40% | -0.8% | -100% | 0.00 | buy 11-20 640P @ 32.70 |
| Long straddle (ATM) | 29% | -25.4% | -94% | 0.00 | buy 11-20 640C @ 28.60 · buy 11-20 640P @ 32.70 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long stock | 62% | +2.5% | -10% | 2.11 | buy stock @ 448.02 |
| Long call (ATM) | 41% | +23.9% | -100% | 1.21 | buy 11-27 450C @ 15.95 |
| Long straddle (ATM) | 40% | -5.1% | -95% | 0.00 | buy 11-27 450C @ 15.95 · buy 11-27 450P @ 16.05 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 71% | +2.2% | -7% | 2.10 | buy stock @ 535.40 · sell 11-20 560C @ 8.45 |
| Long stock | 62% | +1.7% | -8% | 1.53 | buy stock @ 535.40 |
| Long call (ATM) | 35% | -15.5% | -100% | 0.00 | buy 11-20 540C @ 17.62 |
| Long straddle (ATM) | 21% | -33.4% | -93% | 0.00 | buy 11-20 540C @ 17.62 · buy 11-20 540P @ 20.25 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Bear call spread (credit) | 75% | +13.3% | -100% | 2.09 | sell 11-27 705C @ 44.95 · buy 11-27 760C @ 27.00 |
| Covered put (short stock + short put) undefined | 72% | +2.3% | -31% | 1.03 | short stock @ 691.77 · sell 11-27 610P @ 16.62 |
| Short stock undefined | 64% | +2.1% | -32% | 0.70 | short stock @ 691.77 |
| Bear put spread (8% wide) | 52% | +10.4% | -100% | 0.55 | buy 11-27 690P @ 49.00 · sell 11-27 635P @ 23.52 |
| Long put (ATM) | 42% | +6.0% | -100% | 0.12 | buy 11-27 690P @ 49.00 |
| Long straddle (ATM) | 36% | -14.0% | -96% | 0.00 | buy 11-27 690C @ 57.03 · buy 11-27 690P @ 49.00 |
| Iron fly (8% wings) | 28% | -38.0% | -100% | 0.00 | buy 11-27 635P @ 26.98 · sell 11-27 690P @ 43.00 · sell 11-27 690C @ 51.88 · buy 11-27 745C @ 32.30 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 70% | +1.4% | -8% | 1.25 | buy stock @ 246.10 · sell 11-13 255C @ 4.97 |
| Long stock | 57% | +0.9% | -10% | 0.63 | buy stock @ 246.10 |
| Long call (ATM) | 33% | -14.6% | -100% | 0.00 | buy 11-13 245C @ 9.77 |
| Long straddle (ATM) | 24% | -27.8% | -96% | 0.00 | buy 11-13 245C @ 9.77 · buy 11-13 245P @ 8.75 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 72% | +1.2% | -8% | 1.06 | buy stock @ 54.49 · sell 11-20 55C @ 1.65 |
| Long stock | 57% | +1.2% | -11% | 0.96 | buy stock @ 54.49 |
| Long call (ATM) | 33% | -1.9% | -100% | 0.00 | buy 11-20 55C @ 1.75 |
| Bull call spread (8% wide) | 35% | +0.8% | -100% | 0.00 | buy 11-20 55C @ 1.75 · sell 11-20 60C @ 0.32 |
| Long straddle (ATM) | 34% | -17.2% | -95% | 0.00 | buy 11-20 55C @ 1.75 · buy 11-20 55P @ 2.19 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 66% | +1.0% | -7% | 0.90 | buy stock @ 561.21 · sell 11-20 580C @ 8.12 |
| Long stock | 56% | +1.0% | -8% | 0.83 | buy stock @ 561.21 |
| Long call (ATM) | 35% | -1.6% | -100% | 0.00 | buy 11-20 560C @ 17.60 |
| Long straddle (ATM) | 31% | -14.3% | -92% | 0.00 | buy 11-20 560C @ 17.60 · buy 11-20 560P @ 14.70 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Short stock undefined | 55% | +1.1% | -10% | 0.90 | short stock @ 11.44 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long stock | 56% | +0.9% | -9% | 0.68 | buy stock @ 280.67 |
| Long call (ATM) | 37% | -1.0% | -100% | 0.00 | buy 11-20 280C @ 8.58 |
| Long straddle (ATM) | 32% | -18.9% | -93% | 0.00 | buy 11-20 280C @ 8.58 · buy 11-20 280P @ 8.50 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 65% | +0.6% | -6% | 0.56 | buy stock @ 104.32 · sell 11-13 107C @ 1.13 |
| Long stock | 54% | +0.3% | -8% | 0.17 | buy stock @ 104.32 |
| Long call (ATM) | 33% | -22.7% | -100% | 0.00 | buy 11-13 104C @ 2.66 |
| Long straddle (ATM) | 23% | -29.0% | -95% | 0.00 | buy 11-13 104C @ 2.66 · buy 11-13 104P @ 2.29 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long stock | 54% | +0.8% | -12% | 0.54 | buy stock @ 1,194.22 |
| Long call (ATM) | 37% | +7.2% | -100% | 0.12 | buy 11-13 1190C @ 39.80 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 63% | +0.6% | -4% | 0.52 | buy stock @ 327.20 · sell 11-06 335C @ 2.42 |
| Long stock | 55% | +0.6% | -5% | 0.49 | buy stock @ 327.20 |
| Long call (ATM) | 37% | +1.6% | -100% | 0.01 | buy 11-06 327.5C @ 5.53 |
| Long straddle (ATM) | 36% | -14.9% | -92% | 0.00 | buy 11-06 327.5C @ 5.53 · buy 11-06 327.5P @ 5.86 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 64% | +0.5% | -6% | 0.46 | buy stock @ 164.60 · sell 11-13 167.5C @ 2.55 |
| Long stock | 51% | -0.2% | -7% | 0.00 | buy stock @ 164.60 |
| Long call (ATM) | 23% | -38.7% | -100% | 0.00 | buy 11-13 165C @ 3.97 |
| Long straddle (ATM) | 28% | -21.7% | -72% | 0.00 | buy 11-13 165C @ 3.97 · buy 11-13 167.5P @ 5.02 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long straddle (ATM) | 44% | +7.9% | -92% | 0.46 | buy 11-20 160C @ 11.29 · buy 11-20 160P @ 11.95 |
| Bear put spread (12% wide) | 45% | +0.7% | -100% | 0.00 | buy 11-20 160P @ 11.95 · sell 11-20 140P @ 3.79 |
| Short stock undefined | 53% | -1.5% | -42% | 0.00 | short stock @ 159.48 |
| Long put (ATM) | 38% | -2.9% | -100% | 0.00 | buy 11-20 160P @ 11.95 |
| Bear call spread (credit) | 74% | -5.1% | -100% | 0.00 | sell 11-20 175C @ 5.59 · buy 11-20 187.5C @ 3.15 |
| Iron fly (12% wings) | 35% | -14.6% | -100% | 0.00 | buy 11-20 140P @ 3.96 · sell 11-20 160P @ 11.65 · sell 11-20 160C @ 11.06 · buy 11-20 180C @ 4.51 |
| Iron condor | 66% | -6.6% | -100% | 0.00 | buy 11-20 125P @ 1.30 · sell 11-20 135P @ 2.67 · sell 11-20 187.5C @ 3.04 · buy 11-20 202.5C @ 1.40 |
| Covered put (short stock + short put) undefined | 58% | -1.3% | -40% | 0.00 | short stock @ 159.48 · sell 11-20 140P @ 3.79 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Long stock | 52% | +0.7% | -14% | 0.30 | buy stock @ 344.05 |
| Long call (ATM) | 33% | +13.9% | -100% | 0.28 | buy 11-13 345C @ 11.52 |
| Long straddle (ATM) | 41% | +4.8% | -94% | 0.14 | buy 11-13 345C @ 11.52 · buy 11-13 345P @ 12.01 |
| Covered call (long stock + short call) | 59% | +0.2% | -12% | 0.07 | buy stock @ 344.05 · sell 11-13 360C @ 5.61 |
| Bull call spread (8% wide) | 37% | -3.1% | -100% | 0.00 | buy 11-13 345C @ 11.52 · sell 11-13 370C @ 3.26 |
| Bull put spread (credit) | 75% | -0.9% | -100% | 0.00 | sell 11-13 330P @ 5.66 · buy 11-13 305P @ 1.40 |
| Iron fly (8% wings) | 48% | +0.1% | -100% | 0.00 | buy 11-13 315P @ 2.44 · sell 11-13 345P @ 11.84 · sell 11-13 345C @ 11.38 · buy 11-13 370C @ 3.39 |
| Iron condor | 70% | -3.8% | -100% | 0.00 | buy 11-13 295P @ 0.83 · sell 11-13 320P @ 3.20 · sell 11-13 370C @ 3.26 · buy 11-13 395C @ 0.83 |
| Structure | POP | EV / risk | 5th pct | Kelly growth | Legs |
|---|---|---|---|---|---|
| Covered call (long stock + short call) | 63% | +0.1% | -14% | 0.00 | buy stock @ 43.06 · sell 11-27 45C @ 0.82 |
| Long stock | 51% | -1.0% | -16% | 0.00 | buy stock @ 43.06 |
| Long call (ATM) | 27% | -34.2% | -100% | 0.00 | buy 11-27 43C @ 1.69 |
| Long straddle (ATM) | 26% | -30.0% | -96% | 0.00 | buy 11-27 43C @ 1.69 · buy 11-27 43P @ 1.99 |