Naked-Puts · Top 20 by Annualized Return

—

IntervalRange

Legend

Cell — Liquidity dot

Good

Spread <5% AND open interest ≥2,000. Tight, easy fill.

OK

Spread ≤15% AND OI ≥500. Acceptable.

Poor

Wide spread or thin OI. Hard to exit at fair price.

Cell — Earnings badge

E≤7d

Imminent (≤7 days)

High IV crush risk + tail risk. Reconsider entry.

E≤14d

Soon (8–14 days)

IV likely elevated. Premium may collapse post-report.

E≤30d

This month (15–30 days)

Note before adding.

—

None

No earnings within 30 days, or date unknown.

Cell — Actions

Zoom chart

Fullscreen chart with side toolbar. ESC to close.

Details drawer

Greeks, IV, liquidity, earnings, position breakdown.

TICK

Symbol → Barchart

Click ticker text → opens Barchart options chain for that expiration.

Cell — Header metrics

$XX.XXP

Strike (put)

Strike price. 'P' = put.

Ann %

Annualized return

(Premium / strike) × 365 / DTE. Headline yield.

PoP %

Probability of profit

Chance underlying stays above breakeven at expiration (delta-based estimate).

Drawer — Greeks

Δ

Delta

Sensitivity to underlying price. For naked put: 0.20–0.40 typical. Higher = more directional, more premium.

Γ

Gamma

How fast Δ changes with price. High gamma = position changes character quickly near strike.

θ

Theta

Premium decay per day. Positive for seller = income from time passing.

υ

Vega

Sensitivity to IV change. Seller wants IV down → negative vega is friend.

Drawer — IV

IV%

Current implied volatility

Market's expected annualized volatility priced into the option.

Rank

IV Rank (1Y)

Where current IV sits in past year's range. ≥75% = elevated, good for premium sellers. <50% = soft.

Drawer — Position

BE

Breakeven (bid)

Strike − premium received. Below this on expiry = loss.

%BE

% to breakeven

How far underlying must fall to reach BE.

Money

Moneyness

% distance from current price to strike (negative = OTM put cushion).

Import page — Markers

Cocok

Mark this contract as a candidate. Green border. Listed in floating Cocok summary (top-right).

Tidak

Reject this contract. Red faded border. Counts in tidak total but stays in grid.

Marks live only in current session (reload clears). Survive page changes. CSV-imported cells have no greeks Γ θ υ, no ask price, no earnings — these fields show — in the drawer; liquidity dot uses OI-only tier.

Data source

All data scraped from Barchart's public naked-puts screener (filters: monthly expirations, DTE 1–60, |Δ| 0.2–0.4, OI≥500, volume≥100, bid>0.05, OTM only).

Loading…