A weekly, filter-driven watchlist for cash-secured-put sellers. Every column is derived from price and options data you can check. Nothing on it is a recommendation. The filters are yours.
Premium collected for selling the ~0.30-delta put with 30 days to expiry, divided by the cash it ties up, scaled to a year.
One table, up to twenty-five rows, published every Sunday before the US open. Sortable by any column in the live issue.
| Name | Spot | Put yield /yr | Strike ~Δ30 | IV | IV rank | IV pctile | HV30 | VRP | Exp. move | Earnings | Chain OI | Held above strike, 2y |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMDSemiconductors | 168.40 | 38.2% | 150 | 48.1% | 44 | 39 | 41.7% | +6.4 | 13.9% | 47 d | 412k | 81% |
| NVDASemiconductors | 224.32 | 22.7% | 205 | 32.5% | 7 | 3 | 45.3% | −12.8 | 8.4% | 75 d | 1.36m | 84% |
| XOMIntegrated oil | 121.90 | 17.9% | 114 | 24.6% | 58 | 62 | 19.8% | +4.8 | 7.1% | 58 d | 288k | 88% |
| KOBeverages | 71.15 | 9.8% | 68 | 17.2% | 36 | 31 | 14.9% | +2.3 | 5.0% | 19 d | 176k | 93% |
| PLTRSoftware | 147.60 | 54.6% | 125 | 66.9% | 71 | 77 | 58.2% | +8.7 | 19.3% | 66 d | 903k | 62% |
All figures are derived. No bid, ask or chain quote is republished. The inputs are daily closes and a daily ATM implied-volatility series sourced from Interactive Brokers, plus chain open-interest snapshots.
Model premium of the ~0.30-delta, 30-day put (Black–Scholes on the day's IV) divided by the strike, annualised. The cash-on-cash rate a seller is being offered, before assignment.
Where today's 30-day IV sits inside its own 252-trading-day range, and the share of those days that were lower. Both need a real year of daily IV; the series here has one.
30-day realised volatility from closes, and the vol-risk premium: IV minus HV30 in points. Positive means the market is paying more than the stock has been moving.
One standard deviation to the trade expiry, implied by ATM IV. The width of the range the market is pricing.
Days to the next confirmed report. Rows inside 21 days are marked; they are not removed, because that is your filter, not ours.
Open interest across the trade expiry, and the ATM bid-ask width as a share of mid. Wide markets and thin chains stay on the sheet, flagged.
Over the last two years, the share of rolling 30-day windows in which the close never fell below a strike set 1σ under the entry price. A price-history stat, not a backtest of fills.
US names with listed options, a live IV history and enough open interest to matter. Up to twenty-five rows by yield after the reader's own floors on IV rank, earnings distance and liquidity.
The eight or nine tools in this category cluster at the same price and the same idea: a chain scanner with a yield column. What they cannot show is a year of daily IV per name to make IV rank mean something, or how often a strike at this distance actually held. WheelSheet publishes that, weekly, as a sheet you can check.