WheelSheet · issue 2026-09-12

30-day put premium watchlist

25 US names that pass the default filters this week, out of 146 scored and 37 passing. Ranked by annualised 30-day put yield at the 0.30-delta strike. Every column is derived from stored prices and an IBKR-sourced IV history; nothing here is a recommendation and the filters are yours to change.

Correction, 13 September: 11 of the 25 names below use IV that is 11 to 17 days older than this issue. Their IBKR IV history has not updated since late August: EXPE (26 Aug); CAT, ADI, BKR, AMGN (27 Aug); CSCO, MRK (28 Aug); GLW, FTNT, VLO (31 Aug); CTVA (1 Sep). Their strike, premium and yield use that older IV. From the next issue, names with IV more than 5 days old are kept out of the table. The CSV has an iv_date column for every name.

Ticker	Name	Spot	IV	IV rank	IV pctl	HV30	VRP	Strike (0.30Δ)	Premium	30d yield	Annualised	Held rate 2y	Days to earnings	Chain OI	RSI
WDC	Western Digital	447.18	67%	38	24	85	+2	413.10	18.15	4.39%	53.5%	83%	55	703.0	44
STX	Seagate Technology	830.17	67%	39	35	72	-3	767.02	33.61	4.38%	53.3%	79%	46	169.0	47
TER	Teradyne	379.72	65%	33	39	75	+1	351.54	14.85	4.22%	51.4%	77%	40	757.0	53
INTC	Intel	102.94	62%	34	38	66	+3	95.58	3.82	4.00%	48.6%	81%	41	28,664.0	58
LRCX	Lam Research	298.22	57%	34	35	72	+3	278.24	10.14	3.64%	44.3%	85%	40	1,789.0	45
GLW	Corning	166.40	55%	44	46	80	-12	155.52	5.47	3.52%	42.8%	83%	56	65.0	57
AMAT	Applied Materials	456.49	53%	36	54	62	+8	427.78	14.28	3.34%	40.6%	72%	62	949.0	42
FCX	Freeport-McMoRan	71.07	48%	56	55	48	+1	66.92	2.03	3.03%	36.8%	70%	42	8,318.0	48
CF	CF Industries	133.07	47%	44	66	42	+9	125.56	3.63	2.89%	35.2%	71%	55	1,043.0	57
APA	APA Corporation	44.73	44%	32	29	43	+11	42.35	1.14	2.68%	32.6%	73%	54	10,331.0	64
FTNT	Fortinet	156.07	43%	35	55	45	-7	147.84	3.93	2.66%	32.3%	83%	64	11.0	48
VLO	Valero Energy	390.42	41%	68	69	31	+10	370.82	9.25	2.50%	30.4%	79%	51	33.0	79
META	Meta Platforms	648.03	39%	44	65	45	+0	616.75	14.68	2.38%	29.0%	70%	47	13,189.0	67
EXPE	Expedia Group	280.83	37%	25	26	—	—	267.79	6.08	2.27%	27.6%	80%	54	—	39
CAT	Caterpillar	818.57	35%	40	31	—	—	782.45	16.72	2.14%	26.0%	77%	47	—	48
ADI	Analog Devices	378.78	35%	29	32	—	—	362.41	7.55	2.08%	25.4%	77%	73	—	57
ADM	Archer Daniels Midland	86.72	32%	58	59	29	+6	83.28	1.57	1.89%	23.0%	74%	53	794.0	65
BKR	Baker Hughes	59.06	32%	27	26	—	—	56.71	1.07	1.89%	23.0%	78%	40	—	36
AMGN	Amgen	377.35	31%	61	84	—	—	362.50	6.78	1.87%	22.8%	70%	52	—	32
AMZN	Amazon	256.78	31%	27	36	51	+6	246.83	4.54	1.84%	22.4%	74%	48	11,499.0	49
XOM	Exxon Mobil Corporation	163.65	29%	63	62	24	+6	157.64	2.73	1.73%	21.0%	79%	49	8,776.0	—
CSCO	Cisco Systems	112.13	29%	27	35	36	-14	108.09	1.83	1.69%	20.6%	84%	73	121.0	51
MRK	Merck	143.93	28%	43	34	42	-22	138.91	2.27	1.63%	19.9%	72%	59	14.0	50
CTVA	Corteva	83.90	26%	36	38	46	+2	81.13	1.25	1.54%	18.7%	76%	62	473.0	51
AAPL	Apple Inc.	332.27	25%	58	51	32	+2	321.63	4.79	1.49%	18.1%	73%	48	12,769.0	63

How each column is computed

Spot: Last stored close (EitFin) or the Atlas quote when EitFin is stale.
IV, IV rank, IV percentile: ATM implied volatility from the Atlas IBKR history; rank and percentile over the trailing 252 observations.
HV30, VRP: 30-day realised volatility and IV minus HV, in vol points.
Strike, premium, yield: Black-Scholes 30-day put at the 0.30-delta strike, risk-free = fed funds 3.63%. Yield = premium / strike; annualised ×365/30. A model price, not a quote.
Held rate 2y: Share of the last ~500 trading days where the close 21 trading days later was above that day's 0.30-delta strike (same formula, that day's IV). Past frequency, not a forecast.
Days to earnings: From the Atlas context when present, else the yfinance earnings calendar. Names with no known date are excluded from the top list.
Chain OI: Open interest at the ATM strike from the Atlas chain snapshot; shown for information, not filtered.
Default filters: IV rank ≥ 25 · ≥ 35 days to earnings · 20-day average share volume ≥ 500K · spot ≥ $15 · close above its 200-day average · held rate ≥ 70%.

Educational information only. Not investment advice, not personalised, not an offer or solicitation. The author is not a licensed investment adviser in any jurisdiction. Selling puts can lose more than the premium received. Data may contain errors; verify before acting. Full text: disclaimer. Full CSV of all scored names ships with each issue.