Ph.D. 20+ years building AI to see patterns humans miss. Pointed one at the options market. I post what it finds, how AI improves it, and weekly results.
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100% expired worthless!!
Scored every 09/18 put from my Screener posts:
- 35 unique contracts
- 35 expired worthless
- 0 crossed the strike
Tightest finish: $RDDT 150, ~0.6% OTM
All posts below. NFA.
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5 Oct 9 puts on my radar this morning:
$WDC 372.5p: $276 (0.74%). Delta 0.14, about 86% odds it expires worthless. IV 67% vs 45% realized, about 1.5x what it moves.
$APP 255p: $110 (0.43%). You collect about 1.5x realized (IV 58% vs 39%). Delta 0.12, near 88% chance of expiring worthless. Wide quote, work the mid.
$AAOI 97p: $40 (0.41%). Roughly 93% odds it expires worthless at delta 0.07, and IV 90% vs 63% realized pays about 1.4x the move. Wide quote, work the mid.
$LUNR 13.5p: $8 (0.59%). Paid about 1.3x what it moves (IV 76% vs 57% realized). Delta 0.12, near 88% odds of expiring worthless. Wide quote, work the mid.
$TSM 445p: $84 (0.19%). IV 31% vs 21% realized, you get paid about 1.4x the move. Delta 0.10 leaves roughly 90% odds it expires worthless.
Data, not advice.
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100% expired worthless!!
Scored every 09/18 put from my Screener posts:
- 35 unique contracts
- 35 expired worthless
- 0 crossed the strike
Tightest finish: $RDDT 150, ~0.6% OTM
All posts below. NFA.
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330
Sep 16 open pack. All 5 worthless by Sep 18.
Fresh scan after the open. Sep 18 CSPs on top:
$SNDK 1400p: $370 (0.26%). IV 83% vs 54% realized, paid about 1.5x the move. Delta 0.08, about 92% chance it expires worthless.
$UNH 365p: $67 (0.18%). Delta 0.14, near 86% odds of expiring worthless. You get paid about 1.7x realized (IV 36% vs 21%). Wide quote, work the mid.
$ASML 1540p: $300 (0.19%). IV 53% vs 33% realized, about 1.6x what it moves. Delta 0.12, roughly 88% odds it expires worthless. Wide quote, work the mid.
$MU 870p: $250 (0.29%). Delta 0.11, about 89% odds it expires worthless. IV 65% vs 50% realized, you get paid about 1.3x the move.
$TSM 402.5p: $60 (0.15%). You get paid about 1.4x realized (IV 39% vs 27%). Delta 0.10, near 90% chance it expires worthless.
Every line here is a measured number, not a hunch. NFA.
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Sep 16 scored the highest pack. All 6 worthless by Sep 18.
These scored highest for Sep 18 CSPs:
$MPC 390p: $110 (0.28%). IV 72% vs 21% realized, paid about 3.4x the move. Delta 0.11, about 89% chance it expires worthless.
$INTC 95p: $45 (0.47%). Delta 0.15, near 85% odds of expiring worthless. You get paid about 1.5x realized (IV 79% vs 52%).
$META 640p: $67 (0.10%). IV 50% vs 28% realized, about 1.8x what it moves. Delta 0.06, roughly 94% odds it expires worthless.
$AMAT 390p: $56 (0.14%). Delta 0.09, about 91% odds it expires worthless. IV 59% vs 37% realized, you get paid about 1.6x the move. Wide quote, work the mid.
$LLY 1100p: $135 (0.12%). You get paid about 1.5x realized (IV 39% vs 26%). Delta 0.12, near 88% chance it expires worthless. Wide quote, work the mid.
$STX 730p: $215 (0.29%). IV 80% vs 61% realized, paid about 1.3x the move. Delta 0.13, roughly 87% odds of expiring worthless. Wide quote, work the mid.
The math surfaced these. What you do with them is on you. NFA.
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Human sentiment may soon stop driving the market.
Now is a great time to dig into the one thing that never disappears from markets: volatility!!
The next crypto cycle won't be driven by humans. It'll be driven by billions of AI agents transacting 24/7.
I sat down with @cryptomanran to explore why this is the first real bull market, and why the convergence of AI and blockchain is the bigger opportunity.
As ever, please enjoy!
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The $LITE call run shows up in the options chain too.
At the same 0.25 Delta for Oct 9, the 1155 call carries 79% IV and the 990 put 75%.
At matched Delta, calls are the richer side today, the opposite of the put skew most stocks show.
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The 5 cleanest Oct 9 puts from the latest scan:
$APP 260p: $160 (0.62%). IV 55% vs 40% realized, paid about 1.4x what it moves. Delta 0.14, about 86% odds it expires worthless.
$WDC 400p: $255 (0.64%). Delta 0.13, near 87% chance of expiring worthless. You collect about 1.5x realized (IV 65% vs 44%).
$MRNA 165p: $67 (0.41%). Roughly 93% odds it expires worthless at delta 0.07, and IV 84% vs 61% realized pays about 1.4x the move.
$TER 370p: $165 (0.45%). Paid about 1.6x what it moves (IV 62% vs 39% realized). Delta 0.12, near 88% odds of expiring worthless. Wide quote, work the mid.
$TSM 430p: $116 (0.27%). You get paid about 1.5x realized with IV 33% vs 21%. Delta 0.11 leaves roughly 89% odds it expires worthless.
NFA.
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Same $LQDA 35 strike, same 0.39 Delta, two dates.
- Oct 2: IV 267%, bid $1.50.
- Oct 16: IV 139%, bid $2.80.
Eight times the time, not even double the premium.
The market is pricing the next two days as the danger zone after the ruling.
NFA.
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38,685 puts scanned for 10/2
191 cleared the band; these 7 made the cut:
$MU 950p: $305 (0.32%). Delta 0.07, near 93% odds of expiring worthless. IV 113% vs 57% realized, about 2.0x what it moves.
$ACN 160p: $45 (0.28%). IV 118% vs 54% realized, paid about 2.2x the move. Delta 0.07, roughly 93% chance it expires worthless.
$WDC 430p: $217 (0.50%). You get paid about 1.3x realized (IV 91% vs 73%). Delta 0.15, about 85% odds it expires worthless. Wide quote, work the mid.
$HUM 350p: $120 (0.34%). Delta 0.10, near 90% odds of expiring worthless. IV 108% vs 75% realized, about 1.4x what it moves. Wide quote, work the mid.
$SNOW 330p: $103 (0.31%). IV 58% vs 51% realized, paid about 1.1x the move. Delta 0.14, roughly 86% chance it expires worthless.
$NBIS 217.5p: $56 (0.26%). Delta 0.07, about 93% chance it expires worthless. You get paid about 1.1x realized (IV 92% vs 82%).
$MRVL 242.5p: $58 (0.24%). You get paid about 1.1x realized (IV 69% vs 66%). Delta 0.10, near 90% odds of expiring worthless.
Not advice. Data on my radar.
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38,660 puts scanned for 10/2.
191 cleared the band; these 7 made the cut:
$MU 950p: $408 (0.42%). IV 97% vs 58% realized, about 1.7x what it moves. Delta 0.09, about 91% chance it expires worthless.
$UNH 355p: $86 (0.23%). Delta 0.11, near 89% odds of expiring worthless. You get paid about 1.0x realized (IV 44% vs 43%).
$JBL 285p: $195 (0.61%). You get paid about 2.0x realized (IV 101% vs 52%). Delta 0.13, roughly 87% odds it expires worthless.
$WDC 415p: $220 (0.46%). IV 81% vs 72% realized, paid about 1.1x the move. Delta 0.12, about 88% chance it expires worthless. Wide quote, work the mid.
$APP 287.5p: $112 (0.33%). Delta 0.12, near 88% odds of expiring worthless. IV 63% vs 68% realized.
$MRNA 180p: $98 (0.50%). Delta 0.12, roughly 88% odds it expires worthless. IV 91% vs 106% realized.
$NBIS 220p: $132 (0.57%). You get paid about 1.1x realized (IV 92% vs 85%). Delta 0.12, about 88% chance it expires worthless.
Not advice. Data on my radar.
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530
Scored every 09/25 put from my Screener posts:
- 52 unique contracts
- 52 expired worthless
- 0 crossed the strike
Tightest finish: $GOOGL 340, ~1.1% OTM
All posts below. NFA.
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Sep 23 morning scan. All worthless by Friday.
38,506 puts scanned for 09/25. 184 cleared the band; these 6 made the cut:
$WDC 420p: $108 (0.26%). IV 79% vs 45% realized, paid about 1.8x what it moves. Delta 0.08, about 92% odds it expires worthless. Wide quote, work the mid.
$NBIS 210p: $63 (0.30%). Delta 0.07, near 93% chance of expiring worthless. You collect about 1.5x realized (IV 86% vs 60%).
$LLY 1135p: $231 (0.20%). Roughly 86% odds it expires worthless at delta 0.14, with IV 35% vs 16% realized, about 2.2x the move. Wide quote, work the mid.
$MU 985p: $104 (0.11%). IV 67% vs 47% realized pays about 1.4x the move. Delta 0.04, about 96% chance it expires worthless.
$JBL 290p: $45 (0.16%). Paid about 1.5x realized (IV 46% vs 30%). Delta 0.09, roughly 91% odds it expires worthless. Wide quote, work the mid.
$STX 842.5p: $350 (0.42%). Delta 0.12 puts it near 88% odds of expiring worthless, and IV 74% vs 52% realized is about 1.4x the move.
NFA.
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Last Sep 25 screener that week. $AVGO 342.5 ~2.9% OTM. Done.
The six cleanest Sep 25 puts from this afternoon's scan:
$WDC 430p: $150 (0.35%). Delta 0.11, about 89% odds it expires worthless. IV 84% vs 45% realized, so you're paid about 1.9x what it moves.
$MSFT 485p: $58 (0.12%). You collect about 1.5x realized here (IV 31% vs 21%), and delta 0.11 means near 89% chance it expires worthless.
$LLY 1120p: $155 (0.14%). IV 36% vs 16% realized is about 2.3x the move. Delta 0.13, roughly 87% odds of expiring worthless. Wide quote, work the mid.
$ANET 192.5p: $51 (0.26%). Near 87% chance it expires worthless at delta 0.13. Priced at about 1.4x realized with IV 55% vs 40%.
$ASML 1645p: $205 (0.12%). Delta 0.09 leaves roughly 91% odds of expiring worthless, and IV 48% vs 31% realized pays about 1.5x the move. Wide quote, work the mid.
$AVGO 342.5p: $41 (0.12%). Paid about 1.3x what it moves (IV 38% vs 28% realized). Delta 0.09, about 91% odds it expires worthless.
Not advice.
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