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Catastrophe Options
2 picks
β²1
βΌ1
last 1d
Rerun
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Side
all
β² calls
βΌ puts
Window
today
7d
30d
90d
Quality
pass
near miss
all
π§Ί Basket
0
picked
collect
$0
risk
$0
sort by crowd β
clear
β More filters
β status, EV, edge, DTE, sort (all candidates incl. rejects)
Status
all
pass
near miss
Put / Call
any
puts
calls
Min cons_ev ($)
Min edge (%)
Min ev/loss (%)
Max DTE
Days
today
7d
30d
90d
Sort
cons_ev
cons_edge
ev_r
cold_score
delta
dte
model_win_rate
desc
asc
sym
sec
age
status
spot@
K
DTE
mid@
EV$
edge
crowd
real
APLD
Fin
15:31
PASS
$48.15
49C β
1
$0.60
+20
+7.4%
0.34
+5.7%
SELL
2
APLD
49C
@
$0.60
collect
$121
max risk
$363
margin
$1877
win
81%
edge
+7%
EV
+$20
fill β₯
$0.57
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Paper trade
RKLB
Ind
15:00
PASS
$124.28
121P β
1
$1.41
+34
+5.0%
0.34
+0.9%
SELL
2
RKLB
121P
@
$1.41
collect
$282
max risk
$846
margin
$4596
win
82%
edge
+5%
EV
+$34
fill β₯
$1.41
Copy ticket
Paper trade
Backtest stats
β hit rate Β· daily means Β· sector breakdown
Glossary
columns Β· statuses Β· strategies
β
Quality
PASS
Cleared every filter. Actionable signal.
thin edge
Picked a strike but edge < 5% β too close to fair. Watch, don't trade.
low EV
Picked a strike but conservative EV β€ $0. Skip.
wide quote
Bid/ask spread > 35% of mid β chain illiquid, slippage eats edge.
BE near 200d
Strike break-even sits within reach of 200-day MA β too aggressive.
Catastrophe columns
spot@
Underlying price at signal time. Compare to live chart.
K
Option strike. P=put, C=call. OTM by design.
DTE
Days to expiration. Target 1β10d for theta.
mid@
Option premium at signal time (mid of bid/ask). What you sell.
EV$
Conservative expected dollars per contract.
edge
(model fair β market mid) / max-loss. Need > 5%.
Strategy
Catastrophe options
Sell short-dated OTM options after IV blow-out. Harvest IV-crush + theta. Naked single leg β one put OR one call.
Gap fade
Pre-market gappers expected to fill back to prior close.
Waterfall bounce
Mean reversion long after large-cap panic drops.
Spread
Here = bid/ask gap on option quote. NOT a credit spread.
βΉ
βΊ
β
open β
β