Catastrophe Options

all ▲ calls ▼ puts

today 7d 30d 90d

pass near miss all

🧺 Basket 0 picked collect $0 risk $0 sort by crowd ↑

⚙ More filters — status, EV, edge, DTE, sort (all candidates incl. rejects)

	sym	sec	age	status	spot@	K	DTE	mid@	EV$	edge	crowd	real
	APLD	Fin	15:31	PASS	$48.15	49C ↗	1	$0.60	+20	+7.4%	0.45	+5.7%
SELL 2 APLD 49C @ $0.60 collect $121 max risk $363 margin $1877 win 81% edge +7% EV +$20 fill ≥ $0.57
	MSTR	Tch	09:26	PASS	$186.97	228C ↗	7	$0.82	+57	+9.4%	0.37	-5.1%
SELL 2 MSTR 228C @ $0.82 collect $164 max risk $492 margin $4714 win 98% edge +9% EV +$57 fill ≥ $0.69
	SEDG	Tch	15:31	PASS	$48.62	48C ↗	8	$0.89	+8	+5.7%	0.16	+17.5%
SELL 1 SEDG 48C @ $0.89 collect $89 max risk $267 margin $1061 win 72% edge +6% EV +$8 fill ≥ $0.88
	RKLB	Ind	14:31	PASS	$131.88	133C ↗	1	$1.29	+32	+12.0%	0.36	+6.8%
SELL 1 RKLB 133C @ $1.29 collect $128 max risk $386 margin $2654 win 80% edge +12% EV +$32 fill ≥ $1.10
	WDC	Tch	15:51	—	—	—	—	—	—	—	0.44	—
	CF	Ind	15:51	—	—	—	—	—	—	—	0.25	—
	VRT	Tch	15:51	—	—	—	—	—	—	—	0.41	—
	SOXL	—	15:51	—	—	—	—	—	—	—	0.51	—
	NUGT	—	15:51	—	—	—	—	—	—	—	0.34	—
	CIEN	Utl	15:51	—	—	—	—	—	—	—	0.38	—
	QCOM	Tch	15:51	—	—	—	—	—	—	—	0.24	—
	MU	Tch	15:51	—	—	—	—	—	—	—	0.42	—
	CRDO	Tch	15:51	—	—	—	—	—	—	—	0.33	—
	GLW	Ind	15:51	—	—	—	—	—	—	—	0.42	—
	COHR	Tch	15:51	—	—	—	—	—	—	—	0.41	—
	LITE	Tel	15:51	—	—	—	—	—	—	—	0.35	—
	IONQ	Tch	15:51	—	—	—	—	—	—	—	0.32	—
	AGQ	—	15:51	—	—	—	—	—	—	—	0.29	—
	BE	Eny	15:51	—	—	—	—	—	—	—	0.37	—
	STX	Tch	15:49	—	—	—	—	—	—	—	0.39	—
	AKAM	ReE	20:08	—	—	—	—	—	—	—	0.21	—
	DRAM	—	20:08	—	—	—	—	—	—	—	0.44	—
	ASTS	CsD	20:08	—	—	—	—	—	—	—	0.33	—
	FLY	Ind	20:08	—	—	—	—	—	—	—	0.24	—
	INTC	Tch	19:45	—	—	—	—	—	—	—	0.33	—
	SNDK	Tch	19:45	—	—	—	—	—	—	—	0.39	—
	RDW	Ind	19:45	—	—	—	—	—	—	—	0.33	—
	DELL	Tch	19:45	—	—	—	—	—	—	—	0.22	—

Glossary columns · statuses · strategies

Quality

PASS: Cleared every filter. Actionable signal.
thin edge: Picked a strike but edge < 5% — too close to fair. Watch, don't trade.
low EV: Picked a strike but conservative EV ≤ $0. Skip.
wide quote: Bid/ask spread > 35% of mid — chain illiquid, slippage eats edge.
BE near 200d: Strike break-even sits within reach of 200-day MA — 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 1–10d for theta.
mid@: Option premium at signal time (mid of bid/ask). What you sell.
EV$: Conservative expected dollars per contract.
edge: (model fair − 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 — 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.

sec	n	hit	mean
Tch	249	55%	+1.4%
Unk	122	45%	+0.1%
Ind	81	48%	+0.8%
Fin	70	46%	+0.5%
CsD	37	65%	+3.0%
Mat	31	32%	-1.7%
Mis	24	46%	+1.4%
Hlt	23	39%	-0.9%