Put Hunter Report

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Put Hunter - Latest Scan

Generated:   2026-09-02T12:50:04.151585-07:00
Trade Date:  2026-09-02
Universe:    rotation_top_qualified
Symbols:     IBKR, HWM, MNST, TTWO, CSX, DLR, TRGP, CCI, PLD, COIN, ARES, WELL, VTR, CI, EXR, UNP, EXPD, WMB, NDAQ, ADP, PAYX, EVRG
Counts:      top 9 | hot 0 | watch 6 | rejected 405
Best:        COIN 167.50P score 90.6

Manual review only. No trades are placed.

Top Candidates

# Tier Ticker D Exp DTE Strike ∆ Bid Mid Ask APR Heat OI Vol Score Earn Why
-- ----- ------ - ----- --- ------ --- ---- ---- ---- ---- ----- ---- ---- ----- ------- ------------------------------------
1 TOP C COIN Y 09-04 2 167.50 15 0.71 0.76 0.80 77% ████ 1414 715 90.6 clear falling-knife pullback -56.1%; strik
2 TOP C COIN Y 09-04 2 170.00 23 1.19 1.24 1.29 128% █████ 1981 1107 92.6 clear falling-knife pullback -56.1%; strik
3 TOP C COIN Y 09-11 9 162.50 17 1.51 1.60 1.69 38% ██ 147 24 80.3 clear OI 147 below target; option volume 2
4 TOP C COIN Y 09-18 16 160.00 20 2.68 2.78 2.88 38% ██ 7307 222 98.5 clear falling-knife pullback -56.1%; strik
5 TOP C COIN Y 10-16 44 150.00 19 4.25 4.45 4.65 24% █░ 2730 103 95.1 clear falling-knife pullback -56.1%; strik
6 TOP C COIN Y 10-16 44 155.00 24 5.55 5.88 6.20 30% █▒ 1025 112 93.8 clear falling-knife pullback -56.1%; strik
7 TOP C TTWO Y 09-18 16 205.00 23 2.10 2.20 2.30 23% █░ 7440 141 93.2 clear falling-knife pullback -18.4%; strik
8 TOP C TTWO Y 10-16 44 200.00 25 4.10 4.35 4.60 17% █ 918 39 75.9 clear APR 17% below target 20%; option vol
9 TOP C WMB Y 10-16 44 70.00 24 1.00 1.05 1.10 12% ▓ 1799 28 79.8 clear APR 12% below target 20%; option vol

Too Hot

None.

Watchlist

# Tier Ticker D Exp DTE Strike ∆ Bid Mid Ask APR Heat OI Vol Score Earn Why
-- ----- ------ - ----- --- ------ --- ---- ---- ---- ---- ----- ---- ---- ----- ------- ------------------------------------
10 WATCH CCI Y 10-16 44 67.50 17 0.70 0.77 0.85 9% ▒ 366 10 65.2 clear APR 9% below target 20%; OI 366 belo
11 WATCH CI Y 10-16 44 260.00 20 3.10 3.25 3.40 10% ▒ 811 8 74.6 clear APR 10% below target 20%; option vol
12 WATCH COIN Y 10-16 44 145.00 15 3.30 3.42 3.55 19% █ 1967 45 73.7 clear APR 19% below target 20%; option vol
13 WATCH CSX Y 09-18 16 47.00 23 0.25 0.33 0.40 12% ▓ 47 60 57.2 clear APR 12% below target 20%; bid 0.25 b
14 WATCH MNST Y 09-18 16 42.50 19 0.20 0.25 0.30 11% ▓ 578 33 68.3 clear APR 11% below target 20%; bid 0.20 b
15 WATCH WMB Y 09-18 16 71.00 19 0.40 0.48 0.55 13% ▓ 40 3 73.2 clear APR 13% below target 20%; OI 40 belo

Stock And Contract Criteria

1. Universe source
S&P 500 rotation universe -> daily data -> Rotation hard filters -> earnings screen -> Rotation score/rank -> Put Hunter handoff.
2. Rotation handoff
Keep up to 100 rotation-qualified symbols; rotation-hot/extended names excluded.
3. Manual overrides
Include: none; Exclude: none.
4. Price/notional skip
Keep underlying >= $40; skip above $300 from $30,000 assignment cap.
5. DTE skip list
Skip symbols already known today to have no configured put expiration targets.
6. Stock quote/technical
Fetch quotes and build day-change, near-high, SMA50, RSI, IV, and expected-move context.
7. Red-day prefilter
Broad scans: required; day change must be below -0.00%.
8. Option-chain scan
22 symbols fetched after Rotation, overrides, price/notional, DTE skip-list, and red-day skips: IBKR, HWM, MNST, TTWO, CSX, DLR, TRGP, CCI, PLD, COIN, ARES, WELL, VTR, CI, EXR, UNP, EXPD, WMB, NDAQ, ADP, PAYX, EVRG.
9. Expiration targets
Next Friday, following Friday, next monthly after that, and monthly 30-45 DTE.
10. DTE range
3-10 for standard range; target expirations may add monthly contracts.
11. Delta filter
Absolute delta 0.15-0.25, preferred 0.20.
12. Premium target
Bid >= $0.30; below target reduces score.
13. APR target
APR >= 20%; below target reduces score.
14. Option liquidity
Hard floor: OI > 10, volume > 1; targets: OI >= 500, volume >= 50.
15. Spread filter
Reject if spread > $0.15 and spread > 12% of mid.
16. Earnings filter
finnhub; blackout 2 days before scan through 2 days after expiration; unknown not allowed.
17. Underlying liquidity
Average daily volume target >= 2,000,000 when available.
Technical scoring
Scores red-day pullback, near-high/extended risk, SMA50 strike fit, RSI, IV, and expected move.