Completed Samples
-
Spread Engine
Bullish Put Credit Spreads
Live market data screening ranked by calibrated above-strike probability at hold with a touch-risk penalty.
New to options? Start with the beginner guide and examples. Switch to bearish call credit spreads.
Calibration Status
Probability overlay health
Checking the latest saved-run calibration report.
Last Refresh
-
Next Refresh
-
Runtime Below Gap
-
Runtime Touch Gap
-
Calibration Method
-
Ready.
Ticker
-
Live Spot
-
Expiration
-
Candidates
-
Horizon
-
Generated
-
API Calls
-
API Credits
-
Warnings
Scanner Results
Ranked spread candidates
Quality order favors short-strike safety with a small execution-quality lift, then long-strike support, then cleaner execution, delta, and credit.
| Rank | Spread | Safety Profile | Credit + Delta | Liquidity |
|---|
Ready.
Queued
0%
Universe 0/0 | Tickers 0/0 | Matched 0 | Elapsed 0s
Universe
-
Scanned
-
Matched Tickers
-
Failed Scans
-
Generated
-
API Calls
-
API Credits
-
Scan Warnings
Market Scan Results
Matched tickers ranked best-to-worst
Each row surfaces the top candidate for that ticker using the same comparator as the single scanner. These are the best currently available gate-passing setups in this run, not risk-free names; inline row warnings call out earnings or stale-quote caveats added by the bounded post-scan warning pass.
| Pick | Ticker | Top Spread | Safety Profile | Opportunity |
|---|
Ready.
Loaded Runs
-
Latest Run
-
Avg Match Rate
-
Avg Mkt Calls/Candidate
-
Avg Mkt Credits/Candidate
-
Avg Single Calls/Candidate
-
| Run | Ticker | Single | Market | Efficiency | Commit |
|---|
Methodology Summary
Concise process used to rank spreads:
- Normalize symbol input and validate ticker format.
- Fetch the live put chain first; market scan only fetches daily history for tickers that already show at least one gate-feasible spread structure, while single-scan still fetches history and earnings in the same request.
- Generate fixed-width put-credit pairs (`short - long = $5`).
- Apply hard gates: quote validity, credit floor, delta band, OI and volume minimums.
- Build a 3-day historical barrier lookup from daily bars across near-to-far strike-distance buckets, using daily history only as the reference sample.
- Estimate raw short/long touch and below-at-hold probabilities from live chain `underlyingPrice` distance to strike, then apply the fixed `artifact_platt_v1` calibration overlay before deriving above-strike-at-hold probability.
- Rank by execution-adjusted short safety score (`short above at hold - 0.15 * short touch + 0.03 * execution quality`), then long above at hold, then execution quality, then lower delta, then higher credit.
- Market Scan preselects the universe by the same top-candidate comparator when probability inputs are available, then falls back to feasible-pair density and liquidity only when that probability score cannot be built yet. After the scan, only the current top-ranked matches get a bounded earnings and regular-hours quote-freshness warning pass, and those row-level warnings should be treated as live operational caveats rather than soft noise.