Nasdaq-100 Double Calendar Scanner
The double calendar scanner ranks Nasdaq-100 tickers for double calendar spread setups — a market-neutral, positive-vega, long-vol strategy that profits from the front-week decay while the back-week retains value. Ideal candidates have a rich term structure (front > back in IV terms), moderate implied move, and adequate liquidity in both expirations. Typical daily top-5 candidates rotate through NVDA, AAPL, MSFT, META, GOOGL, AMZN, TSLA, AMD, NFLX, and ORCL depending on the current vol regime.
Three built-in presets: Conservative (tight ATM strikes, ~7 DTE front, ~30 DTE back), Balanced (moderate wings), and Aggressive (wider wings, less loss-tolerant). Each candidate shows expected max profit, breakeven range, and daily theta as of the scan run. Read the DCal methodology for entry rules, exit criteria, and how the score composes credit-to-max-loss, IV-term slope, and liquidity into a single ranking metric.
Scans the current Nasdaq-100 universe for defined-debit, same-strike double calendar candidates. Ranks by expected value, POP, theta efficiency, liquidity quality, and event safety. Delayed market data via Polygon. Educational use only.
Watch: How to use the NDX-100 Double Calendar Scanner (2 min) Click to expand
Video walkthrough: pick a Conservative/Balanced/Aggressive preset, read the expected-value + POP + theta-efficiency columns, select candidates, and toggle the price × date payout table. No signup required.
1. Strategy preset
2. Filters
DCal Scan Results
| Ticker | Spot | Short exp | Long exp | Short put K | Short call K | Net debit | Net Δ | Net Θ | Net ν | POP | Spread % | Score | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Click Scan Nasdaq-100 to run. | |||||||||||||