CSP Opportunity Leaderboard — top 50 today
Opportunity Score is a single institutional composite computed at a standardized reference trade (30Δ short put, ~30 DTE) so names are comparable across the universe. Blends VRP z-score (30%), EV / |CVaR₉₅| (25%), IV Rank (15%), liquidity (15%), and underlying quality (15%). Higher = better risk-adjusted premium-selling opportunity today.
Universe: ~470 curated liquid US stocks and ETFs. Refreshed nightly by a Cloudflare Workers Cron job at 07:00 UTC. Delayed data (~15 min).
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How the Opportunity Score is built
The composite (see full methodology §10d) uses the same math as the CSP Optimizer's Phase 1 analytics, computed at a fixed reference trade — the closest available 30Δ put ~30 DTE for each ticker — so opportunity ranks across a mid-cap growth name and a mega-cap financial stay apples-to-apples.
- VRP z-score (30% weight) — Volatility Risk Premium (IV / RV) z-scored against the ticker's own 1-year history. Rich premium versus that ticker's typical regime.
- EV / |CVaR₉₅| (25%) — expected P&L per dollar of tail risk from 4,000-path Monte Carlo. The institutional risk-adjusted metric.
- IV Rank (15%) — where current IV sits in the 52-week range.
- Liquidity (15%) — composite of open interest, volume, and bid-ask spread at the reference strike.
- Quality (15%) — trend + drawdown-from-52w-high + beta + RV regime score of the underlying.
- Earnings-in-window penalty — names with earnings inside the reference DTE window are excluded by default (uncheck the filter to include).
Educational disclaimer
This is educational screening output — not a trade recommendation. The Opportunity Score identifies names where the market is currently paying rich premium relative to typical risk; sizing, timing, and personal fit are decisions only you can make. Always verify quotes with your broker before trading.