Custom options screener — your filters, ~470 tickers, all strategies

Define your own screen. Delta band, DTE range, minimum annualized yield, probability of profit, IV rank, open interest, bid-ask spread, price range — all configurable. Covers covered call, cash-secured put, put/call credit spreads, iron condor, iron butterfly. Save named screens (“my weekly CSP scan”) that persist in your browser. Universe is ~470 liquid US equities and ETFs.

⚡ Polygon Options Starter · delayed data · scans ~250 tickers by default (~90s)

1. Strategy

Sell OTM puts. Filters below tune your short-strike delta, DTE, and yield floor.

2. Saved screens

Load a saved screen

Screens are stored in your browser only (localStorage). Nothing is uploaded.

3. DTE + delta + POP

DTE min

DTE max

Short |Δ| min

Short |Δ| max

Min POP %

Min ann. yield %

4. Liquidity

Min short OI

Min short volume

Max spread % mid

Tip: on weekends and after-hours, spread% shows as "n/a" for contracts without live quotes — the filter skips those rows rather than reject them. Re-scan during market hours for stricter liquidity gating.

5. IV rank + earnings + price

Min IV rank

Max IV rank

Exclude earnings ± days

Price min $

Price max $ (0=∞)

6. Universe

Max tickers to scan

Per-ticker top N

Scan the full ~470-ticker universe (slower, ~3-5 min) Allow ITM shorts (dangerous — off by default)

Delayed data · educational only · not a trade recommendation

Configure your filters on the left, then click Run scan.

0 candidates · 0 tickers scanned · CSP

How the custom screener works

Pick a strategy, dial in your filters (delta, DTE, yield, POP, IV rank, liquidity), and click Run scan. We fetch the current option chain for each ticker in the universe (~470 liquid US equities and ETFs), filter by your constraints, and rank surviving candidates by a composite score that blends annualized yield, probability of profit, and liquidity.

Strategies supported

Cash-secured put (CSP) — sell an OTM put, cash-collateralized. Best when you want to acquire the underlying at a discount or capture premium on names you're comfortable owning.
Covered call (CC) — sell an OTM call against a long stock position. Income enhancement on names you already own.
Put credit spread — short OTM put + long further-OTM put. Defined-risk bullish/neutral. Wing sized by long-delta band, fixed dollars, or % of spot.
Call credit spread — mirror image. Defined-risk bearish/neutral.
Iron condor — sell a put spread + sell a call spread on the same expiration. Defined-risk range trade. Delegates to the existing Iron Condor Sweeper engine.
Iron butterfly — ATM shorts with symmetric wings. Higher credit, narrower profit zone. Delegates to the existing Iron Butterfly Sweeper engine.

Saved screens

Give your current filter set a name and it's saved to your browser's local storage. Nothing is uploaded — if you clear browser data or switch devices, saved screens go with it. Export as JSON if you want to move them.

Universe

The default universe is ~470 liquid, optionable US equities and ETFs — index ETFs (SPY, QQQ, IWM), sector SPDRs, mega-cap tech, financials, energy, industrials, semis, biotech, EV, gaming, crypto proxies, income ETFs, and more. Full-universe on-demand scans of every optionable US symbol aren't feasible under our data provider's rate limits — the ~470 curated list covers >95% of tradeable liquidity.

Data + delays

Prices are delayed ~15 minutes (Polygon Options Starter). We compute delta from the chain's reported greek when available, and fall back to a Black-Scholes-Merton estimate otherwise. Probability of profit is approximated as (1 − |short delta|). Annualized yield is (credit ÷ collateral) × (365 ÷ DTE). Read the methodology for full detail.