Selling Premium screen

Selling Premium screen Image
RUN IN STOCK SCREENER
(9)

Looking for stocks with earnings in next 2 weeks with the idea of selling premium: strangles, call or put spreads, condors


Stock Screener Settings

Market Cap: At least Mid (2B+)

More volume and liquidity. Small caps don't always have options available.

Volume Increase: 10% more last 5 days

Traders expect stock to move into earnings which leads to higher premium.

Price: Above 50

For a decent option value

Earnings date: Earnings in next 2 weeks

Tend to have higher premium, strategy looks to cash out after implied vol deflates post earnings

Exchange: US Only

To have US options

Average Volume: 50 SMA > 500K

Need to have some liquidity in the options

RUN
Chart Settings

Help decide where to place the short options. Ideally on the outside of the support and resistance.

Regional Run

Run this screen in your favorite region. You can always further fine tune the screen by changing the general settings after it opened in the screener.