Selling Premium screen
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
Short
Technical AnalysisStock Screener Settings
Market Cap: At least Mid (2B+)
More volume and liquidity. Small caps don't always have options available.
Exchange: US Only
To have US options
Earnings date: Earnings in next 2 weeks
Tend to have higher premium, strategy looks to cash out after implied vol deflates post earnings
Price: Above 50
For a decent option value
Volume Increase: 10% more last 5 days
Traders expect stock to move into earnings which leads to higher premium.
Average Volume: 50 SMA > 500K
Need to have some liquidity in the options
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.