Snapshot data, model prices. Underlying data comes from the cited sources at the timestamps above. Every option premium, Greek, POP and edge figure is a Black-Scholes estimate (flat IV, no skew), marked est. Open a trade in Trade Analysis and type your broker's live mids before ordering.
Preset scans
Return vs chance of profit est.
tradeearnings insideUp and to the right is better. Click a dot to analyze it.
Symbol
Score
Price
Payoff
Legs
Exp · DTE
Cr / Db
Max profit
Max loss
Return
Annual
POP
BE dist.
|Δ|
IV rank
Edge @HV
L T V C E
Each row is one model-priced trade, per contract. Weekly Friday expirations are assumed for every symbol; confirm the date is listed. Click a row to open it in Trade Analysis. POP is the risk-neutral lognormal probability of finishing past breakeven at the snapshot IV. Edge @HV is a model estimate, not a forecast.
Trade Analysis
Opens with the trade you clicked. Overwrite spot, IV and each leg's live mid with your broker's numbers; every figure updates. Multiplier 100.
Side
Type
Strike
DTE
IV %
Model
Live mid
Leave Live mid blank to use the model price. Calendar and diagonal payoffs are valued at the front expiration with the back leg priced by model.
Strategy fit
Payoff per contract
Solid: P/L at expiration. Blue dashed: model P/L if you exit on the chosen day at today's IV. Red dashed: your stop. Early exits capture less than the expiration payoff because short legs keep time value.
P/L by price and date est.
gainlossper contract, today's IV
Stop loss
The stop is a plan, not a guarantee. Options can gap past it on news, earnings or the open, and a stop order on a multi-leg spread can fill far from your level. Max loss below still assumes the worst case.
Position sizing
Stocks & Volatility
Underlying ranking at a 30-day horizon with each stock's best-fit strategy, using the Screener's score weights. Click a row to screen that symbol.
#
Ticker
Price
Trend
RSI
IV / HV
IV rank
Earnings
L T V C E
Score
Best-fit strategy
Volatility map
IV ÷ HV vs IV rank
Left of 1.0, options cost less than the stock has been moving: buyers have the edge. Right and high, sellers do.
Add or update a ticker
saved in this browser
Paste fresh numbers from your broker to rescore a name or add a new one. An existing ticker is overwritten, and the next scan uses it.
Portfolio risk
Positions you are planning or holding, saved in this browser only. Opens with the Oct 10 scan plan (model estimates).
Combined max loss vs cap
Tech bucket vs $5,000
Ticker
Strategy
Legs
Contracts
Max loss
Max profit
Bucket
Risk rules
Set max loss before entry and size from it. The $20,000 cap is a ceiling, not a target.
Defined risk only. The desk will not size naked short calls or any structure with unlimited loss.
Earnings and CPI can gap through stops. Spreads cap the loss; stop orders do not.
Short legs in the money can be assigned, especially near expiration or ex-dividend. Close spreads before expiration day.
Limit orders at or near the mid; never market orders on multi-leg spreads.
No averaging down, no revenge trade after a stop-out. If nothing scores well, wait.
Verify before ordering
Live bid/ask on every leg; spread bid/ask no wider than ~10% of the debit or credit.
Open interest of at least a few hundred contracts on each strike.
The expiration is listed and earnings still fall outside it.
Recompute max loss and breakeven from your actual fill.
If the live price is ~15% worse than the model, rerun the numbers or pass.
Stock quality is not contract quality: the right direction can still lose to overpriced vol or theta.
SPY Condor PAPER ONLY
Weekly SPY iron condor income rule, approved for paper trading on Oct 10, 2026. Nothing on this tab is a signal to trade real money.
PAPER TRADE ONLY. This rule narrowly beat SPY on risk-adjusted return in a backtest that used modeled option prices. It earns much less than holding SPY, and it fails if fills are wider or puts are cheaper than modeled. Verify every price on a live chain. Log every fill.
The rule
Underlying
SPY (XSP is an acceptable cash-settled alternative)
When
Once a week, on the first trading day
Expiration
Nearest expiration to 30 calendar days out
Short strikes
Put about 13 delta, call about 13 delta (use the live chain's deltas)
Wings
$27 beyond each short strike (≈3.5% of SPY); round to listed strikes
Entry price
Limit at mid; accept no worse than mid − $0.05 for the whole condor
Size
1 condor (max loss ≈ $2,400–2,500). Combined open max loss ≤ $20,000
Exit
Hold to expiration. Close if the condor's mark loss reaches 3× the credit received (checked at the close). Close any in-the-money spread the day before expiration
Never
Adjust, roll, add size after a loss, or skip the stop
This week's setup est.
Model estimate · verify on live chain
Expiration
Put spread
Call spread
Mid credit est.
Max loss / condor
Stop: close at mark
Model: ATM IV = 0.90 × VIX; put IV × (1 + 0.30·|z|), call IV × (1 − 0.12·z); strike nearest 13 delta; 30/365 years, r 3.9%, SPY yield 1.7%. Same engine as the backtest. Reference credits: VIX 14 → ~10% of width, 17 → 11%, 20 → 12%, 25 → 14%. The expiration date skips weekends only; confirm it is listed.
Health checks
1 · Credit check
2 · Slippage check
3 · Risk check
Paper condor log
Condor fills are logged in the Trade Journal with every other trade (strategy "SPY iron condor", account Paper). These checks read those rows. Slippage = mid − fill per condor. Backtest expectations: about 85% winners and average credit ≈ 10% of width at VIX 14.
Trade journal
Every trade you execute, paper or real, any strategy. Gain or loss per trade and totals across all trades. Prices are what you type: your fills, exits and marks.
Realized P/L by strategygainloss
Realized P/L by month
Real open max loss vs $20,000 cap
Paper open max loss vs $20,000 cap
Log a trade
Prices are per share, as quoted (net for spreads). P/L = (entry − exit) × 100 × contracts − fees for credits, and (exit − entry) × 100 × contracts − fees for debits. Open trades use your current mark for unrealized P/L. Max loss is filled in for debits (entry × 100 × contracts + fees) and condors (wider wing − credit); type it for other credit trades.
Entry
Acct
Strategy
Ticker
Legs
Exp
Qty
Entry
Exit / mark
Status
Max loss
P/L
Notes
By strategy
Strategy
Trades
Open
Win rate
Realized P/L
Unrealized
Net
Stop-loss tickets for tastytrade
Filled-in order tickets for your current trades: the QQQ bull put and IWM bear call from the Oct 12 scan, the paper SPY iron condor, and your PLTR covered calls. Each one shows what to enter in every field.
Check before sending. The QQQ credit is the scan's estimate and the SPY credit is the model's estimate. Neither is a live quote. Where the credit isn't known yet, the ticket gives the rule to apply to your actual fill. Field names follow tastytrade's order types (Limit, Stop, Stop Limit, GTC). Confirm the exact labels and the bracket button on your own ticket.
Where the stop goes on the ticket
New trade: build the spread on the Trade tab, then turn on the bracket (OTOCO) option on the ticket so it adds a profit target and a stop.
Trade you already hold: open Positions, select every leg of the spread, then choose Close. That loads the closing order.
Set Order type to Stop Limit, then enter the Stop price (the trigger) and the Limit price (the worst fill you'll take).
Set Time in force to GTC so the order stays working after today, then review and send.
The stop levels below use your project's close rules: credit trades close at 2× the credit (a loss of 1× the credit) and take profit at 50%. The SPY condor uses its own paper rule, a 3× loss.
1 · new trade, bracket (OTOCO)
QQQ bull put credit spread
SELL 1 QQQ Nov 20 '26 715 Put
BUY 1 QQQ Nov 20 '26 705 Put (10 wide, QQQ 751.27 at Oct 9 close)
Entry order (goes live first)
Order type
Limit
Price
1.55 credit (scan estimate, use the live mid)
Time in force
Day
Exit 1: profit target (waits for the entry to fill)
Action
Buy to close both legs
Order type
Limit
Price
0.78 debit (50% of the credit)
Time in force
GTC
Exit 2: stop (one fill cancels the other)
Action
Buy to close both legs
Order type
Stop Limit
Stop price
3.10 debit (2× the credit)
Limit price
3.60 debit (room to fill)
Time in force
GTC
Target hit+$77
Stop fills−$155 to −$205
Max loss at expiry−$845
Per spread, before commissions. Max loss = (10 − 1.55) × 100. If your fill differs, set the target at half your credit and the stop at twice it.
2 · new trade, bracket (OTOCO)
IWM bear call credit spread
SELL 1 IWM Nov 20 '26 290 Call
BUY 1 IWM Nov 20 '26 295 Call (5 wide, IWM 278.94 at Oct 9 close)
I don't have a confirmed credit for this one, so enter your fill as C and work out each field from it.
Entry
Limit, sell at the mid credit C, Day
Profit target
Buy to close, Limit 0.5 × C, GTC
Stop
Buy to close, Stop Limit, stop 2 × C, limit 2 × C + 0.30, GTC
Max loss at expiry
(5 − C) × 100
Example only: if you're filled at 1.00, the target is 0.50, the stop is 2.00 and the limit is 2.30. That stop loses about $100 to $130, and the max loss is $400.
3 · paper trade, 4 legs
SPY iron condor (paper rule)
BUY 1 SPY 708 Put
SELL 1 SPY 735 Put
SELL 1 SPY 809 Call
BUY 1 SPY 836 Call (expiry nearest 30 days out, model strikes from Oct 9)
Entry
Limit 2.77 credit (model; accept no worse than mid − 0.05)
Stop action
Buy to close all 4 legs
Order type
Stop Limit
Stop price
11.08 debit (credit + 3× credit = 4 × 2.77)
Limit price
11.60 debit
Time in force
GTC
Kept at expiry+$277
Stop fills−$831 to −$883
Max loss at expiry−$2,423
The paper rule checks the 3× loss at the close, and the backtest assumed that. A resting GTC stop can trigger midday on a spike that reverses by 4 pm, so its results won't match the backtest. To follow the rule as tested, skip the resting stop, check the condor's mark near the close, and close by hand if it's at 11.08 or worse. The rule has no profit target: hold to expiry, and close any in-the-money side the day before.
4 · open trade, single leg
PLTR covered call, buy to close
Short 1 PLTR Nov 13 '26 190 Call (covered by 100 of your PLTR shares, per call)
Where
Positions › select the 190 call › Close
Action
Buy to close
Order type
Stop Limit
Stop price
2 × the premium you received
Limit price
stop + about 0.50
Time in force
GTC
This call is already in the money: PLTR is about 209 against the 190 strike, and the call's estimated mark is about 15.90. If you sold it for less than half that, a 2× stop would trigger as soon as the market opens. The real choice here is whether you want to keep the shares. Buy the call back if you want to keep them. Hold it and accept assignment at 190 if you're fine selling. Your shares already cover the loss on the call, so a stop here protects your shares, not your account. PLTR reports earnings on Nov 2, before this expires, so decide the week before.
How many contracts
Contracts = the dollars you'll risk on this trade ÷ the max loss per contract. Use the max loss rather than the stop loss, because a gap can skip the stop. With your $100,000 account, risking 1–2% ($1,000–2,000) means 1–2 QQQ spreads at $845 each, or 1 SPY condor at $2,423 (as the paper rule specifies). Keep the max loss of all your open trades added together under $20,000.
What a stop won't do
Stop vs. Stop Limit: a plain Stop turns into a market order and can fill far from the trigger on a spread. A Stop Limit won't fill worse than your limit, but in a fast move it may not fill at all.
Gaps: stops work during regular hours, so an overnight gap or the CPI or FOMC news in this window can jump past them, and they fill at the open.
Noisy quotes: spread stops trigger off the spread's quote, so a wide bid/ask can set one off early. SPY, QQQ and IWM are tight, which helps.
Expiration: close or roll before expiry. A stop doesn't protect you from assignment if one leg finishes in the money.
Decision support only, not a guarantee. Prices: underlying closes from Oct 9, 2026; QQQ credit is the scan estimate; SPY credit and strikes are model estimates; PLTR call mark is a Black-Scholes estimate. Verify all on the live chain.Sources: tastytrade order types · Help: stop orders · Help: bracket orders
Market regime
10/9 close
S&P 5007,811.54+0.59% · wk +1.15%
Nasdaq Comp.27,366.17+0.64%
Russell 20002,806.98+0.46%
VIX14.82−3.83% · VIX9D 11.24
10-yr yield~5.25%5.36% intraday, 2002 high
Breadth36.4%S&P > 50-day · 41 NH / 120 NL
WTI / Brent$91.85Brent $104.72
Environment: mildly bullish to neutral, low volatility, event-heavy week. Indexes sit near records on narrow breadth while the 10-year holds near a 22-year high. Cheap index IV (SPY 10.8%, IV rank 32) favors buying premium through defined-risk debit spreads. Sell premium only where IV is well above realized and no earnings report falls inside the trade. Leaders: software, cybersecurity, data centers. Laggards: semis, banks, homebuilders.
Mon 10/12Bond market closed; stocks and options trade
Tue 10/13JPM, GS, C, WFC, UNH, JNJ earnings
Wed 10/14September CPI (consensus 3.6% y/y); ASML, BAC, MS