VRP Put-Spread Harvester
Data provider
yfinance
VIX
19.0
hard stop @ 40
Open positions
5 / 5
Sim NLV
$51,927
+3.85%
Total P&L
$1,927
R $5,231 · U $-3,304
Latest Monday screen
| SYMBOL | UNDERLYING | EXP | SHORT STRIKE | LONG STRIKE | CREDIT | WIDTH | MAX LOSS | BREAKEVEN | VRP |
|---|---|---|---|---|---|---|---|---|---|
| SLV | $55.33 | 2026-11-27 | 50.5 Δ-0.31 | 44 Δ-0.11 | $2.55 | $6.50 | $3.95 | $47.95 | 70.5% |
| EEM | $67.17 | 2026-11-27 | 63.5 Δ-0.31 | 57 Δ-0.11 | $1.41 | $6.50 | $5.09 | $62.09 | 31.0% |
| IWM | $280.21 | 2026-11-27 | 270 Δ-0.30 | 230 Δ-0.11 | $2.40 | $40.00 | $37.60 | $267.60 | 12.4% |
| HYG | $77.61 | 2026-11-27 | 76.5 Δ-0.30 | 74 Δ-0.11 | $0.38 | $2.50 | $2.12 | $76.12 | 12.4% |
| KRE | $71.43 | 2026-11-27 | 69 Δ-0.28 | 63 Δ-0.11 | $0.52 | $6.00 | $5.48 | $68.48 | 4.6% |
Detailed views
idle · next cron —
Account size · $50,000
Top picks + contracts opened
| SYMBOL | SPOT | EXP | SHORT | LONG | CREDIT | WIDTH | MAX LOSS | VRP | IV (30d) | CTRS | EST. CREDIT | CAP @ RISK | RISK / ACCT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SLV | $55.33 | 2026-11-27 | 50.5 Δ-0.31 | 44 Δ-0.11 | $2.55 | $6.50 | $3.95 | 70.5% | — | — | — | — | — |
| EEM | $67.17 | 2026-11-27 | 63.5 Δ-0.31 | 57 Δ-0.11 | $1.41 | $6.50 | $5.09 | 31.0% | — | — | — | — | — |
| IWM | $280.21 | 2026-11-27 | 270 Δ-0.30 | 230 Δ-0.11 | $2.40 | $40.00 | $37.60 | 12.4% | — | — | — | — | — |
| HYG | $77.61 | 2026-11-27 | 76.5 Δ-0.30 | 74 Δ-0.11 | $0.38 | $2.50 | $2.12 | 12.4% | — | — | — | — | — |
| KRE | $71.43 | 2026-11-27 | 69 Δ-0.28 | 63 Δ-0.11 | $0.52 | $6.00 | $5.48 | 4.6% | — | — | — | — | — |
Ranked but skipped
| SYMBOL | REASON |
|---|---|
| LQD | no valid spread at target deltas |
Active strategy parameters
| Parameter | Value | What it controls |
|---|---|---|
| MIN_OPTIONS_VOLUME_20D | 25,000 | Liquidity filter |
| TOP_N_PICKS | 5 | How many spreads per week |
| TARGET_DTE | 30 | Target days-to-expiration |
| DTE_TOLERANCE_DAYS | 7 | Acceptable slack around target |
| SHORT_DELTA / LONG_DELTA | -0.30 / -0.10 | Strike deltas (bull put spread) |
| DELTA_TOLERANCE | 0.03 | Slack around target deltas |
| VIX_HARD_STOP | 40 | Skip entire week when VIX > this |
| TARGET_ANNUAL_VOL | 25.0% | Portfolio-vol target |
| MAX_CONCURRENT_POSITIONS | 5 | Book size cap |
| RV_WINDOW_DAYS | 30 | Realized-vol lookback |