VRP Put-Spread Harvester
Data provider
MOCK
VIX
16.3
hard stop @ 40
Open positions
2 / 5
Sim NLV
$52,154
+4.31%
Total P&L
$2,154
R $1,665 · U $489
Latest Monday screen
| SYMBOL | UNDERLYING | EXP | SHORT STRIKE | LONG STRIKE | CREDIT | WIDTH | MAX LOSS | BREAKEVEN | VRP |
|---|
Detailed views
idle · next cron —
Account size · $50,000
Top picks + auto-sized contracts
| SYMBOL | SPOT | EXP | SHORT | LONG | CREDIT | WIDTH | MAX LOSS | VRP | IV (30d) | CTRS | EST. CREDIT | CAP @ RISK | RISK / ACCT |
|---|
Ranked but skipped
| SYMBOL | REASON |
|---|---|
| TLT | non-positive VRP |
| XLF | non-positive VRP |
| SPY | non-positive VRP |
| EFA | non-positive VRP |
| IWM | non-positive VRP |
| QQQ | non-positive VRP |
| USO | non-positive VRP |
| SLV | non-positive VRP |
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 |