VRP Put-Spread Harvester
Data provider
yfinance
VIX
15.1
hard stop @ 40
Open positions
5 / 5
Sim NLV
$53,321
+6.64%
Total P&L
$3,321
R $3,321 · U $0
Latest Monday screen
| SYMBOL | UNDERLYING | EXP | SHORT STRIKE | LONG STRIKE | CREDIT | WIDTH | MAX LOSS | BREAKEVEN | VRP |
|---|---|---|---|---|---|---|---|---|---|
| EWZ | — | 2026-10-09 | 34.5 Δ-0.29 | 27 Δ-0.07 | $0.24 | $7.50 | $7.26 | — | 19.9% |
| LQD | — | 2026-10-09 | 101 Δ-0.30 | 98 Δ-0.08 | $0.05 | $3.00 | $2.95 | — | 6.9% |
| XLE | — | 2026-10-09 | 62.5 Δ-0.31 | 58.5 Δ-0.10 | $1.08 | $4.00 | $2.92 | — | 5.9% |
| SLV | — | 2026-10-09 | 55 Δ-0.30 | 49 Δ-0.09 | $0.83 | $6.00 | $5.17 | — | 5.1% |
| IWM | — | 2026-10-09 | 283 Δ-0.30 | 266 Δ-0.10 | $1.52 | $17.00 | $15.48 | — | 3.6% |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EWZ | — | 2026-10-09 | 34.5 Δ-0.29 | 27 Δ-0.07 | $0.24 | $7.50 | $7.26 | 19.9% | — | 0 | $0 | $0 | — |
| LQD | — | 2026-10-09 | 101 Δ-0.30 | 98 Δ-0.08 | $0.05 | $3.00 | $2.95 | 6.9% | — | 0 | $0 | $0 | — |
| XLE | — | 2026-10-09 | 62.5 Δ-0.31 | 58.5 Δ-0.10 | $1.08 | $4.00 | $2.92 | 5.9% | — | 0 | $0 | $0 | — |
| SLV | — | 2026-10-09 | 55 Δ-0.30 | 49 Δ-0.09 | $0.83 | $6.00 | $5.17 | 5.1% | — | 0 | $0 | $0 | — |
| IWM | — | 2026-10-09 | 283 Δ-0.30 | 266 Δ-0.10 | $1.52 | $17.00 | $15.48 | 3.6% | — | 0 | $0 | $0 | — |
Ranked but skipped
| SYMBOL | REASON |
|---|---|
| FXI | no valid spread at target deltas |
| XLF | no valid spread at target deltas |
| EFA | 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 |