At least 7% net premium on estimated put margin or covered-call share capital. Published valuations set priority; every frozen top ten stays on the record.
Session
2026-10-23
Successful scans
101 / 101
Last scan
Oct 23, 1:20 PM NY
Ranking
Daily top ten frozen
Indicative options feed; stock reference from IEX where available. Indicative quotes are modified and delayed; these are research ideas, not executable offers.
Showing a previous session. DTE, prices and yields are as recorded, not live.
Filter contracts
Filters narrow the recorded screen. Free includes three headline contracts; Pro includes every passing contract. They do not change frozen history.
Session headline
01
ORCL Short put · $122.00
2026-10-30 · 7 days at scan · stock $127.14
Return on margin
12.9%
Simple annualised
673%
Expiry ITM proxy
32.6%
Net premium / contract
$301.35
Reg-T estimate
$2,335
|Δ| · source
0.33 · feed
Net breakeven
$118.99
Why this rank. 12.9% net premium / estimated margin; 32.6% estimated expiry-ITM proxy (delta, not actual assignment odds). Strike 17.6% below the Signal Ledger valuation ($147.98); stock 14.1% below value. Earnings released 2026-09-10 (SEC 8-K Item 2.02); next estimated 2026-12-01–2026-12-21; after expiry. Score 4.534.
Earnings source · SEC filing cadence estimate · Estimated window · 8-K Item 2.02 earnings releases: 2026-09-10, 2026-06-10, 2026-03-10, 2025-12-10, 2025-09-09; median quarterly interval 92 days (approximately 91); ±10 days includes cadence variation. No automatic quarter rollover.
Release evidence · Filed 2026-09-10 · Checked Oct 21, 1:23 PM NY
Risk. Assignment requires $12200 per contract; loss at zero $11899. Margin can rise; cash-secured return 2.5%. Indicative bid is not executable. Early exercise and broker house margin are not modeled.
02
MU Short put · $860.00
2026-10-30 · 7 days at scan · stock $886.34
Return on margin
10.6%
Simple annualised
552%
Expiry ITM proxy
34.3%
Net premium / contract
$1,787.35
Reg-T estimate
$16,893
|Δ| · source
0.34 · feed
Net breakeven
$842.13
Why this rank. 10.6% net premium / estimated margin; 34.3% estimated expiry-ITM proxy (delta, not actual assignment odds). Strike 17.0% below the Signal Ledger valuation ($1035.97); stock 14.4% below value. Earnings date: estimated 2026-12-24–2027-01-13; after expiry. Source: SEC filing cadence estimate. Score 3.627.
Earnings source · SEC filing cadence estimate · Estimated window · 8-K Item 2.02 earnings releases: 2026-09-30, 2026-06-24, 2026-03-18, 2025-12-17, 2025-09-23; median quarterly interval 95 days (approximately 91); ±10 days includes cadence variation. No automatic quarter rollover.
Risk. Assignment requires $86000 per contract; loss at zero $84213. Margin can rise; cash-secured return 2.1%. Indicative bid is not executable. Early exercise and broker house margin are not modeled.
03
AVGO Short put · $317.50
2026-10-30 · 7 days at scan · stock $326.92
Return on margin
7.1%
Simple annualised
369%
Expiry ITM proxy
30.9%
Net premium / contract
$426.35
Reg-T estimate
$6,027
|Δ| · source
0.31 · feed
Net breakeven
$313.24
Why this rank. 7.1% net premium / estimated margin; 30.9% estimated expiry-ITM proxy (delta, not actual assignment odds). Strike 33.1% below the Signal Ledger valuation ($474.62); stock 31.1% below value. Earnings date: estimated 2026-11-22–2026-12-12; after expiry. Source: SEC filing cadence estimate. Score 2.550.
Earnings source · SEC filing cadence estimate · Estimated window · 8-K Item 2.02 earnings releases: 2026-09-02, 2026-06-03, 2026-03-04, 2025-12-11, 2025-09-04; median quarterly interval 91 days (approximately 91); ±10 days includes cadence variation. No automatic quarter rollover.
Risk. Assignment requires $31750 per contract; loss at zero $31324. Margin can rise; cash-secured return 1.3%. Indicative bid is not executable. Early exercise and broker house margin are not modeled.
No contract matches these filters. The 7% floor is never relaxed.
Frozen top ten · paper results
Frozen after coverage finishes or the scan window closes; fewer than ten is possible. Net-positive hit rate = profitable strategy outcomes / settled outcomes. Voids and pending records are shown separately. Expiry worthless rate measures a different result. Repeated daily selections of the same contract are correlated observations, not independent trades.
Net-positive hit rate
— (0/0)
Expiry worthless rate
— (0/0)
Assigned / void / pending
0 / 0 / 20
Total paper P&L
$0.00
2026-10-23 · frozen Oct 23, 1:20 PM NY · 101/101 scans
Rank / contract
Expiry
Net return
Outcome proxy
Strategy P&L
Evidence / reason
#1 ORCL $122.00 put
2026-10-30
12.9%
Pending exact-date close
—
12.9% net premium / estimated margin; 32.6% estimated expiry-ITM proxy (delta, not actual assignment odds). Strike 17.6% below the Signal Ledger valuation ($147.98); stock 14.1% below value. Earnings released 2026-09-10 (SEC 8-K Item 2.02); next estimated 2026-11-29–2026-12-19; after expiry. Score 4.534.
#2 MU $860.00 put
2026-10-30
10.6%
Pending exact-date close
—
10.6% net premium / estimated margin; 34.3% estimated expiry-ITM proxy (delta, not actual assignment odds). Strike 17.0% below the Signal Ledger valuation ($1035.97); stock 14.4% below value. Earnings date: estimated 2026-12-06–2026-12-26; after expiry. Source: Nasdaq public earnings calendar. Score 3.627.
#3 AVGO $317.50 put
2026-10-30
7.1%
Pending exact-date close
—
7.1% net premium / estimated margin; 30.9% estimated expiry-ITM proxy (delta, not actual assignment odds). Strike 33.1% below the Signal Ledger valuation ($474.62); stock 31.1% below value. Earnings date: estimated 2026-11-30–2026-12-20; after expiry. Source: Nasdaq public earnings calendar. Score 2.550.
2026-10-21 · frozen Oct 21, 12:02 PM NY · 85/85 scans
Rank / contract
Expiry
Net return
Outcome proxy
Strategy P&L
Evidence / reason
No contract qualified for the frozen headline.
Last 30 sessions shown; aggregate rates include every retained record. Expiry results use exact-date raw stock bars and an ITM exercise proxy. Covered-call P&L includes stock marked from scan price. Missing bars retry; after seven days they become void. Splits/spin-offs and pin risk are void. Early exercise, dividends, financing, taxes and exit/assignment fees are excluded. IEX bars are exchange-specific proxies, not official OCC settlement. Losses and voids remain on record.
7% is a per-trade floor
Net credit = bid × 100 − $0.65 entry fee. Puts divide by estimated Reg-T: mid + max(20% × stock − OTM amount, 10% × strike), per share. Calls divide by 100 shares at scan price. Annualisation assumes repeatability and is not a forecast.
Valuation before yield
First: puts with strike ≤ published value. Next: covered calls when stock ≥ 150% of value. Last: other puts. Within each group: score = net return × 365 / DTE × estimated worthless probability. Highest score wins; one company per headline. Confirmed earnings on/before expiry, overlapping estimated windows and unknown dates stay out of the headline.
Official company announcements take priority. The public Nasdaq calendar refreshes daily; dates without explicit confirmation use a ±10-day window. Otherwise, recent SEC 8-K Item 2.02 releases or 10-Q/10-K filings estimate the next quarter using their median cadence (about 91 days). Windows include at least ±10 days, observed cadence variation and, for filings, the filing lag. Only expiry strictly before the window starts can enter the headline. A window closes only after a verified SEC 8-K Item 2.02 filed from one day before its start through today, or an explicitly recorded actual company IR release; a passed date alone never closes it. The next quarter uses Nasdaq when available, otherwise SEC cadence reanchored to the new 8-K (91 days if cadence history is insufficient). Old estimates never roll forward without new evidence.
Bounded daily coverage
All 101 published companies, one per minute from 10:30–15:30 New York, up to four sampled expirations in 7–45 days. OTM only, |Δ| ≤ 0.35, bid ≥ $0.10, spread ≤ 30% of mid, verified open interest ≥ 100. IV fallback uses a zero-dividend model at 4.2%.
Research only. No trades are sent. Delta/IV estimates are not assignment probabilities or expected returns. Put losses can exceed posted margin; cash assignment needs the full strike value. Covered calls require shares, retain stock downside and cap upside. Verify live bid, broker margin and corporate events before any decision.
Signal Ledger Lab