SHEET 20 — OPTIONS SCANNER
Filter the entire options market by IV rank, probability of profit, delta, DTE, liquidity, open interest, earnings date, expected value and spread width — then hand any hit to the Decision Engine before you commit capital.
Educational research only. Not financial advice.
What's inside
IV Rank & Percentile
Filter for names where implied volatility is rich or cheap relative to its own 52-week range — the first gate for premium sellers.
Probability of Profit
Screen structures by model POP so every result already clears your minimum probability threshold before you look at it.
Delta Bands
Constrain short-strike delta (e.g. 0.16–0.30) to keep every scan hit inside your risk tolerance for directional exposure.
Days to Expiration
Target the DTE window your strategy needs — 0–7 for gamma-aware traders, 25–50 for classic theta harvesting.
Liquidity Score
Composite bid/ask width, volume and market-depth score filters out chains you cannot enter and exit cleanly.
Open Interest Floors
Require minimum open interest per leg so fills are realistic and slippage assumptions hold.
Earnings Date Awareness
Include or exclude names reporting inside your holding window — avoid surprise event risk or target it deliberately.
Expected Value & Spread Width
Rank results by model EV and cap spread width so max loss is defined and capital use is efficient on every hit.
Preset scans
SAMPLE SCAN OUTPUT — ILLUSTRATIVE DATA
High-IV premium sell
IVR ≥ 60 · POP ≥ 70% · no earnings inside DTELiquid iron condors
Liquidity ≥ 90 · IVR ≥ 45 · width ≤ $5Earnings premium
Reports in ≤ 5 days · implied move > historical avgCheap debit spreads
IVR ≤ 30 · debit ≤ 40% of width · liquidity ≥ 80GiottoO TradeScript generates educational, copyable trade setup templates only. GiottoO does not place trades, route orders, connect to your broker, or provide financial advice. Review all details, risks, fees, liquidity, and broker requirements before using any copied trade setup.
What each plan unlocks
Questions this answers
The questions professional options traders actually ask — and where GiottoO answers them.
Volatility
GiottoO Volatility EdgeLiquidity
GiottoO Risk Lens — Liquidity ScoreStrategy Selection
GiottoO Decision Engine — Strategy SelectorGiottoO Perspective
Unlock GiottoO Perspective.
Full probability engine, Monte Carlo simulations, volatility edge, scenario lab, catalyst scoring, alerts and watchlists — everything the free tier holds back.
Scan results shown above are sample output with illustrative data only. They do not reflect live market conditions and are not trade recommendations.
GiottoO provides educational market research and probabilistic analysis only. Nothing on this page is financial advice. Options trading involves substantial risk of loss and is not suitable for all investors.