Tech Options Selling Report
Daily naked-put watchlist from the SQLite scanner: IV rank, IV-RV spread, regime gates, event risk and model-ranked put candidates.
Market context
No clean put setup is passing the current scanner quality filters.
Best naked-put candidates
| Ticker | Spot | Strike | OTM | Yield | Breach | Sigma | Grade |
|---|---|---|---|---|---|---|---|
| MU | $979.30 | $880P | 10.1% | 401.2% | 35.7% | 0.35Ο | red |
| INTC | $109.84 | $99P | 9.9% | 384.8% | 32.8% | 0.35Ο | red |
| COIN | $159.07 | $145P | 8.7% | 304.3% | 61.4% | 0.38Ο | red |
| ASML | $1797.32 | $1661P | 7.6% | 243.9% | 34.2% | 0.39Ο | red |
| PLTR | $126.79 | $117P | 7.6% | 241.9% | 44.1% | 0.40Ο | red |
| META | $669.21 | $607P | 9.3% | 171.0% | 23.6% | 0.54Ο | yellow |
| TSM | $434.11 | $405P | 6.6% | 199.3% | 30.3% | 0.41Ο | red |
| MSFT | $385.10 | $357P | 7.4% | 125.6% | 24.2% | 0.56Ο | yellow |
Tech tape
Sell puts: put IV is richer
Blocked: IV-RV spread -5.8pp (premium underpriced)
Below 200dma β broken trend: no green premium-selling verdict (200dma rule)
Blocked: backwardation (market pricing imminent risk)
Poor time to sell: premium underpriced, backwardation / event risk
Blocked: IV-RV spread -3.2pp (premium underpriced)
Good time to sell premium
Blocked: earnings in 11d, inside trade window
Good time to sell premium
Blocked: CPI in 4d (inside trade window)
Mixed signals: proceed with caution
Blocked: backwardation (market pricing imminent risk)
Below 200dma β broken trend: no green premium-selling verdict (200dma rule)
Blocked: IV-RV spread -10.6pp (premium underpriced)
Below 200dma β broken trend: no green premium-selling verdict (200dma rule)
Blocked: backwardation (market pricing imminent risk)
Below 200dma β broken trend: no green premium-selling verdict (200dma rule)
Blocked: IV-RV spread -2.8pp (premium underpriced)
Below 200dma β broken trend: no green premium-selling verdict (200dma rule)
Blocked: backwardation (market pricing imminent risk)
Poor time to sell: premium underpriced, backwardation / event risk
Blocked: only 1/592 quoted rows pass bid/ask width
Poor time to sell: premium underpriced, backwardation / event risk
Blocked: only 0/352 quoted rows pass bid/ask width
Poor time to sell: premium underpriced, backwardation / event risk
Blocked: IV-RV spread -4.6pp (premium underpriced)
Mixed signals: proceed with caution
Blocked: backwardation (market pricing imminent risk)
Index and sector proxies
Key takeaways
- 010 of 14 tech names pass the current tradeability gate; do not override macro/event blocks casually.
- 02Average IV rank is 91.3 with IV-RV spread around -0.0pp; premium is rich.
- 03Most common blocker: macro event across 14 names.
- 04Position size should still be capped by assignment risk; this report ranks candidates, not conviction.