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
INTC screens as today’s best naked-put candidate: $107 strike, 259.1% annualized yield, 13.2% modeled breach risk.
Best naked-put candidates
| Ticker | Spot | Strike | OTM | Yield | Breach | Sigma | Grade |
|---|---|---|---|---|---|---|---|
| INTC | $129.44 | $107P | 17.7% | 259.1% | 13.2% | 0.63σ | green |
| MU | $795.33 | $614P | 22.8% | 199.8% | 8.8% | 0.77σ | green |
| TSM | $404.27 | $356P | 12.0% | 74.3% | 12.5% | 0.89σ | green |
| ASML | $1565.81 | $1313P | 16.1% | 52.5% | 9.0% | 1.09σ | green |
| NVDA | $219.44 | $187P | 14.8% | 46.7% | 13.8% | 1.10σ | green |
| GOOG | $386.77 | $346P | 10.6% | 30.1% | 12.3% | 1.14σ | green |
| MSFT | $412.66 | $373P | 9.5% | 26.5% | 11.7% | 1.14σ | green |
| COIN | $216.60 | $199P | 8.3% | 298.5% | 59.9% | 0.38σ | red |
Tech tape
Mixed signals: proceed with caution
Blocked: backwardation (market pricing imminent risk)
Poor time to sell: IV near lows
Blocked: IV rank 30% < 30% floor
Good time to sell premium
Blocked: backwardation (market pricing imminent risk)
Poor time to sell: IV near lows
Blocked: IV-RV spread -4.2pp (premium underpriced)
Poor time to sell: IV near lows
Blocked: IV rank 12% < 30% floor
Poor time to sell: IV near lows
Blocked: IV rank 20% < 30% floor
Mixed signals: proceed with caution
Blocked: backwardation (market pricing imminent risk)
Poor time to sell: IV near lows
Blocked: IV rank 12% < 30% floor
Poor time to sell: IV near lows
Blocked: IV rank 10% < 30% floor
Good time to sell premium
Blocked: backwardation (market pricing imminent risk)
Sell calls: call IV is richer
Blocked: backwardation (market pricing imminent risk)
Poor time to sell: IV near lows
Blocked: IV-RV spread -1.3pp (premium underpriced)
Mixed signals: proceed with caution
Blocked: backwardation (market pricing imminent risk)
Mixed signals: proceed with caution
Blocked: backwardation (market pricing imminent risk)
Index and sector proxies
Key takeaways
- 01Best setup: INTC 107P screens strongest on yield, distance and breach risk.
- 020 of 14 tech names pass the current tradeability gate; do not override macro/event blocks casually.
- 03Average IV rank is 53.5 with IV-RV spread around 1.8pp; premium is rich.
- 04Most common blocker: term structure across 14 names.
- 05Position size should still be capped by assignment risk; this report ranks candidates, not conviction.