Suggested entries
Confirmed mean-reversion setups on the right side of the 20-day median (score ≥ 6). Nothing here means no clean entry today — that's the point.
Δ75–80 long-dated calls that pass Gate A (extrinsic ≤40%) and Gate C (carry ≤8%/yr) and a clear 5-day uptrend.
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Fundamentals
The rules
1 · Structural gates — every CSP & CC must pass all
| Rule | Threshold | Why |
|---|---|---|
| DTE (days to expiry) | 21–45 · target 30 | the monthly cycle |
| Delta | 0.20–0.45 · target 0.30 | ~30Δ sweet spot |
| Premium | ≥ 1.2% of spot | worth selling; ≥1.5% = 🔥 strong |
| Open interest | ≥ 100 | liquidity |
| Bid/ask spread | ≤ 15% of mid | tradeable |
| Earnings | none within 7 days | no gap risk into the print |
2 · Bollinger median — the directional gate
| Strategy | Rule | Meaning |
|---|---|---|
| CSP | %B < 0.5 (below 20-day median) | sell puts into weakness |
| CC | %B ≥ 0.5 (above median) | sell calls into strength |
3 · Entry timing — the mean-reversion setup score
Entry timing = is now a good moment to sell? A turnaround off an extreme (in your favour) with premium richer than the stock's actual moves — not just the right side of the median. Points accrue (max ~14); the score then drives the traffic light in §5 — ≥10 strong · 6–9 analyze · <10 too thin.
| CSP (fade a bottom) | CC (fade a top) |
|---|---|
| Dropped to lower band then bounced (3-session) | Spiked to upper band then rolled over (3-session) |
| RSI dipped <30 and turned up (5-session) | RSI ran >70 and turned down (5-session) |
| Bullish candle reversal (3-session) | Bearish candle reversal (3-session) |
| IV rich vs realized (fatter premium) | IV rich vs realized (fatter premium) |
| Veto: still walking the lower band = breakdown | — |
4 · LEAP — a buy, not premium income
Cost is judged in extrinsic value (the dollars you pay for time), not IV — IV is only the input that inflates it. A LEAP qualifies only if it passes A and C and the trend.
| Element | Rule |
|---|---|
| Delta | 0.75–0.80 (deep ITM = intrinsic-led) |
| DTE | 180–900 · target ~542 (Jan-2027+) |
| Gate A — Time value ≤ 40% | extrinsic (premium − intrinsic) ≤ 40% of premium |
| Gate C — Carry ≤ 8%/yr | carry = (extrinsic ÷ spot) × 365/DTE — the time-value you pay per year, as % of the share price |
| Clear uptrend | price > 50-MA · price > 200-MA · 50-MA > 200-MA |
Entry timing (the mean-reversion setup) is informational only on a LEAP — it is not a gate. A LEAP qualifies on Gate A + Gate C + a clear uptrend; RSI-rising is shown as extra colour, not a pass/fail.
5 · The traffic light — how it all rolls up
Every suggestion carries one colour — a scorecard rollup of the rules above, not a single gate. It's information for your own decision, not a command: amber means analyze.
| Light | CSP / CC | LEAP |
|---|---|---|
| STRONG | every gate passes (§1 + §2) and setup score ≥ 10 (§3) | qualifies (§4) and entry-timing score ≥ 7 |
| ANALYZE | gates pass but the setup is partial (score 6–9) — your call | qualifies, but entry timing is partial — your call |
| WEAK | a gate fails (§1/§2) or no edge yet (score < 10) | fails Gate A, Gate C, or the trend (§4) |
A hard veto — earnings within 7 days, the wrong side of the median, or no liquidity — reads BLOCKED (red) however good the timing. The light never contradicts the scorecard behind it: every gate in a tile's hover is exactly what the colour rolls up. Timing never reds a LEAP (it's informational there).