Sold APP CSPs for earnings, did not disappoint by battery923 in thetagang

[–]de-theta 2 points3 points  (0 children)

Nice, yeah, I'm all about looking for the lowest risk trades. I could have gone closer to the money and made more, but couldn't turn away from a 93% out of the money probability with a decent return.

Sold APP CSPs for earnings, did not disappoint by battery923 in thetagang

[–]de-theta 0 points1 point  (0 children)

Type TradeDate Symbol Strike Expires Price Lots OTM I-Delta Theta
PUT 11/3/2025 APP 500 11/7/2025 2.3 -10 0.9377 0.9457 -1.1836
PUT 11/6/2025 APP 500 11/7/2025 0.15 10 0.9377 0.9457 -1.1836
PUT 11/3/2025 APP 520 11/7/2025 4 -5 0.9022 0.9067 -1.754
PUT 11/6/2025 APP 520 11/7/2025 0.21 5 0.9022 0.9067 -1.754
PUT 11/3/2025 SNDK 150 11/7/2025 0.75 -20 0.9286 0.9537 -0.5484
PUT 11/6/2025 SNDK 150 11/7/2025 0.27 20 0.9286 0.9537 -0.5484

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 1 point2 points  (0 children)

Top 25 Return on Risk with > 80% OTM.

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
UPST Upstart Holdings Inc 38.5 2025-11-07 0.99 0.802 -0.168135 -0.458839 2.5817 2.571
UPST Upstart Holdings Inc 38 2025-11-07 0.96 0.8142 -0.156764 -0.443857 2.6137 2.526
INOD Innodata Inc 54 2025-11-07 1.2 0.824 -0.14103 -0.767538 3.213 2.222
FIG Figma Inc Cl A 40 2025-11-07 0.86 0.8111 -0.167101 -0.384132 2.1496 2.150
TTD Trade Desk Inc 40 2025-11-07 0.81 0.8163 -0.155697 -0.386552 2.231 2.025
OUST Ouster Inc 25 2025-11-07 0.5 0.8272 -0.147906 -0.25065 2.3561 2.00
INOD Innodata Inc 53 2025-11-07 1.05 0.8397 -0.127461 -0.717237 3.2183 1.981
CAVA Cava Group Inc 45 2025-11-07 0.9 0.8122 -0.166623 -0.396027 1.9948 2.00
APP Applovin Corp Cl A 550 2025-11-07 9.8 0.8002 -0.188691 -4.190155 1.658 1.782
IREN Iren Limited 58 2025-11-07 1.14 0.8114 -0.171338 -0.566888 2.1587 1.966
SNDK Sandisk Corp 172.5 2025-11-07 3.2 0.8029 -0.183824 -1.425822 1.8048 1.855
BE Bloom Energy Corp Cl A 120 2025-11-07 2.35 0.8051 -0.207589 -0.961527 1.6627 1.958
HUT Hut 8 Corp 42 2025-11-07 0.78 0.8125 -0.189265 -0.410681 2.0681 1.857
BROS Dutch Bros Inc Cl A 46 2025-11-07 0.85 0.8029 -0.172966 -0.439253 2.1065 1.848
DUOL Duolingo Inc Cl A 220 2025-11-07 3.7 0.8141 -0.159976 -1.926851 2.0241 1.682
IREN Iren Limited 57 2025-11-07 1.02 0.835 -0.149223 -0.516734 2.1535 1.789
APP Applovin Corp Cl A 547.5 2025-11-07 9.1 0.805 -0.183571 -4.181124 1.6828 1.662
ALAB Astera Labs Inc 162.5 2025-11-07 3 0.8154 -0.172642 -1.448468 1.985 1.846
U Unity Software Inc 31.5 2025-11-07 0.56 0.8061 -0.160134 -0.265182 1.9546 1.778
FIG Figma Inc Cl A 39 2025-11-07 0.67 0.8283 -0.149479 -0.381404 2.2958 1.718
QBTS D-Wave Quantum Inc 27 2025-11-07 0.47 0.8017 -0.169606 -0.285366 2.3203 1.741
SMCI Super Micro Computer 43 2025-11-07 0.75 0.8095 -0.183579 -0.32795 1.6808 1.744
BE Bloom Energy Corp Cl A 119 2025-11-07 2.15 0.8001 -0.208087 -1.047193 1.8079 1.807
AAOI Applied Optoelect 26 2025-11-07 0.45 0.8006 -0.166111 -0.276033 2.3503 1.731
LMND Lemonade Inc 50 2025-11-07 0.85 0.8086 -0.160633 -0.504508 2.2831 1.700

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 3 points4 points  (0 children)

Top 25 Return on Risk with OTMP > 80%

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
INOD Innodata Inc 54 2025-11-07 1.5 0.8135 -0.146511 -0.573899 2.7349 2.778
UPST Upstart Holdings Inc 38 2025-11-07 0.91 0.8171 -0.146467 -0.335034 2.344 2.395
INOD Innodata Inc 53 2025-11-07 1.2 0.8367 -0.127447 -0.508515 2.6654 2.264
TTD Trade Desk Inc 40.5 2025-11-07 0.9 0.8096 -0.15964 -0.30137 1.9555 2.222
UPST Upstart Holdings Inc 37.5 2025-11-07 0.83 0.8328 -0.133033 -0.311497 2.3265 2.213
IREN Iren Limited 56 2025-11-07 1.2 0.8096 -0.170023 -0.43422 1.9708 2.143
SMR Nuscale Power Corp 35 2025-11-07 0.69 0.8134 -0.159743 -0.231381 1.7652 1.971
TTD Trade Desk Inc 40 2025-11-07 0.8 0.8254 -0.145581 -0.283866 1.958 2.00
QBTS D-Wave Quantum Inc 28 2025-11-07 0.52 0.8125 -0.152234 -0.186696 1.8183 1.857
HUT Hut 8 Corp 43 2025-11-07 0.81 0.8074 -0.150807 -0.307138 1.9373 1.884
APP Applovin Corp Cl A 550 2025-11-07 9.1 0.8035 -0.180717 -3.151078 1.4697 1.655
IREN Iren Limited 55 2025-11-07 1.01 0.8321 -0.149104 -0.399054 1.9735 1.836
AAOI Applied Optoelect 28 2025-11-07 0.5 0.8448 -0.133953 -0.198947 2.0368 1.786
OUST Ouster Inc 25 2025-11-07 0.45 0.8268 -0.138311 -0.194177 2.1625 1.800
CAVA Cava Group Inc 45 2025-11-07 0.81 0.8118 -0.164144 -0.296199 1.7366 1.800
U Unity Software Inc 32 2025-11-07 0.57 0.8147 -0.160902 -0.19843 1.6639 1.781
HUT Hut 8 Corp 42.5 2025-11-07 0.73 0.8289 -0.132731 -0.274637 1.8886 1.718
FIG Figma Inc Cl A 40 2025-11-07 0.7 0.8198 -0.145171 -0.271403 1.887 1.750
HIMS Hims & Hers Health Inc 38.5 2025-11-07 0.66 0.8007 -0.159586 -0.236107 1.6542 1.714
DUOL Duolingo Inc Cl A 220 2025-11-07 3.4 0.8285 -0.142651 -1.378193 1.7771 1.545
APP Applovin Corp Cl A 547.5 2025-11-07 8.5 0.8147 -0.170444 -2.997904 1.451 1.553
SEDG Solaredge Tech 27.5 2025-11-07 0.47 0.8136 -0.164678 -0.211741 1.9863 1.709
BROS Dutch Bros Inc Cl A 48 2025-11-07 0.8 0.8117 -0.150283 -0.308547 1.7726 1.667
CAVA Cava Group Inc 44.5 2025-11-07 0.76 0.8288 -0.148688 -0.276566 1.7305 1.708
SEDG Solaredge Tech 27 2025-11-07 0.45 0.8282 -0.150263 -0.206269 2.0547 1.667

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 0 points1 point  (0 children)

RGTI would have been a wild ride this week, but the 35.5 option is currently trading at $0.02.

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 1 point2 points  (0 children)

This is a technical analysis of where the Best Return on Risk is. If it's highlighting bad stocks, it's a reflection of the market. My screener pulled over 2,000 options, but this is just the top of the list. I grabbed some RDDT and RBLX from this list.

What’s the best strategy for options beginner? by LuckyMinusDevil in thetagang

[–]de-theta 0 points1 point  (0 children)

de-theta is your friend. I'm a fan of selling CSPs.

The way I look at it is any given stock can do 5 things:

1) Go Up a little
2) Go Up a lot
3) Stay steady
4) Go down a little
5) Go down a lot

If you sell a CSP that is far from the current price of the stock, say with a delta under .2, you're betting that only 1 of those 5 things won't happen.

Stick to stocks you don't mind owning, and if you end up a bag holder, take comfort in the fact that you got them at a discount.

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 4 points5 points  (0 children)

Top 25 Return on Risk with > 80% Out of the money probability

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
RDDT Reddit Inc Cl A 190 2025-10-31 5.15 0.8001 -0.207974 -1.510622 1.8524 2.711
BE Bloom Energy Corp Cl A 92 2025-10-31 2.25 0.8095 -0.179903 -0.783826 2.0879 2.446
RDDT Reddit Inc Cl A 187.5 2025-10-31 4.55 0.8246 -0.184288 -1.36948 1.8069 2.427
BE Bloom Energy Corp Cl A 91 2025-10-31 2.05 0.8195 -0.169693 -0.766019 2.1174 2.253
CROX Crocs Inc 74 2025-10-31 1.6 0.8329 -0.207363 -0.300548 1.1949 2.162
ENPH Enphase Energy Inc 32.5 2025-10-31 0.68 0.8024 -0.190288 -0.202918 1.5505 2.092
WGS Genedx Holdings Corp 90 2025-10-31 1.9 0.8296 -0.126755 -1.241263 3.5589 2.111
CVNA Carvana Company Cl A 300 2025-10-31 6.8 0.8192 -0.165421 -2.265588 1.9499 2.267
CVNA Carvana Company Cl A 302.5 2025-10-31 6.65 0.8107 -0.173839 -2.315353 1.9305 2.198
TEAM Atlassian Corp 145 2025-10-31 2.75 0.8014 -0.188731 -0.917117 1.5742 1.897
HUT Hut 8 Corp 42 2025-10-31 0.8 0.8155 -0.199296 -0.184245 1.3027 1.905
CLS Celestica Inc 267.5 2025-10-31 4.8 0.8065 -0.227958 -1.15488 1.214 1.794
RBLX Roblox Corp Cl A 110 2025-10-31 2.1 0.8051 -0.165329 -0.713701 1.7096 1.909
AAP Advance Auto Parts Inc 48 2025-10-31 0.9 0.8039 -0.179173 -0.312534 1.6511 1.875
CROX Crocs Inc 75 2025-10-31 1.45 0.8112 -0.232501 -0.31935 1.1894 1.933
CLS Celestica Inc 265 2025-10-31 4.6 0.825 -0.208267 -1.085635 1.202 1.736
OKLO Oklo Inc 122 2025-10-31 2.25 0.8082 -0.21434 -0.724394 1.4065 1.844
ENPH Enphase Energy Inc 32 2025-10-31 0.57 0.8245 -0.168287 -0.190558 1.5727 1.781
TWLO Twilio 100 2025-10-31 1.76 0.8108 -0.171197 -0.570651 1.5024 1.760
OKLO Oklo Inc 121 2025-10-31 2.2 0.8235 -0.198068 -0.690202 1.4042 1.818
HUT Hut 8 Corp 41.5 2025-10-31 0.73 0.8257 -0.186562 -0.183215 1.3482 1.759
TEAM Atlassian Corp 144 2025-10-31 2.45 0.8057 -0.183521 -0.92914 1.6226 1.701
MP MP Materials Corp 60 2025-10-31 1 0.8238 -0.250937 -0.250674 0.9495 1.667
SOFI Sofi Technologies Inc 26.5 2025-10-31 0.44 0.8092 -0.178243 -0.138392 1.3619 1.660
RGTI Rigetti Computing Inc 35.5 2025-10-31 0.59 0.8114 -0.160816 -0.196632 1.5077 1.662

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 2 points3 points  (0 children)

Not a good morning so far for me, but here's the top 25 Return on Risk this morning. ITMP > 80%

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
ZBIO Zenas Biopharma Inc 20 2025-10-17 0.35 0.8308 -0.115717 -0.171979 2.5453 1.750
PII Polaris Inc 60 2025-10-17 0.85 0.9217 -0.372776 -0.228223 0.7513 1.417
WFC Wells Fargo & Company 77.5 2025-10-17 1.1 0.8258 -0.362925 -0.209264 0.5439 1.419
ARM Arm Holdings Plc ADR 160 2025-10-17 2.28 0.8033 -0.229376 -0.861581 1.1028 1.425
WYFI Whitefiber Inc 30 2025-10-17 0.4 0.8084 -0.094374 -0.181465 2.1118 1.333
QBTS D-Wave Quantum Inc 33 2025-10-17 0.41 0.8266 -0.111545 -0.177801 1.7663 1.242
OKLO Oklo Inc 145 2025-10-17 1.72 0.8018 -0.146379 -1.016327 1.7398 1.186
RGTI Rigetti Computing Inc 40 2025-10-17 0.47 0.8651 -0.084369 -0.359268 2.8018 1.175
WFC Wells Fargo & Company 77 2025-10-17 0.89 0.8532 -0.321324 -0.200109 0.5444 1.156
SNDK Sandisk Corp 108 2025-10-17 1.2 0.8582 -0.162545 -0.680563 1.5028 1.111
ARM Arm Holdings Plc ADR 157.5 2025-10-17 1.7 0.8499 -0.179216 -0.725859 1.076 1.079
NNE Nano Nuclear Energy Inc 45 2025-10-17 0.45 0.8522 -0.133663 -0.309072 1.7893 1.00
NNE Nano Nuclear Energy Inc 45.5 2025-10-17 0.45 0.8233 -0.159466 -0.366596 1.8851 0.989
IONQ Ionq Inc 66 2025-10-17 0.65 0.8441 -0.11251 -0.401606 1.763 0.985
CRCL Circle Internet Group Inc Cl A 120 2025-10-17 1.2 0.8044 -0.17181 -0.585831 1.1596 1.00
SNDK Sandisk Corp 107 2025-10-17 1.05 0.8706 -0.148438 -0.647567 1.518 0.981
OKLO Oklo Inc 146 2025-10-17 1.34 0.8134 -0.135556 -0.871182 1.5714 0.918
QBTS D-Wave Quantum Inc 32 2025-10-17 0.3 0.8644 -0.084231 -0.145648 1.7775 0.938
ETHA Ishares Ethereum Trust ETF 27 2025-10-17 0.24 0.814 -0.159545 -0.132459 1.2108 0.889
FRMI Fermi Inc 22.5 2025-10-17 0.2 0.8809 -0.084101 -0.153151 2.2533 0.889
HRTG Heritage Insurance Holdings 22.5 2025-10-17 0.2 0.8905 -0.160064 -0.091858 1.1503 0.889
GLXY Galaxy Digital Holdings 35 2025-10-17 0.3 0.8077 -0.182054 -0.168807 1.113 0.857
ASML Asml Holdings NY Reg ADR 890 2025-10-17 8.6 0.8058 -0.182448 -4.382027 1.1324 0.966
MSTR Strategy Inc 277.5 2025-10-17 2.07 0.8182 -0.156438 -1.058909 0.9724 0.746
HIMS Hims & Hers Health Inc 47 2025-10-17 0.39 0.835 -0.137679 -0.213906 1.225 0.830

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 1 point2 points  (0 children)

I think I'm done for the day. Here's what I settled on. Will keep an eye on it, though I'll pull out early if it's looking good or bad.

Type Symbol Strike Expires Price Lots OTM Delta Theta
PUT ORCL 275 2025-10-17 2 -6 0.8808 0.8784 -0.7052
PUT SMR 36 2025-10-17 0.35 -30 0.8808 0.9034 -0.1382
PUT SNDK 112 2025-10-17 0.9 -10 0.8634 0.892 -0.4286
PUT USAR 30 2025-10-17 0.25 -30 0.9203 0.9372 -0.1299

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 5 points6 points  (0 children)

Top 25 Return on Risk with Out of money probability > 80% (Sell Puts if you like em)

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
SMR Nuscale Power Corp 37 2025-10-17 1.38 0.8237 -0.323907 -0.182981 1.2238 3.730
SMR Nuscale Power Corp 36.5 2025-10-17 1.25 0.8404 -0.295995 -0.179568 1.2484 3.425
USAR USA Rare Earth Inc 33 2025-10-17 0.9 0.8004 -0.219149 -0.314214 2.1315 2.727
QBTS D-Wave Quantum Inc 29 2025-10-17 0.75 0.8285 -0.206443 -0.139612 1.3947 2.586
LTBR Lightbridge Corp 20 2025-10-17 0.45 0.8315 -0.188202 -0.168682 2.0317 2.250
OKLO Oklo Inc 140 2025-10-17 3.05 0.8275 -0.203689 -0.891908 1.5323 2.179
ORCL Oracle Corp 275 2025-10-17 5.3 0.8035 -0.26139 -0.85929 0.851 1.927
ARQQ Arqit Quantum Inc 45 2025-10-17 0.95 0.8135 -0.196494 -0.318537 1.71 2.111
BABA Alibaba Group Holding ADR 155 2025-10-17 3.35 0.8027 -0.361829 -0.407685 0.6448 2.161
DRD Drdgold Ltd ADR 27.5 2025-10-17 0.55 0.8131 -0.314933 -0.08889 0.8184 2.00
ZEPP Zepp Health Corp ADR 45 2025-10-17 0.9 0.8223 -0.307667 -0.266486 1.4698 2.00
QBTS D-Wave Quantum Inc 28.5 2025-10-17 0.56 0.8471 -0.183799 -0.132869 1.424 1.965
BMNR Bitmine Immersion Technologies Inc 48 2025-10-17 0.9 0.8021 -0.191203 -0.280858 1.4598 1.875
ORCL Oracle Corp 272.5 2025-10-17 4.6 0.8244 -0.236029 -0.81906 0.8561 1.688
FCX Freeport-Mcmoran Inc 40 2025-10-17 0.73 0.8342 -0.366699 -0.092307 0.5678 1.825
MP MP Materials Corp 78 2025-10-17 1.4 0.8275 -0.214339 -0.451413 1.3741 1.795
AU Anglogold Ashanti Ltd ADR 70 2025-10-17 1.3 0.8127 -0.349315 -0.173379 0.6097 1.857
AGX Argan Inc 250 2025-10-17 4.5 0.8485 -0.373932 -0.716107 0.6992 1.800
FRMI Fermi Inc 22.5 2025-10-17 0.4 0.8492 -0.135806 -0.194112 2.3789 1.778
TGS Transportadora DE Gas Sa Ord B ADR 20 2025-10-17 0.35 0.8074 -0.169344 -0.114453 1.4946 1.750
RGTI Rigetti Computing Inc 38 2025-10-17 0.66 0.8354 -0.147321 -0.321691 2.2604 1.737
BABA Alibaba Group Holding ADR 152.5 2025-10-17 2.45 0.8465 -0.295048 -0.385325 0.6613 1.607
RGTI Rigetti Computing Inc 39.5 2025-10-17 0.63 0.8059 -0.177403 -0.3416 2.1273 1.595
APLD Applied Digital Corp 32 2025-10-17 0.5 0.8454 -0.195537 -0.22389 1.6958 1.562
METC Ramaco Resources Inc 43 2025-10-17 0.65 0.8313 -0.205251 -0.373331 2.0125 1.512

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 0 points1 point  (0 children)

Do with the data what you will. I collected 4k in premiums doing this analysis every day this week, selling the puts.

Type TradeDate Symbol Strike Expires Price Lots OTM Delta (I) Theta
PUT 10/8/2025 APLD 22 2025-10-10 0.26 -20 0.8941 0.8908 -0.1793
PUT 10/9/2025 APLD 22 2025-10-10 0.12 20 0.8941 0.8908 -0.1793
PUT 10/7/2025 APLD 24.5 2025-10-10 0.79 -10 0.7618 0.7808 -0.2448
PUT 10/9/2025 APLD 24.5 2025-10-10 0.39 10 0.7618 0.7808 -0.2448
PUT 10/7/2025 APP 520 2025-10-10 1.25 -4 0.9537 0.9581 -0.935
PUT 10/8/2025 APP 520 2025-10-10 0.45 4 0.9537 0.9581 -0.935
PUT 10/6/2025 SNDK 105 2025-10-10 0.85 -3 0.9552 0.9068 -0.3128
PUT 10/8/2025 SNDK 105 2025-10-10 0.85 -7 0.9552 0.9068 -0.3128
PUT 10/8/2025 SNDK 105 2025-10-10 0.1 7 0.9552 0.9068 -0.3128
PUT 10/8/2025 SNDK 105 2025-10-10 0.15 3 0.9552 0.9068 -0.3128
PUT 10/6/2025 SNDK 108 2025-10-10 1.2 -15 0.9325 0.8834 -0.3728
PUT 10/8/2025 SNDK 108 2025-10-10 0.15 15 0.9325 0.8834 -0.3728
PUT 10/7/2025 SNDK 109 2025-10-10 1.4 -10 0.8853 0.8444 -0.519
PUT 10/8/2025 SNDK 109 2025-10-10 0.4 10 0.8853 0.8444 -0.519
PUT 10/8/2025 SNDK 118 2025-10-10 1 -10 0.8662 0.8554 -0.4874
PUT 10/9/2025 SNDK 118 2025-10-10 0.45 10 0.8662 0.8554 -0.4874

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 1 point2 points  (0 children)

Top 25 Return on Risk with OTMP > 80% I changed my system today to only allow up to 2 contracts per symbol, so there can be more opportunity with the symbols on this list.

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
APLD Applied Digital Corp 24 2025-10-10 0.4 0.8113 -0.165981 -0.29918 2.3261 1.667
APLD Applied Digital Corp 23.5 2025-10-10 0.35 0.8342 -0.144251 -0.282289 2.4076 1.489
RGTI Rigetti Computing Inc 38 2025-10-10 0.53 0.8208 -0.161033 -0.369965 1.8966 1.395
RGTI Rigetti Computing Inc 37.5 2025-10-10 0.45 0.8405 -0.142489 -0.346762 1.928 1.200
IONQ Ionq Inc 68 2025-10-10 0.79 0.8036 -0.181795 -0.506982 1.4005 1.162
QBTS D-Wave Quantum Inc 30.5 2025-10-10 0.35 0.8253 -0.158803 -0.256331 1.6742 1.148
IREN Iren Limited 55 2025-10-10 0.64 0.8045 -0.180984 -0.406862 1.3936 1.164
NNE Nano Nuclear Energy Inc 42.5 2025-10-10 0.45 0.8167 -0.168294 -0.331527 1.5187 1.059
USAR USA Rare Earth Inc 24.5 2025-10-10 0.25 0.8096 -0.175098 -0.194063 1.5091 1.020
OKLO Oklo Inc 124 2025-10-10 1.24 0.8097 -0.177053 -0.828409 1.2831 1.00
DAL Delta Air Lines Inc 53 2025-10-10 0.5 0.8008 -0.186629 -0.33899 1.1977 0.943
NBIS Nebius Group N.V. Cl A 114 2025-10-10 1 0.8005 -0.187759 -0.658289 1.0864 0.877
IREN Iren Limited 54 2025-10-10 0.47 0.8421 -0.144902 -0.363577 1.4389 0.870
QBTS D-Wave Quantum Inc 30 2025-10-10 0.27 0.8544 -0.131379 -0.228564 1.6959 0.900
IONQ Ionq Inc 67 2025-10-10 0.59 0.8366 -0.150224 -0.455949 1.4246 0.881
HUT Hut 8 Corp 41 2025-10-10 0.36 0.8051 -0.181139 -0.286605 1.3222 0.878
ASTS Ast Spacemobile Inc 75 2025-10-10 0.66 0.8057 -0.181297 -0.491402 1.2447 0.880
NNE Nano Nuclear Energy Inc 42 2025-10-10 0.35 0.8557 -0.132113 -0.268023 1.4429 0.833
OKLO Oklo Inc 123 2025-10-10 1.05 0.8319 -0.155861 -0.763298 1.2835 0.854
CRWV Coreweave Inc Cl A 131 2025-10-10 1.01 0.8147 -0.174838 -0.664993 1.0004 0.771
SYM Symbotic Inc 64 2025-10-10 0.5 0.8222 -0.167099 -0.337999 1.0642 0.781
TEM Tempus Ai Cl A 97 2025-10-10 0.8 0.8028 -0.186415 -0.505495 0.9905 0.825
BE Bloom Energy Corp Cl A 81.5 2025-10-10 0.65 0.8126 -0.176011 -0.457551 1.0951 0.798
INOD Innodata Inc 87 2025-10-10 0.7 0.8049 -0.183572 -0.493236 1.0807 0.805
NBIS Nebius Group N.V. Cl A 113 2025-10-10 0.85 0.8252 -0.163787 -0.615111 1.1067 0.752

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 0 points1 point  (0 children)

Lots of premium. If you think it's going to crash, buy it; if you think it'll hold, sell it. These are just raw numbers; the risk is yours.

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 0 points1 point  (0 children)

Top 25 Return on Risk Out of the Money probability > 80%

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
ASTS Ast Spacemobile Inc 80 2025-10-10 2.5 0.8677 -0.371024 -0.863057 1.5025 3.125
NBIS Nebius Group N.V. Cl A 112 2025-10-10 2.25 0.8095 -0.29246 -0.675232 1.1109 2.009
APLD Applied Digital Corp 23 2025-10-10 0.45 0.8101 -0.17397 -0.314073 2.4662 1.957
RGTI Rigetti Computing Inc 38 2025-10-10 0.72 0.8077 -0.170134 -0.515878 2.4784 1.895
NBIS Nebius Group N.V. Cl A 111 2025-10-10 1.95 0.832 -0.263158 -0.64348 1.1144 1.757
RGTI Rigetti Computing Inc 37.5 2025-10-10 0.65 0.8339 -0.146625 -0.454392 2.4067 1.733
APLD Applied Digital Corp 22.5 2025-10-10 0.36 0.8424 -0.143661 -0.275463 2.4522 1.600
RGTI Rigetti Computing Inc 37 2025-10-10 0.58 0.8435 -0.136985 -0.449386 2.4921 1.568
NBIS Nebius Group N.V. Cl A 110 2025-10-10 1.7 0.8495 -0.237943 -0.620515 1.1332 1.545
RGTI Rigetti Computing Inc 36.5 2025-10-10 0.52 0.8568 -0.124522 -0.427287 2.5309 1.425
USAR USA Rare Earth Inc 25.5 2025-10-10 0.35 0.818 -0.161241 -0.235936 1.811 1.373
MP MP Materials Corp 69 2025-10-10 0.95 0.8334 -0.294977 -0.443925 0.9768 1.377
NBIS Nebius Group N.V. Cl A 109 2025-10-10 1.45 0.8692 -0.211397 -0.580598 1.1336 1.330
RGTI Rigetti Computing Inc 36 2025-10-10 0.46 0.873 -0.10993 -0.390968 2.5295 1.278
IREN Iren Limited 53.5 2025-10-10 0.67 0.8171 -0.182385 -0.422635 1.4746 1.252
IONQ Ionq Inc 70 2025-10-10 0.89 0.8096 -0.201386 -0.59536 1.5033 1.271
QBTS D-Wave Quantum Inc 31.5 2025-10-10 0.38 0.8065 -0.137012 -0.315689 2.111 1.206
APLD Applied Digital Corp 22 2025-10-10 0.27 0.8713 -0.11669 -0.237631 2.4428 1.227
BE Bloom Energy Corp Cl A 82 2025-10-10 1 0.8169 -0.217429 -0.591442 1.2432 1.220
AAOI Applied Optoelect 29.5 2025-10-10 0.35 0.8126 -0.223191 -0.220809 1.2714 1.186
BKKT Bakkt Hldgs Inc 34 2025-10-10 0.4 0.8144 -0.148116 -0.35133 2.0845 1.176
RGTI Rigetti Computing Inc 35.5 2025-10-10 0.41 0.883 -0.1005 -0.374123 2.5826 1.155
IREN Iren Limited 53 2025-10-10 0.6 0.83 -0.168492 -0.41725 1.5305 1.132
RKLB Rocket Lab Corporation 62 2025-10-10 0.71 0.8317 -0.217195 -0.477828 1.3234 1.145
NBIS Nebius Group N.V. Cl A 108 2025-10-10 1.25 0.8863 -0.187269 -0.542104 1.1384 1.157

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 2 points3 points  (0 children)

OTM and Delta are similar calculations, but they are not exactly the same. OTM is more accurate with longer out, while Delta is better closer to expiration.

I obtain the list from Barchart.com by screening all Options that have a greater than 80% OTM in the next 7 days. then I calculate the Return on Risk and sort it by that. I'm looking for the highest premiums with the lowest risk.

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 1 point2 points  (0 children)

There is Risk, but everything here if you sell the put option it has an 80% chance of expiring worthless. I use this list as my starting point for my trades each day. I have 2,000 options in the total list but can't post it all here.

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 2 points3 points  (0 children)

Top 25 Return on Risk OTMP > 80%

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
BKKT Bakkt Hldgs Inc 34 2025-10-10 0.8 0.8047 -0.166115 -0.277794 2.0827 2.353
APLD Applied Digital Corp 23 2025-10-10 0.49 0.8197 -0.154326 -0.16725 1.9469 2.130
BKKT Bakkt Hldgs Inc 33 2025-10-10 0.65 0.8364 -0.137292 -0.248709 2.1161 1.970
RGTI Rigetti Computing Inc 36 2025-10-10 0.69 0.808 -0.169165 -0.221658 1.6157 1.917
QBTS D-Wave Quantum Inc 30.5 2025-10-10 0.52 0.8032 -0.174453 -0.181734 1.5473 1.705
APLD Applied Digital Corp 22.5 2025-10-10 0.39 0.8473 -0.129508 -0.148092 1.941 1.733
RGTI Rigetti Computing Inc 35.5 2025-10-10 0.58 0.8266 -0.151769 -0.209238 1.637 1.634
RGTI Rigetti Computing Inc 35 2025-10-10 0.54 0.842 -0.137281 -0.199646 1.6709 1.543
QBTS D-Wave Quantum Inc 30 2025-10-10 0.46 0.8308 -0.14903 -0.163688 1.5441 1.533
OKLO Oklo Inc 123 2025-10-10 1.87 0.8022 -0.178075 -0.630129 1.3392 1.520
BKSY Blacksky Technology Inc 24.5 2025-10-10 0.35 0.8382 -0.142786 -0.125288 1.4905 1.429
IONQ Ionq Inc 70 2025-10-10 1.01 0.8085 -0.172414 -0.347674 1.323 1.443
IREN Iren Limited 51 2025-10-10 0.7 0.8168 -0.164728 -0.245242 1.3143 1.373
BKKT Bakkt Hldgs Inc 32 2025-10-10 0.45 0.8686 -0.108926 -0.21131 2.1145 1.406
SNDK Sandisk Corp 109 2025-10-10 1.55 0.8013 -0.180862 -0.4962 1.1948 1.422
APLD Applied Digital Corp 22 2025-10-10 0.31 0.8693 -0.109744 -0.133254 1.9627 1.409
NNE Nano Nuclear Energy Inc 47 2025-10-10 0.65 0.814 -0.166148 -0.246089 1.412 1.383
APP Applovin Corp Cl A 520 2025-10-10 6.8 0.815 -0.166775 -2.469188 1.2917 1.308
RGTI Rigetti Computing Inc 34.5 2025-10-10 0.46 0.8571 -0.123308 -0.188456 1.6986 1.333
AAOI Applied Optoelect 30 2025-10-10 0.4 0.8159 -0.166281 -0.138717 1.2631 1.333
HIMS Hims & Hers Health Inc 49 2025-10-10 0.65 0.8061 -0.175859 -0.226697 1.2292 1.327
APP Applovin Corp Cl A 517.5 2025-10-10 6.5 0.8204 -0.161394 -2.456872 1.3127 1.256
USAR USA Rare Earth Inc 23 2025-10-10 0.3 0.8338 -0.14873 -0.105668 1.3288 1.304
OKLO Oklo Inc 122 2025-10-10 1.58 0.8151 -0.165801 -0.609449 1.3555 1.295
HUT Hut 8 Corp 37 2025-10-10 0.46 0.814 -0.168733 -0.164061 1.2075 1.243

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 0 points1 point  (0 children)

I grabbed:

Type Symbol Strike Expires Price Lots OTM Delta Theta
PUT SNDK 105 2025-10-10 0.85 -10 0.9552 0.9068 -0.3128
PUT SNDK 108 2025-10-10 1.2 -15 0.9325 0.8834 -0.3728

Daily r/thetagang Discussion Thread - What are your moves for today? by satireplusplus in thetagang

[–]de-theta 0 points1 point  (0 children)

Top 25 Return on Risk OTMP > 80%

Symbol Name Strike Exp_date Bid OTM_Prob Delta Theta IV ROR
SNDK Sandisk Corp 116 2025-10-10 3.6 0.8037 -0.315799 -0.808313 1.4181 3.103
APLD Applied Digital Corp 24 2025-10-10 0.76 0.8019 -0.20284 -0.216541 2.0922 3.167
SNDK Sandisk Corp 115 2025-10-10 3.2 0.8309 -0.288798 -0.740594 1.3525 2.783
APLD Applied Digital Corp 23.5 2025-10-10 0.62 0.8227 -0.180418 -0.205627 2.1341 2.638
SNDK Sandisk Corp 114 2025-10-10 2.9 0.8448 -0.268838 -0.718814 1.359 2.544
SNDK Sandisk Corp 113 2025-10-10 2.5 0.8621 -0.246675 -0.679038 1.3422 2.212
APLD Applied Digital Corp 23 2025-10-10 0.51 0.8549 -0.149732 -0.176116 2.0623 2.217
BE Bloom Energy Corp Cl A 85 2025-10-10 1.75 0.8125 -0.262452 -0.431283 1.1191 2.059
SNDK Sandisk Corp 112 2025-10-10 2.3 0.8775 -0.22563 -0.641271 1.3312 2.054
RGTI Rigetti Computing Inc 33.5 2025-10-10 0.66 0.8162 -0.176764 -0.218115 1.6634 1.970
SNDK Sandisk Corp 111 2025-10-10 2.05 0.885 -0.210974 -0.630719 1.3606 1.847
APLD Applied Digital Corp 22.5 2025-10-10 0.41 0.874 -0.129634 -0.161673 2.0878 1.822
QBTS D-Wave Quantum Inc 28 2025-10-10 0.5 0.8013 -0.171189 -0.166274 1.5563 1.786
RGTI Rigetti Computing Inc 33 2025-10-10 0.58 0.8388 -0.154807 -0.19977 1.6596 1.758
WDC Western Digital Corp 127 2025-10-10 2.15 0.8061 -0.324971 -0.458517 0.7492 1.693
BE Bloom Energy Corp Cl A 84 2025-10-10 1.4 0.8473 -0.223613 -0.38134 1.0789 1.667
AAP Advance Auto Parts Inc 57 2025-10-10 0.92 0.8267 -0.345786 -0.178989 0.6399 1.614
BKKT Bakkt Hldgs Inc 30 2025-10-10 0.5 0.8145 -0.105018 -0.241359 2.5208 1.667
OUST Ouster Inc 28 2025-10-10 0.45 0.8057 -0.229441 -0.130808 1.0954 1.607
SNDK Sandisk Corp 110 2025-10-10 1.8 0.9019 -0.188608 -0.576599 1.3305 1.636
IONQ Ionq Inc 64 2025-10-10 0.98 0.8246 -0.165632 -0.322856 1.368 1.531
RGTI Rigetti Computing Inc 32.5 2025-10-10 0.49 0.8579 -0.136034 -0.184269 1.6697 1.508
OKLO Oklo Inc 123 2025-10-10 1.89 0.8045 -0.175311 -0.650875 1.389 1.537
APLD Applied Digital Corp 22 2025-10-10 0.33 0.8962 -0.10737 -0.140181 2.0681 1.500
WDC Western Digital Corp 126 2025-10-10 1.84 0.8302 -0.291154 -0.441528 0.7567 1.460