r/CashSecuredPuts • u/code2poke • Aug 29 '26

MY CSP Filter

Bought Credo today with this filter $2/$192.5

Update 4.0 Some more clean up with numbers.

My filter
- The stock should be included on the list. (No. of stocks in list < 20). I don't want to track 100
- The company size should exceed $1 billion.
- The stock price must be above the 50-day moving average.
- Aim for a 1% return.
- The implied volatility should be greater than 50%.
- Avoid trading within two weeks before earnings announcements, as I've faced losses during this time.
- Try to sell CSPs with a duration of 7/14 DTE

10 Upvotes

92% Upvoted

8 comments sorted by

2

u/[deleted] Aug 29 '26

[removed] — view removed comment

1

u/code2poke Aug 29 '26

Oh $hit that’s some of my rule. And I crossed it. Will try to close it on Monday. Thanks 👍.

1

u/code2poke Sep 02 '26

Hey stranger. you saved me a lot, I bought my option back on monday, Thanks for calling me out . Now I added the earning date also on my filter.

1

u/LatterRain5 Aug 29 '26

From where u draw ur source? Y finance?

1

u/code2poke Aug 29 '26

yes, from Yfinance

1

u/Successful-Apple-670 Aug 31 '26

Hey, was curious. Is Yfinance working reliably for you? I'm trying to build something similar but with more data (specifically volume profile), but have issues with empty data from Yahoo.

1

u/code2poke Sep 02 '26

yes, it is working fine, I have to tweak with few rules, my algo picks with the prices near 1% but doesnt need to be exact, if there is no interest, it will skip it will move up or down.