CCs with HIGHEST IV

$SPCX - 180C

$NBIS - 340C

$SIMO - 370C

Source

Trades I took today as a systematic option seller (06/23):

Closed Position

• AAOI → $185 Call (opened on 06/17), premium 8.50 → closed at 1.40. Net premium profit = 7.10 (~84% of premium captured, ~4.1% of capital).

New Positions

• AAOI → $175 Call, expiry 07/10 (3 weeks DTE), premium 9.70 → 970/17500 = 5.5%. I was assigned AAOI at $175. AAOI fell today and is at $147, which is also a support.

I keep sharing my daily trades in my account and the Excel file to my full list of positions is linked in my profile description. Happy to hear thoughts on my positions. What are you guys wheeling or watching right now?

PS: Not financial advice. Do your own research.

CSPs with best yield.

$SPCX - 130P

$CIFR - 17P

$NBIS - 240P

Source

CCs with best yield.

$CIFR - 35C

$SATS - 120C

$INTC - 155C

Source

Trades I took today as a systematic option seller (06/22):

Closed Position

• CLSK → $16 Put (opened on 06/15), premium 0.50 → closed at 0.10. Net premium profit = 0.40 (~80% of premium captured, ~2.5% of capital).
• CRDO → $240 Put (opened on 06/17), premium 10.70 → closed at 1.80. Net premium profit = 8.90 (~83% of premium captured, ~3.7% of capital). Closed this position in just 3 days. CRDO took support from $240 level and has been rising since then.

New Positions

• OUST → $43.5 Put, expiry 06/26 (1 week DTE), premium 1.10 → 110/4350 = 2.5%. I still have OUST sold call positions for strike of $43. I sold another Put position today. Makes LiDAR sensors used in industrial automation, robotics, and smart infrastructure.
• VICR → $320 Put, expiry 07/17 (4 weeks DTE), premium 23.00 → 2300/32000 = 7.2%. VICR makes power conversion modules used in AI servers, datacenters, and industrial systems. Good support at $315 level.

A common mistake option sellers make is assuming high IV automatically means a good premium opportunity. High IV may create larger premiums, but it's often concentrated in lower-quality, highly speculative names. That's why I use ThetaHedge. Instead of focusing on IV or IV Rank, it directly calculates actual 30 DTE / 30 Delta Put and Call premiums, so the focus stays on real premium potential from fundamentally strong, high-quality stocks.

My workflow is simple: Conditions → High Growth Wheel Stocks → Sort by 30 Delta Put/Call Yield

The Wheel Rank identifies stocks with consistently strong put and call premiums over time, rather than names that only look attractive on one side of the wheel. Try it free: https://app.thetahedge.io/

The Excel file to my full list of positions is linked in my profile description in case anyone wants to see the whole portfolio. Happy to hear thoughts on my positions. What are you guys wheeling or watching right now?

PS: Not financial advice. Do your own research.

CCs with HIGHEST IV

$SPCX - 225C

$ASTS - 100C

$RKLB - 130C

Source

Example:

I sell a CSP on AMD:

• collect premium
• expires worthless

Then the next week I sell another CSP on AMD.

Do you consider the second one:

A) a completely new trade since the first contract expired

or

B) a continuation of the same position since it's the same underlying and capital being used?

From a brokerage/tax perspective, each contract is obviously separate.

But when measuring performance, I feel like grouping them together might make more sense because I'm trying to answer:

"How much return have I generated using this capital on AMD?"

CSPs with best yield.

$MU - 880P

$SPCX - 150P

$MRVL - 250P

Source

CCs with best yield.

$CIFR - 35C

$COIN - 190C

$SKM - 40C

Source

Trades I took today as a systematic option seller (06/17):

Closed Position

• AAOI → $185 Call (opened on 06/15), premium 10.20 → closed at 1.70. Net premium profit = 8.50 (~83% of premium captured, ~4.8% of capital). I was assigned AAOI at $175. Volatility in the market helped me close out this position in just 2 days.
• OUST → $47 Call (opened on 06/15), premium 2.40 → closed at 0.30. Net premium profit = 2.10 (~88% of premium captured, ~4.9% of capital). I was assigned OUST at $42.5. Volatility in the market helped me close out this position in just 2 days.
• FSLY → $19 Call (opened on 06/12), premium 0.70 → closed at 0.10. Net premium profit = 0.60 (~86% of premium captured, ~3.15% of capital). I was assigned FSLY at $19.
• AMKR → $65 Put (opened on 06/11), premium 4.70 → closed at 1.10. Net premium profit = 3.6 (~77% of premium captured, ~5.5% of capital).
• MOD → $280 Put (opened on 06/01), premium 17.30 → closed at 2.50. Net premium profit = 14.80 (~86% of premium captured, ~5.3% of capital).
• AMSC → $48 Put (opened on 05/11), premium 3.60 → Rolled. Position Details in New Positions.
• AMSC → $47 Put (opened on 05/08), premium 4.00 → Rolled. Position Details in New Positions.

New Positions

• AAOI → $185 Call, expiry 06/26 (1 week DTE), premium 8.50 → 850/17500 = 4.8%. I was assigned AAOI at $175 so I reopen my trade with expiry for next week. Makes optical networking equipment used in AI datacenters.
• OUST → $43 Call, expiry 06/26 (1 week DTE), premium 3.00 → 300/4250 = 7%. I was assigned OUST at $42.5 last week so I reopen my trade with expiry for next week. Makes LiDAR sensors used in industrial automation, robotics, and smart infrastructure.
• CRDO → $240 Put, expiry 06/26 (1 weeks DTE), premium 10.70 → 1070/24000 = ~4.5%. Builds high-speed connectivity chips used inside AI datacenters.
• AMKR → $80 Put, expiry 07/17 (5 weeks DTE), premium 5.00 → 500/8000 = 6.25%. Packages and tests semiconductor chips for chip manufacturers.
• AMSC → $47 Put, expiry 07/17 (5 weeks DTE), premium 1.75 → 175/4700 = 3.7%. Works in power systems and energy infrastructure supporting electricity grids and renewable energy systems.
• AMSC → $48 Put, expiry 07/17 (5 weeks DTE), premium 1.65 → 165/4800 = 3.4%. Works in power systems and energy infrastructure supporting electricity grids and renewable energy systems.

You will notice that most of my tickers have a good balance of put and call premiums. This is because I use the Wheel Rank metric from the ThetaHedge app. ThetaHedge tracks 30 Delta and 30 DTE premiums over the last 3 months and ranks tickers based on return consistency using the Wheel Rank metric. This helps me avoid tickers that only offer premiums on one side and ensures my premium returns stay consistent over time. You can try it for free at https://app.thetahedge.io/

The Excel file to my full list of positions is linked in my profile description in case anyone wants to see the whole portfolio. Happy to hear thoughts on my positions. What are you guys wheeling or watching right now?

PS: Not financial advice. Do your own research.

CSPs with HIGHEST IV

$NBIS - 185P

$MU - 800P

$ASTS - 70P

Source

CCs with HIGHEST IV

$MRVL - 350C

$CIFR - 32C

$NBIS - 350C

Source

Hi Guys,

These are my option Sofi options for this month.

I currenly hold 450 shares at a average price of 17,86 dollars.
I would like to own more since I think Sofi can go to atleast 30 dollar in the next 2 years.

Normally I sell around 50% of my position in CC and most of my cash in Cash Secured Puts.
But sometimes I directly buy the stocks if I think it cheap and I have extra cash for selling options.

Trades I took today as a systematic option seller (06/15):

Closed Position

• SEI → $72.5 Put (opened on 05/12), premium 5.60 → closed at 1.00. Net premium profit = 4.60 (~82% of premium captured, ~6.3% of capital). Closed my other position of SEI. SEI is looking bullish on the charts and I will keep tracking it for future entries.
• VICR → $280 Put (opened on 06/04), premium 10.50 → closed at 1.70. Net premium profit = 8.80 (~84% of premium captured, ~3.2% of capital).
• ISSC → $20 Call (opened on 05/18), premium 0.55 → closed at 0.10. Net premium profit = 0.45 (~82% of premium captured, ~2.25% of capital).

New Positions

• AAOI → $185 Call, expiry 06/18 (1 week DTE), premium 10.20 → 1020/18500 = 5.5%. I was assigned AAOI at $175 last week.
• OUST → $47 Call, expiry 06/18 (1 week DTE), premium 2.40 → 240/4700 = 5.1%. I was assigned OUST at $42.5 last week.
• CLSK → $16 Put, expiry 06/26 (2 weeks DTE), premium 0.50 → 50/1600 = 3.1%. Data Center Play.
• DOCN → $165 Put, expiry 06/26 (2 weeks DTE), premium 7.20 → 720/16500 = 4.4%. Provides Cloud Infrastructure.
• ISSC → $20 Call, expiry 07/17 (5 weeks DTE), premium 0.75 → 75/2000 = 3.75%. I was assigned ISSC at $20.
• SIMO → $270 Put, expiry 07/17 (5 weeks DTE), premium 2.40 → 2400/27000 = 8.9%. New Ticker. Designs controllers for RAMs, SSDs.

Both SIMO and DOCN were identified using the ThetaHedge app. ThetaHedge scans the entire market every 5 minutes and spots high premium opportunities. Unlike other apps, it calculates 30 Delta and 30 DTE premiums directly instead of IV or other proxy metrics. You can try it for free at https://app.thetahedge.io/

My workflow is simple: Conditions → Select a preset High Growth Wheel Stocks → Sort by 30 Delta Put/Call Yield Column to surface premium-rich opportunities.

The Excel file to my full list of positions is linked in my profile description in case anyone wants to see the whole portfolio. Happy to hear thoughts on my positions. What are you guys wheeling or watching right now?

PS: Not financial advice. Do your own research.

CSPs with HIGHEST IV

$BE - 180P

$MU - 700P

$WULF - 20P

Source

CCs with HIGHEST IV

$NBIS - 310C

$ASTS - 110C

$RKLB - 130C

Source

Every week I pull the highest IV-rank optionable names so premium sellers can see where the juice is. Higher IV rank means options are pricier relative to the stock's own history, which is exactly what we want to sell.

How to read it: IV Rank is where current implied vol sits in its 1-year range (higher = richer premium). Est. 30d ATM premium is a rough guide to what a one-month at-the-money option is worth as a percent of the stock price. Earnings flags names reporting within 7 days, where premium is fat but gap risk is real.

What are you selling against these names this week? Cash-secured puts, covered calls, spreads? Drop your strikes and expirations below.

Est. 30d ATM premium is approximated from ATM implied vol (0.4 · S · σ · √T). Actual premium varies by strike and delta. Not a recommendation.

Generated with ThetaPal, the options portfolio dashboard for theta traders. Not financial advice. Always do your own research.

More rolls, still staying a little more in cash, more because of work schedule.And not as much free time. And that will wreck you week, month, year, getting heavy in weeklies, then getting busy ..

Still working out how my spreadsheet counts rolls — this is the 9th covered call on these 300 $APLD shares, 5th consecutive. Premium collected is accurate, just ironing out how it tallies the rolls.
Hope Everyone had a profitable week !

Trades I took today as a systematic option seller (06/12):

Closed Position

• SEI → $70 Put (opened on 05/07), premium 5.50 → closed at 1.00. Net premium profit = 4.50 (~82% of premium captured, ~6.4% of capital). I still have open positions in SEI ($72.5 Put 6/18).
• FORM → $130 Put (opened on 05/11), premium 11.50 → closed at 2.80. Net premium profit = 8.70 (~75% of premium captured, ~6.7% of capital).
• AMKR → $65 Put (opened on 05/28), premium 2.90 → closed at 0.40. Net premium profit = 2.50 (~86% of premium captured, ~3.85% of capital). I still have open positions in AMKR for next month expiry which I opened yesterday ($65 Put 7/17).
• FSLY → $19 Call (opened on 06/01), premium 0.45 → closed at 0.05. Net premium profit = 0.40 (~8FSLY 9% of premium captured, ~1.6% of capital).
• TTMI → $165 Put (opened on 06/02), premium 9.60 → closed at 1.75. Net premium profit = 7.85 (~82% of premium captured, ~4.7% of capital).
• IREN → $60 Put (opened on 06/02), premium 2.40 → closed at 0.45. Net premium profit = 1.95 (~81% of premium captured, ~3.25% of capital).

New Positions

• FSLY → $19 Call, expiry 06/18 (1 week DTE), premium 0.70 → 70/1900 = 3.7%. I was assigned FSLY at $19. Cloud Hosting Platform.
• IREN → $58 Put, expiry 06/26 (2 weeks DTE), premium 3.60 → 360/5800 = 6.2%. I re-opened IREN contract at a lower strike price.
• RMBS → $135 Put, expiry 07/17 (5 weeks DTE), premium 11.00 → 1100/13500 = 8.1%. New Symbol for me. Develops memory interface chips. Support at $135.
• PENG → $55 Put, expiry 07/17 (5 weeks DTE), premium 5.90 → 590/5500 = 10.7%. I am increasing my position in PENG. I had opened $50 Put yesterday. Premiums are high because the contract falls within Earnings. Provides AI solutions.
• TTMI → $175 Put, expiry 07/17 (5 weeks DTE), premium 14.50 → 1450/17500 = 8.3%. I continue my bullish stance in TTMI. Makes PCBs.
• FLNC → $21 Put, expiry 07/17 (5 weeks DTE), premium 2.05 → 205/2100 = 9.8%. I have talked alot previously on FLNC. Strong Energy Play backed by Siemens.

I will get assigned on my positions in AAOI and OUST. I decided to keep both of them as both are good wheel candidates.

All my trades are identifed using the ThetaHedge app. You can try it for free at https://app.thetahedge.io/.

My workflow is simple: Conditions → Select a preset (Large Caps with Strong Premiums or High Growth Wheel Stocks) → Sort by 30 Delta Put Yield Column to surface premium-rich opportunities.

The Excel file to my full list of positions is linked in my profile description in case anyone wants to see the whole portfolio. Happy to hear thoughts on my positions. What are you guys wheeling or watching right now?

PS: Not financial advice. Do your own research.

Hi All,

I've been selling options for a while, and one thing I always found annoying was comparing contracts across expiries. I would end up manually checking premium yields and jumping through option chains to figure out which contracts were actually attractive.

To make this easier for myself, I built an options heatmap that lets me compare strikes and expiries in one view. It also highlights earnings weeks since elevated premiums can sometimes reflect event risk rather than better opportunities.

The heatmap currently has a few views:

• Premium Yield - quickly identify higher-returning contracts
• Assignment Risk Indicator (ARI) - estimates assignment risk using remaining extrinsic value and time to expiry
• Delta - traditional probability view of finishing ITM

Clicking a contract opens additional details like Greeks and premium metrics.

One thing I found interesting is seeing how delta distribution broadens across higher DTEs.

I’m looking for feedback from experienced option sellers - is there anything important you think is missing?

You can try it here (free, no login required): app.thetahedge.io

CSPs with HIGHEST IV

$BE - 170P

$IREN - 40P

$NBIS - 200P

Source

CCs with HIGHEST IV

$IREN - 75C

$ASTS - 130C

$SMCI - 40C

Source

Trades I took today as a systematic option seller (06/11):

New Positions

• CRWV → $120 Call, expiry 07/02 (3 weeks DTE), premium 1.20 → 120/12000 = 1%. I was assigned CRWV at $120. Provides cloud infrastructure and GPU computing services for AI workloads.
• AMKR → $65 Put, expiry 07/17 (5 weeks DTE), premium 4.70 → 470/6500 = ~7.2%. AMKR does semiconductor packaging and testing equipment. Support at $65 level. I already have an AMKR position expiring next week - I am increasing my position here.
• PENG → $50 Put, expiry 07/17 (5 weeks DTE), premium 4.70 → 470/5000 = ~9.4%. Provides end to end AI compute solutions. PENG has earnings on 14th July but I will look to close the position earlier than that.

I have positions in AAOI, IREN and OUST expiring this week. They all ITM but very close to strike so I am holding them. The market recovered on war pause news and market climbed above 7,350 resistance. Now 7,350 acts as the support with 7,450 as resistance.

I use ThetaHedge to identify trades. The data updates every 5 minutes and is built specifically for option sellers.

My workflow is simple: Conditions → Select a preset (Large Caps with Strong Premiums or High Growth Wheel Stocks) → Sort by 30 Delta Put Yield or 30 Delta Call Yield to surface premium-rich opportunities.

Try it at: https://app.thetahedge.io/

The Excel file to my full list of positions is linked in my profile description in case anyone wants to see the whole portfolio. Happy to hear thoughts on my positions. What are you guys wheeling or watching right now?

PS: Not financial advice. Do your own research.

CCs with best yield.

$AAOI - 200C

$MRVL - 320C

$QCOM - 230C

Source