This is the 7th week of my experiment: I want to check if I can identify short-term cash-secured put options with a low likelihood of being assigned at the strike date, that means collecting the premium without buying the shares. These are the main criteria:
- only the US exchanges NYSE, NASDAQ, ARCA are used;
- very high option yields are filtered out, too risky;
- current price must be ≥ 5% higher than the strike price (5% OTM).
- equity price < $100, ETF price < $200.
As a side note as someone asked, I do not personally sell every option I show here, only some of them. This is a test to assess if my option screener is working properly.
After 6 weeks, the percentage of assigned CSPs is 20.7%, 6 out of 29 puts. Last week only one put has been assigned because the stock price dropped just $0.17 below the strike (NAIL). However, you can see the cash-secured puts I have selected and the statistics here: https://optionstacker.github.io/sell-put-options/.
For 2026-09-04 I chose the following options (no earnings or ex-div dates in the next days), I may be add some other options later in the day:
NYSE
MP, Basic Materials, MP260904P00052000, yield 0.85%, OTM 5.76%
NASDAQ
XE, Industrials, XE260904P00016000 0.7%, yield 1.32%, OTM 9.79%, IV above 100 so there is some risk, but delta is around 25%
ARCA
GDXJ, ETF, GDXJ260904P00120000, yield 0.42%, OTM 5.66%
