Screener

The S&P 500 plus liquid names outside the index and the major ETFs, each scored on whether it is worth owning and has pulled back to support with option premium worth collecting. Sorted by that combination, not by yield.

Scan of Monday, September 7 · 597 symbols

Annualised and collateral come from a single representative 30-delta put, shown so the row carries a concrete number. Open a symbol to rank its whole chain against your own settings. IV Rank shows its progress (12/40) until enough daily history exists to compute it; IV/HV answers the related question today — above 1 means options are priced for more movement than the stock has actually delivered. A * marks a setup score resting on partial evidence — usually an ETF, which has no balance sheet to score.

Why the highest yield is not at the top

Option premium is compensation for risk, so the fattest premium usually belongs to the stock the market is most worried about. Sorting by annualised return would reliably put the most damaged businesses first. This ranks on the combination instead — a solid balance sheet, a pullback rather than a breakdown, and premium that is rich relative to that stock's own history. You can still sort by yield; the column is there.