Long-option contract scenario value
Which contracts offer the strongest modeled returns under defined price and volatility scenarios?
Contract-level scenarios include a holding period, favorable and adverse underlying moves, volatility changes and conservative transaction costs. Model results are sensitivities, not forecasts or execution quotes. Data through close. Descriptive only, not a recommendation.
At a glance
50 tickers qualified. First five: SPXW (Matched the dated research filter. Contract details are not published.), TLT (Matched the dated research filter. Contract details are not published.), SPY (Matched the dated research filter. Contract details are not published.), XSP (Matched the dated research filter. Contract details are not published.), DIA (Matched the dated research filter. Contract details are not published.).
Evaluated 217 tickers with the required inputs. Tickers with missing history or ineligible quotes are excluded. At most 50 matches are published.
| # | Ticker | Close | Open interest | Research observation |
|---|---|---|---|---|
| 1 | SPXW | 7,563.12 | 5,238,606 | Matched the dated research filter. Contract details are not published. |
| 2 | TLT | 81.11 | 13,965,328 | Matched the dated research filter. Contract details are not published. |
| 3 | SPY | 754.35 | 16,970,756 | Matched the dated research filter. Contract details are not published. |
| 4 | XSP | 756.90 | 887,614 | Matched the dated research filter. Contract details are not published. |
| 5 | DIA | 517.00 | 569,007 | Matched the dated research filter. Contract details are not published. |
| 6 | IWM | 279.80 | 10,433,951 | Matched the dated research filter. Contract details are not published. |
| 7 | XLF | 57.19 | 6,026,478 | Matched the dated research filter. Contract details are not published. |
| 8 | SPX | 7,568.92 | 18,495,266 | Matched the dated research filter. Contract details are not published. |
| 9 | RUT | 2,812.48 | 840,397 | Matched the dated research filter. Contract details are not published. |
| 10 | GLD | 359.26 | 5,216,616 | Matched the dated research filter. Contract details are not published. |
| 11 | QQQ | 685.28 | 13,097,977 | Matched the dated research filter. Contract details are not published. |
| 12 | AAPL | 331.90 | 5,419,527 | Matched the dated research filter. Contract details are not published. |
| 13 | XLU | 43.42 | 2,581,976 | Matched the dated research filter. Contract details are not published. |
| 14 | BRK.B | 557.22 | 535,133 | Matched the dated research filter. Contract details are not published. |
| 15 | XLP | 88.95 | 1,453,280 | Matched the dated research filter. Contract details are not published. |
| 16 | PG | 162.08 | 383,652 | Matched the dated research filter. Contract details are not published. |
| 17 | BAC | 49.66 | 2,470,768 | Matched the dated research filter. Contract details are not published. |
| 18 | KO | 94.80 | 766,050 | Matched the dated research filter. Contract details are not published. |
| 19 | XLE | 66.68 | 4,071,533 | Matched the dated research filter. Contract details are not published. |
| 20 | XLV | 184.04 | 662,309 | Matched the dated research filter. Contract details are not published. |
| 21 | MSFT | 520.99 | 3,491,797 | Matched the dated research filter. Contract details are not published. |
| 22 | JNJ | 266.17 | 340,744 | Matched the dated research filter. Contract details are not published. |
| 23 | XLI | 171.32 | 568,391 | Matched the dated research filter. Contract details are not published. |
| 24 | V | 420.42 | 436,838 | Matched the dated research filter. Contract details are not published. |
| 25 | GOOG | 278.27 | 1,949,027 | Matched the dated research filter. Contract details are not published. |
| 26 | CVX | 225.24 | 516,756 | Matched the dated research filter. Contract details are not published. |
| 27 | GOOGL | 280.03 | 4,011,233 | Matched the dated research filter. Contract details are not published. |
| 28 | BA | 173.31 | 1,065,921 | Matched the dated research filter. Contract details are not published. |
| 29 | AMZN | 250.69 | 4,705,143 | Matched the dated research filter. Contract details are not published. |
| 30 | NFLX | 63.42 | 5,459,902 | Matched the dated research filter. Contract details are not published. |
| 31 | MA | 647.18 | 153,367 | Matched the dated research filter. Contract details are not published. |
| 32 | NDX | 28,180.26 | 185,260 | Matched the dated research filter. Contract details are not published. |
| 33 | MO | 76.94 | 315,438 | Matched the dated research filter. Contract details are not published. |
| 34 | XOM | 177.46 | 1,088,691 | Matched the dated research filter. Contract details are not published. |
| 35 | C | 122.70 | 1,100,955 | Matched the dated research filter. Contract details are not published. |
| 36 | SCHW | 89.28 | 488,055 | Matched the dated research filter. Contract details are not published. |
| 37 | JPM | 337.98 | 639,900 | Matched the dated research filter. Contract details are not published. |
| 38 | KMI | 32.87 | 293,880 | Matched the dated research filter. Contract details are not published. |
| 39 | AXP | 325.50 | 266,118 | Matched the dated research filter. Contract details are not published. |
| 40 | PM | 208.03 | 149,751 | Matched the dated research filter. Contract details are not published. |
| 41 | MMM | 177.05 | 115,217 | Matched the dated research filter. Contract details are not published. |
| 42 | UNH | 404.44 | 880,464 | Matched the dated research filter. Contract details are not published. |
| 43 | KRE | 72.88 | 2,369,439 | Matched the dated research filter. Contract details are not published. |
| 44 | HSBC | 84.49 | 101,111 | Matched the dated research filter. Contract details are not published. |
| 45 | ABT | 109.40 | 239,723 | Matched the dated research filter. Contract details are not published. |
| 46 | VZ | 45.24 | 1,077,040 | Matched the dated research filter. Contract details are not published. |
| 47 | NVS | 159.26 | 116,762 | Matched the dated research filter. Contract details are not published. |
| 48 | IBIT | 44.05 | 7,185,110 | Matched the dated research filter. Contract details are not published. |
| 49 | SHEL | 104.20 | 214,059 | Matched the dated research filter. Contract details are not published. |
| 50 | XLK | 176.51 | 852,276 | Matched the dated research filter. Contract details are not published. |
Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.