Data through close

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: IEF (Matched the dated research filter. Contract details are not published.), SPXW (Matched the dated research filter. Contract details are not published.), XSP (Matched the dated research filter. Contract details are not published.), SPY (Matched the dated research filter. Contract details are not published.), DIA (Matched the dated research filter. Contract details are not published.).

Evaluated 222 tickers with the required inputs. Tickers with missing history or ineligible quotes are excluded. At most 50 matches are published.

Long-option contract scenario value as of Oct 9, 2026 close
# Ticker Close Open interest Research observation
1 IEF 89.40 1,800,566 Matched the dated research filter. Contract details are not published.
2 SPXW 7,813.44 4,826,452 Matched the dated research filter. Contract details are not published.
3 XSP 781.15 794,416 Matched the dated research filter. Contract details are not published.
4 SPY 778.57 17,535,911 Matched the dated research filter. Contract details are not published.
5 DIA 516.11 562,779 Matched the dated research filter. Contract details are not published.
6 TLT 77.98 14,368,333 Matched the dated research filter. Contract details are not published.
7 QQQ 751.27 12,045,504 Matched the dated research filter. Contract details are not published.
8 SPX 7,811.54 18,026,673 Matched the dated research filter. Contract details are not published.
9 RUT 2,806.98 770,486 Matched the dated research filter. Contract details are not published.
10 IWM 278.93 10,512,875 Matched the dated research filter. Contract details are not published.
11 XLF 54.73 6,073,124 Matched the dated research filter. Contract details are not published.
12 GLD 384.58 5,247,926 Matched the dated research filter. Contract details are not published.
13 XLI 169.25 509,393 Matched the dated research filter. Contract details are not published.
14 BRK.B 515.62 508,287 Matched the dated research filter. Contract details are not published.
15 WMT 111.35 1,285,357 Matched the dated research filter. Contract details are not published.
16 EFA 103.40 1,370,421 Matched the dated research filter. Contract details are not published.
17 AAPL 336.64 4,700,386 Matched the dated research filter. Contract details are not published.
18 XLP 83.43 502,993 Matched the dated research filter. Contract details are not published.
19 MCD 235.23 442,102 Matched the dated research filter. Contract details are not published.
20 KO 88.05 659,766 Matched the dated research filter. Contract details are not published.
21 NDX 30,883.15 193,553 Matched the dated research filter. Contract details are not published.
22 XLK 198.78 793,857 Matched the dated research filter. Contract details are not published.
23 XLE 65.09 3,927,044 Matched the dated research filter. Contract details are not published.
24 XLU 41.41 2,815,656 Matched the dated research filter. Contract details are not published.
25 XLV 170.81 618,035 Matched the dated research filter. Contract details are not published.
26 PG 151.23 357,913 Matched the dated research filter. Contract details are not published.
27 COST 946.92 275,483 Matched the dated research filter. Contract details are not published.
28 JPM 332.99 638,088 Matched the dated research filter. Contract details are not published.
29 JNJ 261.44 332,400 Matched the dated research filter. Contract details are not published.
30 BAC 54.32 2,425,462 Matched the dated research filter. Contract details are not published.
31 NVDA 229.28 14,295,914 Matched the dated research filter. Contract details are not published.
32 PEP 125.97 369,297 Matched the dated research filter. Contract details are not published.
33 CVX 211.98 499,508 Matched the dated research filter. Contract details are not published.
34 XOM 168.94 1,034,682 Matched the dated research filter. Contract details are not published.
35 FEZ 65.92 151,909 Matched the dated research filter. Contract details are not published.
36 SMH 603.33 1,680,977 Matched the dated research filter. Contract details are not published.
37 V 385.45 385,654 Matched the dated research filter. Contract details are not published.
38 SLV 54.78 5,450,354 Matched the dated research filter. Contract details are not published.
39 EEM 66.80 4,497,269 Matched the dated research filter. Contract details are not published.
40 NVO 38.64 1,518,421 Matched the dated research filter. Contract details are not published.
41 TSM 453.31 1,792,565 Matched the dated research filter. Contract details are not published.
42 VGT 127.98 126,561 Matched the dated research filter. Contract details are not published.
43 UBER 71.51 1,400,399 Matched the dated research filter. Contract details are not published.
44 C 129.64 1,108,018 Matched the dated research filter. Contract details are not published.
45 MSFT 535.07 3,691,322 Matched the dated research filter. Contract details are not published.
46 IBIT 46.55 7,398,870 Matched the dated research filter. Contract details are not published.
47 WFC 83.55 1,200,656 Matched the dated research filter. Contract details are not published.
48 MA 589.14 136,285 Matched the dated research filter. Contract details are not published.
49 AXP 308.17 240,763 Matched the dated research filter. Contract details are not published.
50 MO 71.68 282,295 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.