Internal Research Engine · Phase A · Unlaunched

Screen today’s full CSP chain across a curated US universe in seconds — every number shown.

A rules-based screener for cash-secured puts — not a signals service.

Python engine daily snapshots curated liquid US universe transparent rules build-in-public
Today’s ranked setups Illustrative
screening output
# Ticker Mid Breakeven Buffer% DTE Earnings Score AnnYield%
1 MSFT 50d MA 4.86 390.14 5.9% 32 none
71
14.0%
2 JPM 2.05 202.95 4.7% 28 none
68
13.0%
3 NVDA 1.81 124.19 7.4% 35 none
67
15.0%
4 META 200d MA 6.53 538.47 6.8% 35 none
65
12.5%
5 GOOGL 1.84 173.16 5.4% 28 none
63
13.7%
6 AMZN 2.26 189.74 6.3% 32 trade window
52
13.4%

Mid-IV names, buffer-aware ranking — not yield-chasing. AMZN shows the earnings gate: earnings inside the trade window applies a graded penalty to the score.

Contracts scanned
4,200
per daily run · illustrative
Names in universe
120
curated liquid US · illustrative
Gate pass-rate
18%
post-liquidity + earnings gates · illustrative

All figures above are illustrative — not actual screening output or real performance data. Ranks are descriptive; a higher score means a higher position in today’s pool, nothing more.

Already have a stock in mind? Illustrative

Enter a ticker → its best cash-secured puts, ranked across strikes and expirations.

NVDA spot 136.00 · illustrative
DTE Strike Mid Breakeven Buffer% PoP Score AnnYield%
21 130 1.18 128.82 4.4% 0.81
64
15.8%
21 128 0.96 127.04 5.9% 0.85
61
13.0%
35 130 1.65 128.35 4.4% 0.82
66
13.2%
35 126 1.81 124.19 7.4% 0.83
67
15.0%
35 124 1.42 122.58 8.8% 0.86
63
11.9%

Ranked across strikes and expirations for the same ticker. The highlighted row scores highest on the combined premium–buffer–probability model.

All figures above are illustrative — not actual screening output or real performance data. Ranks are descriptive; a higher score means a higher position in today’s pool, nothing more.

PutFinder helps you answer

  • Which put setup is worth looking at today?
  • Which strike best balances premium and downside buffer?
  • Which expiration is more efficient on a premium-per-day basis?
  • Is the premium elevated because of earnings risk?
  • How far can the stock fall before break-even?

Rules are public. Every run is timestamped. Results are never deleted.

Methodology published before any performance claim. When results exist, they will stand on timestamped receipts — not cherry-picked screenshots.

Who it's for

You sell cash-secured puts. The daily screen is the chore.

Every evening it’s the same pass: flipping through option chains, weighing premium against downside, checking earnings dates, second-guessing whether the yield justifies the risk. PutFinder runs that pass for you across a curated universe — and shows every number behind the ranking.

Systematic CSP sellers
You already trade cash-secured puts and want the same rules applied the same way every day — not a fresh gut call each day.
Premium-vs-risk researchers
You care less about a hot tip and more about why one setup ranks above another. Every factor is documented and reproducible from stored inputs.
Forward-testers
You want a timestamped daily record to test a methodology against — not cherry-picked screenshots assembled after the fact.

Not the right fit if you want trade alerts, a win-rate guarantee, or someone to tell you what to buy. PutFinder ranks and documents — the decision stays with you.

How it works

Consistent rules, every day, no surprises.

The same rule set runs at the same time each day. Every factor is documented — no undisclosed overrides.

The approach
Three plain steps

PutFinder is a screening engine, not a crystal ball. It surfaces setups worth researching — you decide what to do with them.

1
Scan a curated universe of liquid US names each day
Only names that pass minimum liquidity standards enter the pool — wide bid-ask spreads and thin open interest are filtered out before scoring begins.
2
Rank every ~1-month CSP setup on premium-vs-risk
Each setup is scored on the underlying quality, the contract’s annualized yield relative to its downside buffer, and upcoming catalyst exposure. Rules are consistent and fully documented.
3
Save a durable daily snapshot for forward-testing
Every run is archived with a timestamp. Nothing is retroactively adjusted. When outcomes eventually settle, they can be compared against the pre-publication ranks.
Transparent rules — every factor is documented, no black box. Recalibration is a data edit, not a code change.
Figure 1 · Illustrative
Illustrative
Theta decay & probability density
PANEL A · THETA DECAY TIME VALUE TIME TO EXPIRY T0 Expiry ~30 DTE Th PANEL B · PROB. DENSITY UNDERLYING PRICE AT EXPIRY Strike K Price S OTM tail PoP = 1-|d| (model est.)

Panel A: option time value erodes convexly toward zero at expiry (Θ decay). The ~30 DTE window targets meaningful premium while limiting late-life gamma risk. Panel B: risk-neutral price density at expiry; OTM tail = probability of closing below strike K. PoP ≈ 1−|Δ| is a model-estimated probability derived from Black–Scholes delta, not a historical win rate. Illustrative — not actual data.

§2 · Screening pipeline
Screening pipeline

Four sequential stages. Fail any stage → discarded, never scored.

Liquidity Gate
OTM puts only; acceptable delta range; minimum open interest; valid two-sided market; bid-ask spread within tolerance; DTE window enforced.
Stock Quality Score
Scores the environment for selling a put right now — a continuous Quality + VRP + Trend composite that feeds the final score multiplicatively. Not a stock-quality grade; not a binary gate. Stale or missing data excludes the ticker entirely.
Contract Fit Score
Balances annualized yield against downside buffer. A structural support level between strike and spot earns a bonus.
Earnings Gate
Classifies each contract by when earnings falls: none before expiry (full weight) / inside the trade window (graded penalty) / right before expiry (gated out).
§3 · Scope
What it is. What it is not.

The non-advisory boundary is a design feature, not a disclaimer.

Is
  • Relative ranking of CSP setups, today
  • Durable daily snapshots for forward-testing
  • Fully transparent, documented rules
  • Research tool for methodical discipline
  • A heuristic that ranks, not a predictor
Is Not
  • A trading signal or execution system
  • Financial advice or a recommendation
  • A win-rate machine — PoP is model-estimated
  • A return predictor — yield is arithmetic on premium
  • A multi-user web app (this phase)

A score of 94/100 means “ranks near the top of today’s pool” — not “a 94-quality investment.”

Terms
Glossary
Buffer / Downside Protection Buffer / Downside Protection
VRP / Vol Risk Premium VRP / Vol Risk Premium
Theta / Time Decay Theta / Time Decay
PoP ≈ 1-|Δ| (model est.) PoP = 1-|delta| (model est.)
AnnYield / Annualized Yield AnnYield / Annualized Yield
Catalyst / Earnings Multiplier Catalyst / Earnings Multiplier
CSP / Cash-Secured Put CSP / Cash-Secured Put
IV30 / 30-day Implied Vol IV30 / 30-day Implied Vol

All thresholds come from a config table, not hardcoded values. Recalibration is a data edit, not a code change.

Build in Public

Methodology first. Receipts second. Claims third.

In that order, with verifiable timestamps at each step. Posts have no delete key. Nothing performance-related is published prematurely.

Phase A — now
Methodology public

Rules and approach published openly before any performance claim exists. This page is that document — timestamped, spec-first, verifiable.

Phase B — pending
Timestamped receipts

Daily snapshots archived with timestamps after daily runs commence. Settled outcomes published only after cohorts close and results are independently verifiable.

Phase C — pending
Cohort performance (when it exists)

When a headline performance claim is eventually published, it will be structured as a Cohort A-vs-B comparison (published pool vs. full-pool control) — never a bare win rate quoted in isolation.

Questions

Straight answers before you sign up.

How is this different from a signals service or a Discord?

Signal services tell you what to trade and hide how. PutFinder does the opposite: it ranks setups and publishes every rule, weight, and input behind the number. No alerts, no “trade now” — a documented, reproducible ranking you can audit and disagree with.

What does it cost?

Nothing during the build-in-public phase. PutFinder isn’t launched yet — waitlist members get the methodology, the first daily snapshots, and founding access as it opens up.

Where does the data come from?

Option chains from a market-data provider, scored with documented indicators (IV30, volatility risk premium, Black–Scholes delta with a recorded fallback). Nothing is fabricated — every metric is reproducible from the stored raw inputs.

When does it launch?

It runs internally today (Phase A). Public timestamped snapshots begin in Phase B; a cohort-performance comparison follows only once results exist and can be independently verified. No date is promised before it’s real.

Is this investment advice?

No. PutFinder is a relative ranking heuristic — not a recommendation, return predictor, or win-rate machine. A high score means “ranks near the top of today’s pool,” nothing more. You make every decision.

Why only a curated universe of names?

Liquidity. The universe is deliberately limited to liquid US names where bid-ask spreads are tight and fills are realistic — screening illiquid options produces ranks you can’t actually act on.

Why build in public

I got tired of options “signal” services that flash a green number and hide the math. I wanted one screen that applies the same rules every day and shows its work — so I built it for myself first, and I’m publishing the methodology before any performance claim exists. If the approach holds up, the receipts will prove it. If it doesn’t, you’ll see that too.

— The maker · Phase A

Phase A

Join the waiting list

Leave your email and be first to get the opening daily snapshot and the full methodology write-up the day Phase B goes live — followed by timestamped receipts as cohorts settle. No drip marketing: one email when there’s something real to stand behind.

✓ Founding cohort — earliest access ✓ Full, documented methodology ✓ One email when it’s real
You’re on the list. Updates will arrive when there is something worth sharing.

No spam. Unsubscribe anytime. Not investment advice.