Options Trading Platform — Morning Brief

Action queue 7

	Symbol	Strategy	Reason	Action
●	MSTR	covered_call	position ROLL	ROLL
○	IBIT	cash_secured_put	score 77.7 → WATCH	WATCH
○	IBIT	cash_secured_put	score 76.83 → WATCH	WATCH
○	AVGO	cash_secured_put	score 76.24 → WATCH	WATCH
○	AVGO	cash_secured_put	score 75.57 → WATCH	WATCH
○	IBIT	cash_secured_put	score 74.03 → WATCH	WATCH
○	NVDA	bear_call_spread	score 72.01 → WATCH	WATCH

⚡ Live check 8:00 PM ET · 00:00 UTC
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An intraday re-check of your positions on live quotes (every ~10 min, market hours). If a position's action has changed since the 8am brief because the market moved, it's flagged here — and you get a Telegram alert. Confirms whether a close/roll is still right at this moment.

All positions unchanged since the 8am brief ✓

Capital at work 44%
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How much of your capital is working (securing short puts + stock) vs idle. The red line is your deployment target; the fill turns amber when you're below it. If under target, the list ranks new trades to deploy — sized to close the gap — with the extra daily theta they'd add. Goal: keep the bulk of capital at work for monthly income (a small reserve stays free for rolls/assignments).

Deployed $88,627Total $203,350$114,438 idleTarget 80% · $74,053 to deploy

Deploy ~$73,700 to reach your 80% target — adds ~$33/day theta:

IBITcash secured put~$4,400 BP+$2/day IBITcash secured put~$4,300 BP+$2/day AVGOcash secured put~$33,000 BP+$15/day AVGOcash secured put~$32,000 BP+$13/day

Action list — by ticker 5

Your daily action list, grouped by ticker and ordered most-urgent first. Each card shows the recommended action — CLOSE / ROLL / MONITOR for positions you hold, TRADE / WATCH for new opportunities — with the key numbers and plain-English reasons behind it. The system decides nothing for you: you review each item and execute manually in thinkorswim.

MSTRROLL · NO_ACTIONPosition maintenance

MSTR $145 CALL · 20 Nov 26

ROLL

Δ +0.71 DTE 48 strike $145 spot $160.177 captured -118% extrinsic $8.40 ITM earnings before exp roll · delta breached watch · earnings/IV event

Shares you own: shares 200 you paid $300.00/sh cost basis $282.74/sh unrealized −$24,545

|short delta| 0.7057 ≥ roll 0.45 → ROLL (defend)
earnings before expiration → MONITOR

Order ticket mid $23.57 (live) · target 50% $5.40

BUY TO CLOSE [QTY] MSTR 20 Nov 26 $145 CALL  LMT $23.57  DAY   —then—  SELL TO OPEN [QTY] MSTR [new exp] [new strike] CALL

Set [QTY] to your contract count and review in thinkorswim. The system does not transmit orders (D-030 Phase 1 — manual execution).

Roll to:

credit · Sell $180 CALL · 2026-11-06 (34 DTE) · Δ+0.32 · buy back $23.57 → net −$17.68

protect · Sell $195 CALL · 2026-11-06 (34 DTE) · Δ+0.21 · buy back $23.57 → net −$20.05

MSTR long equity

NO_ACTION

spot $160.177

data gate: cannot evaluate this cycle

AVGOWATCHWatch

AVGO cash secured put

WATCH

Sell $330 PUT · Nov 20 $7.96 credit 48 DTE · Δ -0.26

score 76 rating Watch BP ~$33,000 theta +$15/day

portfolio_fit 8/16: no portfolio
delta 14/15: delta -0.260 vs pref [-0.25,-0.15]
risk 8/14: IV-rank None
liquidity 8/10: OI 9092/vol 1371
dte 4/5: dte 48 vs pref [30,45]
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

AVGO cash secured put

WATCH

Sell $320 PUT · Nov 20 $5.49 credit 48 DTE · Δ -0.19

score 76 rating Watch BP ~$32,000 theta +$13/day

portfolio_fit 8/16: no portfolio
premium 13/15: income 0.0172 vs target 0.01
risk 8/14: IV-rank None
liquidity 8/10: OI 9746/vol 955
dte 4/5: dte 48 vs pref [30,45]
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

IBITWATCHWatch

IBIT cash secured put

WATCH

Sell $44 PUT · Nov 20 $1.03 credit 48 DTE · Δ -0.24

score 78 rating Watch BP ~$4,400 theta +$2/day

portfolio_fit 8/16: no portfolio
risk 8/14: IV-rank None
liquidity 8/10: OI 20786/vol 1015
dte 4/5: dte 48 vs pref [30,45]
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

IBIT cash secured put

WATCH

Sell $43 PUT · Nov 20 $0.81 credit 48 DTE · Δ -0.20

score 77 rating Watch BP ~$4,300 theta +$2/day

portfolio_fit 8/16: no portfolio
premium 14/15: income 0.0188 vs target 0.01
risk 8/14: IV-rank None
liquidity 8/10: OI 19231/vol 690
dte 4/5: dte 48 vs pref [30,45]
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

IBIT cash secured put

WATCH

Sell $45 PUT · Oct 30 $0.72 credit 27 DTE · Δ -0.24

score 74 rating Watch BP ~$4,500 theta +$3/day

portfolio_fit 8/16: no portfolio
premium 12/15: income 0.0160 vs target 0.01
risk 8/14: IV-rank None
liquidity 8/10: OI 4186/vol 846
dte 3/5: dte 27 vs pref [30,45]
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

NVDAWATCH · PASSWatch

NVDA bear call spread

WATCH

Sell $245C / buy $250 · Oct 30 $1.30 credit 27 DTE · Δ 0.30 · $3.70 max risk

score 72 rating Watch BP ~$370 theta +$12/day

portfolio_fit 8/16: no portfolio
delta 14/15: delta 0.304 vs pref [0.15,0.3]
premium 8/15: income 0.2600 vs target 0.25
risk 9/14: IV-rank None
liquidity 8/10: OI 10745/vol 3015
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

NVDA bull put spread

PASS

Sell $225P / buy $220 · Oct 30 $1.18 credit 27 DTE · Δ -0.29 · $3.82 max risk

score 72 rating Pass BP ~$382 theta +$12/day

portfolio_fit 8/16: no portfolio
premium 7/15: income 0.2360 vs target 0.25
risk 9/14: IV-rank None
liquidity 8/10: OI 4215/vol 2170
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

PLTRNO_ACTION · PASSNo action

PLTR long equity

NO_ACTION

spot $188.9

data gate: cannot evaluate this cycle

PLTR covered call

PASS

Sell $205 CALL · Oct 30 $3.23 credit 27 DTE · Δ 0.26

score 71 rating Pass theta +$14/day

Shares you own: shares 300 you paid $180.00/sh cost basis $177.01/sh unrealized +$3,523

portfolio_fit 8/16: no portfolio
delta 14/15: delta 0.260 vs pref [0.15,0.25]
premium 13/15: income 0.0171 vs target 0.01
risk 8/14: IV-rank None
liquidity 6/10: OI 1645/vol 146
dte 3/5: dte 27 vs pref [30,45]
buying_power 2/5: no portfolio
diversification 2/5: no portfolio

Open orders 0

Your live working orders at Schwab (refreshed intraday) and, for each short, whether a resting GTC buy-to-close is already in place (protected ✓) or not (exposed ⚠ — you could miss the window). Place standing closes from the section below.

As of 2026-10-03 00:00 · 0/1 shorts have a resting GTC close. ⚠ Exposed (no standing close): MSTR — place them in Standing closes below.

Standing closes — GTC 1

A resting GTC (good-till-canceled) buy-to-close order at 50% of the credit you received. It sits at Schwab and fills automatically when the option decays to target, so you capture the win without watching — no missed window. Rolls/assignment still need attention (a static order can't handle those).

Place a resting GTC buy-to-close at 50% of the credit on each short so profits capture automatically — no missed window. Set [QTY] to your contract count.

Volatility — IV rank 12
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IV rank = where today's implied volatility sits within its ~1-year range (0 = cheapest, 100 = richest). Higher rank = richer option premium = better conditions to sell puts. Rows are sorted richest first; the sparkline is ~180 days of reference IV with today marked.

Sorted richest → cheapest. Higher rank = richer premium (better to sell puts). Sparkline = ~180-day reference-IV history; dot = today.

DALIV rank 61IV 49%

AAPLIV rank 49IV 25%

JPMIV rank 29IV 27%

PLTRIV rank 26IV 49%

SOFIIV rank 24IV 54%

MSTRIV rank 23IV 66%

TSLAIV rank 22IV 44%

AMDIV rank 18IV 51%

IBITIV rank 15IV 36%

SPYIV rank 15IV 12%

AVGOIV rank 4IV 36%

NVDAIV rank 0IV 30%

Held back by earnings 9
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Names blocked by the earnings rule (R-E1). Selling premium across a scheduled earnings report is the biggest overnight-gap risk for an option seller — the stock can jump 10–20% and blow through your strike. Any candidate whose expiration is after the company's next earnings date is dropped (config: block_earnings). It comes back automatically once earnings has passed.

These names had eligible options today, but a company earnings report lands before expiration — blocked by rule R-E1 (an earnings gap can blow through the strike). They return automatically once earnings has passed.

AAPLreports ~Oct 29cash secured put, bull put spread, bear call spread

AMDreports ~Nov 2cash secured put, bull put spread, bear call spread

DALreports ~Oct 9cash secured put, bull put spread, bear call spread

JPMreports ~Oct 13cash secured put, bull put spread, bear call spread

MSTRreports ~Oct 28cash secured put, bull put spread, covered call, bear call spread

NVDAreports ~Nov 17cash secured put, bull put spread, bear call spread

PLTRreports ~Nov 2cash secured put, bull put spread, covered call, bear call spread

SOFIreports ~Oct 27cash secured put, bull put spread, bear call spread

TSLAreports ~Oct 20cash secured put, bull put spread, bear call spread

Flow — put activity 0
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A free, Polygon-derived proxy for options flow: per symbol, put trading volume vs open interest. A high ratio = unusual/fresh put activity (often hedging or bearish positioning) — a risk warning when you're about to sell puts on that name. Not paid institutional flow (Unusual Whales); a sensible first-pass filter from data you already have.

No unusual put flow today. Derived from option volume vs open interest — no paid feed.

MSTRput vol/OI 0.236vol 22,015

TSLAput vol/OI 0.162vol 37,121

NVDAput vol/OI 0.139vol 70,742

AMDput vol/OI 0.11vol 16,944

AVGOput vol/OI 0.088vol 13,585

IBITput vol/OI 0.084vol 35,044

SOFIput vol/OI 0.08vol 12,700

PLTRput vol/OI 0.074vol 11,830

SPYput vol/OI 0.068vol 204,904

DALput vol/OI 0.063vol 720

JPMput vol/OI 0.059vol 2,200

AAPLput vol/OI 0.048vol 9,602

Morning Brief 2026-10-03

Action queue 7

Open orders 0
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Your live working orders at Schwab (refreshed intraday) and, for each short, whether a resting GTC buy-to-close is already in place (protected ✓) or not (exposed ⚠ — you could miss the window). Place standing closes from the section below.

Volatility — IV rank 12
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IV rank = where today's implied volatility sits within its ~1-year range (0 = cheapest, 100 = richest). Higher rank = richer option premium = better conditions to sell puts. Rows are sorted richest first; the sparkline is ~180 days of reference IV with today marked.

Recent runs
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How each morning's list is produced, end to end: data sources → feature/vol store → rules gate → scoring + position review → decision engine → brief. Deterministic; the last step is always you.

Action queue 7

Open orders 0?Your live working orders at Schwab (refreshed intraday) and, for each short, whether a resting GTC buy-to-close is already in place (protected ✓) or not (exposed ⚠ — you could miss the window). Place standing closes from the section below.

Volatility — IV rank 12?IV rank = where today's implied volatility sits within its ~1-year range (0 = cheapest, 100 = richest). Higher rank = richer option premium = better conditions to sell puts. Rows are sorted richest first; the sparkline is ~180 days of reference IV with today marked.

Recent runs?How each morning's list is produced, end to end: data sources → feature/vol store → rules gate → scoring + position review → decision engine → brief. Deterministic; the last step is always you.

Open orders 0
?
Your live working orders at Schwab (refreshed intraday) and, for each short, whether a resting GTC buy-to-close is already in place (protected ✓) or not (exposed ⚠ — you could miss the window). Place standing closes from the section below.

Volatility — IV rank 12
?
IV rank = where today's implied volatility sits within its ~1-year range (0 = cheapest, 100 = richest). Higher rank = richer option premium = better conditions to sell puts. Rows are sorted richest first; the sparkline is ~180 days of reference IV with today marked.

Recent runs
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How each morning's list is produced, end to end: data sources → feature/vol store → rules gate → scoring + position review → decision engine → brief. Deterministic; the last step is always you.