{
  "generated_at": "2026-03-13T16:30:04.560254",
  "scan_time": "2026-03-13T07:42:09.803736",
  "context": {
    "vol_regime": "ELEVATED_STRESS",
    "vol_bias": null,
    "roro_score": -9.3,
    "roro_regime": "\u26aa NEUTRAL"
  },
  "total_ideas": 22,
  "ideas": [
    {
      "category": "Premium Selling",
      "symbol": "MU",
      "price": 405.35,
      "strategy": "Sell 30-delta Strangle (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV 50pts over HV \u2014 significant overpricing.",
      "timing": "Enter on next green day / pullback",
      "iv": 109.0,
      "hv": 58.8,
      "iv_hv_spread": 50.2,
      "iv_percentile": 99.6,
      "pc_ratio": 1.8,
      "liquidity": "B",
      "score": 90,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Earnings Vol Crush",
      "symbol": "MU",
      "price": 405.35,
      "strategy": "Sell ATM Strangle (\u00b11 strike OTM)",
      "direction": "Neutral (sell vol)",
      "rationale": "Large IV premium (50pts). Sell wings for safer premium capture. Elevated put buying \u2014 market hedging.",
      "timing": "In 12d (enter before close)",
      "iv": 109.0,
      "hv": 58.8,
      "iv_hv_spread": 50.2,
      "iv_percentile": 99.6,
      "expected_move_pct": 6.9,
      "pc_ratio": 1.8,
      "liquidity": "B",
      "earnings_days": 12,
      "score": 85,
      "risk": "HIGH \u2014 earnings gap can exceed premium",
      "max_loss": "Unlimited (straddle) or defined (iron condor)"
    },
    {
      "category": "Earnings Vol Crush",
      "symbol": "LULU",
      "price": 158.19,
      "strategy": "Sell ATM Strangle (\u00b11 strike OTM)",
      "direction": "Neutral (sell vol)",
      "rationale": "Large IV premium (63pts). Sell wings for safer premium capture. Elevated put buying \u2014 market hedging.",
      "timing": "In 11d (enter before close)",
      "iv": 101.3,
      "hv": 38.1,
      "iv_hv_spread": 63.2,
      "iv_percentile": 98.4,
      "expected_move_pct": 6.4,
      "pc_ratio": 5.29,
      "liquidity": "C",
      "earnings_days": 11,
      "score": 75,
      "risk": "HIGH \u2014 earnings gap can exceed premium",
      "max_loss": "Unlimited (straddle) or defined (iron condor)"
    },
    {
      "category": "Premium Selling",
      "symbol": "ASML",
      "price": 1351.58,
      "strategy": "Sell Put Credit Spread (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV rank 90th percentile \u2014 historically elevated.",
      "timing": "Enter on next green day / pullback",
      "iv": 59.2,
      "hv": 42.3,
      "iv_hv_spread": 16.9,
      "iv_percentile": 89.7,
      "pc_ratio": 1.09,
      "liquidity": "B",
      "score": 75,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "INTC",
      "price": 45.25,
      "strategy": "Sell Put Credit Spread (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV rank 82th percentile \u2014 historically elevated.",
      "timing": "Enter on next green day / pullback",
      "iv": 70.2,
      "hv": 53.9,
      "iv_hv_spread": 16.3,
      "iv_percentile": 82.1,
      "pc_ratio": 0.41,
      "liquidity": "B",
      "score": 75,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "BABA",
      "price": 134.2,
      "strategy": "Sell Iron Condor (30-45 DTE, 20-delta wings)",
      "direction": "Neutral",
      "rationale": "IV premium 36pts. Defined-risk premium capture.",
      "timing": "Enter on next green day / pullback",
      "iv": 64.3,
      "hv": 27.8,
      "iv_hv_spread": 36.5,
      "iv_percentile": 88.1,
      "pc_ratio": 0.32,
      "liquidity": "C",
      "score": 70,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "LULU",
      "price": 158.19,
      "strategy": "Sell Iron Condor (30-45 DTE, 20-delta wings)",
      "direction": "Neutral",
      "rationale": "IV premium 63pts. Defined-risk premium capture.",
      "timing": "Enter on next green day / pullback",
      "iv": 101.3,
      "hv": 38.1,
      "iv_hv_spread": 63.2,
      "iv_percentile": 98.4,
      "pc_ratio": 5.29,
      "liquidity": "C",
      "score": 70,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "MARA",
      "price": 8.76,
      "strategy": "Sell Iron Condor (30-45 DTE, 20-delta wings)",
      "direction": "Neutral",
      "rationale": "IV premium 32pts. Defined-risk premium capture.",
      "timing": "Enter on next green day / pullback",
      "iv": 116.4,
      "hv": 84.5,
      "iv_hv_spread": 31.9,
      "iv_percentile": 98.0,
      "pc_ratio": 0.71,
      "liquidity": "C",
      "score": 70,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "RKLB",
      "price": 68.37,
      "strategy": "Sell Iron Condor (30-45 DTE, 20-delta wings)",
      "direction": "Neutral",
      "rationale": "IV premium 42pts. Defined-risk premium capture.",
      "timing": "Enter on next green day / pullback",
      "iv": 100.8,
      "hv": 58.9,
      "iv_hv_spread": 41.9,
      "iv_percentile": 81.7,
      "pc_ratio": 0.25,
      "liquidity": "C",
      "score": 70,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "SOFI",
      "price": 17.7,
      "strategy": "Sell Iron Condor (30-45 DTE, 20-delta wings)",
      "direction": "Neutral",
      "rationale": "IV premium 32pts. Defined-risk premium capture.",
      "timing": "Enter on next green day / pullback",
      "iv": 79.3,
      "hv": 47.6,
      "iv_hv_spread": 31.7,
      "iv_percentile": 88.4,
      "pc_ratio": 0.33,
      "liquidity": "C",
      "score": 70,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "TQQQ",
      "price": 46.83,
      "strategy": "Sell Iron Condor (30-45 DTE, 20-delta wings)",
      "direction": "Neutral",
      "rationale": "IV premium 32pts. Defined-risk premium capture.",
      "timing": "Enter on next green day / pullback",
      "iv": 81.4,
      "hv": 49.8,
      "iv_hv_spread": 31.7,
      "iv_percentile": 97.1,
      "pc_ratio": 0.6,
      "liquidity": "C",
      "score": 70,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Earnings Vol Crush",
      "symbol": "BABA",
      "price": 134.2,
      "strategy": "Sell Iron Condor (\u00b12-3 strikes wide)",
      "direction": "Neutral (sell vol)",
      "rationale": "Moderate IV premium (36pts). Defined risk via iron condor. Low put demand \u2014 complacency?",
      "timing": "In 13d (enter before close)",
      "iv": 64.3,
      "hv": 27.8,
      "iv_hv_spread": 36.5,
      "iv_percentile": 88.1,
      "expected_move_pct": 4.1,
      "pc_ratio": 0.32,
      "liquidity": "C",
      "earnings_days": 13,
      "score": 65,
      "risk": "HIGH \u2014 earnings gap can exceed premium",
      "max_loss": "Unlimited (straddle) or defined (iron condor)"
    },
    {
      "category": "Premium Selling",
      "symbol": "IBIT",
      "price": 39.95,
      "strategy": "Sell Put Credit Spread (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV rank 100th percentile \u2014 historically elevated.",
      "timing": "Enter on next green day / pullback",
      "iv": 76.5,
      "hv": 55.4,
      "iv_hv_spread": 21.1,
      "iv_percentile": 99.6,
      "pc_ratio": 0.62,
      "liquidity": "C",
      "score": 65,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "SMH",
      "price": 388.13,
      "strategy": "Sell Put Credit Spread (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV rank 90th percentile \u2014 historically elevated.",
      "timing": "Enter on next green day / pullback",
      "iv": 50.1,
      "hv": 32.4,
      "iv_hv_spread": 17.7,
      "iv_percentile": 90.3,
      "pc_ratio": 6.56,
      "liquidity": "C",
      "score": 65,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "UAL",
      "price": 86.53,
      "strategy": "Sell Put Credit Spread (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV rank 96th percentile \u2014 historically elevated.",
      "timing": "Enter on next green day / pullback",
      "iv": 76.5,
      "hv": 60.3,
      "iv_hv_spread": 16.2,
      "iv_percentile": 96.0,
      "pc_ratio": 0.34,
      "liquidity": "C",
      "score": 65,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "UBER",
      "price": 72.97,
      "strategy": "Sell Put Credit Spread (30-45 DTE)",
      "direction": "Neutral",
      "rationale": "IV rank 82th percentile \u2014 historically elevated.",
      "timing": "Enter on next green day / pullback",
      "iv": 48.8,
      "hv": 31.1,
      "iv_hv_spread": 17.7,
      "iv_percentile": 82.5,
      "pc_ratio": 0.73,
      "liquidity": "C",
      "score": 65,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Unusual Flow",
      "symbol": "TSLA",
      "price": 395.01,
      "strategy": "Buy Straddle (event positioning, 30-45 DTE)",
      "direction": "Non-directional",
      "rationale": "Vol/OI 2.0x \u2014 111,698 contracts traded vs open interest. Mixed (hedging or straddle activity). P/C ratio 0.59.",
      "timing": "Same day or next morning (flow fades quickly)",
      "iv": 36.4,
      "vol_oi_ratio": 2.0,
      "total_volume": 111698,
      "pc_ratio": 0.59,
      "liquidity": "A",
      "score": 65,
      "risk": "MEDIUM \u2014 flow signals can be hedges, not directional bets",
      "max_loss": "Premium paid (spreads)"
    },
    {
      "category": "Cheap Vol",
      "symbol": "SLV",
      "price": 76.48,
      "strategy": "Buy Calendar Spread (sell front, buy back month)",
      "direction": "Neutral (long vol)",
      "rationale": "IV underpriced by 24pts. Calendar profits from vol expansion.",
      "timing": "Enter on quiet day (low VIX)",
      "iv": 52.5,
      "hv": 76.2,
      "iv_hv_spread": -23.7,
      "iv_percentile": 82.4,
      "wk_change": 0.7,
      "liquidity": "C",
      "score": 60,
      "risk": "MEDIUM \u2014 time decay works against you",
      "max_loss": "Premium paid (defined)"
    },
    {
      "category": "Cheap Vol",
      "symbol": "NFLX",
      "price": 94.31,
      "strategy": "Buy Calendar Spread (sell front, buy back month)",
      "direction": "Neutral (long vol)",
      "rationale": "IV underpriced by 19pts. Calendar profits from vol expansion.",
      "timing": "Enter on quiet day (low VIX)",
      "iv": 37.2,
      "hv": 56.4,
      "iv_hv_spread": -19.2,
      "iv_percentile": 57.7,
      "wk_change": -4.8,
      "liquidity": "B",
      "score": 60,
      "risk": "MEDIUM \u2014 time decay works against you",
      "max_loss": "Premium paid (defined)"
    },
    {
      "category": "Cheap Vol",
      "symbol": "COIN",
      "price": 193.23,
      "strategy": "Buy Calendar Spread (sell front, buy back month)",
      "direction": "Neutral (long vol)",
      "rationale": "IV underpriced by 15pts. Calendar profits from vol expansion.",
      "timing": "Enter on quiet day (low VIX)",
      "iv": 82.3,
      "hv": 97.4,
      "iv_hv_spread": -15.1,
      "iv_percentile": 96.0,
      "wk_change": -2.0,
      "liquidity": "C",
      "score": 60,
      "risk": "MEDIUM \u2014 time decay works against you",
      "max_loss": "Premium paid (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "MP",
      "price": 60.03,
      "strategy": "Sell Put Credit Spread (30-45 DTE, 25-delta)",
      "direction": "Neutral",
      "rationale": "Modest IV premium (24pts). Conservative credit spread.",
      "timing": "Enter on next green day / pullback",
      "iv": 78.8,
      "hv": 55.0,
      "iv_hv_spread": 23.8,
      "iv_percentile": 65.2,
      "pc_ratio": 0.22,
      "liquidity": "C",
      "score": 45,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    },
    {
      "category": "Premium Selling",
      "symbol": "SMCI",
      "price": 30.9,
      "strategy": "Sell Put Credit Spread (30-45 DTE, 25-delta)",
      "direction": "Neutral",
      "rationale": "Modest IV premium (16pts). Conservative credit spread.",
      "timing": "Enter on next green day / pullback",
      "iv": 75.4,
      "hv": 59.1,
      "iv_hv_spread": 16.3,
      "iv_percentile": 55.5,
      "pc_ratio": 0.1,
      "liquidity": "C",
      "score": 45,
      "risk": "MEDIUM \u2014 defined risk with spreads",
      "max_loss": "Width of spread minus premium (defined)"
    }
  ],
  "summary": "\ud83c\udfaf **Options Trade Ideas** \u2014 Mar 13, 2026 04:30 PM\nVol Regime: ELEVATED_STRESS \u2014 ?\nRORO: -9.3 (\u26aa NEUTRAL)\n\n\ud83d\udcc5 **Earnings Vol Crush** (3 ideas)\n  \ud83d\udfe2 **MU** ($405.35) \u2014 Score: 85\n    Sell ATM Strangle (\u00b11 strike OTM)\n    Large IV premium (50pts). Sell wings for safer premium capture. Elevated put buying \u2014 market hedging.\n    IV Rank: 100th pctl\n\n  \ud83d\udfe2 **LULU** ($158.19) \u2014 Score: 75\n    Sell ATM Strangle (\u00b11 strike OTM)\n    Large IV premium (63pts). Sell wings for safer premium capture. Elevated put buying \u2014 market hedging.\n    IV Rank: 98th pctl\n\n  \ud83d\udfe2 **BABA** ($134.2) \u2014 Score: 65\n    Sell Iron Condor (\u00b12-3 strikes wide)\n    Moderate IV premium (36pts). Defined risk via iron condor. Low put demand \u2014 complacency?\n    IV Rank: 88th pctl\n\n\n\u26a1 **Unusual Flow** (1 ideas)\n  \ud83d\udfe2 **TSLA** ($395.01) \u2014 Score: 65\n    Buy Straddle (event positioning, 30-45 DTE)\n    Vol/OI 2.0x \u2014 111,698 contracts traded vs open interest. Mixed (hedging or straddle activity). P/C ratio 0.59.\n\n\n\ud83d\udcb0 **Premium Selling** (15 ideas)\n  \ud83d\udfe2 **MU** ($405.35) \u2014 Score: 90\n    Sell 30-delta Strangle (30-45 DTE)\n    IV 50pts over HV \u2014 significant overpricing.\n    IV Rank: 100th pctl\n\n  \ud83d\udfe2 **ASML** ($1351.58) \u2014 Score: 75\n    Sell Put Credit Spread (30-45 DTE)\n    IV rank 90th percentile \u2014 historically elevated.\n    IV Rank: 90th pctl\n\n  \ud83d\udfe2 **INTC** ($45.25) \u2014 Score: 75\n    Sell Put Credit Spread (30-45 DTE)\n    IV rank 82th percentile \u2014 historically elevated.\n    IV Rank: 82th pctl\n\n  \ud83d\udfe2 **BABA** ($134.2) \u2014 Score: 70\n    Sell Iron Condor (30-45 DTE, 20-delta wings)\n    IV premium 36pts. Defined-risk premium capture.\n    IV Rank: 88th pctl\n\n  \ud83d\udfe2 **LULU** ($158.19) \u2014 Score: 70\n    Sell Iron Condor (30-45 DTE, 20-delta wings)\n    IV premium 63pts. Defined-risk premium capture.\n    IV Rank: 98th pctl\n\n\n\ud83c\udff7\ufe0f **Cheap Vol** (3 ideas)\n  \ud83d\udfe1 **SLV** ($76.48) \u2014 Score: 60\n    Buy Calendar Spread (sell front, buy back month)\n    IV underpriced by 24pts. Calendar profits from vol expansion.\n    IV Rank: 82th pctl\n\n  \ud83d\udfe1 **NFLX** ($94.31) \u2014 Score: 60\n    Buy Calendar Spread (sell front, buy back month)\n    IV underpriced by 19pts. Calendar profits from vol expansion.\n    IV Rank: 58th pctl\n\n  \ud83d\udfe1 **COIN** ($193.23) \u2014 Score: 60\n    Buy Calendar Spread (sell front, buy back month)\n    IV underpriced by 15pts. Calendar profits from vol expansion.\n    IV Rank: 96th pctl\n\n\n\ud83d\udcca Total: 22 ideas | Top score: 90\nDashboard: https://quantyquant.com/options_scanner.html"
}