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Options Wheel Strategy Screener

这是一款期权轮动策略筛选工具,核心功能是扫描股票列表,匹配目标到期天数、OTM比例的备兑开仓看跌期权候选,计算周期及年化溢价收益率,同步展示隐含波动率、成交量等流动性数据。适用于构建周/月度轮动候选标的池、跨标的对比年化收益、快速核查流动性等场景。输入为股票代码及自定义参数,基于免费雅虎财经数据运行,无需API密钥,仅提供交易思路参考,不执行交易。

ssidharhubble
ssidharhubble
热度 10.95
最近更新 2026-07-23 06:42:09
分类:数据依赖:代码执行 / 第三方 API应用场景:财务 / 数据处理

安装技能

复制下面的话术发给你的 Agent,它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill: npx secure-skills-cli add options-wheel-screener
Metadata
name
options-wheel-screener
description
Screen a watchlist of stock tickers for cash-secured put candidates suited to the options wheel strategy, using free Yahoo Finance data via yfinance with no API key required. Finds the expiration nearest a target days-to-expiration window, selects the put strike closest to a target out-of-the-money percentage, and estimates period and annualized premium yield alongside implied volatility, volume, and open interest. Built for options trading, income-generation, and passive income workflows where selling premium on quality tickers is the core strategy. Idea generation only — does not place trades or connect to a broker.
compatibility
Created for Zo Computer
metadata
{"author":"ssyopros.zo.computer"}

Options Wheel Strategy Screener

Scans a ticker watchlist for cash-secured put candidates that fit the options "wheel" strategy — selling puts for premium income, with the willingness to take assignment and sell covered calls if exercised.

When to use this skill

  • Building a weekly/monthly watchlist of wheel candidates across a basket of tickers
  • Comparing annualized premium yield across tickers at a consistent DTE (days-to-expiration) and OTM% target
  • Quickly checking liquidity (volume, open interest) before considering a strike

How to use it

python3 scripts/wheel_screener.py AAPL MSFT KO PEP --dte 30 --otm-pct 5
python3 scripts/wheel_screener.py AAPL --dte 21 --otm-pct 8 --min-premium-yield 1.0
  • --dte: target days to expiration (the script picks the closest available real expiration)
  • --otm-pct: how far out-of-the-money to target the put strike
  • --min-premium-yield: flags rows meeting an annualized-yield-implied minimum period yield with an asterisk

Limitations

  • Uses moneyness (strike distance from spot) as a delta proxy, not live option greeks — yfinance does not expose real-time delta
  • Premium is estimated from bid/ask midpoint, which can be stale or wide for illiquid names — always check the live quote before trading
  • Screening/idea-generation only; does not execute trades or connect to a brokerage. Not financial advice.