⚡ Strangle Scanner v5.5

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Add manually: For positions not auto-detected
Auto-fetched values   IVR column: type in after checking TastyTrade
Symbol Name Chart Expiry DTE IVR Put $ Call $ Credit Cap req PoP% ROC% Target $ Theta/d Stage 1 Score Corr Trend Notes
Stage 1 filters: IVR ≥ 30  |  DTE 40–65  |  PoP ≥ 80%  |  Not an open position
IVR N/A: Check when TastyTrade shows "– –". Score redistributes to PoP 40% + ROC 35% + DTE 25%. IVR filter bypassed.
DTE color: green = in window (40–65)  amber = near edge (35–39 / 66–70)  red = outside window
Score (IVR available): IVR 35% + PoP 30% + ROC 20% + DTE fit 15%  |  Trend modifier: Neutral ×1.0  Choppy ×0.95  Trending ×0.90
Score (IVR N/A): PoP 40% + ROC 35% + DTE fit 25%  |  Same trend modifier
⚐ flag: Binary event within instrument's DTE window — hover for details
Corr column: Concurrent Exposure Score = correlation coefficient × estimated overlap days. 🟢 No concern  |  🟡 Notable overlap  |  🔴 High concurrent exposure. Hover for raw score. High-corr groups (≥0.70): red at score ≥20, yellow at ≥8. Loose pairs (0.40): yellow only, never red. Coefficients: grains 0.80, LE/HE 0.70, equity indices 0.85, treasuries 0.90, FX majors 0.65, NG/CL 0.40.
Auto-fetch: Credit, Cap Req, PoP, Put/Call strikes, Theta/day, and Trend populated automatically. Theta/d: combined (put+call) daily dollar decay at current vol = (putθ + callθ) × multiplier. IVR entered manually. Trend uses 10/30-day SMA crossover — can be overridden manually.
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