2026-08-17
options-implied range trade · real option prices
orders to place before the open
5
5 buy · 0 move · 0 close ·
0 open of 5
199 of the 400 watchlist names have no option-price backtest yet. The watchlist moved to the rule-based 400-name list on 2026-08-16 and the option-price download is still running. Treat signals in those names as unvalidated.
1 — Buy limits to place
BUY ACHRlimit $6.05
target $7.21 · expected move 85% · 20% of account
BUY ROSTlimit $226.42
target $265.92 · expected move 78% · 20% of account
BUY BABAlimit $114.56
target $133.57 · expected move 74% · 20% of account
BUY TEMlimit $48.57
target $55.90 · expected move 68% · 20% of account
BUY CHTRlimit $145.10
target $164.01 · expected move 59% · 20% of account
2 — Sell limits to move
no open positions
The sell price is recomputed every
morning from yesterday's close and today's option prices. It can move down as well as up.
3 — Close at market
nothing has reached the day limit
Watchlist — 25 closest to qualifying
| # | stock | buy at | target | exp. move | |
|---|
| 1 | ACHR | $6.05 | $7.21 | 85% | buying |
| 2 | ROST | $226.42 | $265.92 | 78% | buying |
| 3 | BABA | $114.56 | $133.57 | 74% | buying |
| 4 | TEM | $48.57 | $55.90 | 68% | buying |
| 5 | CHTR | $145.10 | $164.01 | 59% | buying |
| 6 | DE | $574.59 | $644.84 | 56% | |
| 7 | CRWD | $204.79 | $229.79 | 56% | |
| 8 | NOW | $117.09 | $131.37 | 56% | |
| 9 | CHWY | $21.19 | $23.77 | 56% | |
| 10 | LOW | $206.41 | $231.11 | 55% | |
| 11 | FCX | $63.09 | $69.99 | 50% | |
| 12 | PLTR | $165.36 | $183.13 | 49% | |
| 13 | SNOW | $312.56 | $346.13 | 49% | |
| 14 | BURL | $330.43 | $365.51 | 49% | |
| 15 | FTNT | $152.50 | $167.81 | 46% | |
| 16 | APH | $159.21 | $175.13 | 46% | |
| 17 | AVGO | $374.79 | $412.13 | 46% | |
| 18 | HD | $323.25 | $355.09 | 45% | |
| 19 | LULU | $114.23 | $125.26 | 44% | |
| 20 | CRM | $187.52 | $205.25 | 44% | |
| 21 | WSM | $231.06 | $252.49 | 43% | |
| 22 | DOW | $29.74 | $32.48 | 42% | |
| 23 | RCL | $292.12 | $318.50 | 42% | |
| 24 | MELI | $1767.03 | $1924.74 | 41% | |
| 25 | PHM | $124.85 | $135.84 | 41% | |
Ranked biggest expected move first —
that is the rule for choosing when more names qualify than there are slots. Only the ones
marked are being bought; the rest are here to watch.
Trade history
no trades recorded yet — confirm-entry and confirm-exit write to this log
The rules
| step | rule |
|---|
| watchlist | 400 names, top 400 of the market by last year's dollar volume |
| eligible | above its 50-day average and 3-day RSI ≤ 50 |
| buy at | yesterday's close × e−1.6449 × expected daily move |
| choose | biggest expected move first, when more than 5 qualify |
| size | 5 positions, 20% of the account each |
| sell at | yesterday's close × e+1.6449 × expected daily move, recomputed daily |
| exit | sell limit hit, or close at market after 5 trading days |
| stop-loss | none, deliberately |