Every day, PutFinder ranks the market’s most attractive cash-secured-put setups for you — scoring each ~1-month CSP on premium-vs-risk with consistent, transparent rules, then saving a durable daily snapshot. No black box, no guesswork, built in public.
| # | Ticker | Strike | DTE | Mid | AnnYield% | Buffer% | PoP | Score |
|---|---|---|---|---|---|---|---|---|
| 1 | COIN | 255.00 | 30 | 6.30 | 30.1% | 8.9% | 0.72 | |
| 2 | TSLA | 310.00 | 28 | 5.70 | 24.0% | 8.8% | 0.75 | |
| 3 | PLTR | 78.00 | 35 | 1.57 | 21.0% | 8.2% | 0.77 | |
| 4 | AFRM | 56.00 | 30 | 1.29 | 28.0% | 9.7% | 0.71 | |
| 5 | SHOP | 110.00 | 28 | 1.60 | 19.0% | 8.3% | 0.79 |
All figures above are illustrative — not actual screening output or real performance data. Ranks are descriptive; a higher score means a higher position in today’s pool, nothing more.
Who it's for
Every evening it’s the same pass: flipping through option chains, weighing premium against downside, checking earnings dates, second-guessing whether the yield justifies the risk. PutFinder runs that pass for you across a curated universe — and shows every number behind the ranking.
Not the right fit if you want trade alerts, a win-rate guarantee, or someone to tell you what to buy. PutFinder ranks and documents — the decision stays with you.
How it works
The same rule set runs at the same time each day. Every factor is documented — no undisclosed overrides.
PutFinder is a screening engine, not a crystal ball. It surfaces setups worth researching — you decide what to do with them.
Panel A: option time value erodes convexly toward zero at expiry (Θ decay). The ~30 DTE window targets meaningful premium while limiting late-life gamma risk. Panel B: risk-neutral price density at expiry; OTM tail = probability of closing below strike K. PoP ≈ 1−|Δ| is a model-estimated probability derived from Black–Scholes delta, not a historical win rate. Illustrative — not actual data.
Four sequential stages. Fail any stage → discarded, never scored.
The non-advisory boundary is a design feature, not a disclaimer.
A score of 94/100 means “ranks near the top of today’s pool” — not “a 94-quality investment.”
All thresholds come from a config table, not hardcoded values. Recalibration is a data edit, not a code change.
Build in Public
In that order, with verifiable timestamps at each step. Posts have no delete key. Nothing performance-related is published prematurely.
Rules and approach published openly before any performance claim exists. This page is that document — timestamped, spec-first, verifiable.
Daily snapshots archived with timestamps after daily runs commence. Settled outcomes published only after cohorts close and results are independently verifiable.
When a headline performance claim is eventually published, it will be structured as a Cohort A-vs-B comparison (published pool vs. full-pool control) — never a bare win rate quoted in isolation.
Questions
Signal services tell you what to trade and hide how. PutFinder does the opposite: it ranks setups and publishes every rule, weight, and input behind the number. No alerts, no “trade now” — a documented, reproducible ranking you can audit and disagree with.
Nothing during the build-in-public phase. PutFinder isn’t launched yet — waitlist members get the methodology, the first daily snapshots, and founding access as it opens up.
Option chains from a market-data provider, scored with documented indicators (IV30, volatility risk premium, Black–Scholes delta with a recorded fallback). Nothing is fabricated — every metric is reproducible from the stored raw inputs.
It runs internally today (Phase A). Public timestamped snapshots begin in Phase B; a cohort-performance comparison follows only once results exist and can be independently verified. No date is promised before it’s real.
No. PutFinder is a relative ranking heuristic — not a recommendation, return predictor, or win-rate machine. A high score means “ranks near the top of today’s pool,” nothing more. You make every decision.
Liquidity. The universe is deliberately limited to liquid US names where bid-ask spreads are tight and fills are realistic — screening illiquid options produces ranks you can’t actually act on.
Why build in public
I got tired of options “signal” services that flash a green number and hide the math. I wanted one screen that applies the same rules every day and shows its work — so I built it for myself first, and I’m publishing the methodology before any performance claim exists. If the approach holds up, the receipts will prove it. If it doesn’t, you’ll see that too.
— The maker · Phase A
Leave your email and be first to get the opening daily snapshot and the full methodology write-up the day Phase B goes live — followed by timestamped receipts as cohorts settle. No drip marketing: one email when there’s something real to stand behind.
No spam. Unsubscribe anytime. Not investment advice.
