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HV Options Screener

Find high-probability options trades using historical volatility analysis, updated nightly.

The HV Options Screener is Tiblio's core tool. Every night, it analyzes historical volatility data across the market and surfaces the best option setups — ranked by a composite setup score so you can focus on the highest-probability trades.

Screen Types

The screener is organized into tabs, each designed for a different strategy:

Puts

Cash-secured put candidates. These are options you'd sell to collect premium while being willing to buy the stock at the strike price. The screener filters for:

  • DTE: 7–55 days to expiration
  • Delta: 0.10–0.55 (adjustable with presets)
  • Premium: At least $0.15 per contract

Calls

Covered call candidates. Same filtering as puts, designed for traders who own stock and want to sell calls against it for income.

Spreads

Vertical spread setups with a tighter delta range (0.20–0.35), focusing on defined-risk trades. The screener automatically recommends spreads when a symbol has earnings within 21 days — spreads limit your risk when a stock might gap on an earnings report.

Important: Avoid short-call spreads near earnings due to gap risk. The screener accounts for this in its recommendations.

Vol Crush

Volatility crush opportunities for traders who sell straddles or strangles. The screener finds stocks where earnings just happened but IV is still elevated:

  • HV Rank ≥ 65 — Volatility is near its yearly highs
  • Earnings within the last 5 days — IV hasn't fully crushed yet after the announcement
  • Setup: Sell premium into the remaining elevated IV as it normalizes

Earnings Calendar

Upcoming earnings events with trade recommendations. See which companies report soon and get spread suggestions for each.

Dividends Calendar

Upcoming ex-dividend dates. Useful for planning covered call timing — you generally don't want to sell calls on a stock right before it goes ex-dividend if you want to capture the dividend.

Low Beta

Stocks with a beta below 1.0. These lower-volatility names are useful for more conservative premium-selling strategies where you want less exposure to broad market swings.

Understanding Setup Score

Every option contract in the screener gets a setup score that ranks it against others. The score is a weighted composite of:

FactorWeightWhat It Measures
HV Rank35 ptsHow elevated volatility is relative to its yearly range — higher rank means richer premiums
EMA Signal20 ptsTrend alignment based on moving averages (bullish, bearish, or neutral)
Earnings Safety20 ptsDistance to the next earnings event — more distance means less binary event risk
52-Week Range15 ptsWhere the stock sits in its yearly price range — proximity to lows suggests fear premium
Insider Signal10 ptsRecent Form 4 insider buying or selling activity

A higher setup score means the contract ranks well across multiple factors. The score focuses on the quality of the underlying setup, not the individual contract metrics (edge, return, theta) which are shown as separate columns.

For detailed definitions of every column, see the Screener Metrics Glossary.

Symbol Universe

The screener covers the S&P 500 by default. If a stock you're interested in isn't showing up, add it to your Watchlist — any valid symbol you add is automatically picked up by the nightly pipeline and will appear in screener results within a day.

Using Filters

Delta Presets

Delta measures the probability that an option expires in-the-money. Use the preset buttons to quickly filter by risk level:

  • Far OTM (0.10–0.20) — Lower premium but higher probability of profit (~80–90%)
  • OTM (0.20–0.35) — Balanced premium and probability (~65–80%)
  • Near ATM (0.35–0.55) — Higher premium but lower probability (~45–65%)

Symbol Search

Type a ticker symbol in the search bar to filter results to just that stock.

Top N Per Symbol

Control how many contracts appear per symbol. The default is 4 — increase it if you want to see more strike/expiration combinations for each stock.

Watchlist Only

Toggle this filter to show results only for symbols on your watchlist. Useful when you want to focus on names you already know and follow.

Live Mode

When your broker is connected, enable Live Mode to overlay real-time market data:

  • Bid and ask prices replace end-of-day theoretical values
  • Greeks (delta, theta, IV) update to reflect current market conditions
  • Edge % recalculates based on live pricing
  • Most valuable during market hours (9:30 AM – 4:00 PM ET)

Without Live Mode, the screener uses end-of-day data from the nightly pipeline — still accurate for planning trades, but without intraday price movements.

Exporting Data

Click the export button to download the current screener view as a CSV file. The export respects your active filters, so you get exactly what you see on screen.

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