● aleavici-finance engine
Volatility Edge Scanner
Every night, we compare each stock's market-implied volatility (from real option prices) against our own EGARCH statistical forecast. When the market is pricing options far above or below what our model expects, that gap — the edge — is a real, market-grounded mispricing signal, not an arbitrary threshold. How well that EGARCH reference has actually held up historically varies by sector — see the "Sector backtest" column on each signal below.
Last refreshed 23 October 2026
199
Stocks screened
121
With a real options market
30d
Target expiry horizon
📈 Priced rich — sell premium
Implied volatility is above our forecast. Classic play: covered calls, cash-secured puts.
| # | Stock | Price | Implied Vol | EGARCH Forecast | Edge | Contract to trade | Sector backtest |
|---|---|---|---|---|---|---|---|
| 1 | FTNT Fortinet · USA | $179.99 | 67.7% | 41.7% | +25.9pp | 180 C · 2026-11-20 bid 12.60 / ask 14.80 · OI 408 | Backtest disagrees Technology: 54% win rate, n=432 |
| 2 | CSCO Cisco · USA | $106.50 | 50.8% | 29.9% | +20.9pp | 110 C · 2026-11-20 bid 4.10 / ask 4.35 · OI 4111 | Backtest disagrees Technology: 54% win rate, n=432 |
| 3 | PANW Palo Alto Networks · USA | $380.55 | 63.5% | 45.2% | +18.4pp | 390 C · 2026-11-20 bid 20.30 / ask 24.40 · OI 446 | Backtest disagrees Technology: 54% win rate, n=432 |
| 4 | HSBC · UK | $90.68 | 43.4% | 25.5% | +17.9pp | 91 C · 2026-10-30 bid 1.75 / ask 2.10 · OI 3 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 5 | NET Cloudflare · USA | $325.73 | 83.6% | 67.3% | +16.3pp | 330 C · 2026-11-20 bid 27.15 / ask 29.70 · OI 261 | Backtest disagrees Technology: 54% win rate, n=432 |
| 6 | NOW ServiceNow · USA | $158.96 | 63.3% | 47.6% | +15.7pp | 160 C · 2026-11-20 bid 10.75 / ask 11.10 · OI 7187 | Backtest disagrees Technology: 54% win rate, n=432 |
| 7 | LLY Eli Lilly · USA | $1273.46 | 42.8% | 28.9% | +13.8pp | 1280 C · 2026-11-20 bid 48.95 / ask 56.80 · OI 1401 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 8 | AMZN Amazon · USA | $248.00 | 54.9% | 41.5% | +13.4pp | 250 C · 2026-11-06 bid 10.00 / ask 10.10 · OI 1431 | Backtest agrees Consumer Cyclical: 60% win rate, n=387 |
| 9 | XOM Exxon Mobil · USA | $183.21 | 31.9% | 19.5% | +12.4pp | 185 C · 2026-11-20 bid 5.15 / ask 5.45 · OI 5679 | Backtest agrees Energy: 68% win rate, n=345 |
| 10 | COP ConocoPhillips · USA | $150.80 | 38.5% | 26.1% | +12.3pp | 155 C · 2026-11-20 bid 4.05 / ask 4.95 · OI 1985 | Backtest agrees Energy: 68% win rate, n=345 |
| 11 | AAPL Apple · USA | $347.73 | 31.7% | 19.4% | +12.3pp | 350 C · 2026-11-06 bid 7.35 / ask 7.65 · OI 5461 | Backtest disagrees Technology: 54% win rate, n=432 |
| 12 | SHOP Shopify · Canada | $168.68 | 74.0% | 61.7% | +12.3pp | 170 C · 2026-11-20 bid 12.80 / ask 14.25 · OI 1776 | Backtest disagrees Technology: 54% win rate, n=432 |
| 13 | HD Home Depot · USA | $319.83 | 36.1% | 24.1% | +12.0pp | 320 C · 2026-11-20 bid 12.15 / ask 13.10 · OI 844 | Backtest agrees Consumer Cyclical: 60% win rate, n=387 |
| 14 | CVX Chevron · USA | $233.21 | 32.2% | 20.4% | +11.8pp | 240 C · 2026-11-20 bid 4.70 / ask 5.10 · OI 11514 | Backtest agrees Energy: 68% win rate, n=345 |
| 15 | TXN Texas Instruments · USA | $284.69 | 45.0% | 33.9% | +11.2pp | 285 C · 2026-11-20 bid 11.40 / ask 13.55 · OI 222 | Backtest disagrees Technology: 54% win rate, n=432 |
| 16 | MSFT Microsoft · USA | $524.51 | 36.3% | 25.7% | +10.6pp | 525 C · 2026-11-13 bid 17.15 / ask 17.90 · OI 287 | Backtest disagrees Technology: 54% win rate, n=432 |
| 17 | QCOM QUALCOMM · USA | $175.91 | 56.6% | 46.1% | +10.5pp | 180 C · 2026-11-20 bid 8.85 / ask 9.85 · OI 1947 | Backtest disagrees Technology: 54% win rate, n=432 |
| 18 | WMT Walmart · USA | $119.89 | 32.7% | 22.5% | +10.2pp | 120 C · 2026-11-20 bid 4.35 / ask 4.50 · OI 53881 | Backtest agrees Consumer Defensive: 72% win rate, n=472 |
| 19 | CAT Caterpillar · USA | $687.00 | 50.7% | 41.0% | +9.7pp | 690 C · 2026-11-20 bid 35.00 / ask 36.75 · OI 51 | Backtest agrees Industrials: 64% win rate, n=260 |
| 20 | MA Mastercard · USA | $623.60 | 26.4% | 16.8% | +9.6pp | 625 C · 2026-11-20 bid 16.00 / ask 18.80 · OI 477 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 21 | ADI Analog Devices · USA | $391.07 | 45.7% | 36.4% | +9.3pp | 400 C · 2026-11-20 bid 13.00 / ask 15.90 · OI 129 | Backtest disagrees Technology: 54% win rate, n=432 |
| 22 | V Visa · USA | $407.92 | 24.6% | 15.7% | +8.9pp | 410 C · 2026-11-20 bid 9.55 / ask 10.20 · OI 1392 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 23 | ABBV AbbVie · USA | $285.64 | 34.4% | 25.8% | +8.5pp | 290 C · 2026-11-20 bid 7.90 / ask 8.40 · OI 9348 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 24 | BKNG Booking Holdings (Booking.com) · USA | $155.83 | 49.2% | 41.3% | +7.9pp | 160 C · 2026-11-20 bid 6.30 / ask 7.60 · OI 565 | Backtest agrees Consumer Cyclical: 60% win rate, n=387 |
| 25 | SHEL Shell · UK | $108.18 | 27.4% | 19.7% | +7.7pp | 110 C · 2026-11-20 bid 2.20 / ask 2.35 · OI 1932 | Backtest agrees Energy: 68% win rate, n=345 |
| 26 | CVS CVS Health · USA | $93.47 | 38.7% | 31.1% | +7.6pp | 95 C · 2026-11-20 bid 3.15 / ask 3.40 · OI 3935 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 27 | GOOG Alphabet (Google) · USA | $317.28 | 37.6% | 30.1% | +7.5pp | 320 C · 2026-11-20 bid 12.20 / ask 12.45 · OI 1744 | Backtest disagrees Technology: 54% win rate, n=432 |
| 28 | TJX TJX Companies · USA | $145.06 | 29.7% | 22.3% | +7.4pp | 150 C · 2026-11-20 bid 2.40 / ask 2.70 · OI 747 | Backtest agrees Consumer Cyclical: 60% win rate, n=387 |
| 29 | DE Deere & Company (John Deere) · USA | $646.15 | 36.8% | 29.6% | +7.2pp | 650 C · 2026-11-20 bid 18.40 / ask 26.30 · OI 49 | Backtest agrees Industrials: 64% win rate, n=260 |
| 30 | AMGN Amgen · USA | $439.26 | 38.9% | 31.8% | +7.1pp | 440 C · 2026-11-20 bid 14.60 / ask 18.85 · OI 552 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 31 | UBER Uber · USA | $66.70 | 45.5% | 38.6% | +7.0pp | 67.5 C · 2026-11-20 bid 2.75 / ask 3.15 · OI 2076 | Backtest disagrees Technology: 54% win rate, n=432 |
| 32 | MRK Merck · USA | $145.27 | 36.0% | 29.0% | +6.9pp | 150 C · 2026-11-20 bid 3.55 / ask 3.85 · OI 6504 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 33 | ORCL Oracle · USA | $126.16 | 59.2% | 52.6% | +6.6pp | 130 C · 2026-11-20 bid 6.65 / ask 6.90 · OI 5415 | Backtest disagrees Technology: 54% win rate, n=432 |
| 34 | GLW Corning · USA | $123.69 | 63.2% | 56.9% | +6.3pp | 125 C · 2026-11-20 bid 6.25 / ask 9.70 · OI 222 | Backtest disagrees Technology: 54% win rate, n=432 |
| 35 | LIN Linde · UK | $508.83 | 28.3% | 22.5% | +5.8pp | 510 C · 2026-11-20 bid 12.30 / ask 16.50 · OI 163 | Backtest agrees Basic Materials: 74% win rate, n=361 |
| 36 | GILD Gilead Sciences · USA | $156.04 | 39.8% | 34.7% | +5.1pp | 160 C · 2026-11-20 bid 4.25 / ask 5.15 · OI 1866 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 37 | GE General Electric · USA | $285.64 | 35.2% | 30.3% | +4.9pp | 290 C · 2026-11-20 bid 8.60 / ask 9.75 · OI 168 | Backtest agrees Industrials: 64% win rate, n=260 |
| 38 | NVS Novartis · Switzerland | $151.12 | 29.7% | 25.4% | +4.4pp | 155 C · 2026-11-20 bid 2.95 / ask 3.70 · OI 2421 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 39 | KO Coca-Cola · USA | $92.71 | 22.3% | 18.2% | +4.1pp | 95 C · 2026-11-20 bid 1.24 / ask 1.48 · OI 6427 | Backtest agrees Consumer Defensive: 72% win rate, n=472 |
| 40 | JPM JPMorgan Chase · USA | $331.58 | 23.0% | 18.9% | +4.1pp | 335 C · 2026-11-20 bid 6.75 / ask 7.40 · OI 1964 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 41 | NVO Novo Nordisk · Denmark | $39.05 | 41.1% | 37.1% | +4.0pp | 40 C · 2026-11-20 bid 1.35 / ask 1.41 · OI 11961 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 42 | BABA Alibaba · China | $99.64 | 43.0% | 39.0% | +4.0pp | 100 C · 2026-11-20 bid 4.55 / ask 4.75 · OI 1829 | Backtest agrees Consumer Cyclical: 60% win rate, n=387 |
| 43 | BRK-B Berkshire Hathaway · USA | $542.19 | 17.9% | 14.0% | +3.9pp | 545 C · 2026-11-20 bid 8.80 / ask 10.15 · OI 313 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 44 | AXP American Express · USA | $313.22 | 25.8% | 22.3% | +3.5pp | 320 C · 2026-11-20 bid 5.95 / ask 6.40 · OI 1220 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 45 | TMUS T-Mobile US · USA | $146.54 | 45.0% | 41.6% | +3.3pp | 150 C · 2026-11-20 bid 5.00 / ask 5.60 · OI 324 | Backtest agrees Communication Services: 67% win rate, n=460 |
| 46 | TM Toyota · Japan | $196.79 | 28.2% | 25.0% | +3.2pp | 200 C · 2027-01-15 bid 7.00 / ask 9.80 · OI 306 | Backtest agrees Consumer Cyclical: 60% win rate, n=387 |
| 47 | AZN AstraZeneca · UK | $171.49 | 35.7% | 32.5% | +3.2pp | 175 C · 2026-11-20 bid 5.00 / ask 5.50 · OI 1715 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 48 | VRTX Vertex Pharmaceuticals · USA | $523.93 | 41.5% | 39.0% | +2.5pp | 530 C · 2026-11-20 bid 17.00 / ask 22.00 · OI 89 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 49 | ARM Arm Holdings · UK | $210.33 | 76.5% | 74.4% | +2.1pp | 220 C · 2026-11-20 bid 13.75 / ask 14.85 · OI 730 | Backtest disagrees Technology: 54% win rate, n=432 |
| 50 | COST Costco · USA | $1003.32 | 20.5% | 18.7% | +1.8pp | 1005 C · 2026-11-20 bid 20.90 / ask 23.50 · OI 244 | Backtest agrees Consumer Defensive: 72% win rate, n=472 |
| 51 | CRWD CrowdStrike · USA | $257.57 | 59.9% | 58.3% | +1.6pp | 260 C · 2026-11-20 bid 16.10 / ask 16.60 · OI 1491 | Backtest disagrees Technology: 54% win rate, n=432 |
| 52 | DIS Walt Disney · USA | $112.52 | 36.0% | 34.7% | +1.3pp | 115 C · 2026-11-20 bid 3.10 / ask 3.45 · OI 10154 | Backtest agrees Communication Services: 67% win rate, n=460 |
| 53 | TD Toronto Dominion Bank · Canada | $124.61 | 24.1% | 22.9% | +1.2pp | 125 C · 2027-01-15 bid 4.70 / ask 5.60 · OI 1751 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 54 | AMD · USA | $516.79 | 68.5% | 67.3% | +1.2pp | 520 C · 2026-11-06 bid 26.50 / ask 27.25 · OI 516 | Backtest disagrees Technology: 54% win rate, n=432 |
| 55 | IBM · USA | $253.56 | 35.8% | 34.6% | +1.2pp | 255 C · 2026-11-20 bid 8.30 / ask 9.20 · OI 1702 | Backtest disagrees Technology: 54% win rate, n=432 |
| 56 | TMO Thermo Fisher Scientific · USA | $673.82 | 35.1% | 33.9% | +1.2pp | 680 C · 2026-11-20 bid 20.30 / ask 22.40 · OI 311 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 57 | PLTR Palantir · USA | $196.75 | 66.9% | 65.8% | +1.1pp | 200 C · 2026-11-20 bid 13.00 / ask 13.30 · OI 12972 | Backtest disagrees Technology: 54% win rate, n=432 |
| 58 | MS Morgan Stanley · USA | $179.49 | 32.1% | 31.0% | +1.1pp | 180 C · 2026-11-20 bid 5.40 / ask 6.10 · OI 1540 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 59 | PFE Pfizer · USA | $30.03 | 29.2% | 28.2% | +1.0pp | 31 C · 2026-11-20 bid 0.37 / ask 0.45 · OI 13272 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 60 | INTC Intel · USA | $86.96 | 66.9% | 65.9% | +1.0pp | 87.5 C · 2026-11-20 bid 6.30 / ask 6.40 · OI 1523 | Backtest disagrees Technology: 54% win rate, n=432 |
| 61 | BP · UK | $51.32 | 35.4% | 34.4% | +1.0pp | 52.5 C · 2026-11-20 bid 1.26 / ask 1.34 · OI 2253 | Backtest agrees Energy: 68% win rate, n=345 |
| 62 | GS Goldman Sachs · USA | $875.68 | 35.1% | 34.2% | +0.9pp | 880 C · 2026-11-20 bid 28.50 / ask 34.25 · OI 219 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 63 | BLK BlackRock · USA | $1118.25 | 30.0% | 29.1% | +0.9pp | 1120 C · 2026-11-20 bid 31.90 / ask 37.40 · OI 24 | Backtest agrees Financial Services: 57% win rate, n=432 |
| 64 | WELL Welltower · USA | $237.32 | 30.4% | 30.0% | +0.4pp | 240 C · 2026-11-20 bid 5.70 / ask 6.60 · OI 919 | not yet validated |
| 65 | DHR Danaher · USA | $230.50 | 36.3% | 35.8% | +0.4pp | 235 C · 2026-11-13 bid 4.30 / ask 6.60 · OI 23 | Backtest agrees Healthcare: 66% win rate, n=265 |
| 66 | TTE TotalEnergies · France | $92.78 | 26.6% | 26.3% | +0.3pp | 95 C · 2026-11-20 bid 1.75 / ask 1.95 · OI 2422 | Backtest agrees Energy: 68% win rate, n=345 |
📉 Priced cheap — buy premium
Implied volatility is below our forecast. Classic play: long calls/puts, straddles.
| # | Stock | Price | Implied Vol | EGARCH Forecast | Edge | Contract to trade | Sector backtest |
|---|---|---|---|---|---|---|---|
| 1 | APH Amphenol · USA | $74.09 | 51.9% | 632.0% | -580.1pp | 75 C · 2026-11-20 bid 3.60 / ask 4.00 · OI 500 | Backtest agrees Technology: 46% win rate, n=432 |
| 2 | GEV GE Vernova · USA | $815.00 | 56.1% | 100.4% | -44.3pp | 820 C · 2026-11-20 bid 48.30 / ask 49.50 · OI 42 | Backtest disagrees Industrials: 36% win rate, n=260 |
| 3 | ASX ASE Group · Taiwan | $38.69 | 64.0% | 103.0% | -39.0pp | 40 C · 2026-11-20 bid 2.15 / ask 2.65 · OI 233 | Backtest agrees Technology: 46% win rate, n=432 |
| 4 | MRVL Marvell Technology · USA | $228.51 | 65.9% | 93.0% | -27.0pp | 230 C · 2026-11-20 bid 16.30 / ask 16.55 · OI 2754 | Backtest agrees Technology: 46% win rate, n=432 |
| 5 | LRCX Lam Research · USA | $230.10 | 56.3% | 81.4% | -25.1pp | 240 C · 2026-11-20 bid 9.85 / ask 10.75 · OI 460 | Backtest agrees Technology: 46% win rate, n=432 |
| 6 | SNDK Sandisk · USA | $1238.03 | 76.2% | 99.6% | -23.4pp | 1240 C · 2026-11-20 bid 100.10 / ask 109.60 · OI 33 | Backtest agrees Technology: 46% win rate, n=432 |
| 7 | DELL Dell · USA | $456.44 | 64.9% | 86.3% | -21.4pp | 460 C · 2026-11-20 bid 31.45 / ask 31.95 · OI 635 | Backtest agrees Technology: 46% win rate, n=432 |
| 8 | SCCO Southern Copper · USA | $185.01 | 52.8% | 73.8% | -21.1pp | 190 C · 2026-11-20 bid 5.50 / ask 7.80 · OI 324 | Backtest disagrees Basic Materials: 26% win rate, n=361 |
| 9 | BX Blackstone Group · USA | $117.97 | 40.2% | 58.7% | -18.5pp | 120 C · 2026-11-20 bid 3.35 / ask 3.75 · OI 1392 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 10 | LMT Lockheed Martin · USA | $604.18 | 31.2% | 49.3% | -18.1pp | 605 C · 2026-11-20 bid 18.00 / ask 20.80 · OI 111 | Backtest disagrees Industrials: 36% win rate, n=260 |
| 11 | NFLX Netflix · USA | $65.85 | 31.2% | 47.7% | -16.5pp | 67.5 C · 2026-11-20 bid 1.59 / ask 1.65 · OI 3809 | Backtest disagrees Communication Services: 33% win rate, n=460 |
| 12 | BA Boeing · USA | $188.35 | 38.7% | 55.1% | -16.4pp | 190 C · 2026-11-20 bid 7.10 / ask 7.60 · OI 7883 | Backtest disagrees Industrials: 36% win rate, n=260 |
| 13 | T AT& · USA | $20.93 | 31.1% | 46.6% | -15.5pp | 21 C · 2026-11-20 bid 0.64 / ask 0.73 · OI 221 | Backtest disagrees Communication Services: 33% win rate, n=460 |
| 14 | UL Unilever · UK | $66.23 | 25.4% | 40.6% | -15.2pp | 67.5 C · 2026-11-20 bid 1.10 / ask 1.25 · OI 1255 | Backtest disagrees Consumer Defensive: 28% win rate, n=472 |
| 15 | PH Parker-Hannifin · USA | $880.57 | 42.5% | 57.3% | -14.9pp | 900 C · 2026-11-20 bid 27.10 / ask 33.60 · OI 35 | Backtest disagrees Industrials: 36% win rate, n=260 |
| 16 | STX Seagate Technology · Ireland | $630.49 | 71.4% | 84.9% | -13.5pp | 640 C · 2026-11-20 bid 46.10 / ask 47.10 · OI 48 | Backtest agrees Technology: 46% win rate, n=432 |
| 17 | KLAC KLA · USA | $145.61 | 63.4% | 76.7% | -13.3pp | 146 C · 2026-11-20 bid 8.50 / ask 11.70 · OI 18 | Backtest agrees Technology: 46% win rate, n=432 |
| 18 | ANET Arista Networks · USA | $172.37 | 59.4% | 71.6% | -12.2pp | 175 C · 2026-11-20 bid 9.65 / ask 11.60 · OI 671 | Backtest agrees Technology: 46% win rate, n=432 |
| 19 | C Citigroup · USA | $120.62 | 29.1% | 40.3% | -11.1pp | 125 C · 2026-11-20 bid 1.81 / ask 2.00 · OI 2611 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 20 | NVDA NVIDIA · USA | $210.96 | 41.3% | 52.3% | -11.0pp | 215 C · 2026-11-06 bid 4.45 / ask 4.55 · OI 3105 | Backtest agrees Technology: 46% win rate, n=432 |
| 21 | NEE Nextera Energy · USA | $82.10 | 23.8% | 34.6% | -10.8pp | 82.5 C · 2026-11-20 bid 1.82 / ask 2.10 · OI 3040 | Backtest disagrees Utilities: 30% win rate, n=483 |
| 22 | META Meta Platforms (Facebook) · USA | $642.62 | 39.1% | 49.4% | -10.2pp | 645 C · 2026-11-06 bid 18.30 / ask 18.95 · OI 120 | Backtest agrees Technology: 46% win rate, n=432 |
| 23 | RIO Rio Tinto · UK | $83.42 | 31.3% | 41.5% | -10.2pp | 85 C · 2026-12-18 bid 3.30 / ask 3.70 · OI 522 | Backtest disagrees Basic Materials: 26% win rate, n=361 |
| 24 | ISRG Intuitive Surgical · USA | $452.29 | 35.5% | 45.4% | -9.8pp | 455 C · 2026-11-20 bid 12.20 / ask 18.30 · OI 304 | Backtest disagrees Healthcare: 34% win rate, n=265 |
| 25 | BTI British American Tobacco · UK | $59.48 | 24.1% | 33.8% | -9.7pp | 60 C · 2027-01-15 bid 2.30 / ask 2.50 · OI 1895 | Backtest disagrees Consumer Defensive: 28% win rate, n=472 |
| 26 | PGR Progressive · USA | $228.07 | 31.0% | 39.6% | -8.6pp | 230 C · 2026-11-20 bid 5.80 / ask 6.70 · OI 412 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 27 | RTX · USA | $191.01 | 28.5% | 36.9% | -8.4pp | 195 C · 2026-11-20 bid 3.80 / ask 4.45 · OI 875 | Backtest disagrees Industrials: 36% win rate, n=260 |
| 28 | MO Altria Group · USA | $74.31 | 28.1% | 36.1% | -8.0pp | 75 C · 2026-11-20 bid 1.95 / ask 2.09 · OI 3564 | Backtest disagrees Consumer Defensive: 28% win rate, n=472 |
| 29 | SNOW Snowflake · USA | $325.43 | 54.0% | 61.6% | -7.6pp | 330 C · 2026-11-20 bid 17.45 / ask 18.40 · OI 514 | Backtest agrees Technology: 46% win rate, n=432 |
| 30 | WDC Western Digital · USA | $343.67 | 67.2% | 74.1% | -6.9pp | 350 C · 2026-11-20 bid 22.75 / ask 23.50 · OI 635 | Backtest agrees Technology: 46% win rate, n=432 |
| 31 | PM Philip Morris International · USA | $199.47 | 28.8% | 35.7% | -6.8pp | 200 C · 2026-11-20 bid 5.70 / ask 6.60 · OI 3195 | Backtest disagrees Consumer Defensive: 28% win rate, n=472 |
| 32 | CB Chubb · Switzerland | $355.11 | 21.8% | 28.4% | -6.6pp | 360 C · 2026-11-20 bid 5.80 / ask 7.20 · OI 348 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 33 | ASML · Netherlands | $1571.80 | 42.8% | 48.7% | -5.9pp | 1580 C · 2026-11-20 bid 68.20 / ask 70.90 · OI 33 | Backtest agrees Technology: 46% win rate, n=432 |
| 34 | PG Procter & Gamble · USA | $161.02 | 18.8% | 24.2% | -5.4pp | 165 C · 2026-11-20 bid 1.80 / ask 2.04 · OI 2328 | Backtest disagrees Consumer Defensive: 28% win rate, n=472 |
| 35 | PEP Pepsico · USA | $135.77 | 21.9% | 27.3% | -5.4pp | 140 C · 2026-11-20 bid 1.59 / ask 1.85 · OI 3918 | Backtest disagrees Consumer Defensive: 28% win rate, n=472 |
| 36 | BAC Bank of America · USA | $50.56 | 24.4% | 29.4% | -5.0pp | 52.5 C · 2026-11-20 bid 0.62 / ask 0.70 · OI 7793 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 37 | ETN Eaton · Ireland | $366.11 | 51.3% | 56.2% | -4.9pp | 370 C · 2026-11-20 bid 17.70 / ask 20.30 · OI 99 | Backtest disagrees Industrials: 36% win rate, n=260 |
| 38 | UBS · Switzerland | $46.37 | 30.7% | 35.5% | -4.8pp | 47.5 C · 2027-01-15 bid 2.25 / ask 2.35 · OI 2607 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 39 | BHP BHP Group · Australia | $77.85 | 34.7% | 39.2% | -4.5pp | 80 C · 2026-11-20 bid 1.90 / ask 2.15 · OI 68 | Backtest disagrees Basic Materials: 26% win rate, n=361 |
| 40 | TSLA Tesla · USA | $372.22 | 43.1% | 47.3% | -4.2pp | 375 C · 2026-11-06 bid 10.60 / ask 10.95 · OI 1138 | Backtest disagrees Consumer Cyclical: 40% win rate, n=387 |
| 41 | MU Micron Technology · USA | $877.55 | 57.8% | 61.5% | -3.7pp | 880 C · 2026-11-06 bid 37.55 / ask 38.65 · OI 212 | Backtest agrees Technology: 46% win rate, n=432 |
| 42 | MCD McDonald · USA | $248.46 | 25.7% | 29.3% | -3.6pp | 250 C · 2026-11-20 bid 6.00 / ask 6.70 · OI 5124 | Backtest disagrees Consumer Cyclical: 40% win rate, n=387 |
| 43 | PLD Prologis · USA | $126.45 | 25.7% | 29.2% | -3.5pp | 130 C · 2026-12-18 bid 3.10 / ask 3.50 · OI 215 | not yet validated |
| 44 | WFC Wells Fargo · USA | $82.39 | 25.8% | 29.2% | -3.4pp | 82.5 C · 2026-11-20 bid 2.06 / ask 2.18 · OI 3685 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 45 | UNH UnitedHealth · USA | $418.09 | 27.7% | 30.9% | -3.2pp | 420 C · 2026-11-20 bid 11.95 / ask 12.50 · OI 4031 | Backtest disagrees Healthcare: 34% win rate, n=265 |
| 46 | BMY Bristol-Myers Squibb · USA | $61.48 | 37.2% | 40.2% | -2.9pp | 62.5 C · 2026-11-20 bid 1.87 / ask 2.24 · OI 4029 | Backtest disagrees Healthcare: 34% win rate, n=265 |
| 47 | AMAT Applied Materials · USA | $377.24 | 58.4% | 61.1% | -2.7pp | 380 C · 2026-11-20 bid 23.20 / ask 23.60 · OI 245 | Backtest agrees Technology: 46% win rate, n=432 |
| 48 | CRM Salesforce · USA | $248.57 | 44.2% | 46.8% | -2.6pp | 250 C · 2026-11-20 bid 11.25 / ask 11.90 · OI 4327 | Backtest agrees Technology: 46% win rate, n=432 |
| 49 | SCHW Charles Schwab · USA | $90.58 | 28.1% | 30.6% | -2.5pp | 92.5 C · 2026-11-20 bid 1.66 / ask 2.00 · OI 457 | Backtest disagrees Financial Services: 43% win rate, n=432 |
| 50 | TSM TSMC · Taiwan | $418.51 | 36.0% | 38.2% | -2.1pp | 420 C · 2026-11-20 bid 15.30 / ask 16.25 · OI 2915 | Backtest agrees Technology: 46% win rate, n=432 |
| 51 | JNJ Johnson & Johnson · USA | $263.81 | 25.2% | 26.4% | -1.2pp | 270 C · 2026-11-20 bid 4.55 / ask 5.20 · OI 4415 | Backtest disagrees Healthcare: 34% win rate, n=265 |
| 52 | NEM Newmont · USA | $108.87 | 41.8% | 42.9% | -1.0pp | 110 C · 2026-11-20 bid 4.15 / ask 4.95 · OI 137 | Backtest disagrees Basic Materials: 26% win rate, n=361 |
| 53 | SAP · Germany | $238.14 | 36.1% | 37.1% | -0.9pp | 240 C · 2026-11-20 bid 8.10 / ask 8.90 · OI 553 | Backtest agrees Technology: 46% win rate, n=432 |
| 54 | VZ Verizon · USA | $44.66 | 32.1% | 33.0% | -0.9pp | 45 C · 2026-11-20 bid 1.23 / ask 1.36 · OI 8008 | Backtest disagrees Communication Services: 33% win rate, n=460 |
| 55 | AVGO Broadcom · USA | $321.68 | 43.4% | 43.8% | -0.4pp | 325 C · 2026-11-06 bid 9.30 / ask 9.70 · OI 192 | Backtest agrees Technology: 46% win rate, n=432 |
📐EGARCH forecast, not a guess
📊Real option chain prices
🔄Refreshed nightly
⚠️Thin options markets skipped
🧪Sector-level edge, walk-forward backtested
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