Wheel Candidate Screener

Every Sunday, this screener scores the S&P 500 on six factors and ranks the best candidates for selling cash-secured puts. The same list feeds my live wheel bot.

last run: June 7, 2026 · universe: S&P 500 · price $5–$60 · market cap > $5B

#TickerScorePriceIV Rank
1CNP84.9$42.2694%
2DOC82.5$19.1698%
3HPE81.6$43.09100%
4HPQ81.4$27.0697%
5FE80.3$46.3988%
6BEN79.0$31.0387%
7KMI79.0$31.0999%
8BMY77.9$57.1867%
9OXY76.4$56.6679%
10F74.7$17.45100%
11SMCI74.6$46.1164%
12DVN74.1$44.5191%
13TSCO74.1$31.5566%
14FIS73.4$43.0174%
15CPRT72.9$32.7656%

How the score works

IV Rank30%

Higher implied volatility rank means richer premiums for the same strike distance.

Backtest25%

Win rate and profit factor from simulating cash-secured puts on the last 2 years of data.

Mean Reversion15%

Stocks that historically bounce off short-term dips suit put selling better than trenders.

Earnings Distance12%

Penalizes names with earnings inside the option window — the wheel avoids binary events.

Dividend Yield10%

A dividend cushions assignment: you get paid while holding shares and selling calls.

Sector8%

Favors defensive sectors and caps concentration at 3 names per sector.

Get the list every Sunday

One email a week with the fresh screener results when the run completes. No spam, unsubscribe anytime.

Not financial advice. This screener ranks candidates for a specific options strategy (the wheel) using historical data and simulated backtests; past performance does not predict future results. I trade this list with paper money — see the live dashboard for how it's actually going.