Variance Risk Premium — Candidats du jour

Dernière analyse : 2026-08-25 16:18 ET 🔴  ·  Triés par VRP décroissant  ·  A = Tier A (>8 pts, yeux fermés)   B = Zone test (5–8 pts)   — = Skip (<5 pts)

🎯 Trades disponibles — 15 candidats
TickerSpotIV %HV30 % VRP ptsIVRRégime StructureCrédit $Max Loss $PoP % Expiry / DTE
XLB A 📌 OUVERT $53.58 47.71% 18.01% +29.69 pts 43.1% Sideways Iron Condor $86.81 $461.3 70.6% 2026-09-25
31j		 En position
FISV A $52.96 61.01% 40.52% +20.49 pts — Sideways Iron Condor $111.92 $464.18 70.6% 2026-09-25
31j
XLI A 📌 OUVERT $179.0 24.03% 15.91% +8.12 pts 27.5% Sideways Iron Condor $103.51 $452.19 70.6% 2026-09-25
31j		 En position
SIGNAL FAIBLE — VRP < 5 pts Edge insuffisant après commissions. Ignorer pour le backtest.
BAC — 📌 OUVERT $62.33 21.02% 17.49% +3.53 pts 24.3% Sideways Iron Condor $77.23 $475.33 70.6% 2026-09-25
31j		 En position
JPM — 📌 OUVERT $356.39 22.73% 19.33% +3.4 pts 39.3% Sideways Iron Condor $268.43 $879.94 70.6% 2026-09-25
31j		 En position
IWM — 📌 OUVERT $297.97 17.54% 14.3% +3.24 pts 19.6% Sideways Iron Condor $208.56 $905.34 70.6% 2026-09-25
31j		 En position
XLC — $112.32 25.13% 22.22% +2.91 pts 15.4% Sideways Iron Condor $95.58 $457.66 70.6% 2026-09-25
31j		 skip
MSTR — 📌 OUVERT $122.63 72.42% 70.04% +2.38 pts 23.7% Bull Put Credit $88.39 $411.61 84.0% 2026-09-25
31j		 En position
BABA — $118.47 47.44% 45.4% +2.04 pts 46.7% Sideways Iron Condor $125.43 $449.28 70.6% 2026-09-25
31j		 skip
🔥 OPPORTUNISTE — Top movers ±8% semaine · 5 candidats Peur résiduelle ou hype résiduel — même moteur VRP, univers dynamique Finviz
TickerSpotIV %HV30 % VRP ptsMouvementIVRRégime StructureCrédit $Max Loss $PoP % Expiry / DTE
OKTA A 📌 OUVERT $130.97 70.75% 51.46% +19.29 pts 📉 Crash — Sideways Iron Condor $140.2 $452.23 70.6% 2026-09-25
31j		 En position
GNRC A 📌 OUVERT $203.56 52.43% 43.12% +9.32 pts 📉 Crash — Sideways Iron Condor $247.07 $891.66 70.6% 2026-09-25
31j		 En position
CRM 📌 OUVERT $209.06 52.02% 47.24% +4.79 pts 📈 Surge — Bull Put Credit $165.7 $834.3 84.0% 2026-09-25
31j		 En position
CRWD $190.68 60.17% 56.46% +3.72 pts 📉 Crash — Bull Put Credit $91.94 $408.06 84.0% 2026-09-25
31j		 skip
FCX 📌 OUVERT $77.8 52.22% 49.37% +2.85 pts 📈 Surge — Bull Put Credit $76.53 $423.47 84.0% 2026-09-25
31j		 En position
📰 POST-EARNINGS — 1 scannés aujourd'hui IV crush résiduel · même moteur VRP
TickerSpotIV %HV30 %VRP ptsRégime StructureCrédit $Max Loss $PoP %Expiry / DTE
INTU A $369.92 57.19%46.84% +10.36 pts Bull Put Credit $172.72 $827.28 84.0% 2026-09-25
31j
📅 WATCHLIST SEMAINE PROCHAINE — 17 tickers à surveiller
2026-08-25 INTU4j
2026-08-26 A5j CRWD5j HPQ5j CRM5j SJM5j SNPS5j VEEV5j WSM5j
2026-08-27 ADSK6j BBY6j DG6j DLTR6j HRL6j MRVL6j ULTA6j WDAY6j
⚡ VRP SPIKE DIRECTIONAL — 12 candidats VRP ≥ 8 pts + Markov Bull/Bear · PCS ou CCS aligné sur le momentum · stats séparées
TickerSpotVRPIV %RégimeStructure Crédit $Max Loss $PoP %Expiry / DTE
ZS A $176.06 +22.46 pts ⚡ 71.89% Bull PCS $99.96 $400.04 84.0% 2026-09-25
31j		 En position
VRP 22.5 pts + Bull: Put Credit Spread ⚡22.5pts
MDB A $402.69 +19.97 pts ⚡ 82.86% Bull PCS $201.49 $798.51 84.0% 2026-09-25
31j		 En position
VRP 20.0 pts + Bull: Put Credit Spread ⚡20.0pts
GTLB A $42.03 +19.21 pts ⚡ 73.58% Bull PCS $68.55 $431.45 84.0% 2026-09-25
31j		 En position
VRP 19.2 pts + Bull: Put Credit Spread ⚡19.2pts
VLO A $346.0 +12.16 pts ⚡ 44.64% Bull PCS $162.4 $837.6 84.0% 2026-09-25
31j		 En position
VRP 12.2 pts + Bull: Put Credit Spread ⚡12.2pts
PSX A $241.96 +10.04 pts ⚡ 40.44% Bull PCS $137.63 $862.37 84.0% 2026-09-25
31j		 En position
VRP 10.0 pts + Bull: Put Credit Spread ⚡10.0pts
SQM A $82.33 +19.14 pts ⚡ 59.28% Bull PCS $84.44 $415.56 84.0% 2026-09-18
24j		 En position
VRP 19.1 pts + Bull: Put Credit Spread ⚡19.1pts
INTU A $369.92 +10.36 pts ⚡ 57.19% Bull PCS $172.72 $827.28 84.0% 2026-09-25
31j
VRP 10.4 pts + Bull: Put Credit Spread ⚡10.4pts
DLTR A $136.75 +21.35 pts ⚡ 50.76% Bull PCS $82.12 $417.88 84.0% 2026-09-25
31j		 En position
VRP 21.4 pts + Bull: Put Credit Spread ⚡21.4pts
A A $153.43 +18.8 pts ⚡ 47.64% Bull PCS $85.63 $414.37 84.0% 2026-09-18
24j
VRP 18.8 pts + Bull: Put Credit Spread ⚡18.8pts
ULTA A $538.76 +14.55 pts ⚡ 51.58% Bull PCS $179.46 $820.54 84.0% 2026-09-25
31j		 En position
VRP 14.6 pts + Bull: Put Credit Spread ⚡14.6pts
VEEV A $248.46 +13.58 pts ⚡ 54.77% Bull PCS $155.8 $844.2 84.0% 2026-09-18
24j		 En position
VRP 13.6 pts + Bull: Put Credit Spread ⚡13.6pts
ADSK A $254.42 +9.02 pts ⚡ 52.49% Bull PCS $161.61 $838.39 84.0% 2026-09-25
31j		 En position
VRP 9.0 pts + Bull: Put Credit Spread ⚡9.0pts
⚪ Pas d'edge (VRP trop faible) — 43
TickerVRPIV %HV30 %RégimeRaison
SPXS 10.04 pts 47.39%37.35% Bear crédit insuffisant: 5.5% < 15% ($26 crédit / $474 max loss) — IV trop basse
SLV 6.69 pts 43.79%37.1% Bull crédit insuffisant: 11.4% < 15% ($51 crédit / $449 max loss) — IV trop basse
XLE 6.16 pts 27.43%21.27% Bull crédit insuffisant: 5.2% < 15% ($25 crédit / $475 max loss) — IV trop basse
XLU 4.56 pts 18.78%14.21% Bear crédit insuffisant: 3.7% < 15% ($18 crédit / $482 max loss) — IV trop basse
XLF 3.99 pts 15.25%11.26% Sideways crédit insuffisant: 9.8% < 15% ($48 crédit / $485 max loss) — IV trop basse
LQD 2.99 pts 8.39%5.4% Sideways crédit insuffisant: 13.9% < 15% ($66 crédit / $470 max loss) — IV trop basse
EFA 2.38 pts 15.41%13.04% Sideways crédit insuffisant: 14.8% < 15% ($70 crédit / $472 max loss) — IV trop basse
GLD 1.71 pts 25.53%23.82% Bull VRP 1.7 pts < 2.0: no edge
IEF 1.01 pts 5.51%4.5% Sideways VRP 1.0 pts < 2.0: no edge
SPY 0.66 pts 12.99%12.33% Sideways VRP 0.7 pts < 2.0: no edge
TLT 0.62 pts 10.98%10.36% Sideways VRP 0.6 pts < 2.0: no edge
XLK 0.58 pts 30.61%30.04% Sideways VRP 0.6 pts < 2.0: no edge
XLP 0.12 pts 18.24%18.12% Sideways VRP 0.1 pts < 2.0: no edge
XLRE 0.07 pts 13.43%13.35% Sideways VRP 0.1 pts < 2.0: no edge
NEM -0.08 pts 48.35%48.44% Bull VRP -0.1 pts < 2.0: no edge
XLV -0.09 pts 19.69%19.78% Bull VRP -0.1 pts < 2.0: no edge
EEM -0.12 pts 25.34%25.46% Sideways VRP -0.1 pts < 2.0: no edge
DIA -0.39 pts 12.56%12.95% Sideways VRP -0.4 pts < 2.0: no edge
XLY -0.86 pts 21.87%22.73% Bull VRP -0.9 pts < 2.0: no edge
QQQ -2.21 pts 19.53%21.73% Sideways VRP -2.2 pts < 2.0: no edge
PH -2.27 pts 26.79%29.07% Sideways VRP -2.3 pts < 2.0: no edge
NFLX -3.38 pts 32.89%36.26% Bull VRP -3.4 pts < 2.0: no edge
SQQQ -5.48 pts 61.11%66.59% Bear VRP -5.5 pts < 2.0: no edge
UBER -6.77 pts 35.85%42.62% Bull VRP -6.8 pts < 2.0: no edge
HOOD -7.32 pts 63.18%70.51% Bull VRP -7.3 pts < 2.0: no edge
META -7.38 pts 35.39%42.77% Bear VRP -7.4 pts < 2.0: no edge
AAPL -8.46 pts 24.38%32.84% Bear VRP -8.5 pts < 2.0: no edge
USO -8.92 pts 46.92%55.84% Bull VRP -8.9 pts < 2.0: no edge
COIN -10.25 pts 65.36%75.61% Bull VRP -10.2 pts < 2.0: no edge
GS -10.51 pts 32.65%43.16% Sideways VRP -10.5 pts < 2.0: no edge
PYPL -13.27 pts 36.98%50.24% Bull VRP -13.3 pts < 2.0: no edge
GOOGL -14.7 pts 28.83%43.53% Bull VRP -14.7 pts < 2.0: no edge
SHOP -18.24 pts 52.13%70.38% Bull VRP -18.2 pts < 2.0: no edge
TSLA -18.52 pts 40.4%58.93% Bull VRP -18.5 pts < 2.0: no edge
AMD -20.57 pts 52.67%73.24% Bear VRP -20.6 pts < 2.0: no edge
MSFT -22.93 pts 26.91%49.84% Bull VRP -22.9 pts < 2.0: no edge
AMZN -23.01 pts 29.22%52.23% Bull VRP -23.0 pts < 2.0: no edge
SPCX -35.42 pts 54.08%89.5% Bull VRP -35.4 pts < 2.0: no edge
PLTR -44.76 pts 46.08%90.84% Bull VRP -44.8 pts < 2.0: no edge
HRL EARNINGS 17.89 pts 37.99%20.1% Bear crédit insuffisant: 4.8% < 15% ($23 crédit / $477 max loss) — IV trop basse
HPQ EARNINGS 0.8 pts 53.54%52.74% Bull VRP 0.8 pts < 2.0: no edge
MRVL EARNINGS -15.45 pts 77.12%92.57% Bull VRP -15.4 pts < 2.0: no edge
WDAY EARNINGS -22.59 pts 54.39%76.98% Bull VRP -22.6 pts < 2.0: no edge