S&P 500

Credit-Spread Screener

Defined-risk premium selling on quality names — no large cash lock-up. Sell the ~16Δ put, buy a ~8Δ put below it — defined-risk, neutral-to-bullish. Ranked by return on risk (credit ÷ max loss). 121 names · US large/mid caps (Russell 3000 ∪ S&P 1500 ∪ Nasdaq 100) · as of Jun 30, 3:50 AM

Credit = net premium collected up frontMax loss = width − credit (your defined risk)RoR = credit ÷ max loss, the return on riskPOP = prob. the short strike holds (≈ 1 − short Δ)Earnings = report before expiry
Min RoR
Min POP
80 of 121
TickerCompanyShort / LongExpBreak-even
PNRPentair plcIndustrials$76.3062ʳ34%$67.5 / $65Aug 2152dJul 2120d$0.83$1.6749%80%$66.67
TTDThe Trade Desk, Inc.Communication Services$18.6574ʳ60%$16 / $14.5Aug 738dAug 637d$0.44$1.0642%76%$15.56
UBERUber Technologies, Inc.Industrials$75.50100ʳ49%$66 / $63Aug 738dAug 535d$0.73$2.2732%83%$65.28
JKHYJack Henry & Associates, Inc.Financials$136.7392ʳ33%$125 / $120Aug 2152d$1.18$3.8331%77%$123.83
TROWT. Rowe Price Group, Inc.Financials$114.3862ʳ29%$105 / $100Aug 2152dJul 3130d$1.08$3.9227%79%$103.92
CFCF Industries Holdings, Inc.Materials$105.4035ʳ42%$92 / $90Aug 738dAug 536d$0.40$1.6025%85%$91.60
RMDResMed Inc.Health Care$198.4383ʳ40%$175 / $165Aug 2152d$1.95$8.0524%81%$173.05
PYPLPayPal Holdings, Inc.Financials$44.3859ʳ46%$39 / $37Aug 738dJul 2827d$0.37$1.6323%82%$38.63
ADBEAdobe Inc.Information Technology$206.4396ʳ40%$185 / $175Aug 738dSep 1072d$1.82$8.1822%80%$183.18
PEPPepsiCo, Inc.Consumer Staples$138.6854ʳ29%$130 / $125Aug 738dJul 98d$0.91$4.0922%79%$129.09
QCOMQUALCOMM IncorporatedInformation Technology$188.7288ʳ73%$155 / $140Aug 738dJul 2929d$2.71$12.2922%83%$152.28
CDWCDW CorporationInformation Technology$139.8288ʳ48%$120 / $115Aug 2152dAug 535d$0.87$4.1321%82%$119.13
UHSUniversal Health Services, Inc.Health Care$147.0248ʳ40%$130 / $125Aug 2152dJul 2727d$0.88$4.1321%81%$129.13
NTAPNetApp, Inc.Information Technology$155.0678ʳ46%$135 / $125Aug 2152d$1.73$8.2821%82%$133.28
PTCPTC Inc.Information Technology$113.8991ʳ45%$100 / $90Aug 2152dAug 536d$1.70$8.3021%80%$98.30
ULTAUlta Beauty, Inc.Consumer Discretionary$459.1276ʳ38%$415 / $405Aug 738dAug 2758d$1.70$8.3021%81%$413.30
IQVIQVIA Holdings Inc.Health Care$193.2867ʳ46%$165 / $155Aug 2152dJul 2120d$1.68$8.3220%85%$163.32
CBOECboe Global Markets, Inc.Financials$231.51100ʳ45%$205 / $195Aug 738dJul 3130d$1.60$8.4019%81%$203.40
SYYSysco CorporationConsumer Staples$83.4069ʳ24%$77.5 / $75Aug 2152dJul 2827d$0.40$2.1019%79%$77.10
ITWIllinois Tool Works Inc.Industrials$267.4760ʳ27%$240 / $230Aug 2152dJul 2928d$1.60$8.4019%84%$238.40
ERIEErie Indemnity CompanyFinancials$237.5198ʳ40%$210 / $200Aug 2152dAug 637d$1.55$8.4518%81%$208.45
HDThe Home Depot, Inc.Consumer Discretionary$350.8189ʳ29%$325 / $310Aug 738dAug 1848d$2.28$12.7218%81%$322.72
EXPEExpedia Group, Inc.Consumer Discretionary$265.2869ʳ59%$235 / $195Aug 738dAug 637d$5.92$34.0817%77%$229.07
IBMInternational Business Machines CorporationInformation Technology$278.0085ʳ53%$240 / $220Aug 738dJul 2222d$2.96$17.0517%83%$237.04
MSMorgan StanleyFinancials$211.7290ʳ36%$195 / $180Aug 738dJul 1514d$2.21$12.7917%78%$192.79
NOCNorthrop Grumman CorporationIndustrials$496.0279ʳ32%$445 / $425Aug 2152dJul 2120d$2.95$17.0517%84%$442.05
CCLCarnival Corporation Ltd.Consumer Discretionary$29.1969ʳ47%$26 / $24Aug 738d$0.29$1.7117%79%$25.71
LULUlululemon athletica inc.Consumer Discretionary$114.2982ʳ47%$100 / $95Aug 738dSep 365d$0.72$4.2817%84%$99.28
NFLXNetflix, Inc.Communication Services$73.7868ʳ45%$65 / $61Aug 738dJul 1616d$0.57$3.4317%83%$64.43
RJFRaymond James Financial, Inc.Financials$149.0838ʳ32%$135 / $125Aug 2152dJul 2222d$1.43$8.5717%80%$133.57
SCHWThe Charles Schwab CorporationFinancials$90.5567ʳ34%$82 / $81Aug 738dJul 2120d$0.14$0.8616%74%$81.86
DALDelta Air Lines, Inc.Industrials$93.1748ʳ44%$82 / $78Aug 738dJul 109d$0.55$3.4516%82%$81.44
RCLRoyal Caribbean Cruises Ltd.Consumer Discretionary$321.4480ʳ52%$275 / $260Aug 738dJul 2827d$2.05$12.9516%83%$272.95
AONAon plcFinancials$327.5785ʳ31%$300 / $280Aug 2152dJul 2423d$2.73$17.2716%79%$297.27
METAMeta Platforms, Inc.Communication Services$562.6069ʳ44%$495 / $470Aug 738dJul 2929d$3.38$21.6316%84%$491.63
ACNAccenture plcInformation Technology$124.7498ʳ50%$110 / $100Aug 738d$1.34$8.6616%81%$108.66
LMTLockheed Martin CorporationIndustrials$502.0787ʳ34%$470 / $430Aug 738dJul 2120d$5.25$34.7515%76%$464.75
UALUnited Airlines Holdings, Inc.Industrials$135.1978ʳ54%$115 / $105Aug 738dJul 1515d$1.29$8.7115%84%$113.70
CEGConstellation Energy CorporationUtilities$259.3238ʳ50%$225 / $215Aug 738dAug 636d$1.30$8.7015%84%$223.70
ITGartner, Inc.Information Technology$132.7984ʳ57%$110 / $100Aug 2152dAug 434d$1.30$8.7015%85%$108.70
BALLBall CorporationMaterials$62.0245ʳ29%$57.5 / $55Aug 2152dAug 434d$0.32$2.1715%77%$57.17
CLXThe Clorox CompanyConsumer Staples$97.0987ʳ40%$85 / $80Aug 2152dJul 3030d$0.65$4.3515%84%$84.35
SYFSynchrony FinancialFinancials$78.3776ʳ34%$70 / $67.5Aug 2152dJul 2120d$0.33$2.1715%83%$69.67
UNPUnion Pacific CorporationIndustrials$272.7071ʳ32%$250 / $245Aug 738dJul 2322d$0.65$4.3515%83%$249.35
TAT&T Inc.Communication Services$21.82100ʳ36%$20 / $19Aug 738dJul 2221d$0.13$0.8814%80%$19.88
MPCMarathon Petroleum CorporationEnergy$259.2257ʳ39%$230 / $210Aug 2152dAug 434d$2.45$17.5514%82%$227.55
AOSA. O. Smith CorporationIndustrials$61.6893ʳ39%$55 / $50Aug 2152dJul 3029d$0.58$4.4213%82%$54.42
INCYIncyte CorporationHealth Care$114.66100ʳ39%$100 / $95Aug 2152dJul 2827d$0.57$4.4213%87%$99.42
AVYAvery Dennison CorporationMaterials$163.3285ʳ31%$155 / $130Aug 2152dJul 2120d$2.80$22.2013%71%$152.20
MSFTMicrosoft CorporationInformation Technology$368.5790ʳ43%$325 / $305Aug 738dJul 2929d$2.17$17.8212%84%$322.82
JPMJPMorgan Chase & Co.Financials$329.3974ʳ26%$305 / $295Aug 738dJul 1413d$1.07$8.9312%83%$303.93
SPGSimon Property Group, Inc.Real Estate$227.5677ʳ24%$210 / $200Aug 2152dAug 334d$1.07$8.9312%83%$208.93
TSCOTractor Supply CompanyConsumer Discretionary$31.2071ʳ51%$27 / $25Aug 738d$0.21$1.7912%83%$26.79
CHTRCharter Communications, Inc.Communication Services$146.1784ʳ79%$125 / $90Aug 738dJul 2423d$3.57$31.4311%77%$121.42
AMPAmeriprise Financial, Inc.Financials$446.7927ʳ30%$410 / $370Aug 2152dJul 2322d$4.05$35.9511%80%$405.95
FOXAFox CorporationCommunication Services$50.39100ʳ36%$45 / $40Aug 2152dAug 535d$0.50$4.5011%81%$44.50
OKEONEOK, Inc.Energy$88.7353ʳ33%$80 / $75Aug 2152d$0.50$4.5011%83%$79.50
DRIDarden Restaurants, Inc.Consumer Discretionary$205.7071ʳ30%$185 / $175Aug 2152dSep 1778d$0.95$9.0511%85%$184.05
GDGeneral Dynamics CorporationIndustrials$348.0790ʳ28%$320 / $315Jul 3131dJul 2928d$0.46$4.5410%85%$319.54
LDOSLeidos Holdings, Inc.Industrials$100.4480ʳ48%$85 / $80Aug 2152dJul 2827d$0.45$4.5510%86%$84.55
CORCencora, Inc.Health Care$281.6547ʳ33%$250 / $240Aug 2152dAug 535d$0.90$9.1010%85%$249.10
VZVerizon Communications Inc.Communication Services$44.1092ʳ36%$40 / $39Aug 738dJul 2423d$0.09$0.9110%85%$39.91
PGThe Procter & Gamble CompanyConsumer Staples$148.4596ʳ29%$136 / $130Aug 738dJul 2928d$0.54$5.4610%87%$135.46
WRBW. R. Berkley CorporationFinancials$71.0179ʳ26%$67 / $60Aug 2152dJul 2020d$0.63$6.3810%75%$66.38
NCLHNorwegian Cruise Line Holdings Ltd.Consumer Discretionary$21.9243ʳ58%$19 / $17Aug 738dJul 3029d$0.17$1.839%81%$18.83
SNASnap-on IncorporatedIndustrials$398.3663ʳ28%$360 / $350Aug 2152dJul 1615d$0.85$9.159%85%$359.15
ALLThe Allstate CorporationFinancials$241.3887ʳ27%$220 / $210Aug 2152d$0.85$9.159%84%$219.15
FDSFactSet Research Systems Inc.Financials$233.6296ʳ60%$195 / $175Aug 2152dJul 10d$1.55$18.458%82%$193.45
GISGeneral Mills, Inc.Consumer Staples$36.3881ʳ33%$32.5 / $30Aug 2152dJul 10d$0.18$2.338%84%$32.33
HIGThe Hartford Insurance Group, Inc.Financials$133.4994ʳ23%$125 / $120Aug 2152dJul 2323d$0.35$4.658%81%$124.65
AXPAmerican Express CompanyFinancials$340.8869ʳ32%$315 / $285Aug 738dJul 2423d$2.06$27.947%81%$312.94
MRSHMarsh & McLennan Companies, Inc.Financials$166.7177ʳ32%$150 / $140Aug 2152dJul 2120d$0.65$9.357%84%$149.35
CINFCincinnati Financial CorporationFinancials$186.1648ʳ26%$170 / $165Aug 2152dJul 2727d$0.28$4.726%84%$169.72
AESThe AES CorporationUtilities$14.6310%$14.5 / $14Jul 3131dJul 3030d$0.03$0.475%68%$14.47
PAYXPaychex, Inc.Industrials$99.8182ʳ40%$85 / $80Aug 2152dJun 247d ago$0.22$4.785%89%$84.78
CPAYCorpay, Inc.Financials$335.3459ʳ57%$280 / $250Aug 2152dAug 536d$1.27$28.734%87%$278.73
BMYBristol-Myers Squibb CompanyHealth Care$58.5688ʳ40%$53 / $48Aug 738dJul 3029d$0.20$4.804%86%$52.80
TRVThe Travelers Companies, Inc.Financials$331.8876ʳ21%$310 / $300Aug 2152dJul 1716d$0.38$9.634%82%$309.63
INTUIntuit Inc.Information Technology$266.4081ʳ56%$230 / $210Aug 738dAug 2051d$0.30$19.702%84%$229.70
PGRThe Progressive CorporationFinancials$219.8698ʳ29%$200 / $190Aug 738dJul 1514d$0.05$9.951%86%$199.95

Wings are the ~16-delta short and ~8-delta long strikes solved from ATM implied vol (vendor IV is unreliable). Credit/max-loss are per share (×100 = per spread). RoR = credit ÷ max loss to expiry; POP ≈ 1 − short-strike delta (lognormal). Premiums are end-of-day last (or mid during market hours) — indicative, not a live fill; confirm on the chain. Research screen, not investment advice.