Scry Fund
Hiking Investor Daily2026-06-05 06:33 UTC

Tech Options Selling Report

Daily naked-put watchlist from the SQLite scanner: IV rank, IV-RV spread, regime gates, event risk and model-ranked put candidates.

Universe: 14 tech namesPass gate: 0Avg IV rank: 51.2DB: 2026-06-04 20:35:43

Market context

Mostly wait; premium is not clean enough

MU screens as todayā€™s best naked-put candidate: $821 strike, 292.7% annualized yield, 13.9% modeled breach risk.

6/7/1
Green / Yellow / Red
0.4pp
IV-RV spread
MU $821P
Top strike
13.9%
Breach risk

Best naked-put candidates

TickerSpotStrikeOTMYieldBreachSigmaGrade
MU$996.00$821P17.5%292.7%13.9%0.63Ļƒgreen
INTC$111.78$92P17.4%145.4%11.8%0.84Ļƒgreen
ASML$1757.47$1539P12.4%89.6%14.1%0.89Ļƒgreen
TSM$444.92$396P10.9%75.5%11.0%0.90Ļƒgreen
NFLX$81.56$73P10.2%33.1%14.5%1.14Ļƒgreen
MSFT$428.05$389P9.2%29.1%10.1%1.15Ļƒgreen
GOOG$369.27$333P9.7%31.1%13.7%1.15Ļƒgreen
COIN$164.13$151P7.8%305.7%56.9%0.40Ļƒred

Tech tape

AAPL
chop Ā· NFP 2026-06-06
yellow
IV rank
29.5
IV-RV
4.4pp
PCR
0.63

Mixed signals: proceed with caution

Blocked: IV rank 29% < 30% floor

MSFT
chop Ā· NFP 2026-06-06
yellow
IV rank
35.5
IV-RV
-5.1pp
PCR
0.46

Mixed signals: proceed with caution

Blocked: IV-RV spread -5.1pp (premium underpriced)

NVDA
chop Ā· NFP 2026-06-06
yellow
IV rank
38.0
IV-RV
-4.3pp
PCR
0.88

Mixed signals: proceed with caution

Blocked: IV-RV spread -4.3pp (premium underpriced)

GOOG
chop Ā· NFP 2026-06-06
yellow
IV rank
32.2
IV-RV
-7.6pp
PCR
0.90

Mixed signals: proceed with caution

Blocked: IV-RV spread -7.6pp (premium underpriced)

AMZN
chop Ā· NFP 2026-06-06
green
IV rank
24.6
IV-RV
6.4pp
PCR
0.54

Good time to sell premium

Blocked: IV rank 25% < 30% floor

META
chop Ā· NFP 2026-06-06
yellow
IV rank
33.2
IV-RV
-4.3pp
PCR
0.55

Mixed signals: proceed with caution

Blocked: IV-RV spread -4.3pp (premium underpriced)

TSLA
chop Ā· NFP 2026-06-06
green
IV rank
79.7
IV-RV
8.4pp
PCR
0.67

Good time to sell premium

Blocked: NFP in 2d (inside trade window)

NFLX
chop Ā· NFP 2026-06-06
green
IV rank
24.9
IV-RV
10.2pp
PCR
0.64

Good time to sell premium

Blocked: IV rank 25% < 30% floor

PLTR
chop Ā· NFP 2026-06-06
yellow
IV rank
33.3
IV-RV
-8.3pp
PCR
0.80

Mixed signals: proceed with caution

Blocked: IV-RV spread -8.3pp (premium underpriced)

COIN
chop Ā· NFP 2026-06-06
green
IV rank
75.6
IV-RV
8.5pp
PCR
0.77

Sell calls: call IV is richer

Blocked: NFP in 2d (inside trade window)

MU
explosive Ā· NFP 2026-06-06
green
IV rank
100.0
IV-RV
10.0pp
PCR
1.46

Sell calls: call IV is richer

Blocked: backwardation (market pricing imminent risk)

ASML
trending_up Ā· NFP 2026-06-06
yellow
IV rank
64.3
IV-RV
3.8pp
PCR
1.69

Mixed signals: proceed with caution

Blocked: only 0/450 quoted rows pass bid/ask width

TSM
chop Ā· NFP 2026-06-06
green
IV rank
74.8
IV-RV
6.3pp
PCR
1.69

Good time to sell premium

Blocked: NFP in 2d (inside trade window)

INTC
chop Ā· NFP 2026-06-06
red
IV rank
71.2
IV-RV
-23.4pp
PCR
1.07

Poor time to sell: IV near lows

Blocked: IV-RV spread -23.4pp (premium underpriced)

Index and sector proxies

QQQ
IV rank 45.7
Spread 6.2pp
XLK
IV rank 76.1
Spread 5.9pp
SMH
IV rank 100.0
Spread 11.3pp
SOXX
IV rank 100.0
Spread 10.1pp

Key takeaways

  1. 01Best setup: MU 821P screens strongest on yield, distance and breach risk.
  2. 020 of 14 tech names pass the current tradeability gate; do not override macro/event blocks casually.
  3. 03Average IV rank is 51.2 with IV-RV spread around 0.4pp; premium is rich.
  4. 04Most common blocker: macro event across 14 names.
  5. 05Position size should still be capped by assignment risk; this report ranks candidates, not conviction.