Empirical Probability-Adjusted Delta Model: Instead of relying on a purely random-walk-based Black-Scholes Delta (
|\Delta|), our algorithm incorporates historical probability shifts (lifts) calculated over 10 years of SLV performance when the Triple-Filter triggers are active. Options are selected strictly where the
Adjusted Chance of Failing is
< 10\%, letting us harvest larger premiums safely during high-conviction momentum setups. Read the detailed model mechanics in the
Devil's Doc.
Expiry: 2026-07-31 (0.5 DTE)
Adjusted via 5-day horizon lifts: Bull (+-0.9%), Bear (+-19.1%)
Sell Covered Call
No suitable strike found below risk limits.
Sell Cash-Secured Put
Strike $52.0
Adjusted Risk: 4.2%
Symbol: SLV260731P00052000
Delta: -0.02
Premium: $0.00 - $0.01
CSP Capacity: 191 Contracts
Expiry: 2026-08-03 (2 DTE)
Adjusted via 5-day horizon lifts: Bull (+-0.9%), Bear (+-19.1%)
Sell Covered Call
No suitable strike found below risk limits.
Sell Cash-Secured Put
Strike $50.5
Adjusted Risk: 4.3%
Symbol: SLV260803P00050500
Delta: -0.02
Premium: $0.03 - $0.05
CSP Capacity: 196 Contracts
Expiry: 2026-08-05 (4 DTE)
Adjusted via 5-day horizon lifts: Bull (+-0.9%), Bear (+-19.1%)
Sell Covered Call
No suitable strike found below risk limits.
Sell Cash-Secured Put
Strike $48.5
Adjusted Risk: 5.3%
Symbol: SLV260805P00048500
Delta: -0.03
Premium: $0.03 - $0.08
CSP Capacity: 204 Contracts