After any scan runs, the chip bar above the results shows every active filter as a removable pill. This page is the reference for all of them — what they mean, what they default to, and which strategies actually consume them.
Time
| Filter | Default | What it does |
|---|
min_dte | varies | Minimum days to expiration. Income strategies default to 20-25, event strategies to 1, hedges to 30+. |
max_dte | varies | Maximum days to expiration. Income strategies cap at 45-60, hedges go out to 90-120. |
earnings_within_days | — | Only return contracts on tickers reporting earnings within N trading days. Used by event scans. |
Strike selection
| Filter | Default | What it does |
|---|
min_delta | 0.15 | Floor on |delta| of the strike being sold (income) or bought (long). Lower delta = further OTM = lower premium. |
max_delta | 0.30-0.45 | Ceiling on |delta|. Caps how aggressive the trade can be. |
wing_delta / target_delta | 0.20 | For iron condors and short strangles: the target delta of the short legs on each side. |
spread_width | 5 | Width in dollars between the long and short legs of a vertical spread. |
put_width | 5 | Iron condor only. Width of the put-side spread in dollars. |
call_width | 5 | Iron condor only. Width of the call-side spread in dollars. |
Premium & pricing
| Filter | Default | What it does |
|---|
min_credit | 0.30 - 1.00 | Floor on net credit collected. Used by all credit strategies. Iron condor default is $1.00; verticals default to $0.30. |
max_debit | 5 | Ceiling on net debit paid. Used by debit spreads. |
max_cost | 15 | Long straddle only. Maximum total premium paid for both legs. |
min_annualized_return | 10-15% | Floor on annualized return on collateral. Drops trades that wouldn't beat a Treasury. |
Implied volatility
| Filter | Default | What it does |
|---|
min_iv | 10-20% | Floor on raw implied volatility. Skips dead names with no premium to collect. |
min_iv_rank | — | IV rank floor (0-100). Used by short-premium strategies that want elevated IV regimes. |
max_iv_rank | — | IV rank ceiling. Used by long-premium strategies (straddles) that want cheap vol. |
Liquidity
| Filter | Default | What it does |
|---|
min_volume | 0 | Floor on total option volume across the legs of the trade today. Anything below ~100 is illiquid. |
min_open_interest | — | Optional floor on open interest. Useful as a tighter filter than volume on names that didn't trade today. |
Capital sizing
| Filter | Default | What it does |
|---|
capital | from profile | Total deployable capital in USD. Drives the contracts × collateral × % of capital column. |
max_per_trade_pct | 0.25 | Maximum fraction of capital any single trade can consume. Trades whose minimum collateral exceeds this are dropped. |
Underlying selection
| Filter | Default | What it does |
|---|
tickers | default liquid universe | Explicit list of tickers to scan. Overrides watchlist and universe defaults. |
watchlist_id | — | Scan only the tickers in a saved watchlist. |
asset_class | options | Filter by asset class. Most strategies are options-only; equity and crypto strategies live under their own asset_class values. |
Editing chips after a scan
Click any chip to edit its value inline. Click the × to remove it. The scan reruns automatically on every edit. There’s no “apply” button — Tradient assumes if you bothered to type a number, you wanted to see what it does.
Filter precedence
When the same filter is set in multiple places (e.g. a goal card’s default + a chip override), the chip wins. Watchlist scope wins over the default universe. Capital sizing is always last — it can drop a trade that passed every other filter for being too expensive per contract.