Scan library

The full catalog of pre-tuned scans organized by category, with the strategy and intent behind each one.

9 min read

The scan library is the deeper, more jargon-friendly catalog of pre-tuned scans. About fifteen scans across six categories, each with sensible defaults you can run with one click. Here’s what every entry actually does.

Income

Wheel candidates

Strategy: cash-secured put. Best for:traders running the wheel — selling puts on stocks they’d be happy to own at the strike, and switching to covered calls if assigned. Defaults are 25–45 DTE, IV ≥ 25%, delta 0.20–0.30, min volume 200, min annualized return 18%.

High-premium CSPs

Strategy: cash-secured put. Best for: traders willing to take more assignment risk in exchange for fatter premium. Defaults widen delta to 0.30–0.45, drop DTE to 14–35, demand annualized return ≥ 30%, and require IV ≥ 35% so the names are actually stressed enough to be paying.

Covered call yield

Strategy: covered call. Best for: traders sitting on long stock who want extra income on the position. Defaults look for 25–45 DTE calls with delta 0.20–0.35 and a minimum 15% annualized return. The scan assumes you already own the underlying — it’s ranking which call to write against it, not whether to buy the stock.

Volatility

Earnings IV crush

Strategy: short iron condor into earnings. Best for: traders who want to capture the post-earnings vol collapse without betting on direction. Defaults: 1–7 DTE, IV rank ≥ 60, earnings within 3 days, short delta 0.20, $5 wing width. Tightly scoped — usually returns single-digit results on any given day.

Heads up

Iron condors into earnings are not safe. The defined wings cap your max loss, but a stock that gaps through both wings at the open has nowhere to recover before expiration. Size these as if you might lose the full max loss on any given trade.

Vol expansion plays

Strategy: long straddle. Best for: traders looking for unusually cheap vol on liquid names ahead of any catalyst. Defaults: 30–60 DTE, IV rank ≤ 25 (we want the cheap stuff), min volume 200. The thesis is “realized vol over the next month will exceed implied vol” — you’re long gamma + long vega.

High-IV short strangles

Strategy: short strangle. Best for: traders comfortable with naked, undefined-risk premium selling on names with elevated IV. Defaults: 30–50 DTE, IV rank ≥ 50, delta around 0.15 on each side, min volume 200.

Undefined risk

Short strangles can lose much more than the premium collected if the stock makes a sustained directional move. They are excluded from capital sizing for that reason — Tradient can’t honestly tell you what one contract will cost you. Don’t put one on without a defined exit plan.

Directional

Bullish debit spreads

Strategy: bull call spread. Best for: traders with a bullish thesis who want defined-risk exposure cheaper than buying naked calls. Defaults: 21–45 DTE, long delta 0.50 (ATM), short delta 0.25 (~10% OTM), min volume 100.

Bearish debit spreads

Strategy: bear put spread. The bearish twin of the above — long ATM put, short OTM put. Same DTE window and delta logic.

Momentum continuation

Strategy: stock breakout screen (stock_breakout). Equity-only scan that surfaces names breaking out of multi-week consolidations on above-average volume. Useful as a feeder list — once you have a momentum candidate, you can rerun a directional options scan on that single ticker.

Mean reversion

Strategy: stock mean reversion screen (stock_mean_reversion). Equity-only scan for oversold quality names ready to bounce. Good companion to bullish debit spreads or cash-secured puts.

Event

Earnings this week

Strategy: iron condor (event-aware). Best for:systematically trading every ticker in your watchlist that’s reporting in the next five trading days. Defaults: 1–14 DTE, IV rank ≥ 40, earnings within 5 days. Pair with a daily alert and you have an end-to-end earnings income strategy.

Post-earnings drift

Strategy: bull call spread (placeholder). Currently surfaces directional plays after surprise reactions. Roadmap item: full post-earnings drift screen with surprise scoring.

Hedging

Protective put screen

Strategy: bear put spread used as a hedge — long deeper ITM put, short cheaper OTM put. Defaults: 60–120 DTE, long delta 0.25, short delta 0.05. The longer dated defaults reflect that hedges are usually held longer than income trades.

Collar finder

Strategy: covered call paired with a long put — find the call to write against your stock that funds the put you want to buy. Defaults: 45–90 DTE, delta 0.20–0.30. Run it after building a stock position you want to insure.

Advanced

Calendar spreads

Status: placeholder, currently maps to a short-DTE iron condor with elevated IV rank. A dedicated calendar-spread engine is on the roadmap — we want to model the back-month leg correctly before we ship it.

How to extend the library

Library scans live in backend/app/services/scan_templates_seed.py and get upserted on every backend boot. To add a new scan, drop a dict into LIBRARY_TEMPLATES, give it a unique slug and a strategy that exists in the registry, and restart the backend. The new scan appears in the library tab automatically. See the file header for the contract.