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 — 42 live templates across six categories (income, volatility, directional, event, hedging, advanced). Starter can run 10; Trader unlocks 24 total; Pro unlocks the rest. Below is a representative walkthrough of the major entries and what each is for.

Plan unlocks

Templates you can’t run yet still appear in the library with a lock — upgrade to run them. Three equity-screen cards (momentum, mean reversion, Bollinger breakout) stay hidden until those engines ship; every other library card maps to a live scanner.

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%, IV rank ≥ 30, delta 0.20–0.30, min volume 200, and at least 7 days to the next earnings print. Results are ranked by IV rank and POP, not annualized yield.

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 0.25–0.35, volume 200, drop DTE to 14–35, and require IV ≥ 35% and IV rank ≥ 40 so the names are actually stressed enough to be paying — still ranked by IV rank and POP, not a yield chase.

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, IV rank ≥ 25, and at least 7 days to earnings. The scan assumes you already own the underlying — it ranks which call to write by IV rank and POP, not annualized yield.

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, wings at 2% of spot, and both shorts outside the ATM straddle (expected move). 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 0.18 on each side, credit at least 1% of spot, 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: 30–45 DTE, long delta 0.60, short delta 0.25, 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.

52-week low bounce

Strategy: bull call spread. Not live — this card is parked with the other RSI / ATR / 52-week clones so the library is not a wall of the same vertical. Use Bullish debit spreads and add an RSI or 52-week gate if you want that overlay.

Momentum continuation

Strategy: stock breakout screen (stock_breakout). Not live yet — equity screens are registered as placeholders and will not run or consume a scan credit. Use a directional options strategy on a ticker you already have in mind.

Mean reversion

Strategy: stock mean reversion screen (stock_mean_reversion). Not live yet — same placeholder as the breakout screen. Use a bullish debit spread or cash-secured put scan instead.

Event

Earnings this week

Strategy: iron condor (event-aware).Best for: short-dated iron condors on names in the scan universe that report within five days — not your watchlist unless you pick one. Defaults: 1–14 DTE, IV rank ≥ 40, earnings within 5 days, wings at 2% of spot, shorts outside the expected move.

Quiet tape — bull debit

Strategy: bull call spread. Not live — it was a short-DTE twin of Bullish debit spreads with an earnings-skip gate. Use that card and set min_dte_to_earnings if you want a quiet tape.

Hedging

Protective put screen

Strategy: married put. Best for: flooring shares you already own. Defaults: 60–120 DTE, put delta 0.20–0.40, max put cost 5% of spot. The scan does not know if you hold the stock. A shorter married-put twin is folded into this card rather than listed twice.

Zero-cost collars

Strategy: collar — long stock, long put, short call. Defaults: 45–90 DTE, put delta 0.20, call delta 0.30, net debit ≤ $0.10 so the closer call can pay for the put. A looser-debit twin is folded into this card rather than listed twice.

Advanced & multi-expiration

Pro templates include calendars, diagonals (including PMCC-style call diagonals), LEAPs, iron butterflies, short straddles, and more. Each maps to a live strategy module when one exists — see the matching guide under Strategies.

Where to go next

Prefer starting from intent? Use the goal wizard. Want a custom structure? Open the Structure Builder (Trader+).