iShares 7-10 Year (IEF): $94.86
Normalized Breakeven Difference: 0.029
Implied Volatility: 0.061
Probability of Profit: 0.264
Expected Gain: -0.100
Escape ratio: 0.013
Cost of strangle: $208.50
Contract pairs tried: 588
Call expiration: 2025-08-15
Call strike: $94.00
Call premium: $1.00
Put expiration: 2025-08-29
Put strike: $95.50
Put premium: $1.08
Upper breakeven: $96.107
Lower breakeven: $93.393
Breakeven difference: $2.713

iShares iBoxx $ (LQD): $109.16
Normalized Breakeven Difference: 0.029
Implied Volatility: 0.070
Probability of Profit: 0.321
Expected Gain: -0.026
Escape ratio: 0.013
Cost of strangle: $255.50
Contract pairs tried: 638
Call expiration: 2025-08-15
Call strike: $108.00
Call premium: $1.25
Put expiration: 2025-08-15
Put strike: $110.00
Put premium: $1.30
Upper breakeven: $110.577
Lower breakeven: $107.423
Breakeven difference: $3.153

iShares iBoxx $ (HYG): $80.35
Normalized Breakeven Difference: 0.033
Implied Volatility: 0.053
Probability of Profit: 0.131
Expected Gain: -0.190
Escape ratio: 0.016
Cost of strangle: $207.00
Contract pairs tried: 154
Call expiration: 2025-08-15
Call strike: $79.50
Call premium: $0.85
Put expiration: 2025-09-19
Put strike: $81.00
Put premium: $1.22
Upper breakeven: $81.592
Lower breakeven: $78.908
Breakeven difference: $2.683

iShares 3-7 Year (IEI): $118.36
Normalized Breakeven Difference: 0.036
Implied Volatility: 0.040
Probability of Profit: 0.344
Expected Gain: -0.050
Escape ratio: 0.015
Cost of strangle: $307.50
Contract pairs tried: 30
Call expiration: 2025-10-17
Call strike: $117.00
Call premium: $1.82
Put expiration: 2025-10-17
Put strike: $119.00
Put premium: $1.25
Upper breakeven: $120.097
Lower breakeven: $115.903
Breakeven difference: $4.193

Invesco CurrencyShares Euro (FXE): $105.98
Normalized Breakeven Difference: 0.038
Implied Volatility: 0.072
Probability of Profit: 0.223
Expected Gain: -0.055
Escape ratio: 0.014
Cost of strangle: $350.00
Contract pairs tried: 90
Call expiration: 2025-08-15
Call strike: $104.00
Call premium: $2.15
Put expiration: 2025-08-15
Put strike: $107.00
Put premium: $1.35
Upper breakeven: $107.522
Lower breakeven: $103.478
Breakeven difference: $4.043

iShares Select Dividend (DVY): $136.43
Normalized Breakeven Difference: 0.040
Implied Volatility: 0.116
Probability of Profit: 0.408
Expected Gain: -0.021
Escape ratio: 0.019
Cost of strangle: $320.00
Contract pairs tried: 9
Call expiration: 2025-08-15
Call strike: $136.00
Call premium: $1.70
Put expiration: 2025-08-15
Put strike: $137.00
Put premium: $1.50
Upper breakeven: $139.222
Lower breakeven: $133.778
Breakeven difference: $5.443

Invesco S&P 500 (RSP): $186.17
Normalized Breakeven Difference: 0.041
Implied Volatility: 0.115
Probability of Profit: 0.398
Expected Gain: -0.026
Escape ratio: 0.016
Cost of strangle: $480.00
Contract pairs tried: 2,378
Call expiration: 2025-08-15
Call strike: $186.00
Call premium: $2.25
Put expiration: 2025-08-15
Put strike: $188.00
Put premium: $2.55
Upper breakeven: $190.822
Lower breakeven: $183.178
Breakeven difference: $7.643

SPDR S&P 500 (SPY): $635.65
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.120
Probability of Profit: 0.410
Expected Gain: -0.022
Escape ratio: 0.016
Cost of strangle: $1479.50
Contract pairs tried: 60,516
Call expiration: 2025-08-15
Call strike: $637.00
Call premium: $6.65
Put expiration: 2025-08-15
Put strike: $640.00
Put premium: $8.14
Upper breakeven: $651.817
Lower breakeven: $625.183
Breakeven difference: $26.633

Vanguard S&P 500 (VOO): $584.28
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.125
Probability of Profit: 0.415
Expected Gain: -0.021
Escape ratio: 0.020
Cost of strangle: $1240.00
Contract pairs tried: 2,288
Call expiration: 2025-08-15
Call strike: $585.00
Call premium: $6.35
Put expiration: 2025-08-15
Put strike: $585.00
Put premium: $6.05
Upper breakeven: $597.422
Lower breakeven: $572.578
Breakeven difference: $24.843

Consumers Staples Select (XLP): $80.89
Normalized Breakeven Difference: 0.043
Implied Volatility: 0.121
Probability of Profit: 0.405
Expected Gain: -0.029
Escape ratio: 0.017
Cost of strangle: $195.50
Contract pairs tried: 2,660
Call expiration: 2025-08-15
Call strike: $81.00
Call premium: $0.85
Put expiration: 2025-08-15
Put strike: $81.50
Put premium: $1.10
Upper breakeven: $82.977
Lower breakeven: $79.523
Breakeven difference: $3.453

iShares MSCI EAFE (EFA): $88.77
Normalized Breakeven Difference: 0.044
Implied Volatility: 0.123
Probability of Profit: 0.404
Expected Gain: -0.033
Escape ratio: 0.017
Cost of strangle: $217.50
Contract pairs tried: 2,891
Call expiration: 2025-08-15
Call strike: $89.00
Call premium: $0.93
Put expiration: 2025-08-15
Put strike: $89.50
Put premium: $1.25
Upper breakeven: $91.197
Lower breakeven: $87.303
Breakeven difference: $3.893

iShares Core S&P (IVV): $638.67
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.120
Probability of Profit: 0.374
Expected Gain: -0.092
Escape ratio: 0.019
Cost of strangle: $1525.00
Contract pairs tried: 660
Call expiration: 2025-08-15
Call strike: $640.00
Call premium: $6.70
Put expiration: 2025-08-22
Put strike: $642.00
Put premium: $8.55
Upper breakeven: $655.272
Lower breakeven: $626.728
Breakeven difference: $28.543

iShares 20+ Year (TLT): $86.71
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.132
Probability of Profit: 0.410
Expected Gain: -0.032
Escape ratio: 0.020
Cost of strangle: $194.50
Contract pairs tried: 38,270
Call expiration: 2025-08-15
Call strike: $86.50
Call premium: $1.01
Put expiration: 2025-08-15
Put strike: $86.50
Put premium: $0.94
Upper breakeven: $88.467
Lower breakeven: $84.533
Breakeven difference: $3.933

Invesco CurrencyShares Japanese (FXY): $61.82
Normalized Breakeven Difference: 0.047
Implied Volatility: 0.110
Probability of Profit: 0.312
Expected Gain: -0.015
Escape ratio: 0.020
Cost of strangle: $242.50
Contract pairs tried: 405
Call expiration: 2025-08-15
Call strike: $61.00
Call premium: $1.07
Put expiration: 2025-08-15
Put strike: $63.00
Put premium: $1.35
Upper breakeven: $63.447
Lower breakeven: $60.553
Breakeven difference: $2.893

iShares National Muni (MUB): $103.75
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.106
Probability of Profit: 0.279
Expected Gain: -0.001
Escape ratio: 0.022
Cost of strangle: $447.50
Contract pairs tried: 24
Call expiration: 2025-08-15
Call strike: $102.00
Call premium: $1.88
Put expiration: 2025-08-15
Put strike: $106.00
Put premium: $2.60
Upper breakeven: $106.497
Lower breakeven: $101.503
Breakeven difference: $4.993

SPDR Portfolio S&P (SPLG): $74.78
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.138
Probability of Profit: 0.406
Expected Gain: -0.012
Escape ratio: 0.020
Cost of strangle: $227.50
Contract pairs tried: 1,178
Call expiration: 2025-08-15
Call strike: $74.00
Call premium: $1.43
Put expiration: 2025-08-15
Put strike: $75.00
Put premium: $0.85
Upper breakeven: $76.297
Lower breakeven: $72.703
Breakeven difference: $3.593

Industrial Select Sector (XLI): $152.38
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.143
Probability of Profit: 0.411
Expected Gain: -0.028
Escape ratio: 0.021
Cost of strangle: $374.50
Contract pairs tried: 4,560
Call expiration: 2025-08-15
Call strike: $153.00
Call premium: $1.66
Put expiration: 2025-08-15
Put strike: $153.00
Put premium: $2.09
Upper breakeven: $156.767
Lower breakeven: $149.233
Breakeven difference: $7.533

Johnson & Johnson (JNJ): $167.86
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.136
Probability of Profit: 0.392
Expected Gain: -0.028
Escape ratio: 0.019
Cost of strangle: $538.50
Contract pairs tried: 1,254
Call expiration: 2025-08-15
Call strike: $167.50
Call premium: $2.36
Put expiration: 2025-08-15
Put strike: $170.00
Put premium: $3.02
Upper breakeven: $172.907
Lower breakeven: $164.593
Breakeven difference: $8.313

SPDR Portfolio S&P (SPYG): $98.78
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.140
Probability of Profit: 0.406
Expected Gain: -0.019
Escape ratio: 0.018
Cost of strangle: $295.00
Contract pairs tried: 296
Call expiration: 2025-08-15
Call strike: $99.00
Call premium: $1.15
Put expiration: 2025-08-15
Put strike: $100.00
Put premium: $1.80
Upper breakeven: $101.972
Lower breakeven: $97.028
Breakeven difference: $4.943

Schwab US Dividend (SCHD): $27.03
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.123
Probability of Profit: 0.330
Expected Gain: -0.187
Escape ratio: 0.024
Cost of strangle: $65.00
Contract pairs tried: 663
Call expiration: 2025-08-15
Call strike: $27.00
Call premium: $0.33
Put expiration: 2025-08-29
Put strike: $27.00
Put premium: $0.33
Upper breakeven: $27.672
Lower breakeven: $26.328
Breakeven difference: $1.343

Financial Select Sector (XLF): $52.88
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.146
Probability of Profit: 0.407
Expected Gain: -0.037
Escape ratio: 0.023
Cost of strangle: $131.00
Contract pairs tried: 14,175
Call expiration: 2025-08-15
Call strike: $53.00
Call premium: $0.65
Put expiration: 2025-08-15
Put strike: $53.00
Put premium: $0.67
Upper breakeven: $54.332
Lower breakeven: $51.668
Breakeven difference: $2.663

Invesco QQQ Trust, (QQQ): $568.53
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.145
Probability of Profit: 0.413
Expected Gain: -0.022
Escape ratio: 0.018
Cost of strangle: $1487.50
Contract pairs tried: 78,804
Call expiration: 2025-08-15
Call strike: $572.00
Call premium: $6.00
Put expiration: 2025-08-15
Put strike: $573.00
Put premium: $8.88
Upper breakeven: $586.897
Lower breakeven: $558.103
Breakeven difference: $28.793

iShares MSCI Canada (EWC): $46.63
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.140
Probability of Profit: 0.390
Expected Gain: -0.008
Escape ratio: 0.022
Cost of strangle: $165.00
Contract pairs tried: 120
Call expiration: 2025-08-15
Call strike: $46.00
Call premium: $1.00
Put expiration: 2025-08-15
Put strike: $47.00
Put premium: $0.65
Upper breakeven: $47.672
Lower breakeven: $45.328
Breakeven difference: $2.343

Materials Select Sector (XLB): $89.78
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.148
Probability of Profit: 0.410
Expected Gain: -0.030
Escape ratio: 0.023
Cost of strangle: $226.00
Contract pairs tried: 3,808
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $1.11
Put expiration: 2025-08-15
Put strike: $90.00
Put premium: $1.15
Upper breakeven: $92.282
Lower breakeven: $87.718
Breakeven difference: $4.563

Invesco NASDAQ 100 (QQQM): $234.02
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.149
Probability of Profit: 0.411
Expected Gain: -0.028
Escape ratio: 0.022
Cost of strangle: $600.00
Contract pairs tried: 437
Call expiration: 2025-08-15
Call strike: $235.00
Call premium: $2.75
Put expiration: 2025-08-15
Put strike: $235.00
Put premium: $3.25
Upper breakeven: $241.022
Lower breakeven: $228.978
Breakeven difference: $12.043

Utilities Select Sector (XLU): $85.35
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.148
Probability of Profit: 0.408
Expected Gain: -0.027
Escape ratio: 0.021
Cost of strangle: $243.00
Contract pairs tried: 5,400
Call expiration: 2025-08-15
Call strike: $85.50
Call premium: $1.05
Put expiration: 2025-08-15
Put strike: $86.00
Put premium: $1.38
Upper breakeven: $87.952
Lower breakeven: $83.548
Breakeven difference: $4.403

Vanguard Tax-Exempt Bond (VTEB): $48.66
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.049
Probability of Profit: 0.354
Expected Gain: -0.059
Escape ratio: 0.022
Cost of strangle: $172.50
Contract pairs tried: 6
Call expiration: 2025-11-21
Call strike: $48.00
Call premium: $0.90
Put expiration: 2025-11-21
Put strike: $49.00
Put premium: $0.82
Upper breakeven: $49.747
Lower breakeven: $47.253
Breakeven difference: $2.493

iShares MSCI Emerging (EEM): $48.98
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.151
Probability of Profit: 0.413
Expected Gain: -0.026
Escape ratio: 0.025
Cost of strangle: $124.00
Contract pairs tried: 3,525
Call expiration: 2025-08-15
Call strike: $49.00
Call premium: $0.66
Put expiration: 2025-08-15
Put strike: $49.00
Put premium: $0.58
Upper breakeven: $50.262
Lower breakeven: $47.738
Breakeven difference: $2.523

Vanguard Growth ETF (VUG): $455.15
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.153
Probability of Profit: 0.418
Expected Gain: -0.016
Escape ratio: 0.025
Cost of strangle: $1170.00
Contract pairs tried: 90
Call expiration: 2025-08-15
Call strike: $455.00
Call premium: $6.45
Put expiration: 2025-08-15
Put strike: $455.00
Put premium: $5.25
Upper breakeven: $466.722
Lower breakeven: $443.278
Breakeven difference: $23.443

Vanguard Long-Term Treasury (VGLT): $55.26
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.116
Probability of Profit: 0.294
Expected Gain: -0.025
Escape ratio: 0.021
Cost of strangle: $240.00
Contract pairs tried: 91
Call expiration: 2025-08-15
Call strike: $54.00
Call premium: $1.35
Put expiration: 2025-08-15
Put strike: $56.00
Put premium: $1.05
Upper breakeven: $56.422
Lower breakeven: $53.578
Breakeven difference: $2.843

Coca-Cola Company (KO): $69.17
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.153
Probability of Profit: 0.416
Expected Gain: -0.020
Escape ratio: 0.023
Cost of strangle: $177.50
Contract pairs tried: 2,204
Call expiration: 2025-08-15
Call strike: $69.00
Call premium: $1.04
Put expiration: 2025-08-15
Put strike: $69.00
Put premium: $0.73
Upper breakeven: $70.797
Lower breakeven: $67.203
Breakeven difference: $3.593

Vanguard FTSE Emerging (VWO): $50.19
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.139
Probability of Profit: 0.374
Expected Gain: -0.037
Escape ratio: 0.020
Cost of strangle: $180.00
Contract pairs tried: 110
Call expiration: 2025-08-15
Call strike: $50.00
Call premium: $0.78
Put expiration: 2025-08-15
Put strike: $51.00
Put premium: $1.02
Upper breakeven: $51.822
Lower breakeven: $49.178
Breakeven difference: $2.643

SPDR Gold Trust, (GLD): $303.30
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.154
Probability of Profit: 0.413
Expected Gain: -0.025
Escape ratio: 0.024
Cost of strangle: $795.00
Contract pairs tried: 92,295
Call expiration: 2025-08-15
Call strike: $304.00
Call premium: $3.95
Put expiration: 2025-08-15
Put strike: $304.00
Put premium: $4.00
Upper breakeven: $311.972
Lower breakeven: $296.028
Breakeven difference: $15.943

SPDR EURO STOXX (FEZ): $59.20
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.145
Probability of Profit: 0.400
Expected Gain: -0.035
Escape ratio: 0.017
Cost of strangle: $180.00
Contract pairs tried: 864
Call expiration: 2025-08-15
Call strike: $59.50
Call premium: $0.65
Put expiration: 2025-08-15
Put strike: $60.00
Put premium: $1.15
Upper breakeven: $61.322
Lower breakeven: $58.178
Breakeven difference: $3.143

iShares MSCI India (INDA): $52.77
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.151
Probability of Profit: 0.405
Expected Gain: -0.040
Escape ratio: 0.022
Cost of strangle: $137.50
Contract pairs tried: 456
Call expiration: 2025-08-15
Call strike: $53.00
Call premium: $0.62
Put expiration: 2025-08-15
Put strike: $53.00
Put premium: $0.75
Upper breakeven: $54.397
Lower breakeven: $51.603
Breakeven difference: $2.793

Vanguard Long-Term Corporate (VCLT): $75.38
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.089
Probability of Profit: 0.238
Expected Gain: -0.240
Escape ratio: 0.014
Cost of strangle: $245.00
Contract pairs tried: 45
Call expiration: 2025-08-15
Call strike: $74.00
Call premium: $1.45
Put expiration: 2025-09-19
Put strike: $75.00
Put premium: $1.00
Upper breakeven: $76.472
Lower breakeven: $72.528
Breakeven difference: $3.943

Vanguard Real Estate (VNQ): $91.44
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.151
Probability of Profit: 0.404
Expected Gain: -0.041
Escape ratio: 0.021
Cost of strangle: $242.50
Contract pairs tried: 1,824
Call expiration: 2025-08-15
Call strike: $92.00
Call premium: $1.02
Put expiration: 2025-08-15
Put strike: $92.00
Put premium: $1.40
Upper breakeven: $94.447
Lower breakeven: $89.553
Breakeven difference: $4.893

iShares 10-20 Year (TLH): $100.33
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.113
Probability of Profit: 0.255
Expected Gain: -0.241
Escape ratio: 0.025
Cost of strangle: $317.50
Contract pairs tried: 20
Call expiration: 2025-09-19
Call strike: $100.00
Call premium: $1.77
Put expiration: 2025-08-15
Put strike: $101.00
Put premium: $1.40
Upper breakeven: $103.197
Lower breakeven: $97.803
Breakeven difference: $5.393

iShare MSCI Eurozone (EZU): $59.06
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.144
Probability of Profit: 0.383
Expected Gain: -0.038
Escape ratio: 0.020
Cost of strangle: $207.50
Contract pairs tried: 16
Call expiration: 2025-08-15
Call strike: $59.00
Call premium: $0.88
Put expiration: 2025-08-15
Put strike: $60.00
Put premium: $1.20
Upper breakeven: $61.097
Lower breakeven: $57.903
Breakeven difference: $3.193

Vanguard World Funds (EDV): $65.07
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.160
Probability of Profit: 0.420
Expected Gain: -0.012
Escape ratio: 0.026
Cost of strangle: $172.50
Contract pairs tried: 120
Call expiration: 2025-08-15
Call strike: $65.00
Call premium: $0.97
Put expiration: 2025-08-15
Put strike: $65.00
Put premium: $0.75
Upper breakeven: $66.747
Lower breakeven: $63.253
Breakeven difference: $3.493

Invesco DB US (UUP): $27.71
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.095
Probability of Profit: 0.205
Expected Gain: -0.096
Escape ratio: 0.019
Cost of strangle: $122.50
Contract pairs tried: 80
Call expiration: 2025-08-15
Call strike: $27.00
Call premium: $0.75
Put expiration: 2025-09-19
Put strike: $28.00
Put premium: $0.47
Upper breakeven: $28.247
Lower breakeven: $26.753
Breakeven difference: $1.493

Health Care Select (XLV): $134.58
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.159
Probability of Profit: 0.411
Expected Gain: -0.028
Escape ratio: 0.024
Cost of strangle: $365.00
Contract pairs tried: 7,654
Call expiration: 2025-08-15
Call strike: $135.00
Call premium: $1.77
Put expiration: 2025-08-15
Put strike: $135.00
Put premium: $1.88
Upper breakeven: $138.672
Lower breakeven: $131.328
Breakeven difference: $7.343

iShares Gold Trust (IAU): $62.06
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.157
Probability of Profit: 0.405
Expected Gain: -0.030
Escape ratio: 0.024
Cost of strangle: $192.50
Contract pairs tried: 855
Call expiration: 2025-08-15
Call strike: $62.00
Call premium: $0.95
Put expiration: 2025-08-15
Put strike: $62.50
Put premium: $0.97
Upper breakeven: $63.947
Lower breakeven: $60.553
Breakeven difference: $3.393

iShares MSCI Germany (EWG): $41.77
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.156
Probability of Profit: 0.404
Expected Gain: -0.042
Escape ratio: 0.022
Cost of strangle: $112.50
Contract pairs tried: 156
Call expiration: 2025-08-15
Call strike: $42.00
Call premium: $0.47
Put expiration: 2025-08-15
Put strike: $42.00
Put premium: $0.65
Upper breakeven: $43.147
Lower breakeven: $40.853
Breakeven difference: $2.293

Verizon Communications (VZ): $42.74
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.153
Probability of Profit: 0.390
Expected Gain: -0.071
Escape ratio: 0.022
Cost of strangle: $117.00
Contract pairs tried: 3,060
Call expiration: 2025-08-15
Call strike: $43.00
Call premium: $0.50
Put expiration: 2025-08-15
Put strike: $43.00
Put premium: $0.67
Upper breakeven: $44.192
Lower breakeven: $41.808
Breakeven difference: $2.383

Vanguard Total World (VT): $130.95
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.101
Probability of Profit: 0.289
Expected Gain: -0.090
Escape ratio: 0.013
Cost of strangle: $570.00
Contract pairs tried: 36
Call expiration: 2025-08-15
Call strike: $131.00
Call premium: $1.40
Put expiration: 2025-09-19
Put strike: $135.00
Put premium: $4.30
Upper breakeven: $136.722
Lower breakeven: $129.278
Breakeven difference: $7.443

iShares U.S. Real (IYR): $97.41
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.163
Probability of Profit: 0.410
Expected Gain: -0.026
Escape ratio: 0.025
Cost of strangle: $297.00
Contract pairs tried: 4,332
Call expiration: 2025-08-15
Call strike: $97.50
Call premium: $1.41
Put expiration: 2025-08-15
Put strike: $98.00
Put premium: $1.56
Upper breakeven: $100.492
Lower breakeven: $95.008
Breakeven difference: $5.483

SPDR Portfolio Long (SPTL): $26.18
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.139
Probability of Profit: 0.368
Expected Gain: 0.026
Escape ratio: 0.016
Cost of strangle: $122.50
Contract pairs tried: 30
Call expiration: 2025-08-15
Call strike: $26.00
Call premium: $0.33
Put expiration: 2025-08-15
Put strike: $27.00
Put premium: $0.90
Upper breakeven: $27.247
Lower breakeven: $25.753
Breakeven difference: $1.493

The Communication Services (XLC): $106.78
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.165
Probability of Profit: 0.410
Expected Gain: -0.020
Escape ratio: 0.026
Cost of strangle: $350.00
Contract pairs tried: 1,032
Call expiration: 2025-08-15
Call strike: $106.00
Call premium: $2.08
Put expiration: 2025-08-15
Put strike: $107.00
Put premium: $1.43
Upper breakeven: $109.522
Lower breakeven: $103.478
Breakeven difference: $6.043

iShares MSCI USA (MTUM): $241.49
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.161
Probability of Profit: 0.408
Expected Gain: -0.039
Escape ratio: 0.022
Cost of strangle: $680.00
Contract pairs tried: 224
Call expiration: 2025-08-15
Call strike: $240.00
Call premium: $4.30
Put expiration: 2025-08-15
Put strike: $240.00
Put premium: $2.50
Upper breakeven: $246.822
Lower breakeven: $233.178
Breakeven difference: $13.643

Automatic Data Processing (ADP): $315.54
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.163
Probability of Profit: 0.405
Expected Gain: -0.010
Escape ratio: 0.023
Cost of strangle: $1155.00
Contract pairs tried: 128
Call expiration: 2025-08-15
Call strike: $315.00
Call premium: $4.75
Put expiration: 2025-08-15
Put strike: $320.00
Put premium: $6.80
Upper breakeven: $326.572
Lower breakeven: $308.428
Breakeven difference: $18.143

iShares MSCI Japan (EWJ): $74.16
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.169
Probability of Profit: 0.416
Expected Gain: -0.021
Escape ratio: 0.026
Cost of strangle: $210.00
Contract pairs tried: 390
Call expiration: 2025-08-15
Call strike: $74.00
Call premium: $1.23
Put expiration: 2025-08-15
Put strike: $74.00
Put premium: $0.88
Upper breakeven: $76.122
Lower breakeven: $71.878
Breakeven difference: $4.243

Honeywell International, Inc. (HON): $222.77
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.172
Probability of Profit: 0.416
Expected Gain: -0.020
Escape ratio: 0.028
Cost of strangle: $645.00
Contract pairs tried: 972
Call expiration: 2025-08-15
Call strike: $222.50
Call premium: $3.30
Put expiration: 2025-08-15
Put strike: $222.50
Put premium: $3.15
Upper breakeven: $228.972
Lower breakeven: $216.028
Breakeven difference: $12.943

Northrop Grumman Corp. (NOC): $572.52
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.170
Probability of Profit: 0.412
Expected Gain: -0.025
Escape ratio: 0.025
Cost of strangle: $1675.00
Contract pairs tried: 418
Call expiration: 2025-08-15
Call strike: $575.00
Call premium: $7.75
Put expiration: 2025-08-15
Put strike: $575.00
Put premium: $9.00
Upper breakeven: $591.772
Lower breakeven: $558.228
Breakeven difference: $33.543

Vanguard Information Technology (VGT): $695.10
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.168
Probability of Profit: 0.402
Expected Gain: -0.038
Escape ratio: 0.029
Cost of strangle: $1530.00
Contract pairs tried: 168
Call expiration: 2025-08-15
Call strike: $700.00
Call premium: $7.75
Put expiration: 2025-08-15
Put strike: $690.00
Put premium: $7.55
Upper breakeven: $715.322
Lower breakeven: $674.678
Breakeven difference: $40.643

Vanguard Total Stock (VTI): $312.98
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.129
Probability of Profit: 0.276
Expected Gain: -0.228
Escape ratio: 0.027
Cost of strangle: $1045.00
Contract pairs tried: 475
Call expiration: 2025-08-15
Call strike: $312.50
Call premium: $3.95
Put expiration: 2025-09-19
Put strike: $315.00
Put premium: $6.50
Upper breakeven: $322.972
Lower breakeven: $304.528
Breakeven difference: $18.443

WisdomTree Japan Hedged (DXJ): $118.79
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.170
Probability of Profit: 0.399
Expected Gain: -0.037
Escape ratio: 0.028
Cost of strangle: $252.50
Contract pairs tried: 120
Call expiration: 2025-08-15
Call strike: $120.00
Call premium: $1.27
Put expiration: 2025-08-15
Put strike: $118.00
Put premium: $1.25
Upper breakeven: $122.547
Lower breakeven: $115.453
Breakeven difference: $7.093

iShares Trust iShares (IGIB): $53.16
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.057
Probability of Profit: 0.445
Expected Gain: 0.060
Escape ratio: 0.024
Cost of strangle: $207.50
Contract pairs tried: 2
Call expiration: 2026-01-16
Call strike: $53.00
Call premium: $0.68
Put expiration: 2026-01-16
Put strike: $54.00
Put premium: $1.40
Upper breakeven: $55.097
Lower breakeven: $51.903
Breakeven difference: $3.193

Sysco Corporation (SYY): $79.75
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.177
Probability of Profit: 0.411
Expected Gain: -0.029
Escape ratio: 0.027
Cost of strangle: $240.00
Contract pairs tried: 480
Call expiration: 2025-08-15
Call strike: $80.00
Call premium: $1.12
Put expiration: 2025-08-15
Put strike: $80.00
Put premium: $1.27
Upper breakeven: $82.422
Lower breakeven: $77.578
Breakeven difference: $4.843

Rollins, Inc. (ROL): $57.54
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.178
Probability of Profit: 0.412
Expected Gain: -0.028
Escape ratio: 0.030
Cost of strangle: $172.50
Contract pairs tried: 21
Call expiration: 2025-08-15
Call strike: $57.50
Call premium: $0.88
Put expiration: 2025-08-15
Put strike: $57.50
Put premium: $0.85
Upper breakeven: $59.247
Lower breakeven: $55.753
Breakeven difference: $3.493

TJX Companies, Inc. (TJX): $126.35
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.178
Probability of Profit: 0.409
Expected Gain: -0.031
Escape ratio: 0.029
Cost of strangle: $334.00
Contract pairs tried: 2,255
Call expiration: 2025-08-15
Call strike: $127.00
Call premium: $1.65
Put expiration: 2025-08-15
Put strike: $126.00
Put premium: $1.69
Upper breakeven: $130.362
Lower breakeven: $122.638
Breakeven difference: $7.723

Vanguard Dividend Appreciation (VIG): $208.19
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.100
Probability of Profit: 0.172
Expected Gain: -0.064
Escape ratio: 0.022
Cost of strangle: $1140.00
Contract pairs tried: 19
Call expiration: 2025-08-15
Call strike: $205.00
Call premium: $4.55
Put expiration: 2025-09-19
Put strike: $215.00
Put premium: $6.85
Upper breakeven: $216.422
Lower breakeven: $203.578
Breakeven difference: $12.843

Procter & Gamble (PG): $154.92
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.183
Probability of Profit: 0.419
Expected Gain: -0.013
Escape ratio: 0.030
Cost of strangle: $474.50
Contract pairs tried: 957
Call expiration: 2025-08-15
Call strike: $155.00
Call premium: $2.46
Put expiration: 2025-08-15
Put strike: $155.00
Put premium: $2.28
Upper breakeven: $159.767
Lower breakeven: $150.233
Breakeven difference: $9.533

Technology Select Sector (XLK): $264.60
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.182
Probability of Profit: 0.415
Expected Gain: -0.020
Escape ratio: 0.029
Cost of strangle: $815.00
Contract pairs tried: 2,400
Call expiration: 2025-08-15
Call strike: $265.00
Call premium: $4.15
Put expiration: 2025-08-15
Put strike: $265.00
Put premium: $4.00
Upper breakeven: $273.172
Lower breakeven: $256.828
Breakeven difference: $16.343

JPMorgan Chase & (JPM): $298.93
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.179
Probability of Profit: 0.411
Expected Gain: -0.025
Escape ratio: 0.024
Cost of strangle: $807.50
Contract pairs tried: 4,118
Call expiration: 2025-08-15
Call strike: $302.50
Call premium: $3.20
Put expiration: 2025-08-15
Put strike: $300.00
Put premium: $4.88
Upper breakeven: $310.597
Lower breakeven: $291.903
Breakeven difference: $18.693

Consumer Discretionary Select (XLY): $223.76
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.181
Probability of Profit: 0.411
Expected Gain: -0.027
Escape ratio: 0.026
Cost of strangle: $696.50
Contract pairs tried: 1,749
Call expiration: 2025-08-15
Call strike: $225.00
Call premium: $3.06
Put expiration: 2025-08-15
Put strike: $225.00
Put premium: $3.90
Upper breakeven: $231.987
Lower breakeven: $218.013
Breakeven difference: $13.973

PIMCO 25+ Year (ZROZ): $64.57
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.182
Probability of Profit: 0.407
Expected Gain: -0.014
Escape ratio: 0.030
Cost of strangle: $250.00
Contract pairs tried: 340
Call expiration: 2025-08-15
Call strike: $64.00
Call premium: $1.40
Put expiration: 2025-08-15
Put strike: $65.00
Put premium: $1.10
Upper breakeven: $66.522
Lower breakeven: $62.478
Breakeven difference: $4.043

Vanguard Short-Term Inflation-Protected (VTIP): $50.09
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.054
Probability of Profit: 0.302
Expected Gain: -0.041
Escape ratio: 0.030
Cost of strangle: $255.00
Contract pairs tried: 2
Call expiration: 2025-11-21
Call strike: $49.00
Call premium: $1.45
Put expiration: 2025-11-21
Put strike: $51.00
Put premium: $1.10
Upper breakeven: $51.572
Lower breakeven: $48.428
Breakeven difference: $3.143

ProShares Short 20+ (TBF): $24.63
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.154
Probability of Profit: 0.336
Expected Gain: -0.010
Escape ratio: 0.026
Cost of strangle: $125.00
Contract pairs tried: 72
Call expiration: 2025-08-15
Call strike: $24.00
Call premium: $0.75
Put expiration: 2025-08-15
Put strike: $25.00
Put premium: $0.50
Upper breakeven: $25.272
Lower breakeven: $23.728
Breakeven difference: $1.543

Global X U.S. (PAVE): $46.23
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.174
Probability of Profit: 0.385
Expected Gain: -0.030
Escape ratio: 0.026
Cost of strangle: $195.00
Contract pairs tried: 22
Call expiration: 2025-08-15
Call strike: $46.00
Call premium: $0.88
Put expiration: 2025-08-15
Put strike: $47.00
Put premium: $1.07
Upper breakeven: $47.972
Lower breakeven: $45.028
Breakeven difference: $2.943

PepsiCo, Inc. (PEP): $144.12
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.188
Probability of Profit: 0.424
Expected Gain: -0.000
Escape ratio: 0.027
Cost of strangle: $402.00
Contract pairs tried: 3,528
Call expiration: 2025-08-15
Call strike: $144.00
Call premium: $2.48
Put expiration: 2025-08-15
Put strike: $143.00
Put premium: $1.54
Upper breakeven: $148.042
Lower breakeven: $138.958
Breakeven difference: $9.083

Enterprise Products Partners (EPD): $31.54
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.146
Probability of Profit: 0.376
Expected Gain: -0.113
Escape ratio: 0.014
Cost of strangle: $96.50
Contract pairs tried: 306
Call expiration: 2025-08-15
Call strike: $31.00
Call premium: $0.55
Put expiration: 2025-08-15
Put strike: $31.00
Put premium: $0.41
Upper breakeven: $31.987
Lower breakeven: $30.013
Breakeven difference: $1.973

Nasdaq, Inc. Common (NDAQ): $96.10
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.177
Probability of Profit: 0.385
Expected Gain: -0.017
Escape ratio: 0.030
Cost of strangle: $430.00
Contract pairs tried: 840
Call expiration: 2025-08-15
Call strike: $95.00
Call premium: $2.20
Put expiration: 2025-08-15
Put strike: $97.50
Put premium: $2.10
Upper breakeven: $99.322
Lower breakeven: $93.178
Breakeven difference: $6.143

ProShares Short S&P500 (SH): $38.81
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.132
Probability of Profit: 0.249
Expected Gain: -0.312
Escape ratio: 0.027
Cost of strangle: $122.50
Contract pairs tried: 102
Call expiration: 2025-09-19
Call strike: $39.00
Call premium: $0.72
Put expiration: 2025-08-15
Put strike: $39.00
Put premium: $0.50
Upper breakeven: $40.247
Lower breakeven: $37.753
Breakeven difference: $2.493

Annaly Capital Management. (NLY): $20.90
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.171
Probability of Profit: 0.372
Expected Gain: -0.109
Escape ratio: 0.027
Cost of strangle: $65.00
Contract pairs tried: 275
Call expiration: 2025-08-15
Call strike: $21.00
Call premium: $0.30
Put expiration: 2025-08-15
Put strike: $21.00
Put premium: $0.35
Upper breakeven: $21.672
Lower breakeven: $20.328
Breakeven difference: $1.343

Paychex Inc (PAYX): $147.02
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.169
Probability of Profit: 0.363
Expected Gain: -0.014
Escape ratio: 0.029
Cost of strangle: $720.00
Contract pairs tried: 918
Call expiration: 2025-08-15
Call strike: $145.00
Call premium: $3.55
Put expiration: 2025-08-15
Put strike: $150.00
Put premium: $3.65
Upper breakeven: $152.222
Lower breakeven: $142.778
Breakeven difference: $9.443

Real Estate Select (XLRE): $42.56
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.187
Probability of Profit: 0.408
Expected Gain: 0.005
Escape ratio: 0.031
Cost of strangle: $185.00
Contract pairs tried: 297
Call expiration: 2025-08-15
Call strike: $42.00
Call premium: $1.10
Put expiration: 2025-08-15
Put strike: $43.00
Put premium: $0.75
Upper breakeven: $43.872
Lower breakeven: $41.128
Breakeven difference: $2.743

RTX Corporation (RTX): $157.57
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.192
Probability of Profit: 0.418
Expected Gain: -0.015
Escape ratio: 0.032
Cost of strangle: $507.00
Contract pairs tried: 1,525
Call expiration: 2025-08-15
Call strike: $157.50
Call premium: $2.50
Put expiration: 2025-08-15
Put strike: $157.50
Put premium: $2.58
Upper breakeven: $162.592
Lower breakeven: $152.408
Breakeven difference: $10.183

Abbott Laboratories (ABT): $128.78
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.186
Probability of Profit: 0.403
Expected Gain: -0.034
Escape ratio: 0.031
Cost of strangle: $315.00
Contract pairs tried: 207
Call expiration: 2025-08-15
Call strike: $130.00
Call premium: $1.48
Put expiration: 2025-08-15
Put strike: $128.00
Put premium: $1.68
Upper breakeven: $133.172
Lower breakeven: $124.828
Breakeven difference: $8.343

Moody's Corporation (MCO): $516.25
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.189
Probability of Profit: 0.413
Expected Gain: -0.022
Escape ratio: 0.026
Cost of strangle: $1690.00
Contract pairs tried: 56
Call expiration: 2025-08-15
Call strike: $520.00
Call premium: $6.90
Put expiration: 2025-08-15
Put strike: $520.00
Put premium: $10.00
Upper breakeven: $536.922
Lower breakeven: $503.078
Breakeven difference: $33.843

Roundhill Magnificent Seven (MAGS): $57.89
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.186
Probability of Profit: 0.398
Expected Gain: -0.044
Escape ratio: 0.031
Cost of strangle: $137.50
Contract pairs tried: 848
Call expiration: 2025-08-15
Call strike: $58.50
Call premium: $0.65
Put expiration: 2025-08-15
Put strike: $57.50
Put premium: $0.72
Upper breakeven: $59.897
Lower breakeven: $56.103
Breakeven difference: $3.793

Medtronic plc (MDT): $92.16
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.156
Probability of Profit: 0.371
Expected Gain: -0.036
Escape ratio: 0.016
Cost of strangle: $429.50
Contract pairs tried: 900
Call expiration: 2025-08-15
Call strike: $92.50
Call premium: $1.23
Put expiration: 2025-08-15
Put strike: $95.00
Put premium: $3.07
Upper breakeven: $96.817
Lower breakeven: $90.683
Breakeven difference: $6.133

Hilton Worldwide Holdings (HLT): $274.31
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.189
Probability of Profit: 0.407
Expected Gain: -0.028
Escape ratio: 0.031
Cost of strangle: $1020.00
Contract pairs tried: 360
Call expiration: 2025-08-15
Call strike: $272.50
Call premium: $5.60
Put expiration: 2025-08-15
Put strike: $275.00
Put premium: $4.60
Upper breakeven: $282.722
Lower breakeven: $264.778
Breakeven difference: $17.943

M&T Bank Corp. (MTB): $194.25
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.194
Probability of Profit: 0.412
Expected Gain: -0.025
Escape ratio: 0.029
Cost of strangle: $642.50
Contract pairs tried: 255
Call expiration: 2025-08-15
Call strike: $195.00
Call premium: $3.08
Put expiration: 2025-08-15
Put strike: $195.00
Put premium: $3.35
Upper breakeven: $201.447
Lower breakeven: $188.553
Breakeven difference: $12.893

iShares U.S. Medical (IHI): $61.65
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.181
Probability of Profit: 0.404
Expected Gain: -0.018
Escape ratio: 0.020
Cost of strangle: $255.00
Contract pairs tried: 275
Call expiration: 2025-08-15
Call strike: $62.00
Call premium: $0.82
Put expiration: 2025-08-15
Put strike: $63.00
Put premium: $1.73
Upper breakeven: $64.572
Lower breakeven: $60.428
Breakeven difference: $4.143

iShares MBS ETF (MBB): $93.22
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.067
Probability of Profit: 0.425
Expected Gain: -0.000
Escape ratio: 0.031
Cost of strangle: $307.50
Contract pairs tried: 5
Call expiration: 2025-12-19
Call strike: $93.00
Call premium: $1.62
Put expiration: 2025-12-19
Put strike: $93.00
Put premium: $1.45
Upper breakeven: $96.097
Lower breakeven: $89.903
Breakeven difference: $6.193

iShares Core S&P (IJR): $112.63
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.192
Probability of Profit: 0.407
Expected Gain: -0.026
Escape ratio: 0.026
Cost of strangle: $427.50
Contract pairs tried: 672
Call expiration: 2025-08-15
Call strike: $113.00
Call premium: $1.82
Put expiration: 2025-08-15
Put strike: $114.00
Put premium: $2.45
Upper breakeven: $117.297
Lower breakeven: $109.703
Breakeven difference: $7.593

The Hartford Insurance (HIG): $125.24
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.199
Probability of Profit: 0.419
Expected Gain: -0.013
Escape ratio: 0.032
Cost of strangle: $417.50
Contract pairs tried: 117
Call expiration: 2025-08-15
Call strike: $125.00
Call premium: $2.40
Put expiration: 2025-08-15
Put strike: $125.00
Put premium: $1.77
Upper breakeven: $129.197
Lower breakeven: $120.803
Breakeven difference: $8.393

Global X Defense (SHLD): $61.15
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.193
Probability of Profit: 0.404
Expected Gain: -0.030
Escape ratio: 0.028
Cost of strangle: $155.00
Contract pairs tried: 369
Call expiration: 2025-08-15
Call strike: $62.00
Call premium: $0.68
Put expiration: 2025-08-15
Put strike: $61.00
Put premium: $0.88
Upper breakeven: $63.572
Lower breakeven: $59.428
Breakeven difference: $4.143

Walmart Inc. (WMT): $97.78
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.198
Probability of Profit: 0.413
Expected Gain: -0.024
Escape ratio: 0.032
Cost of strangle: $328.00
Contract pairs tried: 8,798
Call expiration: 2025-08-15
Call strike: $98.00
Call premium: $1.58
Put expiration: 2025-08-15
Put strike: $98.00
Put premium: $1.70
Upper breakeven: $101.302
Lower breakeven: $94.698
Breakeven difference: $6.603

iShares Expanded Tech-Software (IGV): $112.95
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.198
Probability of Profit: 0.412
Expected Gain: -0.023
Escape ratio: 0.029
Cost of strangle: $332.50
Contract pairs tried: 3,168
Call expiration: 2025-08-15
Call strike: $114.00
Call premium: $1.48
Put expiration: 2025-08-15
Put strike: $113.00
Put premium: $1.85
Upper breakeven: $117.347
Lower breakeven: $109.653
Breakeven difference: $7.693

Waste Management, Inc. (WM): $234.63
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.171
Probability of Profit: 0.340
Expected Gain: -0.011
Escape ratio: 0.032
Cost of strangle: $1295.00
Contract pairs tried: 132
Call expiration: 2025-08-15
Call strike: $230.00
Call premium: $6.70
Put expiration: 2025-08-15
Put strike: $240.00
Put premium: $6.25
Upper breakeven: $242.972
Lower breakeven: $227.028
Breakeven difference: $15.943

U.S. Bancorp (USB): $46.15
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.193
Probability of Profit: 0.403
Expected Gain: -0.043
Escape ratio: 0.027
Cost of strangle: $156.00
Contract pairs tried: 1,395
Call expiration: 2025-08-15
Call strike: $46.50
Call premium: $0.64
Put expiration: 2025-08-15
Put strike: $46.50
Put premium: $0.92
Upper breakeven: $48.082
Lower breakeven: $44.918
Breakeven difference: $3.163

PNC Financial Services (PNC): $193.89
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.198
Probability of Profit: 0.409
Expected Gain: -0.031
Escape ratio: 0.029
Cost of strangle: $665.00
Contract pairs tried: 858
Call expiration: 2025-08-15
Call strike: $195.00
Call premium: $2.95
Put expiration: 2025-08-15
Put strike: $195.00
Put premium: $3.70
Upper breakeven: $201.672
Lower breakeven: $188.328
Breakeven difference: $13.343

Altria Group, Inc. (MO): $60.81
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.181
Probability of Profit: 0.380
Expected Gain: -0.056
Escape ratio: 0.023
Cost of strangle: $258.50
Contract pairs tried: 2,030
Call expiration: 2025-08-15
Call strike: $61.00
Call premium: $0.97
Put expiration: 2025-08-15
Put strike: $62.00
Put premium: $1.61
Upper breakeven: $63.607
Lower breakeven: $59.393
Breakeven difference: $4.213

iShares Biotechnology ETF (IBB): $134.93
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.198
Probability of Profit: 0.410
Expected Gain: -0.027
Escape ratio: 0.027
Cost of strangle: $465.00
Contract pairs tried: 4,680
Call expiration: 2025-08-15
Call strike: $136.00
Call premium: $1.93
Put expiration: 2025-08-15
Put strike: $136.00
Put premium: $2.73
Upper breakeven: $140.672
Lower breakeven: $131.328
Breakeven difference: $9.343

Pinnacle West Capital (PNW): $89.89
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.214
Probability of Profit: 0.440
Expected Gain: 0.034
Escape ratio: 0.033
Cost of strangle: $307.50
Contract pairs tried: 12
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $1.15
Put expiration: 2025-08-15
Put strike: $90.00
Put premium: $1.93
Upper breakeven: $93.097
Lower breakeven: $86.903
Breakeven difference: $6.193

Keurig Dr Pepper (KDP): $34.16
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.200
Probability of Profit: 0.413
Expected Gain: -0.029
Escape ratio: 0.030
Cost of strangle: $115.00
Contract pairs tried: 357
Call expiration: 2025-08-15
Call strike: $34.00
Call premium: $0.70
Put expiration: 2025-08-15
Put strike: $34.00
Put premium: $0.45
Upper breakeven: $35.172
Lower breakeven: $32.828
Breakeven difference: $2.343

TotalEnergies SE (TTE): $60.09
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.204
Probability of Profit: 0.418
Expected Gain: -0.017
Escape ratio: 0.033
Cost of strangle: $205.00
Contract pairs tried: 252
Call expiration: 2025-08-15
Call strike: $60.00
Call premium: $1.12
Put expiration: 2025-08-15
Put strike: $60.00
Put premium: $0.93
Upper breakeven: $62.072
Lower breakeven: $57.928
Breakeven difference: $4.143

The Southern Company (SO): $95.45
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.201
Probability of Profit: 0.409
Expected Gain: -0.031
Escape ratio: 0.029
Cost of strangle: $330.00
Contract pairs tried: 1,225
Call expiration: 2025-08-15
Call strike: $96.00
Call premium: $1.43
Put expiration: 2025-08-15
Put strike: $96.00
Put premium: $1.88
Upper breakeven: $99.322
Lower breakeven: $92.678
Breakeven difference: $6.643

iShares Russell 2000 (IWN): $164.33
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.202
Probability of Profit: 0.416
Expected Gain: -0.021
Escape ratio: 0.029
Cost of strangle: $515.00
Contract pairs tried: 80
Call expiration: 2025-08-15
Call strike: $164.00
Call premium: $3.15
Put expiration: 2025-08-15
Put strike: $163.00
Put premium: $2.00
Upper breakeven: $169.172
Lower breakeven: $157.828
Breakeven difference: $11.343

Lockheed Martin Corp. (LMT): $420.05
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.208
Probability of Profit: 0.422
Expected Gain: -0.006
Escape ratio: 0.035
Cost of strangle: $1455.00
Contract pairs tried: 2,303
Call expiration: 2025-08-15
Call strike: $420.00
Call premium: $7.75
Put expiration: 2025-08-15
Put strike: $420.00
Put premium: $6.80
Upper breakeven: $434.572
Lower breakeven: $405.428
Breakeven difference: $29.143

Invesco S&P 500 (SPLV): $73.21
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.111
Probability of Profit: 0.170
Expected Gain: -0.244
Escape ratio: 0.024
Cost of strangle: $355.00
Contract pairs tried: 3
Call expiration: 2025-08-15
Call strike: $73.00
Call premium: $0.93
Put expiration: 2025-12-19
Put strike: $75.00
Put premium: $2.62
Upper breakeven: $76.572
Lower breakeven: $71.428
Breakeven difference: $5.143

J.P. Morgan Nasdaq (JEPQ): $55.23
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.108
Probability of Profit: 0.420
Expected Gain: 0.007
Escape ratio: 0.021
Cost of strangle: $137.50
Contract pairs tried: 400
Call expiration: 2025-09-19
Call strike: $55.00
Call premium: $0.68
Put expiration: 2025-09-19
Put strike: $54.00
Put premium: $0.70
Upper breakeven: $56.397
Lower breakeven: $52.603
Breakeven difference: $3.793

Home Depot, Inc. (HD): $375.98
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.201
Probability of Profit: 0.409
Expected Gain: -0.025
Escape ratio: 0.028
Cost of strangle: $1442.50
Contract pairs tried: 3,132
Call expiration: 2025-08-15
Call strike: $377.50
Call premium: $6.25
Put expiration: 2025-08-15
Put strike: $380.00
Put premium: $8.18
Upper breakeven: $391.947
Lower breakeven: $365.553
Breakeven difference: $26.393

iShares 10+ Year (IGLB): $49.91
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.095
Probability of Profit: 0.428
Expected Gain: 0.008
Escape ratio: 0.033
Cost of strangle: $172.50
Contract pairs tried: 6
Call expiration: 2025-10-17
Call strike: $50.00
Call premium: $0.70
Put expiration: 2025-10-17
Put strike: $50.00
Put premium: $1.02
Upper breakeven: $51.747
Lower breakeven: $48.253
Breakeven difference: $3.493

Entergy Corporation (ETR): $90.22
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.205
Probability of Profit: 0.415
Expected Gain: -0.024
Escape ratio: 0.032
Cost of strangle: $312.50
Contract pairs tried: 133
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $1.62
Put expiration: 2025-08-15
Put strike: $90.00
Put premium: $1.50
Upper breakeven: $93.147
Lower breakeven: $86.853
Breakeven difference: $6.293

Intuit Inc (INTU): $803.71
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.203
Probability of Profit: 0.408
Expected Gain: -0.030
Escape ratio: 0.033
Cost of strangle: $2315.00
Contract pairs tried: 360
Call expiration: 2025-08-15
Call strike: $810.00
Call premium: $11.95
Put expiration: 2025-08-15
Put strike: $800.00
Put premium: $11.20
Upper breakeven: $833.172
Lower breakeven: $776.828
Breakeven difference: $56.343

Vanguard FTSE Developed (VEA): $56.94
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.141
Probability of Profit: 0.234
Expected Gain: -0.143
Escape ratio: 0.034
Cost of strangle: $297.50
Contract pairs tried: 22
Call expiration: 2025-08-15
Call strike: $56.00
Call premium: $1.35
Put expiration: 2025-09-19
Put strike: $58.00
Put premium: $1.62
Upper breakeven: $58.997
Lower breakeven: $55.003
Breakeven difference: $3.993

Otis Worldwide Corporation (OTIS): $86.41
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.198
Probability of Profit: 0.393
Expected Gain: -0.006
Escape ratio: 0.033
Cost of strangle: $427.50
Contract pairs tried: 312
Call expiration: 2025-08-15
Call strike: $85.00
Call premium: $2.38
Put expiration: 2025-08-15
Put strike: $87.50
Put premium: $1.90
Upper breakeven: $89.297
Lower breakeven: $83.203
Breakeven difference: $6.093

Welltower Inc. (WELL): $167.89
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.210
Probability of Profit: 0.432
Expected Gain: 0.020
Escape ratio: 0.023
Cost of strangle: $600.00
Contract pairs tried: 275
Call expiration: 2025-08-15
Call strike: $170.00
Call premium: $1.75
Put expiration: 2025-08-15
Put strike: $170.00
Put premium: $4.25
Upper breakeven: $176.022
Lower breakeven: $163.978
Breakeven difference: $12.043

Norfolk Southern Corp. (NSC): $281.98
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.197
Probability of Profit: 0.390
Expected Gain: -0.018
Escape ratio: 0.033
Cost of strangle: $1370.00
Contract pairs tried: 77
Call expiration: 2025-08-15
Call strike: $277.50
Call premium: $6.55
Put expiration: 2025-08-15
Put strike: $285.00
Put premium: $7.15
Upper breakeven: $291.222
Lower breakeven: $271.278
Breakeven difference: $19.943

VISA Inc. (V): $354.65
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.210
Probability of Profit: 0.416
Expected Gain: -0.015
Escape ratio: 0.031
Cost of strangle: $1137.50
Contract pairs tried: 4,736
Call expiration: 2025-08-15
Call strike: $357.50
Call premium: $4.95
Put expiration: 2025-08-15
Put strike: $355.00
Put premium: $6.42
Upper breakeven: $368.897
Lower breakeven: $343.603
Breakeven difference: $25.293

The Charles Schwab (SCHW): $98.18
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.208
Probability of Profit: 0.413
Expected Gain: -0.026
Escape ratio: 0.034
Cost of strangle: $346.50
Contract pairs tried: 5,208
Call expiration: 2025-08-15
Call strike: $98.00
Call premium: $1.79
Put expiration: 2025-08-15
Put strike: $98.00
Put premium: $1.67
Upper breakeven: $101.487
Lower breakeven: $94.513
Breakeven difference: $6.973

AT&T Inc. (T): $27.65
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.196
Probability of Profit: 0.399
Expected Gain: -0.050
Escape ratio: 0.023
Cost of strangle: $97.50
Contract pairs tried: 2,706
Call expiration: 2025-08-15
Call strike: $28.00
Call premium: $0.33
Put expiration: 2025-08-15
Put strike: $28.00
Put premium: $0.65
Upper breakeven: $28.997
Lower breakeven: $27.003
Breakeven difference: $1.993

Ecolab, Inc. (ECL): $263.47
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.198
Probability of Profit: 0.417
Expected Gain: -0.024
Escape ratio: 0.022
Cost of strangle: $925.00
Contract pairs tried: 240
Call expiration: 2025-08-15
Call strike: $260.00
Call premium: $6.60
Put expiration: 2025-08-15
Put strike: $260.00
Put premium: $2.65
Upper breakeven: $269.272
Lower breakeven: $250.728
Breakeven difference: $18.543

The Kroger Co. (KR): $69.05
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.211
Probability of Profit: 0.416
Expected Gain: -0.020
Escape ratio: 0.035
Cost of strangle: $245.00
Contract pairs tried: 1,517
Call expiration: 2025-08-15
Call strike: $69.00
Call premium: $1.22
Put expiration: 2025-08-15
Put strike: $69.00
Put premium: $1.24
Upper breakeven: $71.472
Lower breakeven: $66.528
Breakeven difference: $4.943

The Travelers Companies, (TRV): $259.55
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.212
Probability of Profit: 0.416
Expected Gain: -0.017
Escape ratio: 0.034
Cost of strangle: $930.00
Contract pairs tried: 110
Call expiration: 2025-08-15
Call strike: $260.00
Call premium: $4.65
Put expiration: 2025-08-15
Put strike: $260.00
Put premium: $4.65
Upper breakeven: $269.322
Lower breakeven: $250.678
Breakeven difference: $18.643

Energy Select Sector (XLE): $87.92
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.209
Probability of Profit: 0.409
Expected Gain: -0.031
Escape ratio: 0.030
Cost of strangle: $317.00
Contract pairs tried: 36,050
Call expiration: 2025-08-15
Call strike: $88.50
Call premium: $1.34
Put expiration: 2025-08-15
Put strike: $88.50
Put premium: $1.82
Upper breakeven: $91.692
Lower breakeven: $85.308
Breakeven difference: $6.383

T-Mobile US, Inc. (TMUS): $240.52
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.208
Probability of Profit: 0.410
Expected Gain: -0.029
Escape ratio: 0.028
Cost of strangle: $872.50
Contract pairs tried: 1,155
Call expiration: 2025-08-15
Call strike: $242.50
Call premium: $3.65
Put expiration: 2025-08-15
Put strike: $242.50
Put premium: $5.08
Upper breakeven: $251.247
Lower breakeven: $233.753
Breakeven difference: $17.493

International Business Machines (IBM): $260.23
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.216
Probability of Profit: 0.422
Expected Gain: -0.008
Escape ratio: 0.035
Cost of strangle: $937.50
Contract pairs tried: 5,037
Call expiration: 2025-08-15
Call strike: $260.00
Call premium: $4.40
Put expiration: 2025-08-15
Put strike: $260.00
Put premium: $4.97
Upper breakeven: $269.397
Lower breakeven: $250.603
Breakeven difference: $18.793

Marsh & McLennan (MMC): $201.53
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.210
Probability of Profit: 0.419
Expected Gain: -0.018
Escape ratio: 0.028
Cost of strangle: $722.50
Contract pairs tried: 140
Call expiration: 2025-08-15
Call strike: $200.00
Call premium: $4.65
Put expiration: 2025-08-15
Put strike: $200.00
Put premium: $2.58
Upper breakeven: $207.247
Lower breakeven: $192.753
Breakeven difference: $14.493

iShares Russell 2000 (IWM): $223.80
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.212
Probability of Profit: 0.412
Expected Gain: -0.026
Escape ratio: 0.031
Cost of strangle: $814.00
Contract pairs tried: 85,525
Call expiration: 2025-08-15
Call strike: $225.00
Call premium: $3.69
Put expiration: 2025-08-15
Put strike: $225.00
Put premium: $4.45
Upper breakeven: $233.162
Lower breakeven: $216.838
Breakeven difference: $16.323

Mondelez International, Inc. (MDLZ): $65.73
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.212
Probability of Profit: 0.410
Expected Gain: -0.031
Escape ratio: 0.032
Cost of strangle: $237.50
Contract pairs tried: 806
Call expiration: 2025-08-15
Call strike: $66.00
Call premium: $1.12
Put expiration: 2025-08-15
Put strike: $66.00
Put premium: $1.25
Upper breakeven: $68.397
Lower breakeven: $63.603
Breakeven difference: $4.793

Union Pacific Corp. (UNP): $224.06
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.215
Probability of Profit: 0.416
Expected Gain: -0.016
Escape ratio: 0.032
Cost of strangle: $815.00
Contract pairs tried: 2,565
Call expiration: 2025-08-15
Call strike: $225.00
Call premium: $3.50
Put expiration: 2025-08-15
Put strike: $225.00
Put premium: $4.65
Upper breakeven: $233.172
Lower breakeven: $216.828
Breakeven difference: $16.343

Corning Incorporated (GLW): $62.39
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.206
Probability of Profit: 0.403
Expected Gain: -0.042
Escape ratio: 0.027
Cost of strangle: $227.00
Contract pairs tried: 1,314
Call expiration: 2025-08-15
Call strike: $63.00
Call premium: $0.95
Put expiration: 2025-08-15
Put strike: $63.00
Put premium: $1.32
Upper breakeven: $65.292
Lower breakeven: $60.708
Breakeven difference: $4.583

MicroSectors FANG+ ETNs (FNGS): $66.14
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.211
Probability of Profit: 0.409
Expected Gain: -0.022
Escape ratio: 0.031
Cost of strangle: $190.00
Contract pairs tried: 168
Call expiration: 2025-08-15
Call strike: $67.00
Call premium: $0.80
Put expiration: 2025-08-15
Put strike: $66.00
Put premium: $1.10
Upper breakeven: $68.922
Lower breakeven: $64.078
Breakeven difference: $4.843

Linde plc Ordinary (LIN): $470.30
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.211
Probability of Profit: 0.411
Expected Gain: -0.024
Escape ratio: 0.027
Cost of strangle: $1735.00
Contract pairs tried: 972
Call expiration: 2025-08-15
Call strike: $475.00
Call premium: $6.75
Put expiration: 2025-08-15
Put strike: $475.00
Put premium: $10.60
Upper breakeven: $492.372
Lower breakeven: $457.628
Breakeven difference: $34.743

Wells Fargo & (WFC): $82.73
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.216
Probability of Profit: 0.414
Expected Gain: -0.019
Escape ratio: 0.037
Cost of strangle: $327.00
Contract pairs tried: 8,400
Call expiration: 2025-08-15
Call strike: $82.50
Call premium: $1.53
Put expiration: 2025-08-15
Put strike: $83.00
Put premium: $1.74
Upper breakeven: $85.792
Lower breakeven: $79.708
Breakeven difference: $6.083

Novartis AG (NVS): $117.14
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.191
Probability of Profit: 0.355
Expected Gain: -0.010
Escape ratio: 0.034
Cost of strangle: $680.00
Contract pairs tried: 187
Call expiration: 2025-08-15
Call strike: $115.00
Call premium: $3.45
Put expiration: 2025-08-15
Put strike: $120.00
Put premium: $3.35
Upper breakeven: $121.822
Lower breakeven: $113.178
Breakeven difference: $8.643

iShares MSCI Taiwan (EWT): $58.59
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.212
Probability of Profit: 0.406
Expected Gain: -0.037
Escape ratio: 0.030
Cost of strangle: $215.00
Contract pairs tried: 140
Call expiration: 2025-08-15
Call strike: $59.00
Call premium: $0.93
Put expiration: 2025-08-15
Put strike: $59.00
Put premium: $1.23
Upper breakeven: $61.172
Lower breakeven: $56.828
Breakeven difference: $4.343

MSCI, Inc. (MSCI): $561.99
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.215
Probability of Profit: 0.425
Expected Gain: 0.006
Escape ratio: 0.023
Cost of strangle: $2105.00
Contract pairs tried: 112
Call expiration: 2025-08-15
Call strike: $570.00
Call premium: $6.40
Put expiration: 2025-08-15
Put strike: $570.00
Put premium: $14.65
Upper breakeven: $591.072
Lower breakeven: $548.928
Breakeven difference: $42.143

Morgan Stanley (MS): $144.46
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.226
Probability of Profit: 0.429
Expected Gain: 0.010
Escape ratio: 0.034
Cost of strangle: $536.50
Contract pairs tried: 4,959
Call expiration: 2025-08-15
Call strike: $145.00
Call premium: $2.06
Put expiration: 2025-08-15
Put strike: $145.00
Put premium: $3.30
Upper breakeven: $150.387
Lower breakeven: $139.613
Breakeven difference: $10.773

L3Harris Technologies, Inc. (LHX): $274.31
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.202
Probability of Profit: 0.374
Expected Gain: -0.012
Escape ratio: 0.035
Cost of strangle: $1525.00
Contract pairs tried: 136
Call expiration: 2025-08-15
Call strike: $270.00
Call premium: $7.60
Put expiration: 2025-08-15
Put strike: $280.00
Put premium: $7.65
Upper breakeven: $285.272
Lower breakeven: $264.728
Breakeven difference: $20.543

The Sherwin-Williams Company (SHW): $333.73
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.207
Probability of Profit: 0.387
Expected Gain: -0.016
Escape ratio: 0.034
Cost of strangle: $1750.00
Contract pairs tried: 90
Call expiration: 2025-08-15
Call strike: $330.00
Call premium: $8.30
Put expiration: 2025-08-15
Put strike: $340.00
Put premium: $9.20
Upper breakeven: $347.522
Lower breakeven: $322.478
Breakeven difference: $25.043

Philip Morris International (PM): $163.07
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.212
Probability of Profit: 0.407
Expected Gain: -0.033
Escape ratio: 0.026
Cost of strangle: $615.00
Contract pairs tried: 3,840
Call expiration: 2025-08-15
Call strike: $165.00
Call premium: $2.30
Put expiration: 2025-08-15
Put strike: $165.00
Put premium: $3.85
Upper breakeven: $171.172
Lower breakeven: $158.828
Breakeven difference: $12.343

Wabtec Inc. (WAB): $191.88
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.210
Probability of Profit: 0.416
Expected Gain: -0.015
Escape ratio: 0.022
Cost of strangle: $727.50
Contract pairs tried: 63
Call expiration: 2025-08-15
Call strike: $195.00
Call premium: $2.33
Put expiration: 2025-08-15
Put strike: $195.00
Put premium: $4.95
Upper breakeven: $202.297
Lower breakeven: $187.703
Breakeven difference: $14.593

iShares MSCI China (MCHI): $58.15
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.219
Probability of Profit: 0.414
Expected Gain: -0.025
Escape ratio: 0.035
Cost of strangle: $215.00
Contract pairs tried: 1,860
Call expiration: 2025-08-15
Call strike: $58.00
Call premium: $1.20
Put expiration: 2025-08-15
Put strike: $58.00
Put premium: $0.95
Upper breakeven: $60.172
Lower breakeven: $55.828
Breakeven difference: $4.343

PIMCO 15+ Year (LTPZ): $51.91
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.106
Probability of Profit: 0.396
Expected Gain: -0.071
Escape ratio: 0.019
Cost of strangle: $190.00
Contract pairs tried: 36
Call expiration: 2025-09-19
Call strike: $51.00
Call premium: $1.32
Put expiration: 2025-09-19
Put strike: $51.00
Put premium: $0.57
Upper breakeven: $52.922
Lower breakeven: $49.078
Breakeven difference: $3.843

Vanguard Health Care (VHT): $248.54
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.148
Probability of Profit: 0.272
Expected Gain: -0.329
Escape ratio: 0.022
Cost of strangle: $702.50
Contract pairs tried: 20
Call expiration: 2025-09-19
Call strike: $255.00
Call premium: $3.23
Put expiration: 2025-08-15
Put strike: $250.00
Put premium: $3.80
Upper breakeven: $262.047
Lower breakeven: $242.953
Breakeven difference: $19.093

JPMorgan Equity Premium (JEPI): $57.01
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.090
Probability of Profit: 0.331
Expected Gain: -0.070
Escape ratio: 0.020
Cost of strangle: $310.00
Contract pairs tried: 6
Call expiration: 2026-01-16
Call strike: $55.00
Call premium: $2.17
Put expiration: 2025-09-19
Put strike: $57.00
Put premium: $0.93
Upper breakeven: $58.122
Lower breakeven: $53.878
Breakeven difference: $4.243

Duke Energy Corporation (DUK): $120.65
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.219
Probability of Profit: 0.412
Expected Gain: -0.031
Escape ratio: 0.032
Cost of strangle: $452.50
Contract pairs tried: 418
Call expiration: 2025-08-15
Call strike: $120.00
Call premium: $2.42
Put expiration: 2025-08-15
Put strike: $120.00
Put premium: $2.10
Upper breakeven: $124.547
Lower breakeven: $115.453
Breakeven difference: $9.093

iShares MSCI United (EWU): $40.13
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.166
Probability of Profit: 0.328
Expected Gain: -0.112
Escape ratio: 0.022
Cost of strangle: $197.50
Contract pairs tried: 96
Call expiration: 2025-08-15
Call strike: $39.00
Call premium: $1.35
Put expiration: 2025-09-19
Put strike: $40.00
Put premium: $0.62
Upper breakeven: $40.997
Lower breakeven: $38.003
Breakeven difference: $2.993

Edwards Lifesciences Corp (EW): $81.05
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.216
Probability of Profit: 0.422
Expected Gain: -0.013
Escape ratio: 0.025
Cost of strangle: $302.50
Contract pairs tried: 608
Call expiration: 2025-08-15
Call strike: $80.00
Call premium: $2.20
Put expiration: 2025-08-15
Put strike: $80.00
Put premium: $0.82
Upper breakeven: $83.047
Lower breakeven: $76.953
Breakeven difference: $6.093

Main Street Capital (MAIN): $64.85
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.224
Probability of Profit: 0.415
Expected Gain: -0.023
Escape ratio: 0.036
Cost of strangle: $245.00
Contract pairs tried: 110
Call expiration: 2025-08-15
Call strike: $64.70
Call premium: $1.20
Put expiration: 2025-08-15
Put strike: $64.70
Put premium: $1.25
Upper breakeven: $67.172
Lower breakeven: $62.228
Breakeven difference: $4.943

Truist Financial Corporation (TFC): $44.63
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.234
Probability of Profit: 0.432
Expected Gain: 0.027
Escape ratio: 0.036
Cost of strangle: $144.00
Contract pairs tried: 1,054
Call expiration: 2025-08-15
Call strike: $45.00
Call premium: $0.50
Put expiration: 2025-08-15
Put strike: $44.50
Put premium: $0.94
Upper breakeven: $46.462
Lower breakeven: $43.038
Breakeven difference: $3.423

Progressive Corporation (PGR): $241.15
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.212
Probability of Profit: 0.410
Expected Gain: -0.027
Escape ratio: 0.023
Cost of strangle: $935.00
Contract pairs tried: 725
Call expiration: 2025-08-15
Call strike: $245.00
Call premium: $3.15
Put expiration: 2025-08-15
Put strike: $245.00
Put premium: $6.20
Upper breakeven: $254.372
Lower breakeven: $235.628
Breakeven difference: $18.743

Fastenal Co (FAST): $46.57
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.209
Probability of Profit: 0.381
Expected Gain: -0.033
Escape ratio: 0.032
Cost of strangle: $240.00
Contract pairs tried: 860
Call expiration: 2025-08-15
Call strike: $46.25
Call premium: $1.12
Put expiration: 2025-08-15
Put strike: $47.50
Put premium: $1.27
Upper breakeven: $48.672
Lower breakeven: $45.078
Breakeven difference: $3.593

Packaging Corp of (PKG): $199.48
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.227
Probability of Profit: 0.416
Expected Gain: -0.019
Escape ratio: 0.036
Cost of strangle: $765.00
Contract pairs tried: 32
Call expiration: 2025-08-15
Call strike: $200.00
Call premium: $3.85
Put expiration: 2025-08-15
Put strike: $200.00
Put premium: $3.80
Upper breakeven: $207.672
Lower breakeven: $192.328
Breakeven difference: $15.343

O'Reilly Automotive, Inc. (ORLY): $99.25
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.217
Probability of Profit: 0.399
Expected Gain: -0.009
Escape ratio: 0.031
Cost of strangle: $515.00
Contract pairs tried: 2,464
Call expiration: 2025-08-15
Call strike: $98.67
Call premium: $2.10
Put expiration: 2025-08-15
Put strike: $101.33
Put premium: $3.05
Upper breakeven: $103.842
Lower breakeven: $96.158
Breakeven difference: $7.683

Vanguard Energy ETF (VDE): $123.44
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.219
Probability of Profit: 0.398
Expected Gain: -0.016
Escape ratio: 0.038
Cost of strangle: $622.50
Contract pairs tried: 204
Call expiration: 2025-08-15
Call strike: $122.00
Call premium: $3.23
Put expiration: 2025-08-15
Put strike: $125.00
Put premium: $3.00
Upper breakeven: $128.247
Lower breakeven: $118.753
Breakeven difference: $9.493

Vanguard Mega Cap (MGK): $380.42
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.163
Probability of Profit: 0.272
Expected Gain: -0.318
Escape ratio: 0.031
Cost of strangle: $1200.00
Contract pairs tried: 10
Call expiration: 2025-08-15
Call strike: $380.00
Call premium: $5.45
Put expiration: 2025-09-19
Put strike: $375.00
Put premium: $6.55
Upper breakeven: $392.022
Lower breakeven: $362.978
Breakeven difference: $29.043

iShares Silver Trust (SLV): $34.13
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.221
Probability of Profit: 0.405
Expected Gain: -0.045
Escape ratio: 0.034
Cost of strangle: $129.00
Contract pairs tried: 57,104
Call expiration: 2025-08-15
Call strike: $34.00
Call premium: $0.73
Put expiration: 2025-08-15
Put strike: $34.00
Put premium: $0.56
Upper breakeven: $35.312
Lower breakeven: $32.688
Breakeven difference: $2.623

Autodesk Inc (ADSK): $307.74
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.226
Probability of Profit: 0.414
Expected Gain: -0.021
Escape ratio: 0.032
Cost of strangle: $1195.00
Contract pairs tried: 80
Call expiration: 2025-08-15
Call strike: $310.00
Call premium: $5.00
Put expiration: 2025-08-15
Put strike: $310.00
Put premium: $6.95
Upper breakeven: $321.972
Lower breakeven: $298.028
Breakeven difference: $23.943

Realty Income Corporation (O): $57.33
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.169
Probability of Profit: 0.272
Expected Gain: -0.275
Escape ratio: 0.036
Cost of strangle: $220.00
Contract pairs tried: 600
Call expiration: 2025-09-19
Call strike: $57.50
Call premium: $1.20
Put expiration: 2025-08-15
Put strike: $57.50
Put premium: $1.00
Upper breakeven: $59.722
Lower breakeven: $55.278
Breakeven difference: $4.443

iShares China Large-Cap (FXI): $37.93
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.221
Probability of Profit: 0.402
Expected Gain: -0.031
Escape ratio: 0.031
Cost of strangle: $171.50
Contract pairs tried: 13,038
Call expiration: 2025-08-15
Call strike: $38.00
Call premium: $0.75
Put expiration: 2025-08-15
Put strike: $38.50
Put premium: $0.96
Upper breakeven: $39.737
Lower breakeven: $36.763
Breakeven difference: $2.973

Electronic Arts Inc (EA): $157.16
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.223
Probability of Profit: 0.409
Expected Gain: -0.013
Escape ratio: 0.029
Cost of strangle: $740.00
Contract pairs tried: 1,421
Call expiration: 2025-08-15
Call strike: $157.50
Call premium: $2.95
Put expiration: 2025-08-15
Put strike: $160.00
Put premium: $4.45
Upper breakeven: $164.922
Lower breakeven: $152.578
Breakeven difference: $12.343

Lowe's Companies Inc. (LOW): $228.91
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.228
Probability of Profit: 0.412
Expected Gain: -0.024
Escape ratio: 0.034
Cost of strangle: $892.50
Contract pairs tried: 896
Call expiration: 2025-08-15
Call strike: $230.00
Call premium: $4.12
Put expiration: 2025-08-15
Put strike: $230.00
Put premium: $4.80
Upper breakeven: $238.947
Lower breakeven: $221.053
Breakeven difference: $17.893

3M Company (MMM): $150.90
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.224
Probability of Profit: 0.409
Expected Gain: -0.030
Escape ratio: 0.029
Cost of strangle: $594.50
Contract pairs tried: 3,402
Call expiration: 2025-08-15
Call strike: $152.50
Call premium: $2.35
Put expiration: 2025-08-15
Put strike: $152.50
Put premium: $3.60
Upper breakeven: $158.467
Lower breakeven: $146.533
Breakeven difference: $11.933

Textron, Inc. (TXT): $77.55
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.232
Probability of Profit: 0.416
Expected Gain: -0.019
Escape ratio: 0.039
Cost of strangle: $302.50
Contract pairs tried: 225
Call expiration: 2025-08-15
Call strike: $77.50
Call premium: $1.65
Put expiration: 2025-08-15
Put strike: $77.50
Put premium: $1.38
Upper breakeven: $80.547
Lower breakeven: $74.453
Breakeven difference: $6.093

Goldman Sachs Group (GS): $731.86
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.232
Probability of Profit: 0.414
Expected Gain: -0.022
Escape ratio: 0.035
Cost of strangle: $2892.50
Contract pairs tried: 4,648
Call expiration: 2025-08-15
Call strike: $735.00
Call premium: $13.62
Put expiration: 2025-08-15
Put strike: $735.00
Put premium: $15.30
Upper breakeven: $763.947
Lower breakeven: $706.053
Breakeven difference: $57.893

Gaming and Leisure (GLPI): $46.54
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.199
Probability of Profit: 0.349
Expected Gain: 0.013
Escape ratio: 0.033
Cost of strangle: $305.00
Contract pairs tried: 45
Call expiration: 2025-08-15
Call strike: $45.00
Call premium: $1.85
Put expiration: 2025-08-15
Put strike: $47.50
Put premium: $1.20
Upper breakeven: $48.072
Lower breakeven: $44.428
Breakeven difference: $3.643

SPDR Dow Jones (DIA): $445.74
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.123
Probability of Profit: 0.391
Expected Gain: -0.071
Escape ratio: 0.033
Cost of strangle: $1615.00
Contract pairs tried: 740
Call expiration: 2025-09-30
Call strike: $450.00
Call premium: $7.95
Put expiration: 2025-09-19
Put strike: $447.00
Put premium: $8.20
Upper breakeven: $466.172
Lower breakeven: $430.828
Breakeven difference: $35.343

iShares U.S. Aerospace (ITA): $197.70
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.147
Probability of Profit: 0.213
Expected Gain: -0.077
Escape ratio: 0.031
Cost of strangle: $1335.00
Contract pairs tried: 369
Call expiration: 2025-08-15
Call strike: $194.00
Call premium: $5.55
Put expiration: 2025-09-19
Put strike: $205.00
Put premium: $7.80
Upper breakeven: $207.372
Lower breakeven: $191.628
Breakeven difference: $15.743

Kinder Morgan, Inc. (KMI): $27.95
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.242
Probability of Profit: 0.433
Expected Gain: 0.019
Escape ratio: 0.038
Cost of strangle: $108.50
Contract pairs tried: 1,862
Call expiration: 2025-08-15
Call strike: $28.00
Call premium: $0.41
Put expiration: 2025-08-15
Put strike: $28.00
Put premium: $0.68
Upper breakeven: $29.107
Lower breakeven: $26.893
Breakeven difference: $2.213

Ross Stores Inc (ROST): $139.30
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.232
Probability of Profit: 0.411
Expected Gain: -0.026
Escape ratio: 0.035
Cost of strangle: $552.50
Contract pairs tried: 1,148
Call expiration: 2025-08-15
Call strike: $140.00
Call premium: $2.58
Put expiration: 2025-08-15
Put strike: $140.00
Put premium: $2.95
Upper breakeven: $145.547
Lower breakeven: $134.453
Breakeven difference: $11.093

Ulta Beauty, Inc. (ULTA): $516.00
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.231
Probability of Profit: 0.411
Expected Gain: -0.026
Escape ratio: 0.032
Cost of strangle: $2060.00
Contract pairs tried: 1,377
Call expiration: 2025-08-15
Call strike: $520.00
Call premium: $9.00
Put expiration: 2025-08-15
Put strike: $520.00
Put premium: $11.60
Upper breakeven: $540.622
Lower breakeven: $499.378
Breakeven difference: $41.243

Amplify Cybersecurity ETF (HACK): $85.86
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.171
Probability of Profit: 0.270
Expected Gain: -0.318
Escape ratio: 0.035
Cost of strangle: $287.50
Contract pairs tried: 116
Call expiration: 2025-08-15
Call strike: $86.00
Call premium: $1.15
Put expiration: 2025-09-19
Put strike: $85.00
Put premium: $1.73
Upper breakeven: $88.897
Lower breakeven: $82.103
Breakeven difference: $6.793

American Express Company (AXP): $304.76
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.233
Probability of Profit: 0.413
Expected Gain: -0.023
Escape ratio: 0.035
Cost of strangle: $1090.00
Contract pairs tried: 104
Call expiration: 2025-08-15
Call strike: $307.50
Call premium: $5.15
Put expiration: 2025-08-15
Put strike: $305.00
Put premium: $5.75
Upper breakeven: $318.422
Lower breakeven: $294.078
Breakeven difference: $24.343

Vanguard FTSE Europe (VGK): $76.83
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.153
Probability of Profit: 0.217
Expected Gain: -0.161
Escape ratio: 0.035
Cost of strangle: $452.50
Contract pairs tried: 24
Call expiration: 2025-09-19
Call strike: $75.00
Call premium: $3.02
Put expiration: 2025-08-15
Put strike: $78.00
Put premium: $1.50
Upper breakeven: $79.547
Lower breakeven: $73.453
Breakeven difference: $6.093

Kimco Realty Corp. (KIM): $22.25
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.222
Probability of Profit: 0.398
Expected Gain: -0.053
Escape ratio: 0.029
Cost of strangle: $87.50
Contract pairs tried: 18
Call expiration: 2025-08-15
Call strike: $22.50
Call premium: $0.33
Put expiration: 2025-08-15
Put strike: $22.50
Put premium: $0.55
Upper breakeven: $23.397
Lower breakeven: $21.603
Breakeven difference: $1.793

Alliant Energy Corporation (LNT): $65.30
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.234
Probability of Profit: 0.417
Expected Gain: -0.020
Escape ratio: 0.035
Cost of strangle: $257.50
Contract pairs tried: 36
Call expiration: 2025-08-15
Call strike: $65.00
Call premium: $1.23
Put expiration: 2025-08-15
Put strike: $65.00
Put premium: $1.35
Upper breakeven: $67.597
Lower breakeven: $62.403
Breakeven difference: $5.193

Invesco KBW Bank (KBWB): $74.83
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.152
Probability of Profit: 0.250
Expected Gain: -0.072
Escape ratio: 0.025
Cost of strangle: $502.50
Contract pairs tried: 88
Call expiration: 2025-08-15
Call strike: $74.00
Call premium: $1.85
Put expiration: 2025-08-15
Put strike: $78.00
Put premium: $3.17
Upper breakeven: $79.047
Lower breakeven: $72.953
Breakeven difference: $6.093

The J.M. Smucker (SJM): $110.95
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.229
Probability of Profit: 0.411
Expected Gain: -0.034
Escape ratio: 0.031
Cost of strangle: $440.00
Contract pairs tried: 361
Call expiration: 2025-08-15
Call strike: $110.00
Call premium: $2.58
Put expiration: 2025-08-15
Put strike: $110.00
Put premium: $1.82
Upper breakeven: $114.422
Lower breakeven: $105.578
Breakeven difference: $8.843

Regions Financial Corp. (RF): $26.05
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.236
Probability of Profit: 0.414
Expected Gain: -0.026
Escape ratio: 0.038
Cost of strangle: $102.50
Contract pairs tried: 490
Call expiration: 2025-08-15
Call strike: $26.00
Call premium: $0.57
Put expiration: 2025-08-15
Put strike: $26.00
Put premium: $0.45
Upper breakeven: $27.047
Lower breakeven: $24.953
Breakeven difference: $2.093

Northern Trust Corp (NTRS): $132.14
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.218
Probability of Profit: 0.416
Expected Gain: -0.016
Escape ratio: 0.020
Cost of strangle: $542.50
Contract pairs tried: 45
Call expiration: 2025-08-15
Call strike: $135.00
Call premium: $1.32
Put expiration: 2025-08-15
Put strike: $135.00
Put premium: $4.10
Upper breakeven: $140.447
Lower breakeven: $129.553
Breakeven difference: $10.893

Johnson Controls International (JCI): $104.09
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.233
Probability of Profit: 0.409
Expected Gain: -0.031
Escape ratio: 0.032
Cost of strangle: $422.50
Contract pairs tried: 1,080
Call expiration: 2025-08-15
Call strike: $105.00
Call premium: $1.77
Put expiration: 2025-08-15
Put strike: $105.00
Put premium: $2.45
Upper breakeven: $109.247
Lower breakeven: $100.753
Breakeven difference: $8.493

SPDR S&P Bank (KBE): $57.43
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.232
Probability of Profit: 0.407
Expected Gain: -0.034
Escape ratio: 0.031
Cost of strangle: $232.50
Contract pairs tried: 1,798
Call expiration: 2025-08-15
Call strike: $58.00
Call premium: $0.93
Put expiration: 2025-08-15
Put strike: $58.00
Put premium: $1.40
Upper breakeven: $60.347
Lower breakeven: $55.653
Breakeven difference: $4.693

W.P. Carey Inc. (WPC): $65.13
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.176
Probability of Profit: 0.267
Expected Gain: -0.284
Escape ratio: 0.039
Cost of strangle: $262.50
Contract pairs tried: 88
Call expiration: 2025-08-15
Call strike: $65.00
Call premium: $1.18
Put expiration: 2025-09-19
Put strike: $65.00
Put premium: $1.45
Upper breakeven: $67.647
Lower breakeven: $62.353
Breakeven difference: $5.293

Exelon Corporation (EXC): $44.35
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.238
Probability of Profit: 0.407
Expected Gain: -0.009
Escape ratio: 0.038
Cost of strangle: $230.00
Contract pairs tried: 567
Call expiration: 2025-08-15
Call strike: $44.00
Call premium: $0.95
Put expiration: 2025-08-15
Put strike: $45.00
Put premium: $1.35
Upper breakeven: $46.322
Lower breakeven: $42.678
Breakeven difference: $3.643

Dover Corporation (DOV): $182.65
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.232
Probability of Profit: 0.396
Expected Gain: -0.034
Escape ratio: 0.040
Cost of strangle: $495.00
Contract pairs tried: 105
Call expiration: 2025-08-15
Call strike: $185.00
Call premium: $2.70
Put expiration: 2025-08-15
Put strike: $180.00
Put premium: $2.25
Upper breakeven: $189.972
Lower breakeven: $175.028
Breakeven difference: $14.943

Fifth Third Bancorp (FITB): $42.55
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.233
Probability of Profit: 0.402
Expected Gain: -0.043
Escape ratio: 0.031
Cost of strangle: $175.00
Contract pairs tried: 551
Call expiration: 2025-08-15
Call strike: $43.00
Call premium: $0.70
Put expiration: 2025-08-15
Put strike: $43.00
Put premium: $1.05
Upper breakeven: $44.772
Lower breakeven: $41.228
Breakeven difference: $3.543

Toronto Dominion Bank (TD): $73.86
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.157
Probability of Profit: 0.248
Expected Gain: -0.308
Escape ratio: 0.027
Cost of strangle: $307.50
Contract pairs tried: 375
Call expiration: 2025-09-19
Call strike: $75.00
Call premium: $1.60
Put expiration: 2025-08-15
Put strike: $75.00
Put premium: $1.48
Upper breakeven: $78.097
Lower breakeven: $71.903
Breakeven difference: $6.193

SAP SE (SAP): $290.46
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.197
Probability of Profit: 0.371
Expected Gain: -0.037
Escape ratio: 0.022
Cost of strangle: $1675.00
Contract pairs tried: 240
Call expiration: 2025-08-15
Call strike: $280.00
Call premium: $11.95
Put expiration: 2025-08-15
Put strike: $290.00
Put premium: $4.80
Upper breakeven: $296.772
Lower breakeven: $273.228
Breakeven difference: $23.543

PROLOGIS, INC. (PLD): $108.78
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.237
Probability of Profit: 0.409
Expected Gain: -0.029
Escape ratio: 0.031
Cost of strangle: $452.50
Contract pairs tried: 462
Call expiration: 2025-08-15
Call strike: $110.00
Call premium: $1.70
Put expiration: 2025-08-15
Put strike: $110.00
Put premium: $2.83
Upper breakeven: $114.547
Lower breakeven: $105.453
Breakeven difference: $9.093

Mastercard Incorporated (MA): $561.43
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.240
Probability of Profit: 0.410
Expected Gain: -0.025
Escape ratio: 0.033
Cost of strangle: $2465.00
Contract pairs tried: 3,224
Call expiration: 2025-08-15
Call strike: $565.00
Call premium: $10.62
Put expiration: 2025-08-15
Put strike: $567.50
Put premium: $14.03
Upper breakeven: $589.672
Lower breakeven: $542.828
Breakeven difference: $46.843

General Mills, Inc. (GIS): $49.58
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.236
Probability of Profit: 0.401
Expected Gain: -0.046
Escape ratio: 0.033
Cost of strangle: $205.00
Contract pairs tried: 525
Call expiration: 2025-08-15
Call strike: $50.00
Call premium: $0.88
Put expiration: 2025-08-15
Put strike: $50.00
Put premium: $1.18
Upper breakeven: $52.072
Lower breakeven: $47.928
Breakeven difference: $4.143

Intercontinental Exchange Inc. (ICE): $185.94
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.235
Probability of Profit: 0.399
Expected Gain: -0.023
Escape ratio: 0.033
Cost of strangle: $525.00
Contract pairs tried: 276
Call expiration: 2025-08-15
Call strike: $190.00
Call premium: $2.05
Put expiration: 2025-08-15
Put strike: $185.00
Put premium: $3.20
Upper breakeven: $195.272
Lower breakeven: $179.728
Breakeven difference: $15.543

FirstEnergy Corp. (FE): $41.99
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.226
Probability of Profit: 0.399
Expected Gain: -0.045
Escape ratio: 0.029
Cost of strangle: $120.00
Contract pairs tried: 442
Call expiration: 2025-08-15
Call strike: $42.00
Call premium: $0.68
Put expiration: 2025-08-15
Put strike: $41.00
Put premium: $0.53
Upper breakeven: $43.222
Lower breakeven: $39.778
Breakeven difference: $3.443

Intuitive Surgical Inc. (ISRG): $500.49
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.229
Probability of Profit: 0.403
Expected Gain: -0.025
Escape ratio: 0.026
Cost of strangle: $2490.00
Contract pairs tried: 2,703
Call expiration: 2025-08-15
Call strike: $505.00
Call premium: $8.70
Put expiration: 2025-08-15
Put strike: $512.50
Put premium: $16.20
Upper breakeven: $529.922
Lower breakeven: $487.578
Breakeven difference: $42.343

Domino's Pizza Inc. (DPZ): $470.46
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.248
Probability of Profit: 0.420
Expected Gain: -0.012
Escape ratio: 0.041
Cost of strangle: $1955.00
Contract pairs tried: 117
Call expiration: 2025-08-15
Call strike: $470.00
Call premium: $10.50
Put expiration: 2025-08-15
Put strike: $470.00
Put premium: $9.05
Upper breakeven: $489.572
Lower breakeven: $450.428
Breakeven difference: $39.143

General Dynamics Corporation (GD): $312.84
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.170
Probability of Profit: 0.239
Expected Gain: -0.147
Escape ratio: 0.039
Cost of strangle: $1930.00
Contract pairs tried: 198
Call expiration: 2025-08-15
Call strike: $307.50
Call premium: $8.10
Put expiration: 2025-09-19
Put strike: $320.00
Put premium: $11.20
Upper breakeven: $326.822
Lower breakeven: $300.678
Breakeven difference: $26.143

WEC Energy Group, (WEC): $109.35
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.188
Probability of Profit: 0.288
Expected Gain: -0.248
Escape ratio: 0.036
Cost of strangle: $457.50
Contract pairs tried: 119
Call expiration: 2025-09-19
Call strike: $110.00
Call premium: $2.17
Put expiration: 2025-08-15
Put strike: $110.00
Put premium: $2.40
Upper breakeven: $114.597
Lower breakeven: $105.403
Breakeven difference: $9.193

Trane Technologies plc (TT): $437.00
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.237
Probability of Profit: 0.400
Expected Gain: -0.023
Escape ratio: 0.037
Cost of strangle: $2320.00
Contract pairs tried: 208
Call expiration: 2025-08-15
Call strike: $430.00
Call premium: $11.90
Put expiration: 2025-08-15
Put strike: $440.00
Put premium: $11.30
Upper breakeven: $453.222
Lower breakeven: $416.778
Breakeven difference: $36.443

SPDR S&P MidCap (MDY): $584.83
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.184
Probability of Profit: 0.274
Expected Gain: -0.240
Escape ratio: 0.038
Cost of strangle: $2710.00
Contract pairs tried: 16
Call expiration: 2025-08-15
Call strike: $585.00
Call premium: $10.15
Put expiration: 2025-09-19
Put strike: $590.00
Put premium: $16.95
Upper breakeven: $612.122
Lower breakeven: $562.878
Breakeven difference: $49.243

Shell plc American (SHEL): $71.66
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.252
Probability of Profit: 0.429
Expected Gain: 0.015
Escape ratio: 0.031
Cost of strangle: $302.50
Contract pairs tried: 1,900
Call expiration: 2025-08-15
Call strike: $72.50
Call premium: $0.93
Put expiration: 2025-08-15
Put strike: $72.50
Put premium: $2.10
Upper breakeven: $75.547
Lower breakeven: $69.453
Breakeven difference: $6.093

VeriSign Inc (VRSN): $270.07
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.251
Probability of Profit: 0.421
Expected Gain: -0.009
Escape ratio: 0.042
Cost of strangle: $1135.00
Contract pairs tried: 255
Call expiration: 2025-08-15
Call strike: $270.00
Call premium: $6.20
Put expiration: 2025-08-15
Put strike: $270.00
Put premium: $5.15
Upper breakeven: $281.372
Lower breakeven: $258.628
Breakeven difference: $22.743

SPDR S&P Retail (XRT): $79.87
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.245
Probability of Profit: 0.409
Expected Gain: -0.020
Escape ratio: 0.035
Cost of strangle: $387.50
Contract pairs tried: 7,560
Call expiration: 2025-08-15
Call strike: $80.00
Call premium: $1.66
Put expiration: 2025-08-15
Put strike: $81.00
Put premium: $2.21
Upper breakeven: $83.897
Lower breakeven: $77.103
Breakeven difference: $6.793

iShares MSCI Mexico (EWW): $60.76
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.236
Probability of Profit: 0.419
Expected Gain: -0.007
Escape ratio: 0.023
Cost of strangle: $260.00
Contract pairs tried: 133
Call expiration: 2025-08-15
Call strike: $62.00
Call premium: $0.65
Put expiration: 2025-08-15
Put strike: $62.00
Put premium: $1.95
Upper breakeven: $64.622
Lower breakeven: $59.378
Breakeven difference: $5.243

McDonald's Corporation (MCD): $303.61
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.249
Probability of Profit: 0.413
Expected Gain: -0.022
Escape ratio: 0.038
Cost of strangle: $1287.50
Contract pairs tried: 3,363
Call expiration: 2025-08-15
Call strike: $305.00
Call premium: $6.00
Put expiration: 2025-08-15
Put strike: $305.00
Put premium: $6.88
Upper breakeven: $317.897
Lower breakeven: $292.103
Breakeven difference: $25.793

The Kraft Heinz (KHC): $28.86
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.245
Probability of Profit: 0.404
Expected Gain: -0.042
Escape ratio: 0.038
Cost of strangle: $121.00
Contract pairs tried: 1,287
Call expiration: 2025-08-15
Call strike: $29.00
Call premium: $0.56
Put expiration: 2025-08-15
Put strike: $29.00
Put premium: $0.65
Upper breakeven: $30.232
Lower breakeven: $27.768
Breakeven difference: $2.463

PPL Corporation (PPL): $36.37
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.235
Probability of Profit: 0.406
Expected Gain: -0.034
Escape ratio: 0.026
Cost of strangle: $155.00
Contract pairs tried: 450
Call expiration: 2025-08-15
Call strike: $37.00
Call premium: $0.50
Put expiration: 2025-08-15
Put strike: $37.00
Put premium: $1.05
Upper breakeven: $38.572
Lower breakeven: $35.428
Breakeven difference: $3.143

Raymond James Financial, (RJF): $169.83
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.205
Probability of Profit: 0.319
Expected Gain: -0.010
Escape ratio: 0.042
Cost of strangle: $1220.00
Contract pairs tried: 120
Call expiration: 2025-08-15
Call strike: $165.00
Call premium: $6.15
Put expiration: 2025-08-15
Put strike: $175.00
Put premium: $6.05
Upper breakeven: $177.222
Lower breakeven: $162.778
Breakeven difference: $14.443

Bank of America (BAC): $48.26
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.208
Probability of Profit: 0.333
Expected Gain: -0.023
Escape ratio: 0.033
Cost of strangle: $330.50
Contract pairs tried: 234
Call expiration: 2025-08-15
Call strike: $47.50
Call premium: $1.37
Put expiration: 2025-08-15
Put strike: $50.00
Put premium: $1.94
Upper breakeven: $50.827
Lower breakeven: $46.673
Breakeven difference: $4.153

Zoom Communications, Inc. (ZM): $74.47
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.249
Probability of Profit: 0.410
Expected Gain: -0.028
Escape ratio: 0.036
Cost of strangle: $319.00
Contract pairs tried: 2,401
Call expiration: 2025-08-15
Call strike: $75.00
Call premium: $1.38
Put expiration: 2025-08-15
Put strike: $75.00
Put premium: $1.81
Upper breakeven: $78.212
Lower breakeven: $71.788
Breakeven difference: $6.423

VICI Properties Inc. (VICI): $32.95
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.260
Probability of Profit: 0.449
Expected Gain: 0.048
Escape ratio: 0.029
Cost of strangle: $137.50
Contract pairs tried: 84
Call expiration: 2025-08-15
Call strike: $32.50
Call premium: $1.02
Put expiration: 2025-08-15
Put strike: $32.50
Put premium: $0.35
Upper breakeven: $33.897
Lower breakeven: $31.103
Breakeven difference: $2.793

TE Connectivity plc (TEL): $207.82
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.225
Probability of Profit: 0.385
Expected Gain: 0.015
Escape ratio: 0.029
Cost of strangle: $1380.00
Contract pairs tried: 128
Call expiration: 2025-08-15
Call strike: $200.00
Call premium: $9.35
Put expiration: 2025-08-15
Put strike: $210.00
Put premium: $4.45
Upper breakeven: $213.822
Lower breakeven: $196.178
Breakeven difference: $17.643

NextEra Energy, Inc. (NEE): $71.57
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.250
Probability of Profit: 0.409
Expected Gain: -0.032
Escape ratio: 0.037
Cost of strangle: $308.00
Contract pairs tried: 6,885
Call expiration: 2025-08-15
Call strike: $72.00
Call premium: $1.42
Put expiration: 2025-08-15
Put strike: $72.00
Put premium: $1.66
Upper breakeven: $75.102
Lower breakeven: $68.898
Breakeven difference: $6.203

ProShares Short VIX (SVXY): $45.50
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.250
Probability of Profit: 0.408
Expected Gain: -0.024
Escape ratio: 0.038
Cost of strangle: $220.00
Contract pairs tried: 629
Call expiration: 2025-08-15
Call strike: $45.50
Call premium: $1.00
Put expiration: 2025-08-15
Put strike: $46.00
Put premium: $1.20
Upper breakeven: $47.722
Lower breakeven: $43.778
Breakeven difference: $3.943

S&P Global Inc. (SPGI): $533.10
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.247
Probability of Profit: 0.411
Expected Gain: -0.023
Escape ratio: 0.031
Cost of strangle: $2325.00
Contract pairs tried: 255
Call expiration: 2025-08-15
Call strike: $540.00
Call premium: $8.80
Put expiration: 2025-08-15
Put strike: $540.00
Put premium: $14.45
Upper breakeven: $563.272
Lower breakeven: $516.728
Breakeven difference: $46.543

Texas Instruments Incorporated (TXN): $189.48
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.260
Probability of Profit: 0.424
Expected Gain: -0.001
Escape ratio: 0.041
Cost of strangle: $817.50
Contract pairs tried: 4,071
Call expiration: 2025-08-15
Call strike: $190.00
Call premium: $3.42
Put expiration: 2025-08-15
Put strike: $190.00
Put premium: $4.75
Upper breakeven: $198.197
Lower breakeven: $181.803
Breakeven difference: $16.393

Workday, Inc. Class (WDAY): $238.29
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.252
Probability of Profit: 0.412
Expected Gain: -0.025
Escape ratio: 0.036
Cost of strangle: $1035.00
Contract pairs tried: 1,482
Call expiration: 2025-08-15
Call strike: $240.00
Call premium: $4.55
Put expiration: 2025-08-15
Put strike: $240.00
Put premium: $5.80
Upper breakeven: $250.372
Lower breakeven: $229.628
Breakeven difference: $20.743

NetFlix Inc (NFLX): $1176.72
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.249
Probability of Profit: 0.403
Expected Gain: -0.035
Escape ratio: 0.043
Cost of strangle: $3842.50
Contract pairs tried: 2,128
Call expiration: 2025-08-15
Call strike: $1190.00
Call premium: $19.73
Put expiration: 2025-08-15
Put strike: $1165.00
Put premium: $18.70
Upper breakeven: $1228.447
Lower breakeven: $1126.553
Breakeven difference: $101.893

KeyCorp (KEY): $18.40
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.247
Probability of Profit: 0.399
Expected Gain: -0.053
Escape ratio: 0.038
Cost of strangle: $78.00
Contract pairs tried: 1,134
Call expiration: 2025-08-15
Call strike: $18.50
Call premium: $0.35
Put expiration: 2025-08-15
Put strike: $18.50
Put premium: $0.42
Upper breakeven: $19.302
Lower breakeven: $17.698
Breakeven difference: $1.603

DTE Energy Company (DTE): $137.51
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.179
Probability of Profit: 0.243
Expected Gain: -0.167
Escape ratio: 0.043
Cost of strangle: $845.00
Contract pairs tried: 65
Call expiration: 2025-08-15
Call strike: $135.00
Call premium: $3.80
Put expiration: 2025-09-19
Put strike: $140.00
Put premium: $4.65
Upper breakeven: $143.472
Lower breakeven: $131.528
Breakeven difference: $11.943

SPDR S&P Biotech (XBI): $87.34
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.253
Probability of Profit: 0.409
Expected Gain: -0.032
Escape ratio: 0.042
Cost of strangle: $328.50
Contract pairs tried: 22,880
Call expiration: 2025-08-15
Call strike: $88.00
Call premium: $1.66
Put expiration: 2025-08-15
Put strike: $87.00
Put premium: $1.62
Upper breakeven: $91.307
Lower breakeven: $83.693
Breakeven difference: $7.613

Keysight Technologies, Inc. (KEYS): $167.45
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.249
Probability of Profit: 0.414
Expected Gain: -0.016
Escape ratio: 0.029
Cost of strangle: $737.50
Contract pairs tried: 189
Call expiration: 2025-08-15
Call strike: $170.00
Call premium: $2.58
Put expiration: 2025-08-15
Put strike: $170.00
Put premium: $4.80
Upper breakeven: $177.397
Lower breakeven: $162.603
Breakeven difference: $14.793

Tractor Supply Co (TSCO): $58.06
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.250
Probability of Profit: 0.405
Expected Gain: -0.033
Escape ratio: 0.036
Cost of strangle: $202.50
Contract pairs tried: 1,012
Call expiration: 2025-08-15
Call strike: $59.00
Call premium: $0.88
Put expiration: 2025-08-15
Put strike: $58.00
Put premium: $1.15
Upper breakeven: $61.047
Lower breakeven: $55.953
Breakeven difference: $5.093

Pentair plc (PNR): $101.97
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.227
Probability of Profit: 0.356
Expected Gain: -0.014
Escape ratio: 0.039
Cost of strangle: $695.00
Contract pairs tried: 140
Call expiration: 2025-08-15
Call strike: $100.00
Call premium: $3.35
Put expiration: 2025-08-15
Put strike: $105.00
Put premium: $3.60
Upper breakeven: $106.972
Lower breakeven: $98.028
Breakeven difference: $8.943

Equity Residential (EQR): $66.04
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.232
Probability of Profit: 0.404
Expected Gain: -0.040
Escape ratio: 0.023
Cost of strangle: $292.50
Contract pairs tried: 340
Call expiration: 2025-08-15
Call strike: $67.50
Call premium: $0.80
Put expiration: 2025-08-15
Put strike: $67.50
Put premium: $2.12
Upper breakeven: $70.447
Lower breakeven: $64.553
Breakeven difference: $5.893

SPDR S&P Regional (KRE): $61.57
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.253
Probability of Profit: 0.408
Expected Gain: -0.033
Escape ratio: 0.037
Cost of strangle: $269.00
Contract pairs tried: 28,500
Call expiration: 2025-08-15
Call strike: $62.00
Call premium: $1.21
Put expiration: 2025-08-15
Put strike: $62.00
Put premium: $1.49
Upper breakeven: $64.712
Lower breakeven: $59.288
Breakeven difference: $5.423

HEICO Corporation (HEI): $325.13
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.247
Probability of Profit: 0.395
Expected Gain: -0.033
Escape ratio: 0.043
Cost of strangle: $920.00
Contract pairs tried: 42
Call expiration: 2025-08-15
Call strike: $330.00
Call premium: $4.95
Put expiration: 2025-08-15
Put strike: $320.00
Put premium: $4.25
Upper breakeven: $339.222
Lower breakeven: $310.778
Breakeven difference: $28.443

FedEx Corporation (FDX): $229.02
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.258
Probability of Profit: 0.414
Expected Gain: -0.022
Escape ratio: 0.040
Cost of strangle: $1007.50
Contract pairs tried: 2,067
Call expiration: 2025-08-15
Call strike: $230.00
Call premium: $4.85
Put expiration: 2025-08-15
Put strike: $230.00
Put premium: $5.22
Upper breakeven: $240.097
Lower breakeven: $219.903
Breakeven difference: $20.193

United Parcel Service, (UPS): $88.85
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.253
Probability of Profit: 0.405
Expected Gain: -0.039
Escape ratio: 0.037
Cost of strangle: $341.00
Contract pairs tried: 5,047
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $1.50
Put expiration: 2025-08-15
Put strike: $89.00
Put premium: $1.91
Upper breakeven: $93.432
Lower breakeven: $85.568
Breakeven difference: $7.863

Weyerhaeuser Company (WY): $25.95
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.258
Probability of Profit: 0.410
Expected Gain: -0.031
Escape ratio: 0.042
Cost of strangle: $112.50
Contract pairs tried: 340
Call expiration: 2025-08-15
Call strike: $26.00
Call premium: $0.57
Put expiration: 2025-08-15
Put strike: $26.00
Put premium: $0.55
Upper breakeven: $27.147
Lower breakeven: $24.853
Breakeven difference: $2.293

Public Service Enterprise (PEG): $88.62
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.251
Probability of Profit: 0.411
Expected Gain: -0.024
Escape ratio: 0.029
Cost of strangle: $395.00
Contract pairs tried: 608
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $1.32
Put expiration: 2025-08-15
Put strike: $90.00
Put premium: $2.62
Upper breakeven: $93.972
Lower breakeven: $86.028
Breakeven difference: $7.943

Kimberly-Clark Corp. (KMB): $126.72
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.252
Probability of Profit: 0.408
Expected Gain: -0.030
Escape ratio: 0.031
Cost of strangle: $517.50
Contract pairs tried: 468
Call expiration: 2025-08-15
Call strike: $129.00
Call premium: $1.82
Put expiration: 2025-08-15
Put strike: $128.00
Put premium: $3.35
Upper breakeven: $134.197
Lower breakeven: $122.803
Breakeven difference: $11.393

GE Aerospace (GE): $269.94
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.258
Probability of Profit: 0.411
Expected Gain: -0.025
Escape ratio: 0.035
Cost of strangle: $1207.50
Contract pairs tried: 2,793
Call expiration: 2025-08-15
Call strike: $272.50
Call premium: $5.03
Put expiration: 2025-08-15
Put strike: $272.50
Put premium: $7.05
Upper breakeven: $284.597
Lower breakeven: $260.403
Breakeven difference: $24.193

United Rentals, Inc. (URI): $881.17
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.258
Probability of Profit: 0.412
Expected Gain: -0.004
Escape ratio: 0.035
Cost of strangle: $2950.00
Contract pairs tried: 144
Call expiration: 2025-08-15
Call strike: $900.00
Call premium: $11.10
Put expiration: 2025-08-15
Put strike: $880.00
Put premium: $18.40
Upper breakeven: $929.522
Lower breakeven: $850.478
Breakeven difference: $79.043

Stryker Corporation (SYK): $401.44
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.261
Probability of Profit: 0.416
Expected Gain: -0.021
Escape ratio: 0.041
Cost of strangle: $1775.00
Contract pairs tried: 240
Call expiration: 2025-08-15
Call strike: $400.00
Call premium: $9.95
Put expiration: 2025-08-15
Put strike: $400.00
Put premium: $7.80
Upper breakeven: $417.772
Lower breakeven: $382.228
Breakeven difference: $35.543

Logitech International SA (LOGI): $92.43
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.264
Probability of Profit: 0.417
Expected Gain: -0.016
Escape ratio: 0.044
Cost of strangle: $410.00
Contract pairs tried: 1,443
Call expiration: 2025-08-15
Call strike: $92.50
Call premium: $2.08
Put expiration: 2025-08-15
Put strike: $92.50
Put premium: $2.02
Upper breakeven: $96.622
Lower breakeven: $88.378
Breakeven difference: $8.243

Accenture PLC (ACN): $276.56
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.253
Probability of Profit: 0.421
Expected Gain: -0.002
Escape ratio: 0.029
Cost of strangle: $1465.00
Contract pairs tried: 374
Call expiration: 2025-08-15
Call strike: $270.00
Call premium: $10.00
Put expiration: 2025-08-15
Put strike: $275.00
Put premium: $4.65
Upper breakeven: $284.672
Lower breakeven: $260.328
Breakeven difference: $24.343

Exxon Mobil Corporation (XOM): $111.83
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.269
Probability of Profit: 0.421
Expected Gain: -0.009
Escape ratio: 0.043
Cost of strangle: $501.50
Contract pairs tried: 4,819
Call expiration: 2025-08-15
Call strike: $112.00
Call premium: $2.25
Put expiration: 2025-08-15
Put strike: $112.00
Put premium: $2.77
Upper breakeven: $117.037
Lower breakeven: $106.963
Breakeven difference: $10.073

Republic Services Inc. (RSG): $234.48
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.195
Probability of Profit: 0.266
Expected Gain: -0.125
Escape ratio: 0.043
Cost of strangle: $1555.00
Contract pairs tried: 100
Call expiration: 2025-08-15
Call strike: $230.00
Call premium: $7.45
Put expiration: 2025-09-19
Put strike: $240.00
Put premium: $8.10
Upper breakeven: $245.572
Lower breakeven: $224.428
Breakeven difference: $21.143

ProShares Trust UltraShort (TBT): $36.29
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.258
Probability of Profit: 0.410
Expected Gain: -0.036
Escape ratio: 0.037
Cost of strangle: $160.00
Contract pairs tried: 1,804
Call expiration: 2025-08-15
Call strike: $36.00
Call premium: $0.95
Put expiration: 2025-08-15
Put strike: $36.00
Put premium: $0.65
Upper breakeven: $37.622
Lower breakeven: $34.378
Breakeven difference: $3.243

Energy Transfer LP (ET): $17.95
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.281
Probability of Profit: 0.440
Expected Gain: 0.036
Escape ratio: 0.043
Cost of strangle: $79.00
Contract pairs tried: 1,248
Call expiration: 2025-08-15
Call strike: $18.00
Call premium: $0.26
Put expiration: 2025-08-15
Put strike: $18.00
Put premium: $0.53
Upper breakeven: $18.812
Lower breakeven: $17.188
Breakeven difference: $1.623

Veeva Systems Inc. (VEEV): $287.89
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.264
Probability of Profit: 0.411
Expected Gain: -0.026
Escape ratio: 0.038
Cost of strangle: $1310.00
Contract pairs tried: 380
Call expiration: 2025-08-15
Call strike: $290.00
Call premium: $5.90
Put expiration: 2025-08-15
Put strike: $290.00
Put premium: $7.20
Upper breakeven: $303.122
Lower breakeven: $276.878
Breakeven difference: $26.243

NetApp, Inc (NTAP): $105.85
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.260
Probability of Profit: 0.406
Expected Gain: -0.034
Escape ratio: 0.035
Cost of strangle: $482.50
Contract pairs tried: 1,980
Call expiration: 2025-08-15
Call strike: $107.00
Call premium: $2.02
Put expiration: 2025-08-15
Put strike: $107.00
Put premium: $2.80
Upper breakeven: $111.847
Lower breakeven: $102.153
Breakeven difference: $9.693

Illinois Tool Works (ITW): $253.74
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.155
Probability of Profit: 0.262
Expected Gain: -0.288
Escape ratio: 0.022
Cost of strangle: $1180.00
Contract pairs tried: 56
Call expiration: 2025-09-19
Call strike: $260.00
Call premium: $5.00
Put expiration: 2025-08-15
Put strike: $260.00
Put premium: $6.80
Upper breakeven: $271.822
Lower breakeven: $248.178
Breakeven difference: $23.643

PPG Industries, Inc. (PPG): $106.78
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.245
Probability of Profit: 0.373
Expected Gain: -0.008
Escape ratio: 0.039
Cost of strangle: $737.50
Contract pairs tried: 228
Call expiration: 2025-08-15
Call strike: $105.00
Call premium: $3.12
Put expiration: 2025-08-15
Put strike: $110.00
Put premium: $4.25
Upper breakeven: $112.397
Lower breakeven: $102.603
Breakeven difference: $9.793

Thermo Fisher Scientific, (TMO): $480.18
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.259
Probability of Profit: 0.410
Expected Gain: -0.020
Escape ratio: 0.031
Cost of strangle: $2470.00
Contract pairs tried: 1,640
Call expiration: 2025-08-15
Call strike: $485.00
Call premium: $9.20
Put expiration: 2025-08-15
Put strike: $490.00
Put premium: $15.50
Upper breakeven: $509.722
Lower breakeven: $465.278
Breakeven difference: $44.443

Public Storage (PSA): $290.52
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.271
Probability of Profit: 0.421
Expected Gain: -0.010
Escape ratio: 0.044
Cost of strangle: $1320.00
Contract pairs tried: 56
Call expiration: 2025-08-15
Call strike: $290.00
Call premium: $7.15
Put expiration: 2025-08-15
Put strike: $290.00
Put premium: $6.05
Upper breakeven: $303.222
Lower breakeven: $276.778
Breakeven difference: $26.443

HCA Healthcare, Inc. (HCA): $349.72
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.268
Probability of Profit: 0.414
Expected Gain: -0.015
Escape ratio: 0.038
Cost of strangle: $1360.00
Contract pairs tried: 1,224
Call expiration: 2025-08-15
Call strike: $355.00
Call premium: $5.70
Put expiration: 2025-08-15
Put strike: $350.00
Put premium: $7.90
Upper breakeven: $368.622
Lower breakeven: $336.378
Breakeven difference: $32.243

Zions Bancorporation N.A. (ZION): $54.92
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.271
Probability of Profit: 0.416
Expected Gain: -0.018
Escape ratio: 0.045
Cost of strangle: $250.00
Contract pairs tried: 891
Call expiration: 2025-08-15
Call strike: $55.00
Call premium: $1.18
Put expiration: 2025-08-15
Put strike: $55.00
Put premium: $1.32
Upper breakeven: $57.522
Lower breakeven: $52.478
Breakeven difference: $5.043

Constellation Brands, Inc. (STZ): $173.46
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.267
Probability of Profit: 0.409
Expected Gain: -0.029
Escape ratio: 0.044
Cost of strangle: $670.00
Contract pairs tried: 1,190
Call expiration: 2025-08-15
Call strike: $175.00
Call premium: $3.35
Put expiration: 2025-08-15
Put strike: $172.50
Put premium: $3.35
Upper breakeven: $181.722
Lower breakeven: $165.778
Breakeven difference: $15.943

Yum! Brands, Inc. (YUM): $146.19
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.256
Probability of Profit: 0.391
Expected Gain: -0.031
Escape ratio: 0.037
Cost of strangle: $425.00
Contract pairs tried: 399
Call expiration: 2025-08-15
Call strike: $150.00
Call premium: $1.68
Put expiration: 2025-08-15
Put strike: $145.00
Put premium: $2.58
Upper breakeven: $154.272
Lower breakeven: $140.728
Breakeven difference: $13.543

SPDR S&P Insurance (KIE): $56.45
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.180
Probability of Profit: 0.265
Expected Gain: -0.331
Escape ratio: 0.028
Cost of strangle: $212.50
Contract pairs tried: 169
Call expiration: 2025-09-19
Call strike: $58.00
Call premium: $1.05
Put expiration: 2025-08-15
Put strike: $57.00
Put premium: $1.07
Upper breakeven: $60.147
Lower breakeven: $54.853
Breakeven difference: $5.293

VanEck Semiconductor ETF (SMH): $295.53
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.268
Probability of Profit: 0.411
Expected Gain: -0.023
Escape ratio: 0.036
Cost of strangle: $1252.50
Contract pairs tried: 8,670
Call expiration: 2025-08-15
Call strike: $300.00
Call premium: $5.03
Put expiration: 2025-08-15
Put strike: $297.50
Put premium: $7.50
Upper breakeven: $312.547
Lower breakeven: $284.953
Breakeven difference: $27.593

KONINKLIJKE PHILIPS N.V. (PHG): $27.07
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.232
Probability of Profit: 0.356
Expected Gain: -0.055
Escape ratio: 0.031
Cost of strangle: $175.00
Contract pairs tried: 57
Call expiration: 2025-08-15
Call strike: $27.00
Call premium: $0.70
Put expiration: 2025-08-15
Put strike: $28.00
Put premium: $1.05
Upper breakeven: $28.772
Lower breakeven: $26.228
Breakeven difference: $2.543

SPDR S&P Metals (XME): $74.98
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.274
Probability of Profit: 0.416
Expected Gain: -0.018
Escape ratio: 0.046
Cost of strangle: $345.00
Contract pairs tried: 2,856
Call expiration: 2025-08-15
Call strike: $75.00
Call premium: $1.75
Put expiration: 2025-08-15
Put strike: $75.00
Put premium: $1.70
Upper breakeven: $78.472
Lower breakeven: $71.528
Breakeven difference: $6.943

Las Vegas Sands (LVS): $53.34
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.266
Probability of Profit: 0.409
Expected Gain: -0.037
Escape ratio: 0.040
Cost of strangle: $243.50
Contract pairs tried: 2,652
Call expiration: 2025-08-15
Call strike: $53.00
Call premium: $1.38
Put expiration: 2025-08-15
Put strike: $53.00
Put premium: $1.06
Upper breakeven: $55.457
Lower breakeven: $50.543
Breakeven difference: $4.913

Nike, Inc. (NKE): $76.47
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.270
Probability of Profit: 0.409
Expected Gain: -0.031
Escape ratio: 0.040
Cost of strangle: $355.50
Contract pairs tried: 14,700
Call expiration: 2025-08-15
Call strike: $77.00
Call premium: $1.67
Put expiration: 2025-08-15
Put strike: $77.00
Put premium: $1.89
Upper breakeven: $80.577
Lower breakeven: $73.423
Breakeven difference: $7.153

abrdn Physical Silver (SIVR): $35.83
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.262
Probability of Profit: 0.413
Expected Gain: 0.006
Escape ratio: 0.029
Cost of strangle: $217.50
Contract pairs tried: 96
Call expiration: 2025-08-15
Call strike: $36.00
Call premium: $0.65
Put expiration: 2025-08-15
Put strike: $37.00
Put premium: $1.52
Upper breakeven: $38.197
Lower breakeven: $34.803
Breakeven difference: $3.393

Consolidated Edison, Inc. (ED): $102.90
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.246
Probability of Profit: 0.366
Expected Gain: -0.014
Escape ratio: 0.042
Cost of strangle: $725.00
Contract pairs tried: 357
Call expiration: 2025-08-15
Call strike: $100.00
Call premium: $3.70
Put expiration: 2025-08-15
Put strike: $105.00
Put premium: $3.55
Upper breakeven: $107.272
Lower breakeven: $97.728
Breakeven difference: $9.543

iShares MSCI South (EWY): $73.91
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.275
Probability of Profit: 0.416
Expected Gain: -0.018
Escape ratio: 0.045
Cost of strangle: $342.50
Contract pairs tried: 2,080
Call expiration: 2025-08-15
Call strike: $74.00
Call premium: $1.75
Put expiration: 2025-08-15
Put strike: $74.00
Put premium: $1.68
Upper breakeven: $77.447
Lower breakeven: $70.553
Breakeven difference: $6.893

Adobe Inc. (ADBE): $368.88
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.272
Probability of Profit: 0.412
Expected Gain: -0.024
Escape ratio: 0.037
Cost of strangle: $1735.00
Contract pairs tried: 891
Call expiration: 2025-08-15
Call strike: $372.50
Call premium: $7.22
Put expiration: 2025-08-15
Put strike: $372.50
Put premium: $10.12
Upper breakeven: $389.872
Lower breakeven: $355.128
Breakeven difference: $34.743

Hubbell Incorporated (HUBB): $433.49
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.267
Probability of Profit: 0.411
Expected Gain: -0.024
Escape ratio: 0.032
Cost of strangle: $2050.00
Contract pairs tried: 20
Call expiration: 2025-08-15
Call strike: $440.00
Call premium: $7.50
Put expiration: 2025-08-15
Put strike: $440.00
Put premium: $13.00
Upper breakeven: $460.522
Lower breakeven: $419.478
Breakeven difference: $41.043

Dollar Tree Inc. (DLTR): $114.43
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.266
Probability of Profit: 0.399
Expected Gain: -0.037
Escape ratio: 0.046
Cost of strangle: $382.50
Contract pairs tried: 714
Call expiration: 2025-08-15
Call strike: $116.00
Call premium: $1.88
Put expiration: 2025-08-15
Put strike: $113.00
Put premium: $1.95
Upper breakeven: $119.847
Lower breakeven: $109.153
Breakeven difference: $10.693

Hasbro, Inc. (HAS): $76.21
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.261
Probability of Profit: 0.404
Expected Gain: -0.037
Escape ratio: 0.031
Cost of strangle: $360.00
Contract pairs tried: 1,421
Call expiration: 2025-08-15
Call strike: $77.50
Call premium: $1.25
Put expiration: 2025-08-15
Put strike: $77.50
Put premium: $2.35
Upper breakeven: $81.122
Lower breakeven: $73.878
Breakeven difference: $7.243

Merck & Co., (MRK): $82.90
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.272
Probability of Profit: 0.408
Expected Gain: -0.030
Escape ratio: 0.040
Cost of strangle: $338.50
Contract pairs tried: 6,461
Call expiration: 2025-08-15
Call strike: $84.00
Call premium: $1.50
Put expiration: 2025-08-15
Put strike: $83.00
Put premium: $1.88
Upper breakeven: $87.407
Lower breakeven: $79.593
Breakeven difference: $7.813

Western Midstream Partners, (WES): $40.47
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.313
Probability of Profit: 0.472
Expected Gain: 0.103
Escape ratio: 0.046
Cost of strangle: $237.50
Contract pairs tried: 391
Call expiration: 2025-08-15
Call strike: $40.00
Call premium: $0.70
Put expiration: 2025-08-15
Put strike: $41.00
Put premium: $1.68
Upper breakeven: $42.397
Lower breakeven: $38.603
Breakeven difference: $3.793

Alphabet Inc. Class (GOOG): $197.80
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.272
Probability of Profit: 0.411
Expected Gain: -0.024
Escape ratio: 0.036
Cost of strangle: $935.00
Contract pairs tried: 5,760
Call expiration: 2025-08-15
Call strike: $200.00
Call premium: $3.75
Put expiration: 2025-08-15
Put strike: $200.00
Put premium: $5.60
Upper breakeven: $209.372
Lower breakeven: $190.628
Breakeven difference: $18.743

Fiserv, Inc. (FI): $141.01
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.270
Probability of Profit: 0.411
Expected Gain: -0.033
Escape ratio: 0.039
Cost of strangle: $655.00
Contract pairs tried: 3,016
Call expiration: 2025-08-15
Call strike: $140.00
Call premium: $3.90
Put expiration: 2025-08-15
Put strike: $140.00
Put premium: $2.65
Upper breakeven: $146.572
Lower breakeven: $133.428
Breakeven difference: $13.143

ICICI Bank Limited (IBN): $33.28
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.206
Probability of Profit: 0.322
Expected Gain: -0.194
Escape ratio: 0.026
Cost of strangle: $157.50
Contract pairs tried: 91
Call expiration: 2025-09-19
Call strike: $34.00
Call premium: $0.53
Put expiration: 2025-08-15
Put strike: $34.00
Put premium: $1.05
Upper breakeven: $35.597
Lower breakeven: $32.403
Breakeven difference: $3.193

Ventas, Inc. (VTR): $67.42
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.278
Probability of Profit: 0.416
Expected Gain: -0.018
Escape ratio: 0.046
Cost of strangle: $315.00
Contract pairs tried: 192
Call expiration: 2025-08-15
Call strike: $67.50
Call premium: $1.60
Put expiration: 2025-08-15
Put strike: $67.50
Put premium: $1.55
Upper breakeven: $70.672
Lower breakeven: $64.328
Breakeven difference: $6.343

Microsoft Corp (MSFT): $513.07
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.276
Probability of Profit: 0.413
Expected Gain: -0.022
Escape ratio: 0.041
Cost of strangle: $2302.50
Contract pairs tried: 7,790
Call expiration: 2025-08-15
Call strike: $517.50
Call premium: $10.43
Put expiration: 2025-08-15
Put strike: $515.00
Put premium: $12.60
Upper breakeven: $540.547
Lower breakeven: $491.953
Breakeven difference: $48.593

Vanguard Small-Cap ETF (VB): $245.26
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.203
Probability of Profit: 0.288
Expected Gain: -0.191
Escape ratio: 0.035
Cost of strangle: $1390.00
Contract pairs tried: 10
Call expiration: 2025-08-15
Call strike: $240.00
Call premium: $7.85
Put expiration: 2025-09-19
Put strike: $245.00
Put premium: $6.05
Upper breakeven: $253.922
Lower breakeven: $231.078
Breakeven difference: $22.843

Toyota Motor Corporation (TM): $183.55
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.274
Probability of Profit: 0.410
Expected Gain: -0.029
Escape ratio: 0.040
Cost of strangle: $870.00
Contract pairs tried: 756
Call expiration: 2025-08-15
Call strike: $185.00
Call premium: $3.85
Put expiration: 2025-08-15
Put strike: $185.00
Put premium: $4.85
Upper breakeven: $193.722
Lower breakeven: $176.278
Breakeven difference: $17.443

Pfizer Inc. (PFE): $24.12
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.274
Probability of Profit: 0.413
Expected Gain: -0.028
Escape ratio: 0.042
Cost of strangle: $111.00
Contract pairs tried: 6,150
Call expiration: 2025-08-15
Call strike: $24.00
Call premium: $0.64
Put expiration: 2025-08-15
Put strike: $24.00
Put premium: $0.47
Upper breakeven: $25.132
Lower breakeven: $22.868
Breakeven difference: $2.263

Paccar Inc (PCAR): $99.54
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.278
Probability of Profit: 0.414
Expected Gain: -0.022
Escape ratio: 0.043
Cost of strangle: $470.00
Contract pairs tried: 960
Call expiration: 2025-08-15
Call strike: $100.00
Call premium: $2.10
Put expiration: 2025-08-15
Put strike: $100.00
Put premium: $2.60
Upper breakeven: $104.722
Lower breakeven: $95.278
Breakeven difference: $9.443

iShares Semiconductor ETF (SOXX): $248.01
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.271
Probability of Profit: 0.409
Expected Gain: -0.023
Escape ratio: 0.035
Cost of strangle: $1310.00
Contract pairs tried: 2,430
Call expiration: 2025-08-15
Call strike: $250.00
Call premium: $5.25
Put expiration: 2025-08-15
Put strike: $252.50
Put premium: $7.85
Upper breakeven: $263.122
Lower breakeven: $239.378
Breakeven difference: $23.743

Alphabet Inc. Class (GOOGL): $196.89
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.279
Probability of Profit: 0.415
Expected Gain: -0.020
Escape ratio: 0.044
Cost of strangle: $932.50
Contract pairs tried: 6,396
Call expiration: 2025-08-15
Call strike: $197.50
Call premium: $4.55
Put expiration: 2025-08-15
Put strike: $197.50
Put premium: $4.78
Upper breakeven: $206.847
Lower breakeven: $188.153
Breakeven difference: $18.693

STARWOOD PROPERTY TRUST, (STWD): $19.84
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.199
Probability of Profit: 0.259
Expected Gain: -0.297
Escape ratio: 0.039
Cost of strangle: $92.50
Contract pairs tried: 168
Call expiration: 2025-09-19
Call strike: $20.00
Call premium: $0.53
Put expiration: 2025-08-15
Put strike: $20.00
Put premium: $0.40
Upper breakeven: $20.947
Lower breakeven: $19.053
Breakeven difference: $1.893

iShares TIPS Bond (TIP): $109.98
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.105
Probability of Profit: 0.282
Expected Gain: 0.014
Escape ratio: 0.013
Cost of strangle: $1037.50
Contract pairs tried: 7
Call expiration: 2025-08-15
Call strike: $109.00
Call premium: $1.18
Put expiration: 2026-01-16
Put strike: $119.00
Put premium: $9.20
Upper breakeven: $119.397
Lower breakeven: $108.603
Breakeven difference: $10.793

KraneShares CSI China (KWEB): $35.42
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.278
Probability of Profit: 0.412
Expected Gain: -0.027
Escape ratio: 0.045
Cost of strangle: $166.00
Contract pairs tried: 10,788
Call expiration: 2025-08-15
Call strike: $35.50
Call premium: $0.83
Put expiration: 2025-08-15
Put strike: $35.50
Put premium: $0.82
Upper breakeven: $37.182
Lower breakeven: $33.818
Breakeven difference: $3.363

LKQ Corporation (LKQ): $30.26
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.269
Probability of Profit: 0.407
Expected Gain: -0.042
Escape ratio: 0.038
Cost of strangle: $140.00
Contract pairs tried: 198
Call expiration: 2025-08-15
Call strike: $30.00
Call premium: $0.80
Put expiration: 2025-08-15
Put strike: $30.00
Put premium: $0.60
Upper breakeven: $31.422
Lower breakeven: $28.578
Breakeven difference: $2.843

PHILLIPS 66 (PSX): $125.61
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.276
Probability of Profit: 0.409
Expected Gain: -0.030
Escape ratio: 0.041
Cost of strangle: $547.50
Contract pairs tried: 2,160
Call expiration: 2025-08-15
Call strike: $127.00
Call premium: $2.48
Put expiration: 2025-08-15
Put strike: $126.00
Put premium: $3.00
Upper breakeven: $132.497
Lower breakeven: $120.503
Breakeven difference: $11.993

abrdn Physical Gold (SGOL): $31.39
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.146
Probability of Profit: 0.155
Expected Gain: -0.118
Escape ratio: 0.034
Cost of strangle: $245.00
Contract pairs tried: 48
Call expiration: 2025-08-15
Call strike: $30.00
Call premium: $1.48
Put expiration: 2025-09-19
Put strike: $32.00
Put premium: $0.97
Upper breakeven: $32.472
Lower breakeven: $29.528
Breakeven difference: $2.943

Simon Property Group, (SPG): $167.23
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.267
Probability of Profit: 0.406
Expected Gain: -0.033
Escape ratio: 0.032
Cost of strangle: $805.00
Contract pairs tried: 1,260
Call expiration: 2025-08-15
Call strike: $170.00
Call premium: $2.80
Put expiration: 2025-08-15
Put strike: $170.00
Put premium: $5.25
Upper breakeven: $178.072
Lower breakeven: $161.928
Breakeven difference: $16.143

GUIDEWIRE SOFTWARE, INC. (GWRE): $226.77
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.273
Probability of Profit: 0.412
Expected Gain: -0.022
Escape ratio: 0.034
Cost of strangle: $1090.00
Contract pairs tried: 182
Call expiration: 2025-08-15
Call strike: $230.00
Call premium: $4.10
Put expiration: 2025-08-15
Put strike: $230.00
Put premium: $6.80
Upper breakeven: $240.922
Lower breakeven: $219.078
Breakeven difference: $21.843

iShares MSCI Brazil (EWZ): $26.43
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.277
Probability of Profit: 0.409
Expected Gain: -0.034
Escape ratio: 0.045
Cost of strangle: $124.00
Contract pairs tried: 1,120
Call expiration: 2025-08-15
Call strike: $26.50
Call premium: $0.61
Put expiration: 2025-08-15
Put strike: $26.50
Put premium: $0.63
Upper breakeven: $27.762
Lower breakeven: $25.238
Breakeven difference: $2.523

OneMain Holdings, Inc. (OMF): $57.69
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.305
Probability of Profit: 0.454
Expected Gain: 0.064
Escape ratio: 0.044
Cost of strangle: $272.50
Contract pairs tried: 1,287
Call expiration: 2025-08-15
Call strike: $57.50
Call premium: $0.97
Put expiration: 2025-08-15
Put strike: $57.50
Put premium: $1.75
Upper breakeven: $60.247
Lower breakeven: $54.753
Breakeven difference: $5.493

Wyndham Hotels & (WH): $88.87
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.278
Probability of Profit: 0.412
Expected Gain: -0.021
Escape ratio: 0.036
Cost of strangle: $430.00
Contract pairs tried: 10
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $1.60
Put expiration: 2025-08-15
Put strike: $90.00
Put premium: $2.70
Upper breakeven: $94.322
Lower breakeven: $85.678
Breakeven difference: $8.643

iShares Russell Mid-Cap (IWR): $94.73
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.167
Probability of Profit: 0.167
Expected Gain: -0.424
Escape ratio: 0.045
Cost of strangle: $455.00
Contract pairs tried: 36
Call expiration: 2025-08-15
Call strike: $95.00
Call premium: $1.23
Put expiration: 2025-11-21
Put strike: $95.00
Put premium: $3.33
Upper breakeven: $99.572
Lower breakeven: $90.428
Breakeven difference: $9.143

West Pharmaceutical Services, (WST): $251.52
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.264
Probability of Profit: 0.390
Expected Gain: -0.008
Escape ratio: 0.035
Cost of strangle: $1725.00
Contract pairs tried: 56
Call expiration: 2025-08-15
Call strike: $250.00
Call premium: $6.45
Put expiration: 2025-08-15
Put strike: $260.00
Put premium: $10.80
Upper breakeven: $267.272
Lower breakeven: $242.728
Breakeven difference: $24.543

SYNCHRONY FINANCIAL (SYF): $70.89
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.268
Probability of Profit: 0.406
Expected Gain: -0.047
Escape ratio: 0.035
Cost of strangle: $335.00
Contract pairs tried: 1,736
Call expiration: 2025-08-15
Call strike: $70.00
Call premium: $2.05
Put expiration: 2025-08-15
Put strike: $70.00
Put premium: $1.30
Upper breakeven: $73.372
Lower breakeven: $66.628
Breakeven difference: $6.743

Labcorp Holdings Inc. (LH): $264.21
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.201
Probability of Profit: 0.250
Expected Gain: -0.171
Escape ratio: 0.045
Cost of strangle: $1775.00
Contract pairs tried: 27
Call expiration: 2025-08-15
Call strike: $260.00
Call premium: $7.10
Put expiration: 2025-09-19
Put strike: $270.00
Put premium: $10.65
Upper breakeven: $277.772
Lower breakeven: $252.228
Breakeven difference: $25.543

Comfort Systems USA, (FIX): $696.44
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.275
Probability of Profit: 0.410
Expected Gain: -0.036
Escape ratio: 0.039
Cost of strangle: $3325.00
Contract pairs tried: 28
Call expiration: 2025-08-15
Call strike: $690.00
Call premium: $19.95
Put expiration: 2025-08-15
Put strike: $690.00
Put premium: $13.30
Upper breakeven: $723.272
Lower breakeven: $656.728
Breakeven difference: $66.543

SERVICENOW, INC. (NOW): $986.06
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.281
Probability of Profit: 0.407
Expected Gain: -0.028
Escape ratio: 0.045
Cost of strangle: $3790.00
Contract pairs tried: 1,598
Call expiration: 2025-08-15
Call strike: $1000.00
Call premium: $18.25
Put expiration: 2025-08-15
Put strike: $980.00
Put premium: $19.65
Upper breakeven: $1037.922
Lower breakeven: $942.078
Breakeven difference: $95.843

PayPal Holdings, Inc. (PYPL): $70.57
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.283
Probability of Profit: 0.410
Expected Gain: -0.028
Escape ratio: 0.043
Cost of strangle: $342.00
Contract pairs tried: 12,321
Call expiration: 2025-08-15
Call strike: $71.00
Call premium: $1.57
Put expiration: 2025-08-15
Put strike: $71.00
Put premium: $1.84
Upper breakeven: $74.442
Lower breakeven: $67.558
Breakeven difference: $6.883

VanEck Pharmaceutical ETF (PPH): $86.28
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.171
Probability of Profit: 0.181
Expected Gain: -0.403
Escape ratio: 0.041
Cost of strangle: $420.00
Contract pairs tried: 36
Call expiration: 2025-10-17
Call strike: $87.00
Call premium: $2.58
Put expiration: 2025-08-15
Put strike: $87.00
Put premium: $1.62
Upper breakeven: $91.222
Lower breakeven: $82.778
Breakeven difference: $8.443

Woodward, Inc. (WWD): $264.90
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.273
Probability of Profit: 0.392
Expected Gain: -0.012
Escape ratio: 0.048
Cost of strangle: $1785.00
Contract pairs tried: 27
Call expiration: 2025-08-15
Call strike: $260.00
Call premium: $8.70
Put expiration: 2025-08-15
Put strike: $270.00
Put premium: $9.15
Upper breakeven: $277.872
Lower breakeven: $252.128
Breakeven difference: $25.743

Franco-Nevada Corporation (FNV): $160.41
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.286
Probability of Profit: 0.417
Expected Gain: -0.019
Escape ratio: 0.046
Cost of strangle: $775.00
Contract pairs tried: 1,036
Call expiration: 2025-08-15
Call strike: $160.00
Call premium: $4.25
Put expiration: 2025-08-15
Put strike: $160.00
Put premium: $3.50
Upper breakeven: $167.772
Lower breakeven: $152.228
Breakeven difference: $15.543

Vanguard Russell 2000 (VTWO): $90.51
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.212
Probability of Profit: 0.272
Expected Gain: -0.242
Escape ratio: 0.048
Cost of strangle: $487.50
Contract pairs tried: 66
Call expiration: 2025-08-15
Call strike: $90.00
Call premium: $2.10
Put expiration: 2025-09-19
Put strike: $91.00
Put premium: $2.77
Upper breakeven: $94.897
Lower breakeven: $86.103
Breakeven difference: $8.793

Omega Healthcare Investors (OHI): $39.44
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.298
Probability of Profit: 0.433
Expected Gain: 0.052
Escape ratio: 0.047
Cost of strangle: $140.00
Contract pairs tried: 589
Call expiration: 2025-08-15
Call strike: $40.00
Call premium: $0.45
Put expiration: 2025-08-15
Put strike: $39.00
Put premium: $0.95
Upper breakeven: $41.422
Lower breakeven: $37.578
Breakeven difference: $3.843

Global X Lithium (LIT): $42.24
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.280
Probability of Profit: 0.408
Expected Gain: -0.040
Escape ratio: 0.043
Cost of strangle: $202.50
Contract pairs tried: 72
Call expiration: 2025-08-15
Call strike: $42.00
Call premium: $1.12
Put expiration: 2025-08-15
Put strike: $42.00
Put premium: $0.90
Upper breakeven: $44.047
Lower breakeven: $39.953
Breakeven difference: $4.093

Direxion Daily 7-10 (TYD): $24.68
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.198
Probability of Profit: 0.251
Expected Gain: -0.306
Escape ratio: 0.037
Cost of strangle: $120.00
Contract pairs tried: 126
Call expiration: 2025-09-19
Call strike: $25.00
Call premium: $0.62
Put expiration: 2025-08-15
Put strike: $25.00
Put premium: $0.57
Upper breakeven: $26.222
Lower breakeven: $23.778
Breakeven difference: $2.443

SPDR S&P Oil (XOP): $129.84
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.286
Probability of Profit: 0.411
Expected Gain: -0.025
Escape ratio: 0.042
Cost of strangle: $662.50
Contract pairs tried: 23,738
Call expiration: 2025-08-15
Call strike: $130.50
Call premium: $2.98
Put expiration: 2025-08-15
Put strike: $131.00
Put premium: $3.65
Upper breakeven: $137.147
Lower breakeven: $124.353
Breakeven difference: $12.793

Travel + Leisure (TNL): $62.13
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.273
Probability of Profit: 0.411
Expected Gain: 0.016
Escape ratio: 0.034
Cost of strangle: $422.50
Contract pairs tried: 39
Call expiration: 2025-08-15
Call strike: $60.00
Call premium: $2.85
Put expiration: 2025-08-15
Put strike: $62.50
Put premium: $1.38
Upper breakeven: $64.247
Lower breakeven: $58.253
Breakeven difference: $5.993

iShares Trust iShares (PFF): $31.23
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.094
Probability of Profit: 0.272
Expected Gain: -0.057
Escape ratio: 0.041
Cost of strangle: $250.00
Contract pairs tried: 12
Call expiration: 2026-01-16
Call strike: $30.00
Call premium: $1.32
Put expiration: 2025-10-17
Put strike: $32.00
Put premium: $1.18
Upper breakeven: $32.522
Lower breakeven: $29.478
Breakeven difference: $3.043

U.S. Global Jets (JETS): $24.07
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.280
Probability of Profit: 0.412
Expected Gain: -0.021
Escape ratio: 0.032
Cost of strangle: $118.50
Contract pairs tried: 2,548
Call expiration: 2025-08-15
Call strike: $24.50
Call premium: $0.39
Put expiration: 2025-08-15
Put strike: $24.50
Put premium: $0.80
Upper breakeven: $25.707
Lower breakeven: $23.293
Breakeven difference: $2.413

Motorola Solutions, Inc. (MSI): $435.35
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.286
Probability of Profit: 0.410
Expected Gain: -0.027
Escape ratio: 0.039
Cost of strangle: $2165.00
Contract pairs tried: 289
Call expiration: 2025-08-15
Call strike: $440.00
Call premium: $9.10
Put expiration: 2025-08-15
Put strike: $440.00
Put premium: $12.55
Upper breakeven: $461.672
Lower breakeven: $418.328
Breakeven difference: $43.343

Suncor Energy, Inc. (SU): $39.64
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.282
Probability of Profit: 0.403
Expected Gain: -0.043
Escape ratio: 0.041
Cost of strangle: $195.00
Contract pairs tried: 2,546
Call expiration: 2025-08-15
Call strike: $40.00
Call premium: $0.85
Put expiration: 2025-08-15
Put strike: $40.00
Put premium: $1.10
Upper breakeven: $41.972
Lower breakeven: $38.028
Breakeven difference: $3.943

Sanofi American Depositary (SNY): $49.20
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.278
Probability of Profit: 0.404
Expected Gain: -0.038
Escape ratio: 0.034
Cost of strangle: $245.00
Contract pairs tried: 182
Call expiration: 2025-08-15
Call strike: $50.00
Call premium: $0.88
Put expiration: 2025-08-15
Put strike: $50.00
Put premium: $1.57
Upper breakeven: $52.472
Lower breakeven: $47.528
Breakeven difference: $4.943

Ameren Corporation (AEE): $100.47
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.247
Probability of Profit: 0.425
Expected Gain: 0.044
Escape ratio: 0.018
Cost of strangle: $730.00
Contract pairs tried: 10
Call expiration: 2025-08-15
Call strike: $95.00
Call premium: $5.95
Put expiration: 2025-08-15
Put strike: $100.00
Put premium: $1.35
Upper breakeven: $102.322
Lower breakeven: $92.678
Breakeven difference: $9.643

SPDR S&P Homebuilders (XHB): $104.41
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.290
Probability of Profit: 0.412
Expected Gain: -0.025
Escape ratio: 0.044
Cost of strangle: $517.50
Contract pairs tried: 10,282
Call expiration: 2025-08-15
Call strike: $105.00
Call premium: $2.38
Put expiration: 2025-08-15
Put strike: $105.00
Put premium: $2.79
Upper breakeven: $110.197
Lower breakeven: $99.803
Breakeven difference: $10.393

iShares U.S. Transportation (IYT): $68.35
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.227
Probability of Profit: 0.294
Expected Gain: -0.013
Escape ratio: 0.047
Cost of strangle: $587.50
Contract pairs tried: 132
Call expiration: 2025-08-15
Call strike: $66.00
Call premium: $3.00
Put expiration: 2025-08-15
Put strike: $71.00
Put premium: $2.88
Upper breakeven: $71.897
Lower breakeven: $65.103
Breakeven difference: $6.793

iShares U.S. Home (ITB): $99.68
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.291
Probability of Profit: 0.413
Expected Gain: -0.024
Escape ratio: 0.044
Cost of strangle: $470.00
Contract pairs tried: 6,478
Call expiration: 2025-08-15
Call strike: $100.50
Call premium: $2.12
Put expiration: 2025-08-15
Put strike: $100.00
Put premium: $2.58
Upper breakeven: $105.222
Lower breakeven: $95.278
Breakeven difference: $9.943

McCormick & Company, (MKC): $72.06
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.235
Probability of Profit: 0.311
Expected Gain: -0.014
Escape ratio: 0.044
Cost of strangle: $607.50
Contract pairs tried: 156
Call expiration: 2025-08-15
Call strike: $70.00
Call premium: $2.77
Put expiration: 2025-08-15
Put strike: $75.00
Put premium: $3.30
Upper breakeven: $76.097
Lower breakeven: $68.903
Breakeven difference: $7.193

Garmin Ltd (GRMN): $224.38
Normalized Breakeven Difference: 0.099
Implied Volatility: 0.273
Probability of Profit: 0.382
Expected Gain: -0.012
Escape ratio: 0.047
Cost of strangle: $1615.00
Contract pairs tried: 315
Call expiration: 2025-08-15
Call strike: $220.00
Call premium: $7.95
Put expiration: 2025-08-15
Put strike: $230.00
Put premium: $8.20
Upper breakeven: $236.172
Lower breakeven: $213.828
Breakeven difference: $22.343

Vail Resorts, Inc. (MTN): $154.49
Normalized Breakeven Difference: 0.100
Implied Volatility: 0.295
Probability of Profit: 0.416
Expected Gain: -0.017
Escape ratio: 0.047
Cost of strangle: $770.00
Contract pairs tried: 784
Call expiration: 2025-08-15
Call strike: $155.00
Call premium: $3.90
Put expiration: 2025-08-15
Put strike: $155.00
Put premium: $3.80
Upper breakeven: $162.722
Lower breakeven: $147.278
Breakeven difference: $15.443

VanEck Oil Services (OIH): $249.01
Normalized Breakeven Difference: 0.100
Implied Volatility: 0.295
Probability of Profit: 0.415
Expected Gain: -0.020
Escape ratio: 0.046
Cost of strangle: $1245.00
Contract pairs tried: 546
Call expiration: 2025-08-15
Call strike: $250.00
Call premium: $6.15
Put expiration: 2025-08-15
Put strike: $250.00
Put premium: $6.30
Upper breakeven: $262.472
Lower breakeven: $237.528
Breakeven difference: $24.943

Goldman Sachs Physical (AAAU): $32.52
Normalized Breakeven Difference: 0.100
Implied Volatility: 0.158
Probability of Profit: 0.398
Expected Gain: -0.018
Escape ratio: 0.049
Cost of strangle: $210.00
Contract pairs tried: 4
Call expiration: 2025-09-19
Call strike: $32.00
Call premium: $1.23
Put expiration: 2025-09-19
Put strike: $33.00
Put premium: $0.88
Upper breakeven: $34.122
Lower breakeven: $30.878
Breakeven difference: $3.243

Restaurant Brands International (QSR): $68.61
Normalized Breakeven Difference: 0.100
Implied Volatility: 0.280
Probability of Profit: 0.410
Expected Gain: -0.025
Escape ratio: 0.031
Cost of strangle: $347.50
Contract pairs tried: 945
Call expiration: 2025-08-15
Call strike: $70.00
Call premium: $1.10
Put expiration: 2025-08-15
Put strike: $70.00
Put premium: $2.38
Upper breakeven: $73.497
Lower breakeven: $66.503
Breakeven difference: $6.993