SPDR S&P 500 (SPY): $602.55
Normalized Breakeven Difference: 0.024
Implied Volatility: 0.084
Probability of Profit: 0.216
Expected Gain: -0.023
Escape ratio: 0.011
Cost of strangle: $1320.50
Contract pairs tried: 24,544
Call expiration: 2024-12-05
Call strike: $597.00
Call premium: $6.58
Put expiration: 2024-12-05
Put strike: $609.00
Put premium: $6.63
Upper breakeven: $610.227
Lower breakeven: $595.773
Breakeven difference: $14.453

Invesco QQQ Trust, (QQQ): $510.17
Normalized Breakeven Difference: 0.027
Implied Volatility: 0.119
Probability of Profit: 0.327
Expected Gain: -0.037
Escape ratio: 0.013
Cost of strangle: $1089.00
Contract pairs tried: 31,950
Call expiration: 2024-12-05
Call strike: $506.00
Call premium: $5.57
Put expiration: 2024-12-05
Put strike: $514.00
Put premium: $5.32
Upper breakeven: $516.912
Lower breakeven: $503.088
Breakeven difference: $13.823

SPDR Dow Jones (DIA): $450.09
Normalized Breakeven Difference: 0.027
Implied Volatility: 0.114
Probability of Profit: 0.348
Expected Gain: -0.030
Escape ratio: 0.012
Cost of strangle: $935.00
Contract pairs tried: 2,500
Call expiration: 2024-12-06
Call strike: $447.50
Call premium: $4.53
Put expiration: 2024-12-06
Put strike: $454.00
Put premium: $4.83
Upper breakeven: $456.872
Lower breakeven: $444.628
Breakeven difference: $12.243

Invesco CurrencyShares Euro (FXE): $97.61
Normalized Breakeven Difference: 0.032
Implied Volatility: 0.079
Probability of Profit: 0.384
Expected Gain: -0.038
Escape ratio: 0.015
Cost of strangle: $205.00
Contract pairs tried: 2
Call expiration: 2024-12-20
Call strike: $97.00
Call premium: $1.02
Put expiration: 2024-12-20
Put strike: $98.00
Put premium: $1.02
Upper breakeven: $99.072
Lower breakeven: $95.928
Breakeven difference: $3.143

iShares 7-10 Year (IEF): $95.21
Normalized Breakeven Difference: 0.033
Implied Volatility: 0.081
Probability of Profit: 0.285
Expected Gain: -0.161
Escape ratio: 0.014
Cost of strangle: $203.50
Contract pairs tried: 66
Call expiration: 2024-12-13
Call strike: $94.50
Call premium: $0.97
Put expiration: 2024-12-20
Put strike: $95.50
Put premium: $1.06
Upper breakeven: $96.557
Lower breakeven: $93.443
Breakeven difference: $3.113

TJX Companies, Inc. (TJX): $125.69
Normalized Breakeven Difference: 0.034
Implied Volatility: 0.142
Probability of Profit: 0.352
Expected Gain: -0.043
Escape ratio: 0.014
Cost of strangle: $311.00
Contract pairs tried: 364
Call expiration: 2024-12-06
Call strike: $125.00
Call premium: $1.54
Put expiration: 2024-12-06
Put strike: $127.00
Put premium: $1.57
Upper breakeven: $128.132
Lower breakeven: $123.868
Breakeven difference: $4.263

iShares 20+ Year (TLT): $94.02
Normalized Breakeven Difference: 0.034
Implied Volatility: 0.137
Probability of Profit: 0.338
Expected Gain: -0.057
Escape ratio: 0.014
Cost of strangle: $231.50
Contract pairs tried: 8,850
Call expiration: 2024-12-06
Call strike: $93.00
Call premium: $1.10
Put expiration: 2024-12-06
Put strike: $94.50
Put premium: $1.21
Upper breakeven: $95.337
Lower breakeven: $92.163
Breakeven difference: $3.173

iShares 3-7 Year (IEI): $117.13
Normalized Breakeven Difference: 0.034
Implied Volatility: 0.050
Probability of Profit: 0.349
Expected Gain: -0.038
Escape ratio: 0.016
Cost of strangle: $297.50
Contract pairs tried: 3
Call expiration: 2025-01-17
Call strike: $116.00
Call premium: $1.57
Put expiration: 2025-01-17
Put strike: $118.00
Put premium: $1.40
Upper breakeven: $118.997
Lower breakeven: $115.003
Breakeven difference: $3.993

SPDR Gold Trust, (GLD): $245.59
Normalized Breakeven Difference: 0.034
Implied Volatility: 0.153
Probability of Profit: 0.377
Expected Gain: -0.040
Escape ratio: 0.017
Cost of strangle: $568.50
Contract pairs tried: 13,764
Call expiration: 2024-12-06
Call strike: $244.00
Call premium: $3.00
Put expiration: 2024-12-06
Put strike: $247.00
Put premium: $2.69
Upper breakeven: $249.707
Lower breakeven: $241.293
Breakeven difference: $8.413

BERKSHIRE HATHAWAY Class (BRK.B): $483.01
Normalized Breakeven Difference: 0.036
Implied Volatility: 0.140
Probability of Profit: 0.312
Expected Gain: -0.139
Escape ratio: 0.017
Cost of strangle: $1115.00
Contract pairs tried: 504
Call expiration: 2024-12-06
Call strike: $480.00
Call premium: $5.90
Put expiration: 2024-12-13
Put strike: $485.00
Put premium: $5.25
Upper breakeven: $491.172
Lower breakeven: $473.828
Breakeven difference: $17.343

iShares National Muni (MUB): $108.54
Normalized Breakeven Difference: 0.037
Implied Volatility: 0.043
Probability of Profit: 0.266
Expected Gain: -0.115
Escape ratio: 0.013
Cost of strangle: $295.00
Contract pairs tried: 5
Call expiration: 2025-01-17
Call strike: $107.00
Call premium: $1.80
Put expiration: 2025-01-17
Put strike: $109.00
Put premium: $1.15
Upper breakeven: $109.972
Lower breakeven: $106.028
Breakeven difference: $3.943

iShares Russell 2000 (IWM): $241.87
Normalized Breakeven Difference: 0.037
Implied Volatility: 0.183
Probability of Profit: 0.386
Expected Gain: -0.050
Escape ratio: 0.018
Cost of strangle: $541.00
Contract pairs tried: 38,240
Call expiration: 2024-12-05
Call strike: $241.00
Call premium: $2.87
Put expiration: 2024-12-05
Put strike: $243.00
Put premium: $2.54
Upper breakeven: $246.432
Lower breakeven: $237.568
Breakeven difference: $8.863

Colgate-Palmolive Company (CL): $96.63
Normalized Breakeven Difference: 0.037
Implied Volatility: 0.165
Probability of Profit: 0.383
Expected Gain: -0.046
Escape ratio: 0.017
Cost of strangle: $225.00
Contract pairs tried: 119
Call expiration: 2024-12-06
Call strike: $96.00
Call premium: $1.25
Put expiration: 2024-12-06
Put strike: $97.00
Put premium: $1.00
Upper breakeven: $98.272
Lower breakeven: $94.728
Breakeven difference: $3.543

Microsoft Corp (MSFT): $422.85
Normalized Breakeven Difference: 0.037
Implied Volatility: 0.172
Probability of Profit: 0.400
Expected Gain: -0.037
Escape ratio: 0.016
Cost of strangle: $905.00
Contract pairs tried: 1,764
Call expiration: 2024-12-06
Call strike: $422.50
Call premium: $4.75
Put expiration: 2024-12-06
Put strike: $425.00
Put premium: $4.30
Upper breakeven: $431.572
Lower breakeven: $415.928
Breakeven difference: $15.643

Marriot International Class (MAR): $290.00
Normalized Breakeven Difference: 0.038
Implied Volatility: 0.164
Probability of Profit: 0.378
Expected Gain: -0.064
Escape ratio: 0.014
Cost of strangle: $665.00
Contract pairs tried: 152
Call expiration: 2024-12-06
Call strike: $287.50
Call premium: $3.70
Put expiration: 2024-12-06
Put strike: $290.00
Put premium: $2.95
Upper breakeven: $294.172
Lower breakeven: $283.328
Breakeven difference: $10.843

Lockheed Martin Corp. (LMT): $529.41
Normalized Breakeven Difference: 0.038
Implied Volatility: 0.164
Probability of Profit: 0.387
Expected Gain: -0.068
Escape ratio: 0.013
Cost of strangle: $1115.00
Contract pairs tried: 525
Call expiration: 2024-12-06
Call strike: $525.00
Call premium: $5.65
Put expiration: 2024-12-06
Put strike: $527.50
Put premium: $5.50
Upper breakeven: $536.172
Lower breakeven: $516.328
Breakeven difference: $19.843

Lowe's Companies Inc. (LOW): $272.43
Normalized Breakeven Difference: 0.039
Implied Volatility: 0.172
Probability of Profit: 0.386
Expected Gain: -0.047
Escape ratio: 0.015
Cost of strangle: $650.00
Contract pairs tried: 504
Call expiration: 2024-12-06
Call strike: $272.50
Call premium: $2.75
Put expiration: 2024-12-06
Put strike: $275.00
Put premium: $3.75
Upper breakeven: $279.022
Lower breakeven: $268.478
Breakeven difference: $10.543

Cisco Systems, Inc. (CSCO): $59.29
Normalized Breakeven Difference: 0.039
Implied Volatility: 0.137
Probability of Profit: 0.273
Expected Gain: -0.135
Escape ratio: 0.016
Cost of strangle: $163.50
Contract pairs tried: 600
Call expiration: 2024-12-06
Call strike: $59.00
Call premium: $0.61
Put expiration: 2024-12-13
Put strike: $60.00
Put premium: $1.02
Upper breakeven: $60.657
Lower breakeven: $58.343
Breakeven difference: $2.313

Procter & Gamble (PG): $179.26
Normalized Breakeven Difference: 0.039
Implied Volatility: 0.147
Probability of Profit: 0.304
Expected Gain: -0.128
Escape ratio: 0.017
Cost of strangle: $471.50
Contract pairs tried: 72
Call expiration: 2024-12-06
Call strike: $177.50
Call premium: $2.64
Put expiration: 2024-12-13
Put strike: $180.00
Put premium: $2.08
Upper breakeven: $182.237
Lower breakeven: $175.263
Breakeven difference: $6.973

Walmart Inc. (WMT): $92.50
Normalized Breakeven Difference: 0.040
Implied Volatility: 0.182
Probability of Profit: 0.383
Expected Gain: -0.049
Escape ratio: 0.020
Cost of strangle: $234.50
Contract pairs tried: 3,150
Call expiration: 2024-12-06
Call strike: $92.00
Call premium: $1.24
Put expiration: 2024-12-06
Put strike: $93.00
Put premium: $1.11
Upper breakeven: $94.367
Lower breakeven: $90.633
Breakeven difference: $3.733

International Business Machines (IBM): $227.41
Normalized Breakeven Difference: 0.041
Implied Volatility: 0.177
Probability of Profit: 0.380
Expected Gain: -0.050
Escape ratio: 0.014
Cost of strangle: $586.50
Contract pairs tried: 585
Call expiration: 2024-12-06
Call strike: $227.50
Call premium: $2.31
Put expiration: 2024-12-06
Put strike: $230.00
Put premium: $3.55
Upper breakeven: $233.387
Lower breakeven: $224.113
Breakeven difference: $9.273

Apple Inc. (AAPL): $237.44
Normalized Breakeven Difference: 0.041
Implied Volatility: 0.172
Probability of Profit: 0.351
Expected Gain: -0.032
Escape ratio: 0.020
Cost of strangle: $732.50
Contract pairs tried: 1,260
Call expiration: 2024-12-06
Call strike: $235.00
Call premium: $3.77
Put expiration: 2024-12-06
Put strike: $240.00
Put premium: $3.55
Upper breakeven: $242.347
Lower breakeven: $232.653
Breakeven difference: $9.693

PPG Industries, Inc. (PPG): $124.37
Normalized Breakeven Difference: 0.041
Implied Volatility: 0.187
Probability of Profit: 0.391
Expected Gain: -0.013
Escape ratio: 0.018
Cost of strangle: $352.50
Contract pairs tried: 36
Call expiration: 2024-12-06
Call strike: $123.00
Call premium: $2.17
Put expiration: 2024-12-06
Put strike: $125.00
Put premium: $1.35
Upper breakeven: $126.547
Lower breakeven: $121.453
Breakeven difference: $5.093

Vanguard S&P 500 (VOO): $553.45
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.110
Probability of Profit: 0.145
Expected Gain: -0.242
Escape ratio: 0.018
Cost of strangle: $1650.00
Contract pairs tried: 78
Call expiration: 2024-12-06
Call strike: $550.00
Call premium: $5.95
Put expiration: 2025-01-17
Put strike: $560.00
Put premium: $10.55
Upper breakeven: $566.522
Lower breakeven: $543.478
Breakeven difference: $23.043

JPMorgan Chase & (JPM): $249.72
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.179
Probability of Profit: 0.361
Expected Gain: -0.029
Escape ratio: 0.020
Cost of strangle: $767.50
Contract pairs tried: 840
Call expiration: 2024-12-06
Call strike: $247.50
Call premium: $4.00
Put expiration: 2024-12-06
Put strike: $252.50
Put premium: $3.67
Upper breakeven: $255.197
Lower breakeven: $244.803
Breakeven difference: $10.393

Abbott Laboratories (ABT): $118.77
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.153
Probability of Profit: 0.304
Expected Gain: -0.050
Escape ratio: 0.015
Cost of strangle: $397.00
Contract pairs tried: 261
Call expiration: 2024-12-06
Call strike: $118.00
Call premium: $1.62
Put expiration: 2024-12-06
Put strike: $121.00
Put premium: $2.35
Upper breakeven: $121.992
Lower breakeven: $117.008
Breakeven difference: $4.983

Costco Wholesale Corp (COST): $971.33
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.197
Probability of Profit: 0.398
Expected Gain: -0.044
Escape ratio: 0.020
Cost of strangle: $2300.00
Contract pairs tried: 806
Call expiration: 2024-12-06
Call strike: $970.00
Call premium: $11.65
Put expiration: 2024-12-06
Put strike: $975.00
Put premium: $11.35
Upper breakeven: $993.022
Lower breakeven: $951.978
Breakeven difference: $41.043

Vanguard Intermediate-Term Treasury (VGIT): $58.96
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.063
Probability of Profit: 0.150
Expected Gain: -0.063
Escape ratio: 0.020
Cost of strangle: $222.50
Contract pairs tried: 1
Call expiration: 2024-12-20
Call strike: $58.00
Call premium: $1.02
Put expiration: 2025-01-17
Put strike: $60.00
Put premium: $1.20
Upper breakeven: $60.247
Lower breakeven: $57.753
Breakeven difference: $2.493

United Parcel Service, (UPS): $135.72
Normalized Breakeven Difference: 0.042
Implied Volatility: 0.187
Probability of Profit: 0.375
Expected Gain: -0.043
Escape ratio: 0.019
Cost of strangle: $385.50
Contract pairs tried: 756
Call expiration: 2024-12-06
Call strike: $135.00
Call premium: $1.95
Put expiration: 2024-12-06
Put strike: $137.00
Put premium: $1.91
Upper breakeven: $138.877
Lower breakeven: $133.123
Breakeven difference: $5.753

Chevron Corporation (CVX): $161.93
Normalized Breakeven Difference: 0.043
Implied Volatility: 0.195
Probability of Profit: 0.400
Expected Gain: -0.007
Escape ratio: 0.017
Cost of strangle: $465.50
Contract pairs tried: 496
Call expiration: 2024-12-06
Call strike: $160.00
Call premium: $2.96
Put expiration: 2024-12-06
Put strike: $162.50
Put premium: $1.70
Upper breakeven: $164.677
Lower breakeven: $157.823
Breakeven difference: $6.853

McDonald's Corporation (MCD): $296.01
Normalized Breakeven Difference: 0.043
Implied Volatility: 0.151
Probability of Profit: 0.275
Expected Gain: -0.145
Escape ratio: 0.018
Cost of strangle: $877.50
Contract pairs tried: 594
Call expiration: 2024-12-13
Call strike: $292.50
Call premium: $5.08
Put expiration: 2024-12-06
Put strike: $297.50
Put premium: $3.70
Upper breakeven: $301.297
Lower breakeven: $288.703
Breakeven difference: $12.593

The Walt Disney (DIS): $117.47
Normalized Breakeven Difference: 0.043
Implied Volatility: 0.197
Probability of Profit: 0.389
Expected Gain: -0.050
Escape ratio: 0.021
Cost of strangle: $300.50
Contract pairs tried: 2,370
Call expiration: 2024-12-06
Call strike: $117.00
Call premium: $1.59
Put expiration: 2024-12-06
Put strike: $118.00
Put premium: $1.42
Upper breakeven: $120.027
Lower breakeven: $114.973
Breakeven difference: $5.053

AstraZeneca PLC (AZN): $67.69
Normalized Breakeven Difference: 0.043
Implied Volatility: 0.188
Probability of Profit: 0.368
Expected Gain: -0.055
Escape ratio: 0.019
Cost of strangle: $194.00
Contract pairs tried: 494
Call expiration: 2024-12-06
Call strike: $67.00
Call premium: $1.03
Put expiration: 2024-12-06
Put strike: $68.00
Put premium: $0.91
Upper breakeven: $68.962
Lower breakeven: $66.038
Breakeven difference: $2.923

American International Group, (AIG): $76.88
Normalized Breakeven Difference: 0.043
Implied Volatility: 0.201
Probability of Profit: 0.396
Expected Gain: -0.060
Escape ratio: 0.020
Cost of strangle: $165.00
Contract pairs tried: 105
Call expiration: 2024-12-06
Call strike: $77.00
Call premium: $0.82
Put expiration: 2024-12-06
Put strike: $77.00
Put premium: $0.82
Upper breakeven: $78.672
Lower breakeven: $75.328
Breakeven difference: $3.343

Vanguard Long-Term Corporate (VCLT): $78.77
Normalized Breakeven Difference: 0.044
Implied Volatility: 0.112
Probability of Profit: 0.409
Expected Gain: -0.006
Escape ratio: 0.018
Cost of strangle: $220.00
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $78.00
Call premium: $1.30
Put expiration: 2024-12-20
Put strike: $79.00
Put premium: $0.90
Upper breakeven: $80.222
Lower breakeven: $76.778
Breakeven difference: $3.443

Exxon Mobil Corporation (XOM): $117.96
Normalized Breakeven Difference: 0.044
Implied Volatility: 0.200
Probability of Profit: 0.390
Expected Gain: -0.049
Escape ratio: 0.018
Cost of strangle: $309.00
Contract pairs tried: 1,680
Call expiration: 2024-12-06
Call strike: $118.00
Call premium: $1.38
Put expiration: 2024-12-06
Put strike: $119.00
Put premium: $1.71
Upper breakeven: $121.112
Lower breakeven: $115.888
Breakeven difference: $5.223

VISA Inc. (V): $315.08
Normalized Breakeven Difference: 0.044
Implied Volatility: 0.151
Probability of Profit: 0.249
Expected Gain: -0.184
Escape ratio: 0.022
Cost of strangle: $942.50
Contract pairs tried: 300
Call expiration: 2024-12-06
Call strike: $312.50
Call premium: $4.42
Put expiration: 2024-12-20
Put strike: $317.50
Put premium: $5.00
Upper breakeven: $321.947
Lower breakeven: $308.053
Breakeven difference: $13.893

FedEx Corporation (FDX): $302.67
Normalized Breakeven Difference: 0.044
Implied Volatility: 0.204
Probability of Profit: 0.395
Expected Gain: -0.042
Escape ratio: 0.019
Cost of strangle: $797.50
Contract pairs tried: 1,804
Call expiration: 2024-12-06
Call strike: $302.50
Call premium: $3.88
Put expiration: 2024-12-06
Put strike: $305.00
Put premium: $4.10
Upper breakeven: $310.497
Lower breakeven: $297.003
Breakeven difference: $13.493

Truist Financial Corporation (TFC): $47.68
Normalized Breakeven Difference: 0.044
Implied Volatility: 0.201
Probability of Profit: 0.383
Expected Gain: -0.054
Escape ratio: 0.021
Cost of strangle: $129.00
Contract pairs tried: 360
Call expiration: 2024-12-06
Call strike: $47.50
Call premium: $0.67
Put expiration: 2024-12-06
Put strike: $48.00
Put premium: $0.62
Upper breakeven: $48.812
Lower breakeven: $46.688
Breakeven difference: $2.123

Deere & Company (DE): $465.90
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.192
Probability of Profit: 0.363
Expected Gain: -0.027
Escape ratio: 0.020
Cost of strangle: $1532.50
Contract pairs tried: 198
Call expiration: 2024-12-06
Call strike: $460.00
Call premium: $8.55
Put expiration: 2024-12-06
Put strike: $470.00
Put premium: $6.78
Upper breakeven: $475.347
Lower breakeven: $454.653
Breakeven difference: $20.693

Mastercard Incorporated (MA): $532.94
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.128
Probability of Profit: 0.225
Expected Gain: -0.140
Escape ratio: 0.014
Cost of strangle: $1800.00
Contract pairs tried: 377
Call expiration: 2024-12-06
Call strike: $522.50
Call premium: $11.18
Put expiration: 2024-12-13
Put strike: $535.00
Put premium: $6.83
Upper breakeven: $540.522
Lower breakeven: $516.978
Breakeven difference: $23.543

Coca-Cola Company (KO): $64.08
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.155
Probability of Profit: 0.280
Expected Gain: -0.157
Escape ratio: 0.016
Cost of strangle: $192.00
Contract pairs tried: 396
Call expiration: 2024-12-13
Call strike: $64.00
Call premium: $0.81
Put expiration: 2024-12-06
Put strike: $65.00
Put premium: $1.10
Upper breakeven: $65.942
Lower breakeven: $63.058
Breakeven difference: $2.883

Automatic Data Processing (ADP): $306.81
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.156
Probability of Profit: 0.277
Expected Gain: -0.092
Escape ratio: 0.016
Cost of strangle: $1065.00
Contract pairs tried: 15
Call expiration: 2024-12-06
Call strike: $305.00
Call premium: $3.50
Put expiration: 2024-12-13
Put strike: $312.50
Put premium: $7.15
Upper breakeven: $315.672
Lower breakeven: $301.828
Breakeven difference: $13.843

Morgan Stanley (MS): $131.61
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.207
Probability of Profit: 0.395
Expected Gain: -0.061
Escape ratio: 0.020
Cost of strangle: $294.50
Contract pairs tried: 1,410
Call expiration: 2024-12-06
Call strike: $132.00
Call premium: $1.39
Put expiration: 2024-12-06
Put strike: $132.00
Put premium: $1.55
Upper breakeven: $134.967
Lower breakeven: $129.033
Breakeven difference: $5.933

iShares Biotechnology ETF (IBB): $140.49
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.215
Probability of Profit: 0.413
Expected Gain: 0.007
Escape ratio: 0.019
Cost of strangle: $415.00
Contract pairs tried: 690
Call expiration: 2024-12-06
Call strike: $140.00
Call premium: $2.52
Put expiration: 2024-12-06
Put strike: $142.00
Put premium: $1.62
Upper breakeven: $144.172
Lower breakeven: $137.828
Breakeven difference: $6.343

Goldman Sachs Group (GS): $608.57
Normalized Breakeven Difference: 0.045
Implied Volatility: 0.179
Probability of Profit: 0.353
Expected Gain: -0.092
Escape ratio: 0.014
Cost of strangle: $1735.00
Contract pairs tried: 1,160
Call expiration: 2024-12-06
Call strike: $600.00
Call premium: $9.78
Put expiration: 2024-12-06
Put strike: $607.50
Put premium: $7.58
Upper breakeven: $617.372
Lower breakeven: $590.128
Breakeven difference: $27.243

Vanguard Real Estate (VNQ): $98.16
Normalized Breakeven Difference: 0.046
Implied Volatility: 0.143
Probability of Profit: 0.209
Expected Gain: -0.187
Escape ratio: 0.021
Cost of strangle: $322.50
Contract pairs tried: 616
Call expiration: 2024-12-06
Call strike: $97.00
Call premium: $1.50
Put expiration: 2024-12-20
Put strike: $99.00
Put premium: $1.73
Upper breakeven: $100.247
Lower breakeven: $95.753
Breakeven difference: $4.493

Shell plc American (SHEL): $64.74
Normalized Breakeven Difference: 0.046
Implied Volatility: 0.170
Probability of Profit: 0.294
Expected Gain: -0.036
Escape ratio: 0.019
Cost of strangle: $247.50
Contract pairs tried: 144
Call expiration: 2024-12-06
Call strike: $64.00
Call premium: $1.07
Put expiration: 2024-12-06
Put strike: $66.00
Put premium: $1.40
Upper breakeven: $66.497
Lower breakeven: $63.503
Breakeven difference: $2.993

Starbucks Corp (SBUX): $102.41
Normalized Breakeven Difference: 0.046
Implied Volatility: 0.211
Probability of Profit: 0.388
Expected Gain: -0.050
Escape ratio: 0.022
Cost of strangle: $284.50
Contract pairs tried: 1,653
Call expiration: 2024-12-06
Call strike: $102.00
Call premium: $1.45
Put expiration: 2024-12-06
Put strike: $103.00
Put premium: $1.40
Upper breakeven: $104.867
Lower breakeven: $100.133
Breakeven difference: $4.733

Accenture PLC (ACN): $362.37
Normalized Breakeven Difference: 0.046
Implied Volatility: 0.206
Probability of Profit: 0.380
Expected Gain: -0.016
Escape ratio: 0.020
Cost of strangle: $1210.00
Contract pairs tried: 891
Call expiration: 2024-12-06
Call strike: $357.50
Call premium: $7.30
Put expiration: 2024-12-06
Put strike: $365.00
Put premium: $4.80
Upper breakeven: $369.622
Lower breakeven: $352.878
Breakeven difference: $16.743

T-Mobile US, Inc. (TMUS): $247.00
Normalized Breakeven Difference: 0.046
Implied Volatility: 0.203
Probability of Profit: 0.369
Expected Gain: -0.031
Escape ratio: 0.021
Cost of strangle: $822.50
Contract pairs tried: 184
Call expiration: 2024-12-06
Call strike: $245.00
Call premium: $3.80
Put expiration: 2024-12-06
Put strike: $250.00
Put premium: $4.42
Upper breakeven: $253.247
Lower breakeven: $241.753
Breakeven difference: $11.493

EOG Resources, Inc. (EOG): $133.26
Normalized Breakeven Difference: 0.047
Implied Volatility: 0.217
Probability of Profit: 0.395
Expected Gain: -0.045
Escape ratio: 0.022
Cost of strangle: $360.00
Contract pairs tried: 1,118
Call expiration: 2024-12-06
Call strike: $133.00
Call premium: $1.85
Put expiration: 2024-12-06
Put strike: $134.00
Put premium: $1.75
Upper breakeven: $136.622
Lower breakeven: $130.378
Breakeven difference: $6.243

Gilead Sciences Inc (GILD): $92.65
Normalized Breakeven Difference: 0.047
Implied Volatility: 0.214
Probability of Profit: 0.389
Expected Gain: -0.046
Escape ratio: 0.022
Cost of strangle: $265.00
Contract pairs tried: 920
Call expiration: 2024-12-06
Call strike: $92.00
Call premium: $1.46
Put expiration: 2024-12-06
Put strike: $93.00
Put premium: $1.20
Upper breakeven: $94.672
Lower breakeven: $90.328
Breakeven difference: $4.343

Amgen Inc (AMGN): $282.00
Normalized Breakeven Difference: 0.047
Implied Volatility: 0.225
Probability of Profit: 0.410
Expected Gain: -0.017
Escape ratio: 0.021
Cost of strangle: $789.50
Contract pairs tried: 1,260
Call expiration: 2024-12-06
Call strike: $280.00
Call premium: $4.85
Put expiration: 2024-12-06
Put strike: $282.50
Put premium: $3.04
Upper breakeven: $287.917
Lower breakeven: $274.583
Breakeven difference: $13.333

RTX Corporation (RTX): $121.83
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.200
Probability of Profit: 0.353
Expected Gain: -0.029
Escape ratio: 0.021
Cost of strangle: $436.50
Contract pairs tried: 555
Call expiration: 2024-12-06
Call strike: $120.00
Call premium: $2.44
Put expiration: 2024-12-06
Put strike: $123.00
Put premium: $1.92
Upper breakeven: $124.387
Lower breakeven: $118.613
Breakeven difference: $5.773

Verizon Communications (VZ): $44.34
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.209
Probability of Profit: 0.394
Expected Gain: 0.006
Escape ratio: 0.016
Cost of strangle: $152.50
Contract pairs tried: 1,060
Call expiration: 2024-12-06
Call strike: $43.50
Call premium: $1.05
Put expiration: 2024-12-06
Put strike: $44.50
Put premium: $0.47
Upper breakeven: $45.047
Lower breakeven: $42.953
Breakeven difference: $2.093

American Express Company (AXP): $304.68
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.215
Probability of Profit: 0.382
Expected Gain: -0.035
Escape ratio: 0.023
Cost of strangle: $975.00
Contract pairs tried: 462
Call expiration: 2024-12-06
Call strike: $302.50
Call premium: $5.00
Put expiration: 2024-12-06
Put strike: $307.50
Put premium: $4.75
Upper breakeven: $312.272
Lower breakeven: $297.728
Breakeven difference: $14.543

Autodesk Inc (ADSK): $292.40
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.227
Probability of Profit: 0.406
Expected Gain: -0.039
Escape ratio: 0.024
Cost of strangle: $697.50
Contract pairs tried: 630
Call expiration: 2024-12-06
Call strike: $292.50
Call premium: $3.23
Put expiration: 2024-12-06
Put strike: $292.50
Put premium: $3.75
Upper breakeven: $299.497
Lower breakeven: $285.503
Breakeven difference: $13.993

Anheuser-Busch INBEV SA/NV (BUD): $53.80
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.177
Probability of Profit: 0.290
Expected Gain: -0.248
Escape ratio: 0.020
Cost of strangle: $127.50
Contract pairs tried: 117
Call expiration: 2024-12-13
Call strike: $54.00
Call premium: $0.72
Put expiration: 2024-12-06
Put strike: $54.00
Put premium: $0.55
Upper breakeven: $55.297
Lower breakeven: $52.703
Breakeven difference: $2.593

Philip Morris International (PM): $133.06
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.182
Probability of Profit: 0.300
Expected Gain: -0.146
Escape ratio: 0.024
Cost of strangle: $417.50
Contract pairs tried: 168
Call expiration: 2024-12-06
Call strike: $132.00
Call premium: $2.08
Put expiration: 2024-12-13
Put strike: $134.00
Put premium: $2.10
Upper breakeven: $136.197
Lower breakeven: $129.803
Breakeven difference: $6.393

Bank of America (BAC): $47.51
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.211
Probability of Profit: 0.381
Expected Gain: -0.062
Escape ratio: 0.018
Cost of strangle: $136.50
Contract pairs tried: 2,686
Call expiration: 2024-12-06
Call strike: $47.00
Call premium: $0.80
Put expiration: 2024-12-06
Put strike: $47.50
Put premium: $0.56
Upper breakeven: $48.387
Lower breakeven: $46.113
Breakeven difference: $2.273

Occidental Petroleum Corporation (OXY): $50.58
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.210
Probability of Profit: 0.367
Expected Gain: -0.041
Escape ratio: 0.023
Cost of strangle: $170.00
Contract pairs tried: 2,162
Call expiration: 2024-12-06
Call strike: $50.00
Call premium: $0.92
Put expiration: 2024-12-06
Put strike: $51.00
Put premium: $0.78
Upper breakeven: $51.722
Lower breakeven: $49.278
Breakeven difference: $2.443

Alphabet Inc. Class (GOOGL): $168.95
Normalized Breakeven Difference: 0.048
Implied Volatility: 0.219
Probability of Profit: 0.384
Expected Gain: -0.039
Escape ratio: 0.023
Cost of strangle: $531.50
Contract pairs tried: 1,505
Call expiration: 2024-12-06
Call strike: $167.50
Call premium: $2.92
Put expiration: 2024-12-06
Put strike: $170.00
Put premium: $2.39
Upper breakeven: $172.837
Lower breakeven: $164.663
Breakeven difference: $8.173

Nextra Energy, Inc. (NEE): $78.67
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.221
Probability of Profit: 0.391
Expected Gain: -0.068
Escape ratio: 0.020
Cost of strangle: $189.50
Contract pairs tried: 946
Call expiration: 2024-12-06
Call strike: $79.00
Call premium: $0.83
Put expiration: 2024-12-06
Put strike: $79.00
Put premium: $1.06
Upper breakeven: $80.917
Lower breakeven: $77.083
Breakeven difference: $3.833

Alphabet Inc. Class (GOOG): $170.49
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.220
Probability of Profit: 0.386
Expected Gain: -0.036
Escape ratio: 0.020
Cost of strangle: $540.00
Contract pairs tried: 1,116
Call expiration: 2024-12-06
Call strike: $170.00
Call premium: $2.30
Put expiration: 2024-12-06
Put strike: $172.50
Put premium: $3.10
Upper breakeven: $175.422
Lower breakeven: $167.078
Breakeven difference: $8.343

PepsiCo, Inc. (PEP): $163.46
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.206
Probability of Profit: 0.350
Expected Gain: -0.084
Escape ratio: 0.023
Cost of strangle: $523.00
Contract pairs tried: 400
Call expiration: 2024-12-13
Call strike: $162.50
Call premium: $2.10
Put expiration: 2024-12-06
Put strike: $165.00
Put premium: $3.12
Upper breakeven: $167.752
Lower breakeven: $159.748
Breakeven difference: $8.003

Merck & Co., (MRK): $101.64
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.225
Probability of Profit: 0.393
Expected Gain: -0.064
Escape ratio: 0.021
Cost of strangle: $247.50
Contract pairs tried: 1,500
Call expiration: 2024-12-06
Call strike: $102.00
Call premium: $1.14
Put expiration: 2024-12-06
Put strike: $102.00
Put premium: $1.33
Upper breakeven: $104.497
Lower breakeven: $99.503
Breakeven difference: $4.993

iShares 10-20 Year (TLH): $105.04
Normalized Breakeven Difference: 0.049
Implied Volatility: 0.132
Probability of Profit: 0.426
Expected Gain: 0.001
Escape ratio: 0.024
Cost of strangle: $255.00
Contract pairs tried: 15
Call expiration: 2024-12-20
Call strike: $105.00
Call premium: $1.12
Put expiration: 2024-12-20
Put strike: $105.00
Put premium: $1.43
Upper breakeven: $107.572
Lower breakeven: $102.428
Breakeven difference: $5.143

Johnson & Johnson (JNJ): $155.01
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.148
Probability of Profit: 0.373
Expected Gain: -0.105
Escape ratio: 0.025
Cost of strangle: $382.00
Contract pairs tried: 153
Call expiration: 2024-12-13
Call strike: $155.00
Call premium: $1.97
Put expiration: 2024-12-20
Put strike: $155.00
Put premium: $1.85
Upper breakeven: $158.842
Lower breakeven: $151.158
Breakeven difference: $7.683

3M Company (MMM): $133.53
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.220
Probability of Profit: 0.374
Expected Gain: -0.022
Escape ratio: 0.025
Cost of strangle: $479.00
Contract pairs tried: 507
Call expiration: 2024-12-06
Call strike: $132.00
Call premium: $2.63
Put expiration: 2024-12-06
Put strike: $135.00
Put premium: $2.15
Upper breakeven: $136.812
Lower breakeven: $130.188
Breakeven difference: $6.623

Pfizer Inc. (PFE): $26.21
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.212
Probability of Profit: 0.356
Expected Gain: -0.060
Escape ratio: 0.023
Cost of strangle: $88.00
Contract pairs tried: 1,000
Call expiration: 2024-12-06
Call strike: $26.00
Call premium: $0.43
Put expiration: 2024-12-06
Put strike: $26.50
Put premium: $0.45
Upper breakeven: $26.902
Lower breakeven: $25.598
Breakeven difference: $1.303

Citigroup Inc. (C): $70.87
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.231
Probability of Profit: 0.396
Expected Gain: -0.060
Escape ratio: 0.023
Cost of strangle: $174.50
Contract pairs tried: 1,736
Call expiration: 2024-12-06
Call strike: $71.00
Call premium: $0.85
Put expiration: 2024-12-06
Put strike: $71.00
Put premium: $0.90
Upper breakeven: $72.767
Lower breakeven: $69.233
Breakeven difference: $3.533

SPDR S&P Oil (XOP): $145.48
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.230
Probability of Profit: 0.395
Expected Gain: -0.060
Escape ratio: 0.021
Cost of strangle: $362.00
Contract pairs tried: 3,375
Call expiration: 2024-12-06
Call strike: $146.00
Call premium: $1.69
Put expiration: 2024-12-06
Put strike: $146.00
Put premium: $1.94
Upper breakeven: $149.642
Lower breakeven: $142.358
Breakeven difference: $7.283

Caterpillar Inc. (CAT): $406.11
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.223
Probability of Profit: 0.379
Expected Gain: -0.007
Escape ratio: 0.022
Cost of strangle: $1512.50
Contract pairs tried: 704
Call expiration: 2024-12-06
Call strike: $400.00
Call premium: $9.15
Put expiration: 2024-12-06
Put strike: $410.00
Put premium: $5.97
Upper breakeven: $415.147
Lower breakeven: $394.853
Breakeven difference: $20.293

Intuitive Surgical Inc. (ISRG): $547.85
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.213
Probability of Profit: 0.353
Expected Gain: -0.110
Escape ratio: 0.024
Cost of strangle: $1625.00
Contract pairs tried: 182
Call expiration: 2024-12-13
Call strike: $545.00
Call premium: $6.95
Put expiration: 2024-12-06
Put strike: $550.00
Put premium: $9.30
Upper breakeven: $561.272
Lower breakeven: $533.728
Breakeven difference: $27.543

Oracle Corp (ORCL): $184.84
Normalized Breakeven Difference: 0.050
Implied Volatility: 0.238
Probability of Profit: 0.404
Expected Gain: -0.044
Escape ratio: 0.024
Cost of strangle: $464.00
Contract pairs tried: 2,550
Call expiration: 2024-12-06
Call strike: $185.00
Call premium: $2.46
Put expiration: 2024-12-06
Put strike: $185.00
Put premium: $2.18
Upper breakeven: $189.662
Lower breakeven: $180.338
Breakeven difference: $9.323

Texas Instruments Incorporated (TXN): $200.84
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.231
Probability of Profit: 0.388
Expected Gain: -0.044
Escape ratio: 0.023
Cost of strangle: $631.50
Contract pairs tried: 672
Call expiration: 2024-12-06
Call strike: $200.00
Call premium: $3.09
Put expiration: 2024-12-06
Put strike: $202.50
Put premium: $3.23
Upper breakeven: $206.337
Lower breakeven: $196.163
Breakeven difference: $10.173

Domino's Pizza Inc. (DPZ): $476.19
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.236
Probability of Profit: 0.399
Expected Gain: -0.055
Escape ratio: 0.023
Cost of strangle: $1205.00
Contract pairs tried: 160
Call expiration: 2024-12-06
Call strike: $475.00
Call premium: $6.55
Put expiration: 2024-12-06
Put strike: $475.00
Put premium: $5.50
Upper breakeven: $487.072
Lower breakeven: $462.928
Breakeven difference: $24.143

Wells Fargo & (WFC): $76.17
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.236
Probability of Profit: 0.399
Expected Gain: -0.055
Escape ratio: 0.023
Cost of strangle: $191.00
Contract pairs tried: 1,127
Call expiration: 2024-12-06
Call strike: $76.00
Call premium: $1.09
Put expiration: 2024-12-06
Put strike: $76.00
Put premium: $0.82
Upper breakeven: $77.932
Lower breakeven: $74.068
Breakeven difference: $3.863

ProShares Short S&P500 (SH): $41.82
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.100
Probability of Profit: 0.280
Expected Gain: -0.265
Escape ratio: 0.021
Cost of strangle: $105.00
Contract pairs tried: 2
Call expiration: 2025-01-17
Call strike: $42.00
Call premium: $0.55
Put expiration: 2024-12-20
Put strike: $42.00
Put premium: $0.50
Upper breakeven: $43.072
Lower breakeven: $40.928
Breakeven difference: $2.143

GE Aerospace (GE): $182.16
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.239
Probability of Profit: 0.400
Expected Gain: -0.052
Escape ratio: 0.024
Cost of strangle: $464.50
Contract pairs tried: 1,170
Call expiration: 2024-12-06
Call strike: $182.50
Call premium: $2.32
Put expiration: 2024-12-06
Put strike: $182.50
Put premium: $2.33
Upper breakeven: $187.167
Lower breakeven: $177.833
Breakeven difference: $9.333

Vanguard Long-Term Treasury (VGLT): $59.08
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.113
Probability of Profit: 0.370
Expected Gain: -0.057
Escape ratio: 0.016
Cost of strangle: $197.50
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $58.00
Call premium: $1.25
Put expiration: 2024-12-20
Put strike: $59.00
Put premium: $0.72
Upper breakeven: $59.997
Lower breakeven: $57.003
Breakeven difference: $2.993

NetFlix Inc (NFLX): $887.05
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.240
Probability of Profit: 0.401
Expected Gain: -0.050
Escape ratio: 0.024
Cost of strangle: $2147.50
Contract pairs tried: 1,292
Call expiration: 2024-12-06
Call strike: $890.00
Call premium: $10.32
Put expiration: 2024-12-06
Put strike: $887.50
Put premium: $11.15
Upper breakeven: $911.497
Lower breakeven: $866.003
Breakeven difference: $45.493

Bristol-Myers Squibb Co. (BMY): $59.22
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.206
Probability of Profit: 0.335
Expected Gain: -0.006
Escape ratio: 0.022
Cost of strangle: $249.00
Contract pairs tried: 795
Call expiration: 2024-12-06
Call strike: $58.00
Call premium: $1.51
Put expiration: 2024-12-06
Put strike: $60.00
Put premium: $0.98
Upper breakeven: $60.512
Lower breakeven: $57.488
Breakeven difference: $3.023

Honeywell International, Inc. (HON): $233.00
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.158
Probability of Profit: 0.205
Expected Gain: -0.288
Escape ratio: 0.023
Cost of strangle: $722.50
Contract pairs tried: 100
Call expiration: 2024-12-06
Call strike: $232.50
Call premium: $2.42
Put expiration: 2024-12-27
Put strike: $235.00
Put premium: $4.80
Upper breakeven: $239.747
Lower breakeven: $227.753
Breakeven difference: $11.993

iShares TIPS Bond (TIP): $108.76
Normalized Breakeven Difference: 0.051
Implied Volatility: 0.075
Probability of Profit: 0.178
Expected Gain: -0.086
Escape ratio: 0.018
Cost of strangle: $475.00
Contract pairs tried: 15
Call expiration: 2025-01-17
Call strike: $106.00
Call premium: $3.30
Put expiration: 2024-12-20
Put strike: $110.00
Put premium: $1.45
Upper breakeven: $110.772
Lower breakeven: $105.228
Breakeven difference: $5.543

ABBVIE INC. (ABBV): $182.93
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.204
Probability of Profit: 0.321
Expected Gain: -0.198
Escape ratio: 0.023
Cost of strangle: $469.00
Contract pairs tried: 480
Call expiration: 2024-12-06
Call strike: $182.50
Call premium: $2.46
Put expiration: 2024-12-13
Put strike: $182.50
Put premium: $2.23
Upper breakeven: $187.212
Lower breakeven: $177.788
Breakeven difference: $9.423

MARATHON PETROLEUM CORPORATION (MPC): $156.15
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.234
Probability of Profit: 0.385
Expected Gain: -0.037
Escape ratio: 0.025
Cost of strangle: $526.50
Contract pairs tried: 380
Call expiration: 2024-12-06
Call strike: $155.00
Call premium: $2.77
Put expiration: 2024-12-06
Put strike: $157.50
Put premium: $2.49
Upper breakeven: $160.287
Lower breakeven: $152.213
Breakeven difference: $8.073

Financial Select Sector (XLF): $51.34
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.143
Probability of Profit: 0.336
Expected Gain: -0.085
Escape ratio: 0.023
Cost of strangle: $181.00
Contract pairs tried: 385
Call expiration: 2024-12-13
Call strike: $51.00
Call premium: $0.80
Put expiration: 2024-12-20
Put strike: $52.00
Put premium: $1.01
Upper breakeven: $52.832
Lower breakeven: $50.168
Breakeven difference: $2.663

PG&E Corporation (PCG): $21.63
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.192
Probability of Profit: 0.306
Expected Gain: -0.232
Escape ratio: 0.020
Cost of strangle: $53.50
Contract pairs tried: 64
Call expiration: 2024-12-06
Call strike: $21.50
Call premium: $0.32
Put expiration: 2024-12-13
Put strike: $21.50
Put premium: $0.22
Upper breakeven: $22.057
Lower breakeven: $20.943
Breakeven difference: $1.113

ConocoPhillips (COP): $108.34
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.217
Probability of Profit: 0.347
Expected Gain: -0.031
Escape ratio: 0.024
Cost of strangle: $429.00
Contract pairs tried: 945
Call expiration: 2024-12-06
Call strike: $107.00
Call premium: $2.10
Put expiration: 2024-12-06
Put strike: $110.00
Put premium: $2.19
Upper breakeven: $111.312
Lower breakeven: $105.688
Breakeven difference: $5.623

GSK plc American (GSK): $34.13
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.183
Probability of Profit: 0.308
Expected Gain: -0.062
Escape ratio: 0.015
Cost of strangle: $137.50
Contract pairs tried: 150
Call expiration: 2024-12-06
Call strike: $34.00
Call premium: $0.45
Put expiration: 2024-12-06
Put strike: $35.00
Put premium: $0.93
Upper breakeven: $35.397
Lower breakeven: $33.603
Breakeven difference: $1.793

Coterra Energy Inc. (CTRA): $26.72
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.227
Probability of Profit: 0.366
Expected Gain: -0.053
Escape ratio: 0.025
Cost of strangle: $92.50
Contract pairs tried: 190
Call expiration: 2024-12-06
Call strike: $26.50
Call premium: $0.45
Put expiration: 2024-12-06
Put strike: $27.00
Put premium: $0.47
Upper breakeven: $27.447
Lower breakeven: $26.053
Breakeven difference: $1.393

Archer Daniels Midland (ADM): $54.60
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.235
Probability of Profit: 0.383
Expected Gain: -0.032
Escape ratio: 0.024
Cost of strangle: $190.00
Contract pairs tried: 400
Call expiration: 2024-12-06
Call strike: $54.00
Call premium: $1.07
Put expiration: 2024-12-06
Put strike: $55.00
Put premium: $0.82
Upper breakeven: $55.922
Lower breakeven: $53.078
Breakeven difference: $2.843

Chipotle Mexican Grill, (CMG): $61.52
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.233
Probability of Profit: 0.390
Expected Gain: -0.070
Escape ratio: 0.019
Cost of strangle: $160.00
Contract pairs tried: 5,502
Call expiration: 2024-12-06
Call strike: $62.00
Call premium: $0.62
Put expiration: 2024-12-06
Put strike: $62.00
Put premium: $0.97
Upper breakeven: $63.622
Lower breakeven: $60.378
Breakeven difference: $3.243

Unilever plc (UL): $59.84
Normalized Breakeven Difference: 0.052
Implied Volatility: 0.136
Probability of Profit: 0.410
Expected Gain: -0.031
Escape ratio: 0.024
Cost of strangle: $155.00
Contract pairs tried: 16
Call expiration: 2024-12-20
Call strike: $60.00
Call premium: $0.75
Put expiration: 2024-12-20
Put strike: $60.00
Put premium: $0.80
Upper breakeven: $61.572
Lower breakeven: $58.428
Breakeven difference: $3.143

Union Pacific Corp. (UNP): $244.66
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.199
Probability of Profit: 0.304
Expected Gain: -0.176
Escape ratio: 0.023
Cost of strangle: $765.00
Contract pairs tried: 153
Call expiration: 2024-12-06
Call strike: $242.50
Call premium: $3.85
Put expiration: 2024-12-13
Put strike: $245.00
Put premium: $3.80
Upper breakeven: $250.172
Lower breakeven: $237.328
Breakeven difference: $12.843

SPDR Portfolio S&P (SPYG): $87.36
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.135
Probability of Profit: 0.411
Expected Gain: -0.026
Escape ratio: 0.019
Cost of strangle: $230.00
Contract pairs tried: 60
Call expiration: 2024-12-20
Call strike: $88.00
Call premium: $0.93
Put expiration: 2024-12-20
Put strike: $88.00
Put premium: $1.38
Upper breakeven: $90.322
Lower breakeven: $85.678
Breakeven difference: $4.643

Evergy, Inc. (EVRG): $64.38
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.127
Probability of Profit: 0.393
Expected Gain: -0.063
Escape ratio: 0.017
Cost of strangle: $170.00
Contract pairs tried: 3
Call expiration: 2024-12-20
Call strike: $65.00
Call premium: $0.75
Put expiration: 2024-12-20
Put strike: $65.00
Put premium: $0.95
Upper breakeven: $66.722
Lower breakeven: $63.278
Breakeven difference: $3.443

ProShares Ultra S&P500 (SSO): $98.07
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.206
Probability of Profit: 0.312
Expected Gain: -0.214
Escape ratio: 0.026
Cost of strangle: $257.50
Contract pairs tried: 189
Call expiration: 2024-12-06
Call strike: $98.00
Call premium: $1.18
Put expiration: 2024-12-13
Put strike: $98.00
Put premium: $1.40
Upper breakeven: $100.597
Lower breakeven: $95.403
Breakeven difference: $5.193

Intuit Inc (INTU): $639.51
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.250
Probability of Profit: 0.404
Expected Gain: -0.044
Escape ratio: 0.024
Cost of strangle: $1575.00
Contract pairs tried: 252
Call expiration: 2024-12-06
Call strike: $642.50
Call premium: $8.40
Put expiration: 2024-12-06
Put strike: $640.00
Put premium: $7.35
Upper breakeven: $658.272
Lower breakeven: $624.228
Breakeven difference: $34.043

PNC Financial Services (PNC): $214.72
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.206
Probability of Profit: 0.306
Expected Gain: -0.221
Escape ratio: 0.025
Cost of strangle: $572.50
Contract pairs tried: 114
Call expiration: 2024-12-13
Call strike: $215.00
Call premium: $3.55
Put expiration: 2024-12-06
Put strike: $215.00
Put premium: $2.17
Upper breakeven: $220.747
Lower breakeven: $209.253
Breakeven difference: $11.493

SPDR S&P Biotech (XBI): $99.62
Normalized Breakeven Difference: 0.053
Implied Volatility: 0.241
Probability of Profit: 0.383
Expected Gain: -0.045
Escape ratio: 0.025
Cost of strangle: $339.50
Contract pairs tried: 4,324
Call expiration: 2024-12-06
Call strike: $99.00
Call premium: $1.64
Put expiration: 2024-12-06
Put strike: $100.50
Put premium: $1.76
Upper breakeven: $102.417
Lower breakeven: $97.083
Breakeven difference: $5.333

Medtronic plc (MDT): $86.54
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.169
Probability of Profit: 0.218
Expected Gain: -0.139
Escape ratio: 0.023
Cost of strangle: $354.00
Contract pairs tried: 170
Call expiration: 2024-12-06
Call strike: $85.00
Call premium: $1.86
Put expiration: 2024-12-20
Put strike: $87.50
Put premium: $1.68
Upper breakeven: $88.562
Lower breakeven: $83.938
Breakeven difference: $4.623

Comcast Corp (CMCSA): $43.20
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.183
Probability of Profit: 0.258
Expected Gain: -0.151
Escape ratio: 0.022
Cost of strangle: $163.50
Contract pairs tried: 176
Call expiration: 2024-12-06
Call strike: $42.50
Call premium: $0.85
Put expiration: 2024-12-13
Put strike: $43.50
Put premium: $0.79
Upper breakeven: $44.157
Lower breakeven: $41.843
Breakeven difference: $2.313

Corning Incorporated (GLW): $48.67
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.241
Probability of Profit: 0.387
Expected Gain: -0.076
Escape ratio: 0.020
Cost of strangle: $130.00
Contract pairs tried: 520
Call expiration: 2024-12-06
Call strike: $49.00
Call premium: $0.53
Put expiration: 2024-12-06
Put strike: $49.00
Put premium: $0.78
Upper breakeven: $50.322
Lower breakeven: $47.678
Breakeven difference: $2.643

SERVICENOW, INC. (NOW): $1049.44
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.252
Probability of Profit: 0.400
Expected Gain: -0.053
Escape ratio: 0.024
Cost of strangle: $2590.00
Contract pairs tried: 273
Call expiration: 2024-12-06
Call strike: $1055.00
Call premium: $12.15
Put expiration: 2024-12-06
Put strike: $1050.00
Put premium: $13.75
Upper breakeven: $1080.922
Lower breakeven: $1024.078
Breakeven difference: $56.843

Altria Group, Inc. (MO): $57.74
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.168
Probability of Profit: 0.212
Expected Gain: -0.103
Escape ratio: 0.023
Cost of strangle: $254.50
Contract pairs tried: 390
Call expiration: 2024-12-13
Call strike: $57.00
Call premium: $1.16
Put expiration: 2024-12-06
Put strike: $59.00
Put premium: $1.39
Upper breakeven: $59.567
Lower breakeven: $56.433
Breakeven difference: $3.133

DuPont de Nemours, (DD): $83.59
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.173
Probability of Profit: 0.227
Expected Gain: -0.173
Escape ratio: 0.022
Cost of strangle: $325.00
Contract pairs tried: 95
Call expiration: 2024-12-06
Call strike: $83.00
Call premium: $1.12
Put expiration: 2024-12-20
Put strike: $85.00
Put premium: $2.12
Upper breakeven: $86.272
Lower breakeven: $81.728
Breakeven difference: $4.543

Meta Platforms, Inc. (META): $574.50
Normalized Breakeven Difference: 0.054
Implied Volatility: 0.255
Probability of Profit: 0.403
Expected Gain: -0.045
Escape ratio: 0.026
Cost of strangle: $1555.00
Contract pairs tried: 3,422
Call expiration: 2024-12-06
Call strike: $575.00
Call premium: $7.80
Put expiration: 2024-12-06
Put strike: $575.00
Put premium: $7.75
Upper breakeven: $590.572
Lower breakeven: $559.428
Breakeven difference: $31.143

Expedia Group, Inc. (EXPE): $184.20
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.252
Probability of Profit: 0.396
Expected Gain: -0.059
Escape ratio: 0.023
Cost of strangle: $503.50
Contract pairs tried: 560
Call expiration: 2024-12-06
Call strike: $185.00
Call premium: $2.42
Put expiration: 2024-12-06
Put strike: $185.00
Put premium: $2.61
Upper breakeven: $190.057
Lower breakeven: $179.943
Breakeven difference: $10.113

Adobe Inc. (ADBE): $516.14
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.253
Probability of Profit: 0.394
Expected Gain: -0.044
Escape ratio: 0.025
Cost of strangle: $1662.50
Contract pairs tried: 3,538
Call expiration: 2024-12-06
Call strike: $515.00
Call premium: $7.88
Put expiration: 2024-12-06
Put strike: $520.00
Put premium: $8.75
Upper breakeven: $531.647
Lower breakeven: $503.353
Breakeven difference: $28.293

DoorDash, Inc. Class (DASH): $180.49
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.226
Probability of Profit: 0.371
Expected Gain: -0.072
Escape ratio: 0.018
Cost of strangle: $613.00
Contract pairs tried: 532
Call expiration: 2024-12-06
Call strike: $177.50
Call premium: $3.92
Put expiration: 2024-12-06
Put strike: $180.00
Put premium: $2.21
Upper breakeven: $183.652
Lower breakeven: $173.848
Breakeven difference: $9.803

Royal Caribbean Group (RCL): $244.06
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.255
Probability of Profit: 0.397
Expected Gain: -0.057
Escape ratio: 0.024
Cost of strangle: $671.00
Contract pairs tried: 495
Call expiration: 2024-12-06
Call strike: $245.00
Call premium: $3.11
Put expiration: 2024-12-06
Put strike: $245.00
Put premium: $3.60
Upper breakeven: $251.732
Lower breakeven: $238.268
Breakeven difference: $13.463

Devon Energy Corporation (DVN): $37.95
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.255
Probability of Profit: 0.394
Expected Gain: -0.064
Escape ratio: 0.026
Cost of strangle: $102.50
Contract pairs tried: 2,214
Call expiration: 2024-12-06
Call strike: $38.00
Call premium: $0.52
Put expiration: 2024-12-06
Put strike: $38.00
Put premium: $0.51
Upper breakeven: $39.047
Lower breakeven: $36.953
Breakeven difference: $2.093

Danaher Corporation (DHR): $239.69
Normalized Breakeven Difference: 0.055
Implied Volatility: 0.190
Probability of Profit: 0.266
Expected Gain: -0.094
Escape ratio: 0.021
Cost of strangle: $1040.00
Contract pairs tried: 190
Call expiration: 2024-12-06
Call strike: $237.50
Call premium: $3.90
Put expiration: 2024-12-13
Put strike: $245.00
Put premium: $6.50
Upper breakeven: $247.922
Lower breakeven: $234.578
Breakeven difference: $13.343

Kinder Morgan, Inc. (KMI): $28.27
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.187
Probability of Profit: 0.265
Expected Gain: -0.071
Escape ratio: 0.020
Cost of strangle: $127.00
Contract pairs tried: 588
Call expiration: 2024-12-06
Call strike: $28.00
Call premium: $0.52
Put expiration: 2024-12-06
Put strike: $29.00
Put premium: $0.76
Upper breakeven: $29.292
Lower breakeven: $27.708
Breakeven difference: $1.583

Schwab US Dividend (SCHD): $29.53
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.119
Probability of Profit: 0.319
Expected Gain: -0.036
Escape ratio: 0.027
Cost of strangle: $130.00
Contract pairs tried: 28
Call expiration: 2024-12-20
Call strike: $29.00
Call premium: $0.60
Put expiration: 2024-12-20
Put strike: $30.00
Put premium: $0.70
Upper breakeven: $30.322
Lower breakeven: $28.678
Breakeven difference: $1.643

Home Depot, Inc. (HD): $429.13
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.195
Probability of Profit: 0.266
Expected Gain: -0.219
Escape ratio: 0.024
Cost of strangle: $1440.00
Contract pairs tried: 544
Call expiration: 2024-12-06
Call strike: $425.00
Call premium: $7.42
Put expiration: 2024-12-20
Put strike: $430.00
Put premium: $6.97
Upper breakeven: $439.422
Lower breakeven: $415.578
Breakeven difference: $23.843

iShares Russell 1000 (IWF): $398.38
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.142
Probability of Profit: 0.401
Expected Gain: -0.028
Escape ratio: 0.026
Cost of strangle: $1360.00
Contract pairs tried: 24
Call expiration: 2024-12-20
Call strike: $395.00
Call premium: $7.75
Put expiration: 2024-12-20
Put strike: $400.00
Put premium: $5.85
Upper breakeven: $408.622
Lower breakeven: $386.378
Breakeven difference: $22.243

Linde plc Ordinary (LIN): $463.87
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.149
Probability of Profit: 0.421
Expected Gain: 0.001
Escape ratio: 0.025
Cost of strangle: $1550.00
Contract pairs tried: 30
Call expiration: 2024-12-20
Call strike: $460.00
Call premium: $6.90
Put expiration: 2024-12-20
Put strike: $465.00
Put premium: $8.60
Upper breakeven: $475.522
Lower breakeven: $449.478
Breakeven difference: $26.043

iShares Core S&P (IVV): $605.07
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.117
Probability of Profit: 0.312
Expected Gain: -0.239
Escape ratio: 0.024
Cost of strangle: $1445.00
Contract pairs tried: 7
Call expiration: 2024-12-20
Call strike: $605.00
Call premium: $7.05
Put expiration: 2025-01-17
Put strike: $600.00
Put premium: $7.40
Upper breakeven: $619.472
Lower breakeven: $585.528
Breakeven difference: $33.943

Ross Stores Inc (ROST): $154.00
Normalized Breakeven Difference: 0.056
Implied Volatility: 0.178
Probability of Profit: 0.406
Expected Gain: -0.037
Escape ratio: 0.022
Cost of strangle: $435.00
Contract pairs tried: 266
Call expiration: 2024-12-13
Call strike: $155.00
Call premium: $2.08
Put expiration: 2024-12-13
Put strike: $155.00
Put premium: $2.27
Upper breakeven: $159.372
Lower breakeven: $150.628
Breakeven difference: $8.743

Ares Capital Corporation (ARCC): $22.19
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.154
Probability of Profit: 0.448
Expected Gain: 0.049
Escape ratio: 0.019
Cost of strangle: $60.00
Contract pairs tried: 2
Call expiration: 2024-12-20
Call strike: $22.00
Call premium: $0.23
Put expiration: 2024-12-20
Put strike: $22.00
Put premium: $0.38
Upper breakeven: $22.622
Lower breakeven: $21.378
Breakeven difference: $1.243

iShares Silver Trust (SLV): $27.92
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.258
Probability of Profit: 0.388
Expected Gain: -0.077
Escape ratio: 0.025
Cost of strangle: $77.00
Contract pairs tried: 5,160
Call expiration: 2024-12-06
Call strike: $28.00
Call premium: $0.35
Put expiration: 2024-12-06
Put strike: $28.00
Put premium: $0.41
Upper breakeven: $28.792
Lower breakeven: $27.208
Breakeven difference: $1.583

Airbnb, Inc. Class (ABNB): $136.20
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.262
Probability of Profit: 0.395
Expected Gain: -0.048
Escape ratio: 0.026
Cost of strangle: $434.00
Contract pairs tried: 3,283
Call expiration: 2024-12-06
Call strike: $136.00
Call premium: $2.04
Put expiration: 2024-12-06
Put strike: $137.00
Put premium: $2.29
Upper breakeven: $140.362
Lower breakeven: $132.638
Breakeven difference: $7.723

AT&T Inc. (T): $23.16
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.249
Probability of Profit: 0.385
Expected Gain: -0.088
Escape ratio: 0.021
Cost of strangle: $63.00
Contract pairs tried: 420
Call expiration: 2024-12-06
Call strike: $23.00
Call premium: $0.39
Put expiration: 2024-12-06
Put strike: $23.00
Put premium: $0.24
Upper breakeven: $23.652
Lower breakeven: $22.348
Breakeven difference: $1.303

The Charles Schwab (SCHW): $82.76
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.211
Probability of Profit: 0.295
Expected Gain: -0.183
Escape ratio: 0.025
Cost of strangle: $282.00
Contract pairs tried: 1,235
Call expiration: 2024-12-06
Call strike: $82.00
Call premium: $1.32
Put expiration: 2024-12-13
Put strike: $83.00
Put premium: $1.50
Upper breakeven: $84.842
Lower breakeven: $80.158
Breakeven difference: $4.683

Nutrien Ltd. Common (NTR): $46.66
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.254
Probability of Profit: 0.382
Expected Gain: -0.028
Escape ratio: 0.025
Cost of strangle: $180.00
Contract pairs tried: 408
Call expiration: 2024-12-06
Call strike: $46.00
Call premium: $1.05
Put expiration: 2024-12-06
Put strike: $47.00
Put premium: $0.75
Upper breakeven: $47.822
Lower breakeven: $45.178
Breakeven difference: $2.643

Blackstone Inc. (BX): $191.09
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.235
Probability of Profit: 0.352
Expected Gain: -0.044
Escape ratio: 0.021
Cost of strangle: $795.50
Contract pairs tried: 375
Call expiration: 2024-12-06
Call strike: $190.00
Call premium: $3.38
Put expiration: 2024-12-06
Put strike: $195.00
Put premium: $4.58
Upper breakeven: $197.977
Lower breakeven: $187.023
Breakeven difference: $10.953

Palo Alto Networks, (PANW): $388.01
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.266
Probability of Profit: 0.399
Expected Gain: -0.055
Escape ratio: 0.027
Cost of strangle: $980.00
Contract pairs tried: 2,150
Call expiration: 2024-12-06
Call strike: $390.00
Call premium: $4.58
Put expiration: 2024-12-06
Put strike: $387.50
Put premium: $5.22
Upper breakeven: $399.822
Lower breakeven: $377.678
Breakeven difference: $22.143

iShares U.S. Home (ITB): $123.82
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.264
Probability of Profit: 0.394
Expected Gain: -0.050
Escape ratio: 0.027
Cost of strangle: $402.50
Contract pairs tried: 2,706
Call expiration: 2024-12-06
Call strike: $123.50
Call premium: $1.98
Put expiration: 2024-12-06
Put strike: $124.50
Put premium: $2.05
Upper breakeven: $127.547
Lower breakeven: $120.453
Breakeven difference: $7.093

Spotify Technology S.A. (SPOT): $476.96
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.266
Probability of Profit: 0.398
Expected Gain: -0.047
Escape ratio: 0.025
Cost of strangle: $1492.50
Contract pairs tried: 1,330
Call expiration: 2024-12-06
Call strike: $477.50
Call premium: $6.80
Put expiration: 2024-12-06
Put strike: $480.00
Put premium: $8.12
Upper breakeven: $492.447
Lower breakeven: $465.053
Breakeven difference: $27.393

CF Industries Holding, (CF): $89.66
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.255
Probability of Profit: 0.392
Expected Gain: -0.013
Escape ratio: 0.021
Cost of strangle: $352.50
Contract pairs tried: 288
Call expiration: 2024-12-06
Call strike: $88.00
Call premium: $2.33
Put expiration: 2024-12-06
Put strike: $90.00
Put premium: $1.20
Upper breakeven: $91.547
Lower breakeven: $86.453
Breakeven difference: $5.093

The Kraft Heinz (KHC): $32.10
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.196
Probability of Profit: 0.254
Expected Gain: -0.111
Escape ratio: 0.026
Cost of strangle: $139.50
Contract pairs tried: 247
Call expiration: 2024-12-13
Call strike: $31.50
Call premium: $0.76
Put expiration: 2024-12-06
Put strike: $32.50
Put premium: $0.64
Upper breakeven: $32.917
Lower breakeven: $31.083
Breakeven difference: $1.833

Invesco NASDAQ 100 (QQQM): $209.81
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.151
Probability of Profit: 0.416
Expected Gain: -0.018
Escape ratio: 0.028
Cost of strangle: $600.00
Contract pairs tried: 42
Call expiration: 2024-12-20
Call strike: $210.00
Call premium: $3.20
Put expiration: 2024-12-20
Put strike: $210.00
Put premium: $2.80
Upper breakeven: $216.022
Lower breakeven: $203.978
Breakeven difference: $12.043

Vanguard Total Stock (VTI): $299.86
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.122
Probability of Profit: 0.321
Expected Gain: -0.165
Escape ratio: 0.025
Cost of strangle: $980.00
Contract pairs tried: 24
Call expiration: 2024-12-20
Call strike: $297.50
Call premium: $5.30
Put expiration: 2025-01-17
Put strike: $300.00
Put premium: $4.50
Upper breakeven: $307.322
Lower breakeven: $290.178
Breakeven difference: $17.143

Nike, Inc. (NKE): $78.77
Normalized Breakeven Difference: 0.057
Implied Volatility: 0.262
Probability of Profit: 0.391
Expected Gain: -0.045
Escape ratio: 0.025
Cost of strangle: $273.50
Contract pairs tried: 6,225
Call expiration: 2024-12-06
Call strike: $78.00
Call premium: $1.33
Put expiration: 2024-12-06
Put strike: $79.00
Put premium: $1.41
Upper breakeven: $80.757
Lower breakeven: $76.243
Breakeven difference: $4.513

Blackrock, Inc. (BLK): $1022.80
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.184
Probability of Profit: 0.232
Expected Gain: -0.241
Escape ratio: 0.023
Cost of strangle: $3675.00
Contract pairs tried: 20
Call expiration: 2024-12-06
Call strike: $1010.00
Call premium: $17.45
Put expiration: 2024-12-20
Put strike: $1025.00
Put premium: $19.30
Upper breakeven: $1046.772
Lower breakeven: $988.228
Breakeven difference: $58.543

Biogen Inc. Common (BIIB): $160.51
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.268
Probability of Profit: 0.399
Expected Gain: -0.055
Escape ratio: 0.026
Cost of strangle: $460.00
Contract pairs tried: 144
Call expiration: 2024-12-06
Call strike: $160.00
Call premium: $2.65
Put expiration: 2024-12-06
Put strike: $160.00
Put premium: $1.95
Upper breakeven: $164.622
Lower breakeven: $155.378
Breakeven difference: $9.243

iShares MSCI Emerging (EEM): $43.26
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.169
Probability of Profit: 0.188
Expected Gain: -0.051
Escape ratio: 0.024
Cost of strangle: $224.00
Contract pairs tried: 324
Call expiration: 2024-12-13
Call strike: $42.50
Call premium: $0.93
Put expiration: 2024-12-06
Put strike: $44.50
Put premium: $1.31
Upper breakeven: $44.762
Lower breakeven: $42.238
Breakeven difference: $2.523

The Cigna Group (CI): $337.80
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.218
Probability of Profit: 0.295
Expected Gain: -0.169
Escape ratio: 0.028
Cost of strangle: $1230.00
Contract pairs tried: 160
Call expiration: 2024-12-06
Call strike: $335.00
Call premium: $5.05
Put expiration: 2024-12-13
Put strike: $340.00
Put premium: $7.25
Upper breakeven: $347.322
Lower breakeven: $327.678
Breakeven difference: $19.643

Amazon.Com Inc (AMZN): $208.25
Normalized Breakeven Difference: 0.058
Implied Volatility: 0.269
Probability of Profit: 0.396
Expected Gain: -0.062
Escape ratio: 0.026
Cost of strangle: $604.50
Contract pairs tried: 2,444
Call expiration: 2024-12-06
Call strike: $207.50
Call premium: $3.35
Put expiration: 2024-12-06
Put strike: $207.50
Put premium: $2.69
Upper breakeven: $213.567
Lower breakeven: $201.433
Breakeven difference: $12.133

Norfolk Southern Corp. (NSC): $275.85
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.195
Probability of Profit: 0.247
Expected Gain: -0.204
Escape ratio: 0.023
Cost of strangle: $1060.00
Contract pairs tried: 30
Call expiration: 2024-12-06
Call strike: $275.00
Call premium: $3.40
Put expiration: 2024-12-20
Put strike: $280.00
Put premium: $7.20
Upper breakeven: $285.622
Lower breakeven: $269.378
Breakeven difference: $16.243

Fortinet, Inc. (FTNT): $95.16
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.272
Probability of Profit: 0.398
Expected Gain: -0.057
Escape ratio: 0.028
Cost of strangle: $276.00
Contract pairs tried: 1,350
Call expiration: 2024-12-06
Call strike: $95.00
Call premium: $1.43
Put expiration: 2024-12-06
Put strike: $95.00
Put premium: $1.33
Upper breakeven: $97.782
Lower breakeven: $92.218
Breakeven difference: $5.563

Xtrackers Harvest CSI (ASHR): $27.28
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.263
Probability of Profit: 0.390
Expected Gain: -0.071
Escape ratio: 0.022
Cost of strangle: $78.50
Contract pairs tried: 728
Call expiration: 2024-12-06
Call strike: $27.50
Call premium: $0.28
Put expiration: 2024-12-06
Put strike: $27.50
Put premium: $0.51
Upper breakeven: $28.307
Lower breakeven: $26.693
Breakeven difference: $1.613

Thermo Fisher Scientific, (TMO): $529.63
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.194
Probability of Profit: 0.266
Expected Gain: -0.180
Escape ratio: 0.020
Cost of strangle: $2070.00
Contract pairs tried: 80
Call expiration: 2024-12-06
Call strike: $530.00
Call premium: $5.65
Put expiration: 2024-12-20
Put strike: $540.00
Put premium: $15.05
Upper breakeven: $550.722
Lower breakeven: $519.278
Breakeven difference: $31.443

Realty Income Corporation (O): $57.89
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.149
Probability of Profit: 0.409
Expected Gain: -0.038
Escape ratio: 0.023
Cost of strangle: $167.50
Contract pairs tried: 91
Call expiration: 2024-12-20
Call strike: $57.50
Call premium: $0.97
Put expiration: 2024-12-20
Put strike: $57.50
Put premium: $0.70
Upper breakeven: $59.197
Lower breakeven: $55.803
Breakeven difference: $3.393

CVS HEALTH CORPORATION (CVS): $59.85
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.274
Probability of Profit: 0.395
Expected Gain: -0.061
Escape ratio: 0.027
Cost of strangle: $175.00
Contract pairs tried: 1,881
Call expiration: 2024-12-06
Call strike: $60.00
Call premium: $0.82
Put expiration: 2024-12-06
Put strike: $60.00
Put premium: $0.93
Upper breakeven: $61.772
Lower breakeven: $58.228
Breakeven difference: $3.543

Valero Energy Corporation (VLO): $139.08
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.274
Probability of Profit: 0.397
Expected Gain: -0.060
Escape ratio: 0.027
Cost of strangle: $360.00
Contract pairs tried: 1,015
Call expiration: 2024-12-06
Call strike: $140.00
Call premium: $1.68
Put expiration: 2024-12-06
Put strike: $139.00
Put premium: $1.93
Upper breakeven: $143.622
Lower breakeven: $135.378
Breakeven difference: $8.243

Analog Devices, Inc. (ADI): $218.00
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.261
Probability of Profit: 0.389
Expected Gain: -0.054
Escape ratio: 0.021
Cost of strangle: $762.50
Contract pairs tried: 360
Call expiration: 2024-12-06
Call strike: $215.00
Call premium: $4.65
Put expiration: 2024-12-06
Put strike: $217.50
Put premium: $2.98
Upper breakeven: $222.647
Lower breakeven: $209.853
Breakeven difference: $12.793

GoDaddy Inc (GDDY): $197.57
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.246
Probability of Profit: 0.373
Expected Gain: -0.028
Escape ratio: 0.018
Cost of strangle: $840.00
Contract pairs tried: 160
Call expiration: 2024-12-06
Call strike: $197.50
Call premium: $2.75
Put expiration: 2024-12-06
Put strike: $202.50
Put premium: $5.65
Upper breakeven: $205.922
Lower breakeven: $194.078
Breakeven difference: $11.843

Vanguard Growth ETF (VUG): $409.13
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.153
Probability of Profit: 0.412
Expected Gain: -0.013
Escape ratio: 0.026
Cost of strangle: $1455.00
Contract pairs tried: 10
Call expiration: 2024-12-20
Call strike: $405.00
Call premium: $9.05
Put expiration: 2024-12-20
Put strike: $410.00
Put premium: $5.50
Upper breakeven: $419.572
Lower breakeven: $395.428
Breakeven difference: $24.143

General Dynamics Corporation (GD): $284.01
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.175
Probability of Profit: 0.241
Expected Gain: -0.217
Escape ratio: 0.018
Cost of strangle: $1100.00
Contract pairs tried: 77
Call expiration: 2024-12-20
Call strike: $285.00
Call premium: $4.40
Put expiration: 2024-12-06
Put strike: $290.00
Put premium: $6.60
Upper breakeven: $296.022
Lower breakeven: $278.978
Breakeven difference: $17.043

VanEck Semiconductor ETF (SMH): $242.47
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.281
Probability of Profit: 0.405
Expected Gain: -0.042
Escape ratio: 0.030
Cost of strangle: $717.50
Contract pairs tried: 3,304
Call expiration: 2024-12-06
Call strike: $242.50
Call premium: $3.50
Put expiration: 2024-12-06
Put strike: $242.50
Put premium: $3.67
Upper breakeven: $249.697
Lower breakeven: $235.303
Breakeven difference: $14.393

Target Corporation (TGT): $132.31
Normalized Breakeven Difference: 0.059
Implied Volatility: 0.276
Probability of Profit: 0.396
Expected Gain: -0.063
Escape ratio: 0.028
Cost of strangle: $342.00
Contract pairs tried: 2,485
Call expiration: 2024-12-06
Call strike: $133.00
Call premium: $1.71
Put expiration: 2024-12-06
Put strike: $132.00
Put premium: $1.71
Upper breakeven: $136.442
Lower breakeven: $128.558
Breakeven difference: $7.883

Health Care Select (XLV): $147.41
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.106
Probability of Profit: 0.234
Expected Gain: -0.161
Escape ratio: 0.027
Cost of strangle: $635.50
Contract pairs tried: 40
Call expiration: 2025-01-17
Call strike: $145.00
Call premium: $3.88
Put expiration: 2024-12-20
Put strike: $149.00
Put premium: $2.48
Upper breakeven: $151.377
Lower breakeven: $142.623
Breakeven difference: $8.753

UNITEDHEALTH GROUP INCORPORATED (UNH): $610.20
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.279
Probability of Profit: 0.401
Expected Gain: -0.046
Escape ratio: 0.027
Cost of strangle: $1940.00
Contract pairs tried: 1,085
Call expiration: 2024-12-06
Call strike: $607.50
Call premium: $10.55
Put expiration: 2024-12-06
Put strike: $610.00
Put premium: $8.85
Upper breakeven: $626.922
Lower breakeven: $590.578
Breakeven difference: $36.343

BP p.l.c. (BP): $29.31
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.219
Probability of Profit: 0.284
Expected Gain: -0.176
Escape ratio: 0.028
Cost of strangle: $110.50
Contract pairs tried: 299
Call expiration: 2024-12-06
Call strike: $29.00
Call premium: $0.55
Put expiration: 2024-12-13
Put strike: $29.50
Put premium: $0.56
Upper breakeven: $30.127
Lower breakeven: $28.373
Breakeven difference: $1.753

Energy Transfer LP (ET): $19.86
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.217
Probability of Profit: 0.287
Expected Gain: -0.258
Escape ratio: 0.023
Cost of strangle: $58.00
Contract pairs tried: 296
Call expiration: 2024-12-13
Call strike: $20.00
Call premium: $0.28
Put expiration: 2024-12-06
Put strike: $20.00
Put premium: $0.30
Upper breakeven: $20.602
Lower breakeven: $19.398
Breakeven difference: $1.203

iShares MSCI USA (MTUM): $216.52
Normalized Breakeven Difference: 0.060
Implied Volatility: 0.149
Probability of Profit: 0.387
Expected Gain: -0.020
Escape ratio: 0.026
Cost of strangle: $905.00
Contract pairs tried: 21
Call expiration: 2024-12-20
Call strike: $215.00
Call premium: $4.25
Put expiration: 2024-12-20
Put strike: $220.00
Put premium: $4.80
Upper breakeven: $224.072
Lower breakeven: $210.928
Breakeven difference: $13.143

NetApp, Inc (NTAP): $122.55
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.274
Probability of Profit: 0.386
Expected Gain: -0.073
Escape ratio: 0.027
Cost of strangle: $270.00
Contract pairs tried: 480
Call expiration: 2024-12-06
Call strike: $124.00
Call premium: $1.25
Put expiration: 2024-12-06
Put strike: $122.00
Put premium: $1.45
Upper breakeven: $126.722
Lower breakeven: $119.278
Breakeven difference: $7.443

Dow Inc. (DOW): $44.21
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.206
Probability of Profit: 0.259
Expected Gain: -0.170
Escape ratio: 0.024
Cost of strangle: $182.50
Contract pairs tried: 345
Call expiration: 2024-12-13
Call strike: $44.00
Call premium: $0.87
Put expiration: 2024-12-06
Put strike: $45.00
Put premium: $0.95
Upper breakeven: $45.847
Lower breakeven: $43.153
Breakeven difference: $2.693

iShares U.S. Medical (IHI): $61.11
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.156
Probability of Profit: 0.407
Expected Gain: -0.038
Escape ratio: 0.028
Cost of strangle: $182.50
Contract pairs tried: 80
Call expiration: 2024-12-20
Call strike: $61.00
Call premium: $0.97
Put expiration: 2024-12-20
Put strike: $61.00
Put premium: $0.85
Upper breakeven: $62.847
Lower breakeven: $59.153
Breakeven difference: $3.693

Schlumberger Limited (SLB): $43.94
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.294
Probability of Profit: 0.422
Expected Gain: 0.006
Escape ratio: 0.023
Cost of strangle: $157.00
Contract pairs tried: 1,548
Call expiration: 2024-12-06
Call strike: $44.00
Call premium: $0.49
Put expiration: 2024-12-06
Put strike: $44.50
Put premium: $1.07
Upper breakeven: $45.592
Lower breakeven: $42.908
Breakeven difference: $2.683

Barrick Gold Corp. (GOLD): $17.49
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.277
Probability of Profit: 0.387
Expected Gain: -0.081
Escape ratio: 0.030
Cost of strangle: $51.00
Contract pairs tried: 1,140
Call expiration: 2024-12-06
Call strike: $17.50
Call premium: $0.27
Put expiration: 2024-12-06
Put strike: $17.50
Put premium: $0.24
Upper breakeven: $18.032
Lower breakeven: $16.968
Breakeven difference: $1.063

Halliburton Company (HAL): $31.86
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.275
Probability of Profit: 0.407
Expected Gain: -0.011
Escape ratio: 0.019
Cost of strangle: $121.00
Contract pairs tried: 768
Call expiration: 2024-12-06
Call strike: $32.00
Call premium: $0.33
Put expiration: 2024-12-06
Put strike: $32.50
Put premium: $0.88
Upper breakeven: $33.232
Lower breakeven: $31.268
Breakeven difference: $1.963

Tapestry, Inc. Common (TPR): $62.28
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.278
Probability of Profit: 0.393
Expected Gain: -0.070
Escape ratio: 0.026
Cost of strangle: $187.50
Contract pairs tried: 296
Call expiration: 2024-12-06
Call strike: $62.00
Call premium: $1.00
Put expiration: 2024-12-06
Put strike: $62.00
Put premium: $0.88
Upper breakeven: $63.897
Lower breakeven: $60.103
Breakeven difference: $3.793

Wheaton Precious Metals (WPM): $62.33
Normalized Breakeven Difference: 0.061
Implied Volatility: 0.278
Probability of Profit: 0.384
Expected Gain: -0.048
Escape ratio: 0.028
Cost of strangle: $240.00
Contract pairs tried: 851
Call expiration: 2024-12-06
Call strike: $62.00
Call premium: $1.12
Put expiration: 2024-12-06
Put strike: $63.00
Put premium: $1.27
Upper breakeven: $64.422
Lower breakeven: $60.578
Breakeven difference: $3.843

Whirlpool Corp. (WHR): $111.42
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.281
Probability of Profit: 0.391
Expected Gain: -0.069
Escape ratio: 0.026
Cost of strangle: $342.50
Contract pairs tried: 128
Call expiration: 2024-12-06
Call strike: $112.00
Call premium: $1.55
Put expiration: 2024-12-06
Put strike: $112.00
Put premium: $1.88
Upper breakeven: $115.447
Lower breakeven: $108.553
Breakeven difference: $6.893

Annaly Capital Management. (NLY): $19.93
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.150
Probability of Profit: 0.379
Expected Gain: -0.095
Escape ratio: 0.027
Cost of strangle: $59.50
Contract pairs tried: 80
Call expiration: 2024-12-20
Call strike: $20.00
Call premium: $0.28
Put expiration: 2024-12-20
Put strike: $20.00
Put premium: $0.32
Upper breakeven: $20.617
Lower breakeven: $19.383
Breakeven difference: $1.233

iShares Gold Trust (IAU): $50.25
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.156
Probability of Profit: 0.403
Expected Gain: -0.049
Escape ratio: 0.026
Cost of strangle: $152.50
Contract pairs tried: 114
Call expiration: 2024-12-20
Call strike: $50.00
Call premium: $0.95
Put expiration: 2024-12-20
Put strike: $50.00
Put premium: $0.57
Upper breakeven: $51.547
Lower breakeven: $48.453
Breakeven difference: $3.093

Centene Corporation (CNC): $60.00
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.274
Probability of Profit: 0.384
Expected Gain: -0.045
Escape ratio: 0.023
Cost of strangle: $235.00
Contract pairs tried: 525
Call expiration: 2024-12-06
Call strike: $60.00
Call premium: $0.93
Put expiration: 2024-12-06
Put strike: $61.00
Put premium: $1.43
Upper breakeven: $62.372
Lower breakeven: $58.628
Breakeven difference: $3.743

Waste Management, Inc. (WM): $228.22
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.162
Probability of Profit: 0.418
Expected Gain: -0.012
Escape ratio: 0.023
Cost of strangle: $710.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $230.00
Call premium: $2.70
Put expiration: 2024-12-20
Put strike: $230.00
Put premium: $4.40
Upper breakeven: $237.122
Lower breakeven: $222.878
Breakeven difference: $14.243

VanEck Pharmaceutical ETF (PPH): $90.36
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.120
Probability of Profit: 0.274
Expected Gain: -0.275
Escape ratio: 0.027
Cost of strangle: $277.50
Contract pairs tried: 4
Call expiration: 2025-01-17
Call strike: $90.00
Call premium: $1.85
Put expiration: 2024-12-20
Put strike: $90.00
Put premium: $0.93
Upper breakeven: $92.797
Lower breakeven: $87.203
Breakeven difference: $5.593

Williams Companies Inc. (WMB): $58.52
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.206
Probability of Profit: 0.235
Expected Gain: -0.017
Escape ratio: 0.031
Cost of strangle: $330.00
Contract pairs tried: 224
Call expiration: 2024-12-06
Call strike: $57.00
Call premium: $1.73
Put expiration: 2024-12-06
Put strike: $60.00
Put premium: $1.57
Upper breakeven: $60.322
Lower breakeven: $56.678
Breakeven difference: $3.643

Southwest Airlines Co. (LUV): $32.36
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.254
Probability of Profit: 0.361
Expected Gain: -0.084
Escape ratio: 0.020
Cost of strangle: $125.00
Contract pairs tried: 990
Call expiration: 2024-12-06
Call strike: $32.50
Call premium: $0.47
Put expiration: 2024-12-06
Put strike: $33.00
Put premium: $0.78
Upper breakeven: $33.772
Lower breakeven: $31.728
Breakeven difference: $2.043

Baxter International Inc. (BAX): $33.71
Normalized Breakeven Difference: 0.062
Implied Volatility: 0.262
Probability of Profit: 0.360
Expected Gain: -0.034
Escape ratio: 0.025
Cost of strangle: $152.50
Contract pairs tried: 168
Call expiration: 2024-12-06
Call strike: $33.00
Call premium: $0.93
Put expiration: 2024-12-06
Put strike: $34.00
Put premium: $0.60
Upper breakeven: $34.547
Lower breakeven: $32.453
Breakeven difference: $2.093

Zoom Communications, Inc. (ZM): $82.80
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.283
Probability of Profit: 0.388
Expected Gain: -0.054
Escape ratio: 0.028
Cost of strangle: $306.00
Contract pairs tried: 3,172
Call expiration: 2024-12-06
Call strike: $82.00
Call premium: $1.64
Put expiration: 2024-12-06
Put strike: $83.00
Put premium: $1.43
Upper breakeven: $85.082
Lower breakeven: $79.918
Breakeven difference: $5.163

Take-Two Interactive Software (TTWO): $185.05
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.228
Probability of Profit: 0.320
Expected Gain: -0.197
Escape ratio: 0.019
Cost of strangle: $586.50
Contract pairs tried: 140
Call expiration: 2024-12-06
Call strike: $187.50
Call premium: $2.62
Put expiration: 2024-12-20
Put strike: $187.50
Put premium: $3.25
Upper breakeven: $193.387
Lower breakeven: $181.613
Breakeven difference: $11.773

PayPal Holdings, Inc. (PYPL): $86.70
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.291
Probability of Profit: 0.396
Expected Gain: -0.059
Escape ratio: 0.028
Cost of strangle: $271.00
Contract pairs tried: 3,440
Call expiration: 2024-12-06
Call strike: $87.00
Call premium: $1.29
Put expiration: 2024-12-06
Put strike: $87.00
Put premium: $1.42
Upper breakeven: $89.732
Lower breakeven: $84.268
Breakeven difference: $5.463

CSX Corporation (CSX): $36.55
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.220
Probability of Profit: 0.261
Expected Gain: -0.146
Escape ratio: 0.030
Cost of strangle: $162.50
Contract pairs tried: 90
Call expiration: 2024-12-13
Call strike: $36.00
Call premium: $1.00
Put expiration: 2024-12-06
Put strike: $37.00
Put premium: $0.62
Upper breakeven: $37.647
Lower breakeven: $35.353
Breakeven difference: $2.293

United States Oil (USO): $71.61
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.285
Probability of Profit: 0.386
Expected Gain: -0.053
Escape ratio: 0.030
Cost of strangle: $273.00
Contract pairs tried: 1,216
Call expiration: 2024-12-06
Call strike: $71.00
Call premium: $1.43
Put expiration: 2024-12-06
Put strike: $72.00
Put premium: $1.30
Upper breakeven: $73.752
Lower breakeven: $69.248
Breakeven difference: $4.503

ASML Holding NV (ASML): $689.00
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.291
Probability of Profit: 0.399
Expected Gain: -0.052
Escape ratio: 0.027
Cost of strangle: $2285.00
Contract pairs tried: 1,806
Call expiration: 2024-12-06
Call strike: $685.00
Call premium: $11.60
Put expiration: 2024-12-06
Put strike: $687.50
Put premium: $11.25
Upper breakeven: $707.872
Lower breakeven: $664.628
Breakeven difference: $43.243

Enterprise Products Partners (EPD): $34.43
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.206
Probability of Profit: 0.238
Expected Gain: -0.400
Escape ratio: 0.026
Cost of strangle: $81.00
Contract pairs tried: 147
Call expiration: 2024-12-06
Call strike: $34.50
Call premium: $0.37
Put expiration: 2024-12-20
Put strike: $34.00
Put premium: $0.44
Upper breakeven: $35.332
Lower breakeven: $33.168
Breakeven difference: $2.163

Eli Lilly & (LLY): $795.35
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.296
Probability of Profit: 0.400
Expected Gain: -0.044
Escape ratio: 0.029
Cost of strangle: $2770.00
Contract pairs tried: 1,369
Call expiration: 2024-12-06
Call strike: $795.00
Call premium: $13.68
Put expiration: 2024-12-06
Put strike: $800.00
Put premium: $14.03
Upper breakeven: $822.722
Lower breakeven: $772.278
Breakeven difference: $50.443

Suncor Energy, Inc. (SU): $39.48
Normalized Breakeven Difference: 0.063
Implied Volatility: 0.237
Probability of Profit: 0.304
Expected Gain: -0.268
Escape ratio: 0.026
Cost of strangle: $97.00
Contract pairs tried: 598
Call expiration: 2024-12-13
Call strike: $39.50
Call premium: $0.56
Put expiration: 2024-12-06
Put strike: $39.00
Put premium: $0.41
Upper breakeven: $40.492
Lower breakeven: $38.008
Breakeven difference: $2.483

Charter Comm Inc (CHTR): $394.03
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.331
Probability of Profit: 0.453
Expected Gain: 0.060
Escape ratio: 0.028
Cost of strangle: $1495.00
Contract pairs tried: 84
Call expiration: 2024-12-06
Call strike: $390.00
Call premium: $10.50
Put expiration: 2024-12-06
Put strike: $395.00
Put premium: $4.45
Upper breakeven: $404.972
Lower breakeven: $380.028
Breakeven difference: $24.943

POST HOLDINGS, INC. (POST): $120.48
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.165
Probability of Profit: 0.412
Expected Gain: -0.029
Escape ratio: 0.028
Cost of strangle: $380.00
Contract pairs tried: 24
Call expiration: 2024-12-20
Call strike: $120.00
Call premium: $2.35
Put expiration: 2024-12-20
Put strike: $120.00
Put premium: $1.45
Upper breakeven: $123.822
Lower breakeven: $116.178
Breakeven difference: $7.643

Sysco Corporation (SYY): $77.11
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.165
Probability of Profit: 0.409
Expected Gain: -0.032
Escape ratio: 0.027
Cost of strangle: $245.00
Contract pairs tried: 25
Call expiration: 2024-12-20
Call strike: $77.50
Call premium: $1.12
Put expiration: 2024-12-20
Put strike: $77.50
Put premium: $1.32
Upper breakeven: $79.972
Lower breakeven: $75.028
Breakeven difference: $4.943

ProShares UltraPro S&P (UPRO): $97.05
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.296
Probability of Profit: 0.398
Expected Gain: -0.060
Escape ratio: 0.029
Cost of strangle: $282.50
Contract pairs tried: 1,312
Call expiration: 2024-12-06
Call strike: $97.00
Call premium: $1.57
Put expiration: 2024-12-06
Put strike: $96.50
Put premium: $1.25
Upper breakeven: $99.847
Lower breakeven: $93.653
Breakeven difference: $6.193

Boston Scientific Corp. (BSX): $90.66
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.203
Probability of Profit: 0.402
Expected Gain: -0.034
Escape ratio: 0.030
Cost of strangle: $337.50
Contract pairs tried: 176
Call expiration: 2024-12-13
Call strike: $90.00
Call premium: $1.88
Put expiration: 2024-12-13
Put strike: $91.00
Put premium: $1.50
Upper breakeven: $93.397
Lower breakeven: $87.603
Breakeven difference: $5.793

Aflac Inc. (AFL): $114.00
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.203
Probability of Profit: 0.220
Expected Gain: -0.191
Escape ratio: 0.028
Cost of strangle: $512.50
Contract pairs tried: 28
Call expiration: 2024-12-06
Call strike: $112.00
Call premium: $2.55
Put expiration: 2024-12-20
Put strike: $115.00
Put premium: $2.58
Upper breakeven: $117.147
Lower breakeven: $109.853
Breakeven difference: $7.293

Akamai Technologies Inc (AKAM): $93.76
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.243
Probability of Profit: 0.298
Expected Gain: -0.142
Escape ratio: 0.030
Cost of strangle: $400.00
Contract pairs tried: 720
Call expiration: 2024-12-06
Call strike: $93.00
Call premium: $1.85
Put expiration: 2024-12-13
Put strike: $95.00
Put premium: $2.15
Upper breakeven: $97.022
Lower breakeven: $90.978
Breakeven difference: $6.043

Qualcomm Inc (QCOM): $158.61
Normalized Breakeven Difference: 0.064
Implied Volatility: 0.289
Probability of Profit: 0.393
Expected Gain: -0.070
Escape ratio: 0.025
Cost of strangle: $505.00
Contract pairs tried: 1,806
Call expiration: 2024-12-06
Call strike: $157.50
Call premium: $2.81
Put expiration: 2024-12-06
Put strike: $157.50
Put premium: $2.24
Upper breakeven: $162.572
Lower breakeven: $152.428
Breakeven difference: $10.143

AGNC Investment Corp. (AGNC): $9.66
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.166
Probability of Profit: 0.247
Expected Gain: -0.341
Escape ratio: 0.015
Cost of strangle: $28.50
Contract pairs tried: 50
Call expiration: 2024-12-06
Call strike: $9.50
Call premium: $0.18
Put expiration: 2024-12-27
Put strike: $9.50
Put premium: $0.10
Upper breakeven: $9.807
Lower breakeven: $9.193
Breakeven difference: $0.613

Sony Group Corporation (SONY): $20.05
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.213
Probability of Profit: 0.235
Expected Gain: -0.341
Escape ratio: 0.030
Cost of strangle: $62.50
Contract pairs tried: 156
Call expiration: 2024-12-06
Call strike: $20.00
Call premium: $0.23
Put expiration: 2024-12-20
Put strike: $20.00
Put premium: $0.40
Upper breakeven: $20.647
Lower breakeven: $19.353
Breakeven difference: $1.293

Comerica Incorporated (CMA): $72.25
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.296
Probability of Profit: 0.390
Expected Gain: -0.046
Escape ratio: 0.029
Cost of strangle: $282.50
Contract pairs tried: 330
Call expiration: 2024-12-06
Call strike: $72.00
Call premium: $1.25
Put expiration: 2024-12-06
Put strike: $73.00
Put premium: $1.57
Upper breakeven: $74.847
Lower breakeven: $70.153
Breakeven difference: $4.693

Uber Technologies, Inc. (UBER): $71.96
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.291
Probability of Profit: 0.388
Expected Gain: -0.048
Escape ratio: 0.025
Cost of strangle: $282.50
Contract pairs tried: 4,125
Call expiration: 2024-12-06
Call strike: $72.00
Call premium: $1.21
Put expiration: 2024-12-06
Put strike: $73.00
Put premium: $1.61
Upper breakeven: $74.847
Lower breakeven: $70.153
Breakeven difference: $4.693

Lennar Corporation Class (LEN): $174.39
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.302
Probability of Profit: 0.398
Expected Gain: -0.054
Escape ratio: 0.029
Cost of strangle: $565.00
Contract pairs tried: 840
Call expiration: 2024-12-06
Call strike: $175.00
Call premium: $2.62
Put expiration: 2024-12-06
Put strike: $175.00
Put premium: $3.02
Upper breakeven: $180.672
Lower breakeven: $169.328
Breakeven difference: $11.343

SPDR Portfolio S&P (SPLG): $70.89
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.129
Probability of Profit: 0.327
Expected Gain: -0.193
Escape ratio: 0.019
Cost of strangle: $225.00
Contract pairs tried: 21
Call expiration: 2024-12-20
Call strike: $70.00
Call premium: $1.48
Put expiration: 2025-01-17
Put strike: $70.00
Put premium: $0.78
Upper breakeven: $72.272
Lower breakeven: $67.728
Breakeven difference: $4.543

Newmont Corporation (NEM): $42.00
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.255
Probability of Profit: 0.327
Expected Gain: -0.047
Escape ratio: 0.026
Cost of strangle: $208.50
Contract pairs tried: 1,160
Call expiration: 2024-12-06
Call strike: $41.00
Call premium: $1.16
Put expiration: 2024-12-06
Put strike: $42.50
Put premium: $0.93
Upper breakeven: $43.107
Lower breakeven: $40.393
Breakeven difference: $2.713

The Trade Desk, (TTD): $128.30
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.303
Probability of Profit: 0.397
Expected Gain: -0.059
Escape ratio: 0.031
Cost of strangle: $365.50
Contract pairs tried: 2,912
Call expiration: 2024-12-06
Call strike: $129.00
Call premium: $1.92
Put expiration: 2024-12-06
Put strike: $128.00
Put premium: $1.74
Upper breakeven: $132.677
Lower breakeven: $124.323
Breakeven difference: $8.353

Schwab U.S. Large-Cap (SCHG): $27.79
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.139
Probability of Profit: 0.345
Expected Gain: -0.029
Escape ratio: 0.022
Cost of strangle: $137.50
Contract pairs tried: 24
Call expiration: 2024-12-20
Call strike: $27.00
Call premium: $0.93
Put expiration: 2024-12-20
Put strike: $28.00
Put premium: $0.45
Upper breakeven: $28.397
Lower breakeven: $26.603
Breakeven difference: $1.793

Freeport-McMoran Inc. (FCX): $44.20
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.295
Probability of Profit: 0.388
Expected Gain: -0.075
Escape ratio: 0.026
Cost of strangle: $143.00
Contract pairs tried: 2,535
Call expiration: 2024-12-06
Call strike: $44.50
Call premium: $0.64
Put expiration: 2024-12-06
Put strike: $44.50
Put premium: $0.80
Upper breakeven: $45.952
Lower breakeven: $43.048
Breakeven difference: $2.903

iShares U.S. Transportation (IYT): $74.72
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.170
Probability of Profit: 0.412
Expected Gain: -0.027
Escape ratio: 0.029
Cost of strangle: $242.50
Contract pairs tried: 108
Call expiration: 2024-12-20
Call strike: $75.00
Call premium: $1.12
Put expiration: 2024-12-20
Put strike: $75.00
Put premium: $1.30
Upper breakeven: $77.447
Lower breakeven: $72.553
Breakeven difference: $4.893

Ametek, Inc. (AME): $194.38
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.160
Probability of Profit: 0.401
Expected Gain: -0.001
Escape ratio: 0.023
Cost of strangle: $877.50
Contract pairs tried: 5
Call expiration: 2024-12-20
Call strike: $190.00
Call premium: $6.05
Put expiration: 2024-12-20
Put strike: $195.00
Put premium: $2.73
Upper breakeven: $198.797
Lower breakeven: $186.203
Breakeven difference: $12.593

Nucor Corporation (NUE): $154.69
Normalized Breakeven Difference: 0.065
Implied Volatility: 0.307
Probability of Profit: 0.400
Expected Gain: -0.051
Escape ratio: 0.031
Cost of strangle: $505.00
Contract pairs tried: 696
Call expiration: 2024-12-06
Call strike: $155.00
Call premium: $2.48
Put expiration: 2024-12-06
Put strike: $155.00
Put premium: $2.58
Upper breakeven: $160.072
Lower breakeven: $149.928
Breakeven difference: $10.143

Stryker Corporation (SYK): $392.15
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.159
Probability of Profit: 0.381
Expected Gain: -0.025
Escape ratio: 0.026
Cost of strangle: $1795.00
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $390.00
Call premium: $8.55
Put expiration: 2024-12-20
Put strike: $400.00
Put premium: $9.40
Upper breakeven: $407.972
Lower breakeven: $382.028
Breakeven difference: $25.943

Omega Healthcare Investors (OHI): $40.61
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.163
Probability of Profit: 0.398
Expected Gain: -0.053
Escape ratio: 0.024
Cost of strangle: $132.50
Contract pairs tried: 75
Call expiration: 2024-12-20
Call strike: $41.00
Call premium: $0.53
Put expiration: 2024-12-20
Put strike: $41.00
Put premium: $0.80
Upper breakeven: $42.347
Lower breakeven: $39.653
Breakeven difference: $2.693

Invesco CurrencyShares Japanese (FXY): $61.70
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.138
Probability of Profit: 0.312
Expected Gain: -0.254
Escape ratio: 0.030
Cost of strangle: $150.00
Contract pairs tried: 40
Call expiration: 2024-12-20
Call strike: $62.00
Call premium: $0.80
Put expiration: 2025-01-17
Put strike: $61.00
Put premium: $0.70
Upper breakeven: $63.522
Lower breakeven: $59.478
Breakeven difference: $4.043

Mondelez International, Inc. (MDLZ): $65.00
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.185
Probability of Profit: 0.359
Expected Gain: -0.092
Escape ratio: 0.025
Cost of strangle: $260.00
Contract pairs tried: 120
Call expiration: 2024-12-13
Call strike: $64.00
Call premium: $1.55
Put expiration: 2024-12-20
Put strike: $65.00
Put premium: $1.05
Upper breakeven: $66.622
Lower breakeven: $62.378
Breakeven difference: $4.243

ICICI Bank Limited (IBN): $30.55
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.160
Probability of Profit: 0.407
Expected Gain: -0.035
Escape ratio: 0.019
Cost of strangle: $100.00
Contract pairs tried: 27
Call expiration: 2024-12-20
Call strike: $31.00
Call premium: $0.33
Put expiration: 2024-12-20
Put strike: $31.00
Put premium: $0.68
Upper breakeven: $32.022
Lower breakeven: $29.978
Breakeven difference: $2.043

iShares U.S. Aerospace (ITA): $155.57
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.138
Probability of Profit: 0.311
Expected Gain: -0.137
Escape ratio: 0.027
Cost of strangle: $665.00
Contract pairs tried: 42
Call expiration: 2024-12-20
Call strike: $155.00
Call premium: $2.50
Put expiration: 2025-01-17
Put strike: $158.00
Put premium: $4.15
Upper breakeven: $161.672
Lower breakeven: $151.328
Breakeven difference: $10.343

HP Inc. (HPQ): $35.43
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.265
Probability of Profit: 0.370
Expected Gain: -0.034
Escape ratio: 0.018
Cost of strangle: $167.00
Contract pairs tried: 1,554
Call expiration: 2024-12-06
Call strike: $35.50
Call premium: $0.46
Put expiration: 2024-12-06
Put strike: $36.50
Put premium: $1.21
Upper breakeven: $37.192
Lower breakeven: $34.808
Breakeven difference: $2.383

Best Buy Company, (BBY): $90.00
Normalized Breakeven Difference: 0.066
Implied Volatility: 0.304
Probability of Profit: 0.394
Expected Gain: -0.064
Escape ratio: 0.028
Cost of strangle: $247.50
Contract pairs tried: 2,280
Call expiration: 2024-12-06
Call strike: $91.00
Call premium: $1.06
Put expiration: 2024-12-06
Put strike: $90.00
Put premium: $1.42
Upper breakeven: $93.497
Lower breakeven: $87.503
Breakeven difference: $5.993

SPDR S&P MidCap (MDY): $615.86
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.173
Probability of Profit: 0.414
Expected Gain: -0.021
Escape ratio: 0.027
Cost of strangle: $2060.00
Contract pairs tried: 5
Call expiration: 2024-12-20
Call strike: $620.00
Call premium: $8.85
Put expiration: 2024-12-20
Put strike: $620.00
Put premium: $11.75
Upper breakeven: $640.622
Lower breakeven: $599.378
Breakeven difference: $41.243

eBay Inc (EBAY): $63.30
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.276
Probability of Profit: 0.361
Expected Gain: -0.031
Escape ratio: 0.023
Cost of strangle: $311.00
Contract pairs tried: 351
Call expiration: 2024-12-06
Call strike: $63.00
Call premium: $1.11
Put expiration: 2024-12-06
Put strike: $65.00
Put premium: $2.00
Upper breakeven: $66.132
Lower breakeven: $61.868
Breakeven difference: $4.263

Fiserv, Inc. (FI): $220.96
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.187
Probability of Profit: 0.349
Expected Gain: -0.078
Escape ratio: 0.027
Cost of strangle: $990.00
Contract pairs tried: 36
Call expiration: 2024-12-13
Call strike: $220.00
Call premium: $4.00
Put expiration: 2024-12-20
Put strike: $225.00
Put premium: $5.90
Upper breakeven: $229.922
Lower breakeven: $215.078
Breakeven difference: $14.843

Arista Networks (ANET): $405.82
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.312
Probability of Profit: 0.401
Expected Gain: -0.050
Escape ratio: 0.031
Cost of strangle: $1350.00
Contract pairs tried: 1,672
Call expiration: 2024-12-06
Call strike: $405.00
Call premium: $7.20
Put expiration: 2024-12-06
Put strike: $405.00
Put premium: $6.30
Upper breakeven: $418.522
Lower breakeven: $391.478
Breakeven difference: $27.043

Vanguard World Funds (EDV): $75.11
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.172
Probability of Profit: 0.407
Expected Gain: -0.029
Escape ratio: 0.028
Cost of strangle: $200.00
Contract pairs tried: 9
Call expiration: 2024-12-20
Call strike: $76.00
Call premium: $0.88
Put expiration: 2024-12-20
Put strike: $75.00
Put premium: $1.12
Upper breakeven: $78.022
Lower breakeven: $72.978
Breakeven difference: $5.043

Taiwan Semiconductor Manufacturing (TSM): $184.66
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.314
Probability of Profit: 0.401
Expected Gain: -0.049
Escape ratio: 0.032
Cost of strangle: $616.00
Contract pairs tried: 3,021
Call expiration: 2024-12-06
Call strike: $185.00
Call premium: $3.06
Put expiration: 2024-12-06
Put strike: $185.00
Put premium: $3.10
Upper breakeven: $191.182
Lower breakeven: $178.818
Breakeven difference: $12.363

McKesson Corporation (MCK): $628.50
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.187
Probability of Profit: 0.196
Expected Gain: -0.130
Escape ratio: 0.024
Cost of strangle: $3335.00
Contract pairs tried: 35
Call expiration: 2024-12-06
Call strike: $610.00
Call premium: $19.85
Put expiration: 2024-12-20
Put strike: $635.00
Put premium: $13.50
Upper breakeven: $643.372
Lower breakeven: $601.628
Breakeven difference: $41.743

VanEck Gold Miners (GDX): $37.66
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.305
Probability of Profit: 0.385
Expected Gain: -0.085
Escape ratio: 0.031
Cost of strangle: $99.50
Contract pairs tried: 4,002
Call expiration: 2024-12-06
Call strike: $38.00
Call premium: $0.47
Put expiration: 2024-12-06
Put strike: $37.50
Put premium: $0.53
Upper breakeven: $39.017
Lower breakeven: $36.483
Breakeven difference: $2.533

MGM RESORTS INTERNATIONAL (MGM): $38.34
Normalized Breakeven Difference: 0.067
Implied Volatility: 0.305
Probability of Profit: 0.396
Expected Gain: -0.037
Escape ratio: 0.023
Cost of strangle: $153.50
Contract pairs tried: 748
Call expiration: 2024-12-06
Call strike: $38.50
Call premium: $0.53
Put expiration: 2024-12-06
Put strike: $39.00
Put premium: $1.01
Upper breakeven: $40.057
Lower breakeven: $37.443
Breakeven difference: $2.613

U.S. Global Jets (JETS): $24.55
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.292
Probability of Profit: 0.369
Expected Gain: -0.061
Escape ratio: 0.026
Cost of strangle: $106.50
Contract pairs tried: 468
Call expiration: 2024-12-06
Call strike: $24.50
Call premium: $0.44
Put expiration: 2024-12-06
Put strike: $25.00
Put premium: $0.62
Upper breakeven: $25.587
Lower breakeven: $23.913
Breakeven difference: $1.673

Motorola Solutions, Inc. (MSI): $499.70
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.171
Probability of Profit: 0.407
Expected Gain: -0.005
Escape ratio: 0.024
Cost of strangle: $2215.00
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $500.00
Call premium: $8.25
Put expiration: 2024-12-20
Put strike: $510.00
Put premium: $13.90
Upper breakeven: $522.172
Lower breakeven: $487.828
Breakeven difference: $34.343

Illinois Tool Works (ITW): $277.52
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.166
Probability of Profit: 0.396
Expected Gain: 0.020
Escape ratio: 0.025
Cost of strangle: $1435.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $270.00
Call premium: $9.60
Put expiration: 2024-12-20
Put strike: $280.00
Put premium: $4.75
Upper breakeven: $284.372
Lower breakeven: $265.628
Breakeven difference: $18.743

Datadog, Inc. Class (DDOG): $152.71
Normalized Breakeven Difference: 0.068
Implied Volatility: 0.321
Probability of Profit: 0.402
Expected Gain: -0.048
Escape ratio: 0.033
Cost of strangle: $519.00
Contract pairs tried: 2,542
Call expiration: 2024-12-06
Call strike: $152.50
Call premium: $2.79
Put expiration: 2024-12-06
Put strike: $152.50
Put premium: $2.40
Upper breakeven: $157.712
Lower breakeven: $147.288
Breakeven difference: $10.423

Intercontinental Exchange Inc. (ICE): $160.96
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.164
Probability of Profit: 0.378
Expected Gain: -0.016
Escape ratio: 0.025
Cost of strangle: $807.50
Contract pairs tried: 36
Call expiration: 2024-12-20
Call strike: $160.00
Call premium: $3.23
Put expiration: 2024-12-20
Put strike: $165.00
Put premium: $4.85
Upper breakeven: $168.097
Lower breakeven: $156.903
Breakeven difference: $11.193

Harley-Davidson, Inc. (HOG): $33.63
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.308
Probability of Profit: 0.391
Expected Gain: -0.066
Escape ratio: 0.024
Cost of strangle: $115.00
Contract pairs tried: 208
Call expiration: 2024-12-06
Call strike: $34.00
Call premium: $0.40
Put expiration: 2024-12-06
Put strike: $34.00
Put premium: $0.75
Upper breakeven: $35.172
Lower breakeven: $32.828
Breakeven difference: $2.343

Pultegroup, Inc. (PHM): $135.27
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.307
Probability of Profit: 0.396
Expected Gain: -0.056
Escape ratio: 0.022
Cost of strangle: $470.00
Contract pairs tried: 638
Call expiration: 2024-12-06
Call strike: $137.00
Call premium: $1.62
Put expiration: 2024-12-06
Put strike: $137.00
Put premium: $3.08
Upper breakeven: $141.722
Lower breakeven: $132.278
Breakeven difference: $9.443

UBS Group AG (UBS): $32.34
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.230
Probability of Profit: 0.242
Expected Gain: -0.245
Escape ratio: 0.032
Cost of strangle: $134.00
Contract pairs tried: 30
Call expiration: 2024-12-06
Call strike: $32.00
Call premium: $0.63
Put expiration: 2024-12-20
Put strike: $32.50
Put premium: $0.71
Upper breakeven: $33.362
Lower breakeven: $31.138
Breakeven difference: $2.223

VanEck Oil Services (OIH): $303.30
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.260
Probability of Profit: 0.307
Expected Gain: -0.245
Escape ratio: 0.028
Cost of strangle: $915.00
Contract pairs tried: 420
Call expiration: 2024-12-06
Call strike: $302.50
Call premium: $4.55
Put expiration: 2024-12-13
Put strike: $300.00
Put premium: $4.60
Upper breakeven: $311.672
Lower breakeven: $290.828
Breakeven difference: $20.843

iShares MSCI Japan (EWJ): $69.69
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.131
Probability of Profit: 0.336
Expected Gain: -0.136
Escape ratio: 0.017
Cost of strangle: $285.00
Contract pairs tried: 15
Call expiration: 2024-12-20
Call strike: $68.00
Call premium: $1.88
Put expiration: 2024-12-20
Put strike: $69.00
Put premium: $0.97
Upper breakeven: $70.872
Lower breakeven: $66.128
Breakeven difference: $4.743

FirstEnergy Corp. (FE): $42.55
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.144
Probability of Profit: 0.303
Expected Gain: -0.135
Escape ratio: 0.033
Cost of strangle: $195.00
Contract pairs tried: 11
Call expiration: 2024-12-20
Call strike: $42.00
Call premium: $1.00
Put expiration: 2025-01-17
Put strike: $43.00
Put premium: $0.95
Upper breakeven: $43.972
Lower breakeven: $41.028
Breakeven difference: $2.943

KeyCorp (KEY): $19.48
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.265
Probability of Profit: 0.338
Expected Gain: -0.089
Escape ratio: 0.022
Cost of strangle: $89.50
Contract pairs tried: 286
Call expiration: 2024-12-06
Call strike: $19.00
Call premium: $0.54
Put expiration: 2024-12-06
Put strike: $19.50
Put premium: $0.35
Upper breakeven: $19.917
Lower breakeven: $18.583
Breakeven difference: $1.333

Direxion Daily S&P (SPXL): $184.69
Normalized Breakeven Difference: 0.069
Implied Volatility: 0.323
Probability of Profit: 0.402
Expected Gain: -0.045
Escape ratio: 0.028
Cost of strangle: $642.50
Contract pairs tried: 2,736
Call expiration: 2024-12-06
Call strike: $186.00
Call premium: $2.48
Put expiration: 2024-12-06
Put strike: $186.00
Put premium: $3.95
Upper breakeven: $192.447
Lower breakeven: $179.553
Breakeven difference: $12.893

Deckers Outdoor Corp (DECK): $195.96
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.321
Probability of Profit: 0.393
Expected Gain: -0.046
Escape ratio: 0.033
Cost of strangle: $805.00
Contract pairs tried: 462
Call expiration: 2024-12-06
Call strike: $195.00
Call premium: $4.10
Put expiration: 2024-12-06
Put strike: $197.50
Put premium: $3.95
Upper breakeven: $203.072
Lower breakeven: $189.428
Breakeven difference: $13.643

Pinterest, Inc. Class (PINS): $30.32
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.310
Probability of Profit: 0.379
Expected Gain: -0.060
Escape ratio: 0.032
Cost of strangle: $128.00
Contract pairs tried: 1,764
Call expiration: 2024-12-06
Call strike: $30.00
Call premium: $0.65
Put expiration: 2024-12-06
Put strike: $30.50
Put premium: $0.64
Upper breakeven: $31.302
Lower breakeven: $29.198
Breakeven difference: $2.103

NXP Semiconductors N.V. (NXPI): $229.02
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.322
Probability of Profit: 0.395
Expected Gain: -0.064
Escape ratio: 0.034
Cost of strangle: $670.00
Contract pairs tried: 378
Call expiration: 2024-12-06
Call strike: $230.00
Call premium: $3.35
Put expiration: 2024-12-06
Put strike: $227.50
Put premium: $3.35
Upper breakeven: $236.722
Lower breakeven: $220.778
Breakeven difference: $15.943

PHILLIPS 66 (PSX): $133.98
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.222
Probability of Profit: 0.215
Expected Gain: -0.188
Escape ratio: 0.035
Cost of strangle: $665.00
Contract pairs tried: 253
Call expiration: 2024-12-06
Call strike: $132.00
Call premium: $2.85
Put expiration: 2024-12-20
Put strike: $136.00
Put premium: $3.80
Upper breakeven: $138.672
Lower breakeven: $129.328
Breakeven difference: $9.343

Workday, Inc. Class (WDAY): $249.99
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.330
Probability of Profit: 0.405
Expected Gain: -0.042
Escape ratio: 0.035
Cost of strangle: $870.00
Contract pairs tried: 1,512
Call expiration: 2024-12-06
Call strike: $250.00
Call premium: $4.45
Put expiration: 2024-12-06
Put strike: $250.00
Put premium: $4.25
Upper breakeven: $258.722
Lower breakeven: $241.278
Breakeven difference: $17.443

Boeing Company (BA): $155.44
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.320
Probability of Profit: 0.390
Expected Gain: -0.043
Escape ratio: 0.030
Cost of strangle: $670.00
Contract pairs tried: 2,450
Call expiration: 2024-12-06
Call strike: $155.00
Call premium: $3.15
Put expiration: 2024-12-06
Put strike: $157.50
Put premium: $3.55
Upper breakeven: $161.722
Lower breakeven: $150.778
Breakeven difference: $10.943

D.R. Horton Inc. (DHI): $168.78
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.322
Probability of Profit: 0.390
Expected Gain: -0.072
Escape ratio: 0.035
Cost of strangle: $465.00
Contract pairs tried: 650
Call expiration: 2024-12-06
Call strike: $170.00
Call premium: $2.42
Put expiration: 2024-12-06
Put strike: $167.50
Put premium: $2.23
Upper breakeven: $174.672
Lower breakeven: $162.828
Breakeven difference: $11.843

The Travelers Companies, (TRV): $266.04
Normalized Breakeven Difference: 0.070
Implied Volatility: 0.183
Probability of Profit: 0.432
Expected Gain: 0.020
Escape ratio: 0.021
Cost of strangle: $947.50
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $270.00
Call premium: $2.67
Put expiration: 2024-12-20
Put strike: $270.00
Put premium: $6.80
Upper breakeven: $279.497
Lower breakeven: $260.503
Breakeven difference: $18.993

Tyson Foods, Inc. (TSN): $64.50
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.180
Probability of Profit: 0.404
Expected Gain: -0.041
Escape ratio: 0.028
Cost of strangle: $227.50
Contract pairs tried: 77
Call expiration: 2024-12-20
Call strike: $65.00
Call premium: $1.00
Put expiration: 2024-12-20
Put strike: $65.00
Put premium: $1.27
Upper breakeven: $67.297
Lower breakeven: $62.703
Breakeven difference: $4.593

The Mosaic Company (MOS): $26.46
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.338
Probability of Profit: 0.410
Expected Gain: -0.031
Escape ratio: 0.034
Cost of strangle: $91.50
Contract pairs tried: 315
Call expiration: 2024-12-06
Call strike: $26.50
Call premium: $0.36
Put expiration: 2024-12-06
Put strike: $26.50
Put premium: $0.56
Upper breakeven: $27.437
Lower breakeven: $25.563
Breakeven difference: $1.873

Carnival Corporation (CCL): $25.43
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.324
Probability of Profit: 0.390
Expected Gain: -0.073
Escape ratio: 0.033
Cost of strangle: $88.00
Contract pairs tried: 3,320
Call expiration: 2024-12-06
Call strike: $25.50
Call premium: $0.42
Put expiration: 2024-12-06
Put strike: $25.50
Put premium: $0.46
Upper breakeven: $26.402
Lower breakeven: $24.598
Breakeven difference: $1.803

Church & Dwight (CHD): $110.13
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.187
Probability of Profit: 0.417
Expected Gain: -0.017
Escape ratio: 0.034
Cost of strangle: $387.50
Contract pairs tried: 28
Call expiration: 2024-12-20
Call strike: $110.00
Call premium: $2.15
Put expiration: 2024-12-20
Put strike: $110.00
Put premium: $1.73
Upper breakeven: $113.897
Lower breakeven: $106.103
Breakeven difference: $7.793

Match Group, Inc (MTCH): $32.73
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.297
Probability of Profit: 0.353
Expected Gain: -0.051
Escape ratio: 0.028
Cost of strangle: $165.00
Contract pairs tried: 630
Call expiration: 2024-12-06
Call strike: $32.50
Call premium: $0.69
Put expiration: 2024-12-06
Put strike: $33.50
Put premium: $0.96
Upper breakeven: $34.172
Lower breakeven: $31.828
Breakeven difference: $2.343

Parker-Hannifin Corporation (PH): $702.90
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.183
Probability of Profit: 0.412
Expected Gain: -0.024
Escape ratio: 0.026
Cost of strangle: $2525.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $710.00
Call premium: $10.20
Put expiration: 2024-12-20
Put strike: $710.00
Put premium: $15.05
Upper breakeven: $735.272
Lower breakeven: $684.728
Breakeven difference: $50.543

SPDR S&P Insurance (KIE): $61.97
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.183
Probability of Profit: 0.414
Expected Gain: -0.008
Escape ratio: 0.028
Cost of strangle: $267.50
Contract pairs tried: 13
Call expiration: 2024-12-20
Call strike: $61.00
Call premium: $1.73
Put expiration: 2024-12-20
Put strike: $62.00
Put premium: $0.95
Upper breakeven: $63.697
Lower breakeven: $59.303
Breakeven difference: $4.393

Toll Brothers, Inc. (TOL): $165.17
Normalized Breakeven Difference: 0.071
Implied Volatility: 0.337
Probability of Profit: 0.405
Expected Gain: -0.043
Escape ratio: 0.035
Cost of strangle: $587.50
Contract pairs tried: 798
Call expiration: 2024-12-06
Call strike: $165.00
Call premium: $3.20
Put expiration: 2024-12-06
Put strike: $165.00
Put premium: $2.67
Upper breakeven: $170.897
Lower breakeven: $159.103
Breakeven difference: $11.793

Baidu, Inc. (BIDU): $85.04
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.329
Probability of Profit: 0.401
Expected Gain: -0.053
Escape ratio: 0.029
Cost of strangle: $250.00
Contract pairs tried: 5,092
Call expiration: 2024-12-06
Call strike: $85.00
Call premium: $1.57
Put expiration: 2024-12-06
Put strike: $84.00
Put premium: $0.93
Upper breakeven: $87.522
Lower breakeven: $81.478
Breakeven difference: $6.043

Diamondback Energy, Inc. (FANG): $177.25
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.245
Probability of Profit: 0.296
Expected Gain: -0.235
Escape ratio: 0.021
Cost of strangle: $645.00
Contract pairs tried: 1,360
Call expiration: 2024-12-13
Call strike: $180.00
Call premium: $2.80
Put expiration: 2024-12-06
Put strike: $180.00
Put premium: $3.65
Upper breakeven: $186.472
Lower breakeven: $173.528
Breakeven difference: $12.943

Twilio Inc. (TWLO): $104.54
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.334
Probability of Profit: 0.396
Expected Gain: -0.048
Escape ratio: 0.036
Cost of strangle: $424.00
Contract pairs tried: 2,368
Call expiration: 2024-12-06
Call strike: $104.00
Call premium: $2.27
Put expiration: 2024-12-06
Put strike: $105.00
Put premium: $1.97
Upper breakeven: $108.262
Lower breakeven: $100.738
Breakeven difference: $7.523

Novartis AG (NVS): $105.77
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.187
Probability of Profit: 0.418
Expected Gain: -0.018
Escape ratio: 0.029
Cost of strangle: $377.50
Contract pairs tried: 26
Call expiration: 2024-12-20
Call strike: $105.00
Call premium: $2.38
Put expiration: 2024-12-20
Put strike: $105.00
Put premium: $1.40
Upper breakeven: $108.797
Lower breakeven: $101.203
Breakeven difference: $7.593

Dell Technologies Inc. (DELL): $127.59
Normalized Breakeven Difference: 0.072
Implied Volatility: 0.337
Probability of Profit: 0.397
Expected Gain: -0.061
Escape ratio: 0.036
Cost of strangle: $410.00
Contract pairs tried: 9,630
Call expiration: 2024-12-06
Call strike: $128.00
Call premium: $2.08
Put expiration: 2024-12-06
Put strike: $127.00
Put premium: $2.02
Upper breakeven: $132.122
Lower breakeven: $122.878
Breakeven difference: $9.243

International Paper Co. (IP): $58.83
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.231
Probability of Profit: 0.227
Expected Gain: -0.256
Escape ratio: 0.030
Cost of strangle: $260.00
Contract pairs tried: 133
Call expiration: 2024-12-06
Call strike: $58.00
Call premium: $1.18
Put expiration: 2024-12-20
Put strike: $59.00
Put premium: $1.43
Upper breakeven: $60.622
Lower breakeven: $56.378
Breakeven difference: $4.243

General Motors Company (GM): $55.59
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.328
Probability of Profit: 0.384
Expected Gain: -0.051
Escape ratio: 0.035
Cost of strangle: $249.50
Contract pairs tried: 4,050
Call expiration: 2024-12-06
Call strike: $55.00
Call premium: $1.27
Put expiration: 2024-12-06
Put strike: $56.00
Put premium: $1.22
Upper breakeven: $57.517
Lower breakeven: $53.483
Breakeven difference: $4.033

Tractor Supply Co (TSCO): $283.67
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.335
Probability of Profit: 0.397
Expected Gain: -0.032
Escape ratio: 0.032
Cost of strangle: $1275.00
Contract pairs tried: 238
Call expiration: 2024-12-06
Call strike: $280.00
Call premium: $7.45
Put expiration: 2024-12-06
Put strike: $285.00
Put premium: $5.30
Upper breakeven: $292.772
Lower breakeven: $272.228
Breakeven difference: $20.543

MetLife, Inc. (MET): $88.23
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.221
Probability of Profit: 0.307
Expected Gain: -0.191
Escape ratio: 0.016
Cost of strangle: $362.50
Contract pairs tried: 124
Call expiration: 2024-12-06
Call strike: $86.00
Call premium: $2.55
Put expiration: 2024-12-20
Put strike: $87.00
Put premium: $1.07
Upper breakeven: $89.647
Lower breakeven: $83.353
Breakeven difference: $6.293

Alibaba Group Holding (BABA): $87.37
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.337
Probability of Profit: 0.393
Expected Gain: -0.050
Escape ratio: 0.035
Cost of strangle: $367.00
Contract pairs tried: 12,375
Call expiration: 2024-12-06
Call strike: $87.00
Call premium: $1.83
Put expiration: 2024-12-06
Put strike: $88.00
Put premium: $1.84
Upper breakeven: $90.692
Lower breakeven: $84.308
Breakeven difference: $6.383

Urban Outfitters Inc (URBN): $48.68
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.327
Probability of Profit: 0.383
Expected Gain: -0.084
Escape ratio: 0.033
Cost of strangle: $125.00
Contract pairs tried: 200
Call expiration: 2024-12-06
Call strike: $49.00
Call premium: $0.72
Put expiration: 2024-12-06
Put strike: $48.00
Put premium: $0.53
Upper breakeven: $50.272
Lower breakeven: $46.728
Breakeven difference: $3.543

BURLINGTON STORES, INC. (BURL): $281.88
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.292
Probability of Profit: 0.328
Expected Gain: -0.028
Escape ratio: 0.030
Cost of strangle: $1660.00
Contract pairs tried: 180
Call expiration: 2024-12-06
Call strike: $277.50
Call premium: $7.40
Put expiration: 2024-12-06
Put strike: $290.00
Put premium: $9.20
Upper breakeven: $294.122
Lower breakeven: $273.378
Breakeven difference: $20.743

GE HealthCare Technologies (GEHC): $83.98
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.257
Probability of Profit: 0.262
Expected Gain: -0.065
Escape ratio: 0.036
Cost of strangle: $505.00
Contract pairs tried: 84
Call expiration: 2024-12-13
Call strike: $82.00
Call premium: $2.20
Put expiration: 2024-12-06
Put strike: $86.00
Put premium: $2.85
Upper breakeven: $87.072
Lower breakeven: $80.928
Breakeven difference: $6.143

Capital One Financial (COF): $192.01
Normalized Breakeven Difference: 0.073
Implied Volatility: 0.265
Probability of Profit: 0.303
Expected Gain: -0.130
Escape ratio: 0.026
Cost of strangle: $945.00
Contract pairs tried: 320
Call expiration: 2024-12-06
Call strike: $187.50
Call premium: $5.70
Put expiration: 2024-12-13
Put strike: $192.50
Put premium: $3.75
Upper breakeven: $196.972
Lower breakeven: $183.028
Breakeven difference: $13.943

Applied Materials Inc (AMAT): $174.70
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.327
Probability of Profit: 0.403
Expected Gain: -0.041
Escape ratio: 0.021
Cost of strangle: $650.50
Contract pairs tried: 1,760
Call expiration: 2024-12-06
Call strike: $177.50
Call premium: $1.96
Put expiration: 2024-12-06
Put strike: $177.50
Put premium: $4.55
Upper breakeven: $184.027
Lower breakeven: $170.973
Breakeven difference: $13.053

CrowdStrike Holdings, Inc. (CRWD): $345.90
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.340
Probability of Profit: 0.394
Expected Gain: -0.042
Escape ratio: 0.032
Cost of strangle: $1527.50
Contract pairs tried: 3,599
Call expiration: 2024-12-06
Call strike: $345.00
Call premium: $6.95
Put expiration: 2024-12-06
Put strike: $350.00
Put premium: $8.32
Upper breakeven: $360.297
Lower breakeven: $334.703
Breakeven difference: $25.593

Advanced Micro Devices (AMD): $137.26
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.343
Probability of Profit: 0.397
Expected Gain: -0.056
Escape ratio: 0.032
Cost of strangle: $507.50
Contract pairs tried: 8,010
Call expiration: 2024-12-06
Call strike: $138.00
Call premium: $2.23
Put expiration: 2024-12-06
Put strike: $138.00
Put premium: $2.85
Upper breakeven: $143.097
Lower breakeven: $132.903
Breakeven difference: $10.193

Fox Corporation Class (FOXA): $47.03
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.191
Probability of Profit: 0.408
Expected Gain: -0.024
Escape ratio: 0.032
Cost of strangle: $197.50
Contract pairs tried: 90
Call expiration: 2024-12-20
Call strike: $47.00
Call premium: $0.97
Put expiration: 2024-12-20
Put strike: $47.50
Put premium: $1.00
Upper breakeven: $48.997
Lower breakeven: $45.503
Breakeven difference: $3.493

KraneShares CSI China (KWEB): $30.80
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.335
Probability of Profit: 0.383
Expected Gain: -0.090
Escape ratio: 0.035
Cost of strangle: $87.00
Contract pairs tried: 2,508
Call expiration: 2024-12-06
Call strike: $31.00
Call premium: $0.47
Put expiration: 2024-12-06
Put strike: $30.50
Put premium: $0.40
Upper breakeven: $31.892
Lower breakeven: $29.608
Breakeven difference: $2.283

Alcon Inc. Ordinary (ALC): $88.85
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.189
Probability of Profit: 0.414
Expected Gain: -0.018
Escape ratio: 0.025
Cost of strangle: $332.50
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $90.00
Call premium: $1.20
Put expiration: 2024-12-20
Put strike: $90.00
Put premium: $2.12
Upper breakeven: $93.347
Lower breakeven: $86.653
Breakeven difference: $6.693

Northrop Grumman Corp. (NOC): $489.65
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.192
Probability of Profit: 0.406
Expected Gain: -0.012
Escape ratio: 0.036
Cost of strangle: $2320.00
Contract pairs tried: 72
Call expiration: 2024-12-20
Call strike: $485.00
Call premium: $10.70
Put expiration: 2024-12-20
Put strike: $495.00
Put premium: $12.50
Upper breakeven: $508.222
Lower breakeven: $471.778
Breakeven difference: $36.443

Constellation Brands, Inc. (STZ): $240.95
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.227
Probability of Profit: 0.197
Expected Gain: -0.208
Escape ratio: 0.036
Cost of strangle: $1270.00
Contract pairs tried: 72
Call expiration: 2024-12-06
Call strike: $237.50
Call premium: $5.45
Put expiration: 2024-12-27
Put strike: $245.00
Put premium: $7.25
Upper breakeven: $250.222
Lower breakeven: $232.278
Breakeven difference: $17.943

American Electric Power (AEP): $100.00
Normalized Breakeven Difference: 0.074
Implied Volatility: 0.156
Probability of Profit: 0.308
Expected Gain: -0.219
Escape ratio: 0.037
Cost of strangle: $370.00
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $100.00
Call premium: $1.50
Put expiration: 2025-01-17
Put strike: $100.00
Put premium: $2.20
Upper breakeven: $103.722
Lower breakeven: $96.278
Breakeven difference: $7.443

Coupang, Inc. (CPNG): $25.36
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.263
Probability of Profit: 0.306
Expected Gain: -0.155
Escape ratio: 0.023
Cost of strangle: $119.00
Contract pairs tried: 588
Call expiration: 2024-12-06
Call strike: $25.50
Call premium: $0.32
Put expiration: 2024-12-13
Put strike: $26.00
Put premium: $0.87
Upper breakeven: $26.712
Lower breakeven: $24.788
Breakeven difference: $1.923

APA Corporation Common (APA): $22.65
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.332
Probability of Profit: 0.375
Expected Gain: -0.055
Escape ratio: 0.033
Cost of strangle: $108.00
Contract pairs tried: 532
Call expiration: 2024-12-06
Call strike: $22.50
Call premium: $0.49
Put expiration: 2024-12-06
Put strike: $23.00
Put premium: $0.59
Upper breakeven: $23.602
Lower breakeven: $21.898
Breakeven difference: $1.703

Broadcom Inc. Common (AVGO): $162.08
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.350
Probability of Profit: 0.399
Expected Gain: -0.053
Escape ratio: 0.035
Cost of strangle: $606.50
Contract pairs tried: 11,024
Call expiration: 2024-12-06
Call strike: $162.50
Call premium: $2.89
Put expiration: 2024-12-06
Put strike: $162.50
Put premium: $3.17
Upper breakeven: $168.587
Lower breakeven: $156.413
Breakeven difference: $12.173

ARK Innovation ETF (ARKK): $57.98
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.338
Probability of Profit: 0.389
Expected Gain: -0.043
Escape ratio: 0.029
Cost of strangle: $267.00
Contract pairs tried: 4,796
Call expiration: 2024-12-06
Call strike: $58.00
Call premium: $1.08
Put expiration: 2024-12-06
Put strike: $59.00
Put premium: $1.58
Upper breakeven: $60.692
Lower breakeven: $56.308
Breakeven difference: $4.383

Ford Motor Company (F): $11.13
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.267
Probability of Profit: 0.288
Expected Gain: -0.067
Escape ratio: 0.027
Cost of strangle: $65.00
Contract pairs tried: 880
Call expiration: 2024-12-06
Call strike: $11.00
Call premium: $0.24
Put expiration: 2024-12-06
Put strike: $11.50
Put premium: $0.41
Upper breakeven: $11.672
Lower breakeven: $10.828
Breakeven difference: $0.843

Royal Bank of (RY): $125.67
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.197
Probability of Profit: 0.419
Expected Gain: -0.015
Escape ratio: 0.032
Cost of strangle: $467.50
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $125.00
Call premium: $2.77
Put expiration: 2024-12-20
Put strike: $125.00
Put premium: $1.90
Upper breakeven: $129.697
Lower breakeven: $120.303
Breakeven difference: $9.393

Wynn Resorts Ltd (WYNN): $94.30
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.345
Probability of Profit: 0.393
Expected Gain: -0.063
Escape ratio: 0.031
Cost of strangle: $355.50
Contract pairs tried: 2,345
Call expiration: 2024-12-06
Call strike: $95.00
Call premium: $1.53
Put expiration: 2024-12-06
Put strike: $95.00
Put premium: $2.02
Upper breakeven: $98.577
Lower breakeven: $91.423
Breakeven difference: $7.153

Electronic Arts Inc (EA): $165.00
Normalized Breakeven Difference: 0.075
Implied Volatility: 0.237
Probability of Profit: 0.417
Expected Gain: 0.026
Escape ratio: 0.023
Cost of strangle: $880.00
Contract pairs tried: 55
Call expiration: 2024-12-13
Call strike: $165.00
Call premium: $1.85
Put expiration: 2024-12-20
Put strike: $170.00
Put premium: $6.95
Upper breakeven: $173.822
Lower breakeven: $161.178
Breakeven difference: $12.643

Toronto Dominion Bank (TD): $56.53
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.174
Probability of Profit: 0.385
Expected Gain: -0.078
Escape ratio: 0.021
Cost of strangle: $215.00
Contract pairs tried: 90
Call expiration: 2024-12-20
Call strike: $57.50
Call premium: $0.68
Put expiration: 2024-12-20
Put strike: $57.50
Put premium: $1.48
Upper breakeven: $59.672
Lower breakeven: $55.328
Breakeven difference: $4.343

Kenvue Inc. (KVUE): $24.08
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.219
Probability of Profit: 0.179
Expected Gain: -0.164
Escape ratio: 0.034
Cost of strangle: $138.50
Contract pairs tried: 96
Call expiration: 2024-12-20
Call strike: $23.50
Call premium: $0.89
Put expiration: 2024-12-06
Put strike: $24.50
Put premium: $0.50
Upper breakeven: $24.907
Lower breakeven: $23.093
Breakeven difference: $1.813

Delta Air Lines, (DAL): $63.82
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.353
Probability of Profit: 0.398
Expected Gain: -0.056
Escape ratio: 0.035
Cost of strangle: $240.50
Contract pairs tried: 3,813
Call expiration: 2024-12-06
Call strike: $64.00
Call premium: $1.21
Put expiration: 2024-12-06
Put strike: $64.00
Put premium: $1.20
Upper breakeven: $66.427
Lower breakeven: $61.573
Breakeven difference: $4.853

Global X Funds (BOTZ): $33.35
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.186
Probability of Profit: 0.382
Expected Gain: -0.055
Escape ratio: 0.034
Cost of strangle: $75.00
Contract pairs tried: 52
Call expiration: 2024-12-20
Call strike: $34.00
Call premium: $0.35
Put expiration: 2024-12-20
Put strike: $33.00
Put premium: $0.40
Upper breakeven: $34.772
Lower breakeven: $32.228
Breakeven difference: $2.543

Monster Beverage Corporation (MNST): $55.23
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.283
Probability of Profit: 0.372
Expected Gain: -0.074
Escape ratio: 0.016
Cost of strangle: $262.50
Contract pairs tried: 84
Call expiration: 2024-12-13
Call strike: $56.00
Call premium: $0.60
Put expiration: 2024-12-06
Put strike: $57.00
Put premium: $2.02
Upper breakeven: $58.647
Lower breakeven: $54.353
Breakeven difference: $4.293

Labcorp Holdings Inc. (LH): $241.16
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.199
Probability of Profit: 0.419
Expected Gain: -0.016
Escape ratio: 0.033
Cost of strangle: $910.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $240.00
Call premium: $5.55
Put expiration: 2024-12-20
Put strike: $240.00
Put premium: $3.55
Upper breakeven: $249.122
Lower breakeven: $230.878
Breakeven difference: $18.243

Sea Limited American (SE): $113.80
Normalized Breakeven Difference: 0.076
Implied Volatility: 0.340
Probability of Profit: 0.388
Expected Gain: -0.044
Escape ratio: 0.028
Cost of strangle: $535.00
Contract pairs tried: 2,232
Call expiration: 2024-12-06
Call strike: $114.00
Call premium: $2.10
Put expiration: 2024-12-06
Put strike: $116.00
Put premium: $3.25
Upper breakeven: $119.372
Lower breakeven: $110.628
Breakeven difference: $8.743

Nvidia Corp (NVDA): $138.14
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.354
Probability of Profit: 0.395
Expected Gain: -0.059
Escape ratio: 0.032
Cost of strangle: $531.00
Contract pairs tried: 32,340
Call expiration: 2024-12-06
Call strike: $139.00
Call premium: $2.36
Put expiration: 2024-12-06
Put strike: $139.00
Put premium: $2.95
Upper breakeven: $144.332
Lower breakeven: $133.668
Breakeven difference: $10.663

Global X Uranium (URA): $32.35
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.352
Probability of Profit: 0.391
Expected Gain: -0.070
Escape ratio: 0.034
Cost of strangle: $122.50
Contract pairs tried: 546
Call expiration: 2024-12-06
Call strike: $32.50
Call premium: $0.55
Put expiration: 2024-12-06
Put strike: $32.50
Put premium: $0.68
Upper breakeven: $33.747
Lower breakeven: $31.253
Breakeven difference: $2.493

Atlassian Corporation Class (TEAM): $263.98
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.360
Probability of Profit: 0.400
Expected Gain: -0.050
Escape ratio: 0.035
Cost of strangle: $1015.00
Contract pairs tried: 851
Call expiration: 2024-12-06
Call strike: $265.00
Call premium: $4.60
Put expiration: 2024-12-06
Put strike: $265.00
Put premium: $5.55
Upper breakeven: $275.172
Lower breakeven: $254.828
Breakeven difference: $20.343

Consolidated Edison, Inc. (ED): $100.59
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.193
Probability of Profit: 0.440
Expected Gain: 0.042
Escape ratio: 0.019
Cost of strangle: $502.50
Contract pairs tried: 24
Call expiration: 2024-12-20
Call strike: $97.50
Call premium: $3.90
Put expiration: 2024-12-20
Put strike: $100.00
Put premium: $1.12
Upper breakeven: $102.547
Lower breakeven: $94.953
Breakeven difference: $7.593

Roblox Corporation (RBLX): $50.13
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.357
Probability of Profit: 0.398
Expected Gain: -0.058
Escape ratio: 0.036
Cost of strangle: $190.50
Contract pairs tried: 1,792
Call expiration: 2024-12-06
Call strike: $50.00
Call premium: $1.04
Put expiration: 2024-12-06
Put strike: $50.00
Put premium: $0.86
Upper breakeven: $51.927
Lower breakeven: $48.073
Breakeven difference: $3.853

iShares Trust iShares (PFF): $32.89
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.154
Probability of Profit: 0.285
Expected Gain: -0.002
Escape ratio: 0.035
Cost of strangle: $225.00
Contract pairs tried: 1
Call expiration: 2024-12-20
Call strike: $32.00
Call premium: $0.93
Put expiration: 2024-12-20
Put strike: $34.00
Put premium: $1.32
Upper breakeven: $34.272
Lower breakeven: $31.728
Breakeven difference: $2.543

Snowflake Inc. (SNOW): $174.80
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.363
Probability of Profit: 0.403
Expected Gain: -0.046
Escape ratio: 0.037
Cost of strangle: $672.50
Contract pairs tried: 3,172
Call expiration: 2024-12-06
Call strike: $175.00
Call premium: $3.35
Put expiration: 2024-12-06
Put strike: $175.00
Put premium: $3.38
Upper breakeven: $181.747
Lower breakeven: $168.253
Breakeven difference: $13.493

Bank of Nova (BNS): $57.02
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.194
Probability of Profit: 0.398
Expected Gain: -0.052
Escape ratio: 0.031
Cost of strangle: $220.00
Contract pairs tried: 32
Call expiration: 2024-12-20
Call strike: $57.50
Call premium: $0.93
Put expiration: 2024-12-20
Put strike: $57.50
Put premium: $1.27
Upper breakeven: $59.722
Lower breakeven: $55.278
Breakeven difference: $4.443

Bank of New (BK): $81.87
Normalized Breakeven Difference: 0.077
Implied Volatility: 0.199
Probability of Profit: 0.408
Expected Gain: -0.033
Escape ratio: 0.031
Cost of strangle: $317.50
Contract pairs tried: 42
Call expiration: 2024-12-20
Call strike: $82.50
Call premium: $1.45
Put expiration: 2024-12-20
Put strike: $82.50
Put premium: $1.73
Upper breakeven: $85.697
Lower breakeven: $79.303
Breakeven difference: $6.393

Zimmer Biomet Holdings, (ZBH): $112.10
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.179
Probability of Profit: 0.352
Expected Gain: -0.015
Escape ratio: 0.035
Cost of strangle: $685.00
Contract pairs tried: 15
Call expiration: 2024-12-20
Call strike: $110.00
Call premium: $3.30
Put expiration: 2024-12-20
Put strike: $115.00
Put premium: $3.55
Upper breakeven: $116.872
Lower breakeven: $108.128
Breakeven difference: $8.743

Vanguard Energy ETF (VDE): $134.18
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.185
Probability of Profit: 0.383
Expected Gain: -0.027
Escape ratio: 0.030
Cost of strangle: $715.00
Contract pairs tried: 9
Call expiration: 2024-12-20
Call strike: $131.00
Call premium: $4.25
Put expiration: 2024-12-20
Put strike: $135.00
Put premium: $2.90
Upper breakeven: $138.172
Lower breakeven: $127.828
Breakeven difference: $10.343

Technology Select Sector (XLK): $233.73
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.159
Probability of Profit: 0.125
Expected Gain: -0.070
Escape ratio: 0.023
Cost of strangle: $1672.50
Contract pairs tried: 66
Call expiration: 2024-12-06
Call strike: $230.00
Call premium: $4.58
Put expiration: 2025-01-17
Put strike: $245.00
Put premium: $12.15
Upper breakeven: $246.747
Lower breakeven: $228.253
Breakeven difference: $18.493

Aercap Holdings N.V. (AER): $99.36
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.202
Probability of Profit: 0.410
Expected Gain: -0.028
Escape ratio: 0.033
Cost of strangle: $387.50
Contract pairs tried: 84
Call expiration: 2024-12-20
Call strike: $100.00
Call premium: $1.80
Put expiration: 2024-12-20
Put strike: $100.00
Put premium: $2.08
Upper breakeven: $103.897
Lower breakeven: $96.103
Breakeven difference: $7.793

Cloudflare, Inc. Class (NET): $99.83
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.340
Probability of Profit: 0.367
Expected Gain: -0.045
Escape ratio: 0.033
Cost of strangle: $541.00
Contract pairs tried: 2,952
Call expiration: 2024-12-06
Call strike: $99.00
Call premium: $2.47
Put expiration: 2024-12-06
Put strike: $102.00
Put premium: $2.94
Upper breakeven: $104.432
Lower breakeven: $96.568
Breakeven difference: $7.863

The Southern Company (SO): $89.13
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.127
Probability of Profit: 0.308
Expected Gain: -0.131
Escape ratio: 0.016
Cost of strangle: $480.00
Contract pairs tried: 18
Call expiration: 2024-12-20
Call strike: $90.00
Call premium: $1.10
Put expiration: 2025-01-17
Put strike: $92.50
Put premium: $3.70
Upper breakeven: $94.822
Lower breakeven: $87.678
Breakeven difference: $7.143

On Holding AG (ONON): $58.33
Normalized Breakeven Difference: 0.078
Implied Volatility: 0.357
Probability of Profit: 0.387
Expected Gain: -0.050
Escape ratio: 0.036
Cost of strangle: $277.00
Contract pairs tried: 1,000
Call expiration: 2024-12-06
Call strike: $58.00
Call premium: $1.33
Put expiration: 2024-12-06
Put strike: $59.00
Put premium: $1.44
Upper breakeven: $60.792
Lower breakeven: $56.208
Breakeven difference: $4.583

ProShares Short VIX (SVXY): $52.92
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.277
Probability of Profit: 0.267
Expected Gain: -0.249
Escape ratio: 0.036
Cost of strangle: $230.00
Contract pairs tried: 18
Call expiration: 2024-12-06
Call strike: $52.50
Call premium: $1.15
Put expiration: 2024-12-20
Put strike: $53.00
Put premium: $1.15
Upper breakeven: $54.822
Lower breakeven: $50.678
Breakeven difference: $4.143

Seagate Technology Holdings (STX): $101.33
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.352
Probability of Profit: 0.378
Expected Gain: -0.033
Escape ratio: 0.038
Cost of strangle: $547.50
Contract pairs tried: 660
Call expiration: 2024-12-06
Call strike: $100.00
Call premium: $2.80
Put expiration: 2024-12-06
Put strike: $103.00
Put premium: $2.67
Upper breakeven: $105.497
Lower breakeven: $97.503
Breakeven difference: $7.993

Dominion Energy, Inc. (D): $58.75
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.189
Probability of Profit: 0.369
Expected Gain: -0.006
Escape ratio: 0.040
Cost of strangle: $355.00
Contract pairs tried: 36
Call expiration: 2024-12-20
Call strike: $57.50
Call premium: $1.93
Put expiration: 2024-12-20
Put strike: $60.00
Put premium: $1.62
Upper breakeven: $61.072
Lower breakeven: $56.428
Breakeven difference: $4.643

U.S. Bancorp (USB): $53.29
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.218
Probability of Profit: 0.354
Expected Gain: -0.137
Escape ratio: 0.027
Cost of strangle: $211.50
Contract pairs tried: 245
Call expiration: 2024-12-13
Call strike: $54.00
Call premium: $0.68
Put expiration: 2024-12-20
Put strike: $54.00
Put premium: $1.44
Upper breakeven: $56.137
Lower breakeven: $51.863
Breakeven difference: $4.273

Hawaiian Electric Industries, (HE): $10.39
Normalized Breakeven Difference: 0.079
Implied Volatility: 0.340
Probability of Profit: 0.367
Expected Gain: -0.118
Escape ratio: 0.030
Cost of strangle: $39.50
Contract pairs tried: 66
Call expiration: 2024-12-06
Call strike: $10.50
Call premium: $0.17
Put expiration: 2024-12-06
Put strike: $10.50
Put premium: $0.23
Upper breakeven: $10.917
Lower breakeven: $10.083
Breakeven difference: $0.833

Exelon Corporation (EXC): $39.97
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.137
Probability of Profit: 0.249
Expected Gain: -0.203
Escape ratio: 0.028
Cost of strangle: $205.00
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $39.00
Call premium: $1.05
Put expiration: 2025-01-17
Put strike: $40.00
Put premium: $1.00
Upper breakeven: $41.072
Lower breakeven: $37.928
Breakeven difference: $3.143

HSBC Holdings PLC (HSBC): $46.89
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.148
Probability of Profit: 0.321
Expected Gain: -0.198
Escape ratio: 0.038
Cost of strangle: $185.00
Contract pairs tried: 10
Call expiration: 2024-12-27
Call strike: $47.00
Call premium: $0.82
Put expiration: 2025-01-17
Put strike: $47.00
Put premium: $1.02
Upper breakeven: $48.872
Lower breakeven: $45.128
Breakeven difference: $3.743

KKR & Co. (KKR): $162.87
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.291
Probability of Profit: 0.283
Expected Gain: -0.140
Escape ratio: 0.037
Cost of strangle: $895.00
Contract pairs tried: 224
Call expiration: 2024-12-06
Call strike: $160.00
Call premium: $4.35
Put expiration: 2024-12-13
Put strike: $165.00
Put premium: $4.60
Upper breakeven: $168.972
Lower breakeven: $156.028
Breakeven difference: $12.943

Dick's Sporting Goods, (DKS): $207.24
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.332
Probability of Profit: 0.384
Expected Gain: -0.063
Escape ratio: 0.021
Cost of strangle: $965.00
Contract pairs tried: 899
Call expiration: 2024-12-06
Call strike: $210.00
Call premium: $2.95
Put expiration: 2024-12-06
Put strike: $212.50
Put premium: $6.70
Upper breakeven: $219.672
Lower breakeven: $202.828
Breakeven difference: $16.843

Everest Group, Ltd. (EG): $387.56
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.208
Probability of Profit: 0.412
Expected Gain: -0.024
Escape ratio: 0.034
Cost of strangle: $1555.00
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $390.00
Call premium: $7.25
Put expiration: 2024-12-20
Put strike: $390.00
Put premium: $8.30
Upper breakeven: $405.572
Lower breakeven: $374.428
Breakeven difference: $31.143

The Allstate Corporation (ALL): $207.39
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.204
Probability of Profit: 0.410
Expected Gain: -0.026
Escape ratio: 0.028
Cost of strangle: $840.00
Contract pairs tried: 24
Call expiration: 2024-12-20
Call strike: $210.00
Call premium: $3.20
Put expiration: 2024-12-20
Put strike: $210.00
Put premium: $5.20
Upper breakeven: $218.422
Lower breakeven: $201.578
Breakeven difference: $16.843

EQT CORP (EQT): $45.44
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.306
Probability of Profit: 0.305
Expected Gain: -0.023
Escape ratio: 0.034
Cost of strangle: $306.50
Contract pairs tried: 972
Call expiration: 2024-12-06
Call strike: $44.50
Call premium: $1.29
Put expiration: 2024-12-06
Put strike: $47.00
Put premium: $1.77
Upper breakeven: $47.587
Lower breakeven: $43.913
Breakeven difference: $3.673

Western Digital Corp. (WDC): $72.99
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.379
Probability of Profit: 0.402
Expected Gain: -0.047
Escape ratio: 0.040
Cost of strangle: $291.50
Contract pairs tried: 2,496
Call expiration: 2024-12-06
Call strike: $73.00
Call premium: $1.48
Put expiration: 2024-12-06
Put strike: $73.00
Put premium: $1.44
Upper breakeven: $75.937
Lower breakeven: $70.063
Breakeven difference: $5.873

Humana Inc. (HUM): $296.38
Normalized Breakeven Difference: 0.080
Implied Volatility: 0.376
Probability of Profit: 0.404
Expected Gain: -0.047
Escape ratio: 0.035
Cost of strangle: $1185.00
Contract pairs tried: 980
Call expiration: 2024-12-06
Call strike: $295.00
Call premium: $6.90
Put expiration: 2024-12-06
Put strike: $295.00
Put premium: $4.95
Upper breakeven: $306.872
Lower breakeven: $283.128
Breakeven difference: $23.743

Cincinnati Financial Corp (CINF): $158.66
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.209
Probability of Profit: 0.412
Expected Gain: -0.024
Escape ratio: 0.032
Cost of strangle: $642.50
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $160.00
Call premium: $3.17
Put expiration: 2024-12-20
Put strike: $160.00
Put premium: $3.25
Upper breakeven: $166.447
Lower breakeven: $153.553
Breakeven difference: $12.893

The Sherwin-Williams Company (SHW): $397.40
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.171
Probability of Profit: 0.316
Expected Gain: -0.203
Escape ratio: 0.034
Cost of strangle: $1610.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $400.00
Call premium: $6.00
Put expiration: 2025-01-17
Put strike: $400.00
Put premium: $10.10
Upper breakeven: $416.122
Lower breakeven: $383.878
Breakeven difference: $32.243

MicroSectors FANG+ ETNs (FNGS): $53.78
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.206
Probability of Profit: 0.414
Expected Gain: -0.001
Escape ratio: 0.027
Cost of strangle: $267.50
Contract pairs tried: 36
Call expiration: 2024-12-20
Call strike: $54.00
Call premium: $0.93
Put expiration: 2024-12-20
Put strike: $55.00
Put premium: $1.75
Upper breakeven: $56.697
Lower breakeven: $52.303
Breakeven difference: $4.393

US Foods Holding (USFD): $69.77
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.211
Probability of Profit: 0.413
Expected Gain: -0.024
Escape ratio: 0.037
Cost of strangle: $280.00
Contract pairs tried: 17
Call expiration: 2024-12-20
Call strike: $70.00
Call premium: $1.45
Put expiration: 2024-12-20
Put strike: $70.00
Put premium: $1.35
Upper breakeven: $72.822
Lower breakeven: $67.178
Breakeven difference: $5.643

Crocs, Inc. (CROX): $105.67
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.359
Probability of Profit: 0.395
Expected Gain: -0.071
Escape ratio: 0.029
Cost of strangle: $370.00
Contract pairs tried: 2,204
Call expiration: 2024-12-06
Call strike: $105.00
Call premium: $2.38
Put expiration: 2024-12-06
Put strike: $104.00
Put premium: $1.32
Upper breakeven: $108.722
Lower breakeven: $100.278
Breakeven difference: $8.443

iShares Core S&P (IJH): $67.40
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.187
Probability of Profit: 0.379
Expected Gain: 0.007
Escape ratio: 0.025
Cost of strangle: $425.00
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $67.00
Call premium: $1.32
Put expiration: 2024-12-20
Put strike: $70.00
Put premium: $2.92
Upper breakeven: $71.272
Lower breakeven: $65.728
Breakeven difference: $5.543

State Street Corporation (STT): $98.51
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.201
Probability of Profit: 0.406
Expected Gain: -0.035
Escape ratio: 0.026
Cost of strangle: $402.50
Contract pairs tried: 36
Call expiration: 2024-12-20
Call strike: $100.00
Call premium: $1.48
Put expiration: 2024-12-20
Put strike: $100.00
Put premium: $2.55
Upper breakeven: $104.047
Lower breakeven: $95.953
Breakeven difference: $8.093

Air Products & (APD): $334.33
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.205
Probability of Profit: 0.396
Expected Gain: -0.010
Escape ratio: 0.039
Cost of strangle: $1855.00
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $330.00
Call premium: $9.40
Put expiration: 2024-12-20
Put strike: $340.00
Put premium: $9.15
Upper breakeven: $348.572
Lower breakeven: $321.428
Breakeven difference: $27.143

iShares Global Clean (ICLN): $12.30
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.285
Probability of Profit: 0.268
Expected Gain: -0.118
Escape ratio: 0.036
Cost of strangle: $72.50
Contract pairs tried: 40
Call expiration: 2024-12-13
Call strike: $12.00
Call premium: $0.50
Put expiration: 2024-12-06
Put strike: $12.50
Put premium: $0.23
Upper breakeven: $12.747
Lower breakeven: $11.753
Breakeven difference: $0.993

Johnson Controls International (JCI): $83.86
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.210
Probability of Profit: 0.419
Expected Gain: -0.008
Escape ratio: 0.028
Cost of strangle: $342.50
Contract pairs tried: 64
Call expiration: 2024-12-20
Call strike: $85.00
Call premium: $1.15
Put expiration: 2024-12-20
Put strike: $85.00
Put premium: $2.27
Upper breakeven: $88.447
Lower breakeven: $81.553
Breakeven difference: $6.893

Fidelity National Information (FIS): $85.30
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.187
Probability of Profit: 0.160
Expected Gain: -0.515
Escape ratio: 0.024
Cost of strangle: $275.00
Contract pairs tried: 18
Call expiration: 2025-01-17
Call strike: $87.50
Call premium: $1.57
Put expiration: 2024-12-06
Put strike: $86.00
Put premium: $1.18
Upper breakeven: $90.272
Lower breakeven: $83.228
Breakeven difference: $7.043

Norwegian Cruise Line (NCLH): $26.89
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.364
Probability of Profit: 0.385
Expected Gain: -0.087
Escape ratio: 0.035
Cost of strangle: $81.50
Contract pairs tried: 900
Call expiration: 2024-12-06
Call strike: $27.00
Call premium: $0.48
Put expiration: 2024-12-06
Put strike: $26.50
Put premium: $0.33
Upper breakeven: $27.837
Lower breakeven: $25.663
Breakeven difference: $2.173

L3Harris Technologies, Inc. (LHX): $246.25
Normalized Breakeven Difference: 0.081
Implied Volatility: 0.202
Probability of Profit: 0.393
Expected Gain: 0.010
Escape ratio: 0.035
Cost of strangle: $1495.00
Contract pairs tried: 30
Call expiration: 2024-12-20
Call strike: $240.00
Call premium: $9.10
Put expiration: 2024-12-20
Put strike: $250.00
Put premium: $5.85
Upper breakeven: $254.972
Lower breakeven: $235.028
Breakeven difference: $19.943

Zillow Group, Inc. (Z): $84.76
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.375
Probability of Profit: 0.393
Expected Gain: -0.052
Escape ratio: 0.038
Cost of strangle: $392.50
Contract pairs tried: 1,656
Call expiration: 2024-12-06
Call strike: $84.00
Call premium: $2.08
Put expiration: 2024-12-06
Put strike: $85.00
Put premium: $1.84
Upper breakeven: $87.947
Lower breakeven: $81.053
Breakeven difference: $6.893

Hilton Worldwide Holdings (HLT): $253.44
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.195
Probability of Profit: 0.370
Expected Gain: -0.019
Escape ratio: 0.035
Cost of strangle: $1540.00
Contract pairs tried: 15
Call expiration: 2024-12-20
Call strike: $250.00
Call premium: $7.45
Put expiration: 2024-12-20
Put strike: $260.00
Put premium: $7.95
Upper breakeven: $265.422
Lower breakeven: $244.578
Breakeven difference: $20.843

Hologic Inc (HOLX): $78.36
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.187
Probability of Profit: 0.393
Expected Gain: -0.063
Escape ratio: 0.021
Cost of strangle: $325.00
Contract pairs tried: 27
Call expiration: 2024-12-20
Call strike: $80.00
Call premium: $1.52
Put expiration: 2024-12-20
Put strike: $80.00
Put premium: $1.73
Upper breakeven: $83.272
Lower breakeven: $76.728
Breakeven difference: $6.543

Etsy, Inc. (ETSY): $55.00
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.385
Probability of Profit: 0.402
Expected Gain: -0.049
Escape ratio: 0.041
Cost of strangle: $223.00
Contract pairs tried: 1,247
Call expiration: 2024-12-06
Call strike: $55.00
Call premium: $1.11
Put expiration: 2024-12-06
Put strike: $55.00
Put premium: $1.12
Upper breakeven: $57.252
Lower breakeven: $52.748
Breakeven difference: $4.503

DraftKings Inc. Class (DKNG): $43.70
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.365
Probability of Profit: 0.381
Expected Gain: -0.050
Escape ratio: 0.036
Cost of strangle: $226.00
Contract pairs tried: 2,788
Call expiration: 2024-12-06
Call strike: $43.00
Call premium: $1.20
Put expiration: 2024-12-06
Put strike: $44.00
Put premium: $1.06
Upper breakeven: $45.282
Lower breakeven: $41.718
Breakeven difference: $3.563

T Rowe Price (TROW): $123.27
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.213
Probability of Profit: 0.422
Expected Gain: -0.002
Escape ratio: 0.028
Cost of strangle: $510.00
Contract pairs tried: 40
Call expiration: 2024-12-20
Call strike: $125.00
Call premium: $1.55
Put expiration: 2024-12-20
Put strike: $125.00
Put premium: $3.55
Upper breakeven: $130.122
Lower breakeven: $119.878
Breakeven difference: $10.243

iShares Core S&P (IJR): $126.53
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.207
Probability of Profit: 0.406
Expected Gain: -0.046
Escape ratio: 0.033
Cost of strangle: $462.50
Contract pairs tried: 126
Call expiration: 2024-12-20
Call strike: $126.00
Call premium: $2.75
Put expiration: 2024-12-20
Put strike: $125.00
Put premium: $1.88
Upper breakeven: $130.647
Lower breakeven: $120.353
Breakeven difference: $10.293

Vanguard Small-Cap ETF (VB): $260.51
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.217
Probability of Profit: 0.419
Expected Gain: -0.014
Escape ratio: 0.039
Cost of strangle: $1065.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $260.00
Call premium: $5.95
Put expiration: 2024-12-20
Put strike: $260.00
Put premium: $4.70
Upper breakeven: $270.672
Lower breakeven: $249.328
Breakeven difference: $21.343

Xylem Inc (XYL): $126.75
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.206
Probability of Profit: 0.418
Expected Gain: -0.022
Escape ratio: 0.027
Cost of strangle: $512.50
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $125.00
Call premium: $3.60
Put expiration: 2024-12-20
Put strike: $125.00
Put premium: $1.52
Upper breakeven: $130.147
Lower breakeven: $119.853
Breakeven difference: $10.293

O'Reilly Automotive, Inc. (ORLY): $1241.01
Normalized Breakeven Difference: 0.082
Implied Volatility: 0.211
Probability of Profit: 0.402
Expected Gain: -0.026
Escape ratio: 0.038
Cost of strangle: $3630.00
Contract pairs tried: 1
Call expiration: 2024-12-20
Call strike: $1260.00
Call premium: $18.65
Put expiration: 2024-12-20
Put strike: $1230.00
Put premium: $17.65
Upper breakeven: $1296.322
Lower breakeven: $1193.678
Breakeven difference: $102.643

Vodafone Group PLC (VOD): $8.91
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.208
Probability of Profit: 0.301
Expected Gain: -0.239
Escape ratio: 0.032
Cost of strangle: $35.00
Contract pairs tried: 12
Call expiration: 2024-12-13
Call strike: $9.00
Call premium: $0.15
Put expiration: 2024-12-20
Put strike: $9.00
Put premium: $0.20
Upper breakeven: $9.372
Lower breakeven: $8.628
Breakeven difference: $0.743

Restaurant Brands International (QSR): $69.61
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.218
Probability of Profit: 0.417
Expected Gain: -0.015
Escape ratio: 0.036
Cost of strangle: $287.50
Contract pairs tried: 54
Call expiration: 2024-12-20
Call strike: $70.00
Call premium: $1.18
Put expiration: 2024-12-20
Put strike: $70.00
Put premium: $1.70
Upper breakeven: $72.897
Lower breakeven: $67.103
Breakeven difference: $5.793

American Airlines Group (AAL): $14.54
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.374
Probability of Profit: 0.385
Expected Gain: -0.087
Escape ratio: 0.039
Cost of strangle: $58.00
Contract pairs tried: 2,052
Call expiration: 2024-12-06
Call strike: $14.50
Call premium: $0.30
Put expiration: 2024-12-06
Put strike: $14.50
Put premium: $0.28
Upper breakeven: $15.102
Lower breakeven: $13.898
Breakeven difference: $1.203

Lam Research Corp (LRCX): $74.05
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.385
Probability of Profit: 0.399
Expected Gain: -0.050
Escape ratio: 0.037
Cost of strangle: $329.00
Contract pairs tried: 4,104
Call expiration: 2024-12-06
Call strike: $73.50
Call premium: $1.67
Put expiration: 2024-12-06
Put strike: $74.00
Put premium: $1.62
Upper breakeven: $76.812
Lower breakeven: $70.688
Breakeven difference: $6.123

Bank of Montreal (BMO): $95.25
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.221
Probability of Profit: 0.423
Expected Gain: -0.006
Escape ratio: 0.039
Cost of strangle: $392.50
Contract pairs tried: 18
Call expiration: 2024-12-20
Call strike: $95.00
Call premium: $2.23
Put expiration: 2024-12-20
Put strike: $95.00
Put premium: $1.70
Upper breakeven: $98.947
Lower breakeven: $91.053
Breakeven difference: $7.893

A.O. Smith Corporation (AOS): $74.49
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.216
Probability of Profit: 0.410
Expected Gain: -0.029
Escape ratio: 0.035
Cost of strangle: $310.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $75.00
Call premium: $1.40
Put expiration: 2024-12-20
Put strike: $75.00
Put premium: $1.70
Upper breakeven: $78.122
Lower breakeven: $71.878
Breakeven difference: $6.243

Gartner, Inc. (IT): $517.93
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.217
Probability of Profit: 0.417
Expected Gain: -0.002
Escape ratio: 0.036
Cost of strangle: $2645.00
Contract pairs tried: 1
Call expiration: 2024-12-20
Call strike: $510.00
Call premium: $16.55
Put expiration: 2024-12-20
Put strike: $520.00
Put premium: $9.90
Upper breakeven: $536.472
Lower breakeven: $493.528
Breakeven difference: $42.943

Dropbox, Inc. Class (DBX): $27.52
Normalized Breakeven Difference: 0.083
Implied Volatility: 0.285
Probability of Profit: 0.250
Expected Gain: -0.156
Escape ratio: 0.041
Cost of strangle: $162.50
Contract pairs tried: 85
Call expiration: 2024-12-06
Call strike: $27.00
Call premium: $0.82
Put expiration: 2024-12-20
Put strike: $28.00
Put premium: $0.80
Upper breakeven: $28.647
Lower breakeven: $26.353
Breakeven difference: $2.293

MSCI, Inc. (MSCI): $609.63
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.215
Probability of Profit: 0.412
Expected Gain: -0.015
Escape ratio: 0.034
Cost of strangle: $3030.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $600.00
Call premium: $18.40
Put expiration: 2024-12-20
Put strike: $610.00
Put premium: $11.90
Upper breakeven: $630.322
Lower breakeven: $579.678
Breakeven difference: $50.643

Energy Select Sector (XLE): $95.53
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.190
Probability of Profit: 0.418
Expected Gain: -0.017
Escape ratio: 0.039
Cost of strangle: $372.00
Contract pairs tried: 7
Call expiration: 2024-12-27
Call strike: $95.50
Call premium: $1.89
Put expiration: 2024-12-27
Put strike: $95.00
Put premium: $1.83
Upper breakeven: $99.242
Lower breakeven: $91.258
Breakeven difference: $7.983

Las Vegas Sands (LVS): $53.06
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.329
Probability of Profit: 0.315
Expected Gain: -0.209
Escape ratio: 0.041
Cost of strangle: $220.50
Contract pairs tried: 660
Call expiration: 2024-12-06
Call strike: $53.00
Call premium: $1.06
Put expiration: 2024-12-13
Put strike: $53.00
Put premium: $1.14
Upper breakeven: $55.227
Lower breakeven: $50.773
Breakeven difference: $4.453

Alerian MLP ETF (AMLP): $51.32
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.162
Probability of Profit: 0.316
Expected Gain: -0.250
Escape ratio: 0.025
Cost of strangle: $160.00
Contract pairs tried: 13
Call expiration: 2024-12-20
Call strike: $51.00
Call premium: $0.95
Put expiration: 2025-01-17
Put strike: $50.00
Put premium: $0.65
Upper breakeven: $52.622
Lower breakeven: $48.378
Breakeven difference: $4.243

Toyota Motor Corporation (TM): $170.63
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.206
Probability of Profit: 0.387
Expected Gain: -0.025
Escape ratio: 0.032
Cost of strangle: $975.00
Contract pairs tried: 100
Call expiration: 2024-12-20
Call strike: $170.00
Call premium: $3.95
Put expiration: 2024-12-20
Put strike: $175.00
Put premium: $5.80
Upper breakeven: $179.772
Lower breakeven: $165.228
Breakeven difference: $14.543

Chubb Limited (CB): $288.73
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.199
Probability of Profit: 0.388
Expected Gain: -0.015
Escape ratio: 0.029
Cost of strangle: $1700.00
Contract pairs tried: 35
Call expiration: 2024-12-20
Call strike: $280.00
Call premium: $11.20
Put expiration: 2024-12-20
Put strike: $290.00
Put premium: $5.80
Upper breakeven: $297.022
Lower breakeven: $272.978
Breakeven difference: $24.043

Carvana Co. (CVNA): $260.42
Normalized Breakeven Difference: 0.084
Implied Volatility: 0.397
Probability of Profit: 0.403
Expected Gain: -0.047
Escape ratio: 0.041
Cost of strangle: $1095.00
Contract pairs tried: 2,576
Call expiration: 2024-12-06
Call strike: $260.00
Call premium: $5.70
Put expiration: 2024-12-06
Put strike: $260.00
Put premium: $5.25
Upper breakeven: $270.972
Lower breakeven: $249.028
Breakeven difference: $21.943

Cardinal Health, Inc. (CAH): $122.24
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.209
Probability of Profit: 0.399
Expected Gain: -0.030
Escape ratio: 0.029
Cost of strangle: $622.50
Contract pairs tried: 36
Call expiration: 2024-12-20
Call strike: $123.00
Call premium: $2.38
Put expiration: 2024-12-20
Put strike: $125.00
Put premium: $3.85
Upper breakeven: $129.247
Lower breakeven: $118.753
Breakeven difference: $10.493

Plains GP Holdings, (PAGP): $19.76
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.181
Probability of Profit: 0.331
Expected Gain: -0.179
Escape ratio: 0.031
Cost of strangle: $82.50
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $20.00
Call premium: $0.38
Put expiration: 2025-01-17
Put strike: $20.00
Put premium: $0.45
Upper breakeven: $20.847
Lower breakeven: $19.153
Breakeven difference: $1.693

Cognizant Technology Solutions (CTSH): $80.80
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.214
Probability of Profit: 0.395
Expected Gain: -0.011
Escape ratio: 0.037
Cost of strangle: $467.50
Contract pairs tried: 60
Call expiration: 2024-12-20
Call strike: $80.00
Call premium: $2.05
Put expiration: 2024-12-20
Put strike: $82.50
Put premium: $2.62
Upper breakeven: $84.697
Lower breakeven: $77.803
Breakeven difference: $6.893

GE Vernova Inc. (GEV): $334.12
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.395
Probability of Profit: 0.397
Expected Gain: -0.048
Escape ratio: 0.036
Cost of strangle: $1555.00
Contract pairs tried: 2,640
Call expiration: 2024-12-06
Call strike: $335.00
Call premium: $6.95
Put expiration: 2024-12-06
Put strike: $337.50
Put premium: $8.60
Upper breakeven: $350.572
Lower breakeven: $321.928
Breakeven difference: $28.643

Illumina Inc (ILMN): $143.81
Normalized Breakeven Difference: 0.085
Implied Volatility: 0.382
Probability of Profit: 0.393
Expected Gain: -0.009
Escape ratio: 0.033
Cost of strangle: $855.00
Contract pairs tried: 703
Call expiration: 2024-12-06
Call strike: $140.00
Call premium: $5.50
Put expiration: 2024-12-06
Put strike: $145.00
Put premium: $3.05
Upper breakeven: $148.572
Lower breakeven: $136.428
Breakeven difference: $12.143

Emerson Electric Co. (EMR): $132.60
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.178
Probability of Profit: 0.311
Expected Gain: -0.168
Escape ratio: 0.033
Cost of strangle: $672.50
Contract pairs tried: 9
Call expiration: 2024-12-20
Call strike: $133.00
Call premium: $2.38
Put expiration: 2025-01-17
Put strike: $135.00
Put premium: $4.35
Upper breakeven: $139.747
Lower breakeven: $128.253
Breakeven difference: $11.493

Cencora, Inc. (COR): $251.55
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.180
Probability of Profit: 0.316
Expected Gain: -0.208
Escape ratio: 0.036
Cost of strangle: $1070.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $250.00
Call premium: $5.50
Put expiration: 2025-01-17
Put strike: $250.00
Put premium: $5.20
Upper breakeven: $260.722
Lower breakeven: $239.278
Breakeven difference: $21.443

Garmin Ltd (GRMN): $212.60
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.201
Probability of Profit: 0.369
Expected Gain: -0.003
Escape ratio: 0.032
Cost of strangle: $1420.00
Contract pairs tried: 21
Call expiration: 2024-12-20
Call strike: $210.00
Call premium: $5.50
Put expiration: 2024-12-20
Put strike: $220.00
Put premium: $8.70
Upper breakeven: $224.222
Lower breakeven: $205.778
Breakeven difference: $18.443

Martin Marietta Materials (MLM): $600.00
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.226
Probability of Profit: 0.417
Expected Gain: -0.002
Escape ratio: 0.035
Cost of strangle: $3095.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $600.00
Call premium: $12.70
Put expiration: 2024-12-20
Put strike: $610.00
Put premium: $18.25
Upper breakeven: $630.972
Lower breakeven: $579.028
Breakeven difference: $51.943

Genuine Parts Company (GPC): $126.73
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.211
Probability of Profit: 0.408
Expected Gain: -0.044
Escape ratio: 0.029
Cost of strangle: $535.00
Contract pairs tried: 18
Call expiration: 2024-12-20
Call strike: $125.00
Call premium: $3.30
Put expiration: 2024-12-20
Put strike: $125.00
Put premium: $2.05
Upper breakeven: $130.372
Lower breakeven: $119.628
Breakeven difference: $10.743

Veralto Corporation (VLTO): $108.19
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.204
Probability of Profit: 0.373
Expected Gain: -0.003
Escape ratio: 0.036
Cost of strangle: $710.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $105.00
Call premium: $4.35
Put expiration: 2024-12-20
Put strike: $110.00
Put premium: $2.75
Upper breakeven: $112.122
Lower breakeven: $102.878
Breakeven difference: $9.243

Constellation Energy Corporation (CEG): $256.56
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.395
Probability of Profit: 0.390
Expected Gain: -0.043
Escape ratio: 0.039
Cost of strangle: $1355.00
Contract pairs tried: 1,334
Call expiration: 2024-12-06
Call strike: $255.00
Call premium: $6.45
Put expiration: 2024-12-06
Put strike: $260.00
Put premium: $7.10
Upper breakeven: $268.572
Lower breakeven: $246.428
Breakeven difference: $22.143

Maplebear Inc. Common (CART): $43.75
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.384
Probability of Profit: 0.384
Expected Gain: -0.085
Escape ratio: 0.037
Cost of strangle: $135.00
Contract pairs tried: 250
Call expiration: 2024-12-06
Call strike: $44.00
Call premium: $0.78
Put expiration: 2024-12-06
Put strike: $43.00
Put premium: $0.57
Upper breakeven: $45.372
Lower breakeven: $41.628
Breakeven difference: $3.743

Ally Financial Inc. (ALLY): $39.98
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.331
Probability of Profit: 0.306
Expected Gain: -0.223
Escape ratio: 0.043
Cost of strangle: $170.00
Contract pairs tried: 1,470
Call expiration: 2024-12-06
Call strike: $40.00
Call premium: $0.68
Put expiration: 2024-12-13
Put strike: $40.00
Put premium: $1.02
Upper breakeven: $41.722
Lower breakeven: $38.278
Breakeven difference: $3.443

ON Semiconductor Corp (ON): $71.15
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.396
Probability of Profit: 0.399
Expected Gain: -0.050
Escape ratio: 0.032
Cost of strangle: $308.00
Contract pairs tried: 1,564
Call expiration: 2024-12-06
Call strike: $72.00
Call premium: $1.11
Put expiration: 2024-12-06
Put strike: $72.00
Put premium: $1.97
Upper breakeven: $75.102
Lower breakeven: $68.898
Breakeven difference: $6.203

ProShares UltraShort S&P500 (SDS): $19.03
Normalized Breakeven Difference: 0.086
Implied Volatility: 0.224
Probability of Profit: 0.409
Expected Gain: -0.034
Escape ratio: 0.042
Cost of strangle: $80.00
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $19.00
Call premium: $0.42
Put expiration: 2024-12-20
Put strike: $19.00
Put premium: $0.38
Upper breakeven: $19.822
Lower breakeven: $18.178
Breakeven difference: $1.643

HCA Healthcare, Inc. (HCA): $327.22
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.225
Probability of Profit: 0.411
Expected Gain: -0.025
Escape ratio: 0.035
Cost of strangle: $1430.00
Contract pairs tried: 88
Call expiration: 2024-12-20
Call strike: $330.00
Call premium: $6.30
Put expiration: 2024-12-20
Put strike: $330.00
Put premium: $8.00
Upper breakeven: $344.322
Lower breakeven: $315.678
Breakeven difference: $28.643

TotalEnergies SE (TTE): $57.99
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.229
Probability of Profit: 0.427
Expected Gain: -0.001
Escape ratio: 0.035
Cost of strangle: $247.50
Contract pairs tried: 70
Call expiration: 2024-12-20
Call strike: $57.50
Call premium: $1.55
Put expiration: 2024-12-20
Put strike: $57.50
Put premium: $0.93
Upper breakeven: $59.997
Lower breakeven: $55.003
Breakeven difference: $4.993

Prudential Financial, Inc. (PRU): $129.41
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.179
Probability of Profit: 0.299
Expected Gain: -0.230
Escape ratio: 0.039
Cost of strangle: $562.50
Contract pairs tried: 27
Call expiration: 2024-12-20
Call strike: $130.00
Call premium: $2.08
Put expiration: 2025-01-17
Put strike: $130.00
Put premium: $3.55
Upper breakeven: $135.647
Lower breakeven: $124.353
Breakeven difference: $11.293

ProShares UltraPro QQQ (TQQQ): $79.97
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.400
Probability of Profit: 0.400
Expected Gain: -0.048
Escape ratio: 0.031
Cost of strangle: $351.00
Contract pairs tried: 11,610
Call expiration: 2024-12-06
Call strike: $81.00
Call premium: $1.23
Put expiration: 2024-12-06
Put strike: $81.00
Put premium: $2.29
Upper breakeven: $84.532
Lower breakeven: $77.468
Breakeven difference: $7.063

FLEX LNG Ltd. (FLNG): $24.14
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.233
Probability of Profit: 0.428
Expected Gain: 0.003
Escape ratio: 0.038
Cost of strangle: $102.50
Contract pairs tried: 8
Call expiration: 2024-12-20
Call strike: $24.00
Call premium: $0.62
Put expiration: 2024-12-20
Put strike: $24.00
Put premium: $0.40
Upper breakeven: $25.047
Lower breakeven: $22.953
Breakeven difference: $2.093

Direxion Daily 20+ (TMF): $49.79
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.396
Probability of Profit: 0.389
Expected Gain: -0.059
Escape ratio: 0.035
Cost of strangle: $242.00
Contract pairs tried: 7,370
Call expiration: 2024-12-06
Call strike: $50.00
Call premium: $1.04
Put expiration: 2024-12-06
Put strike: $50.50
Put premium: $1.38
Upper breakeven: $52.442
Lower breakeven: $48.058
Breakeven difference: $4.383

Fifth Third Bancorp (FITB): $47.69
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.231
Probability of Profit: 0.419
Expected Gain: -0.011
Escape ratio: 0.037
Cost of strangle: $207.50
Contract pairs tried: 138
Call expiration: 2024-12-20
Call strike: $48.00
Call premium: $1.12
Put expiration: 2024-12-20
Put strike: $48.00
Put premium: $0.95
Upper breakeven: $50.097
Lower breakeven: $45.903
Breakeven difference: $4.193

Planet Fitness, Inc. (PLNT): $99.55
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.229
Probability of Profit: 0.413
Expected Gain: -0.024
Escape ratio: 0.039
Cost of strangle: $435.00
Contract pairs tried: 55
Call expiration: 2024-12-20
Call strike: $100.00
Call premium: $2.10
Put expiration: 2024-12-20
Put strike: $100.00
Put premium: $2.25
Upper breakeven: $104.372
Lower breakeven: $95.628
Breakeven difference: $8.743

VICI Properties Inc. (VICI): $32.61
Normalized Breakeven Difference: 0.087
Implied Volatility: 0.178
Probability of Profit: 0.297
Expected Gain: -0.240
Escape ratio: 0.040
Cost of strangle: $140.00
Contract pairs tried: 16
Call expiration: 2024-12-20
Call strike: $32.50
Call premium: $0.57
Put expiration: 2025-01-17
Put strike: $32.50
Put premium: $0.82
Upper breakeven: $33.922
Lower breakeven: $31.078
Breakeven difference: $2.843

S&P Global Inc. (SPGI): $522.51
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.186
Probability of Profit: 0.312
Expected Gain: -0.156
Escape ratio: 0.039
Cost of strangle: $2800.00
Contract pairs tried: 15
Call expiration: 2024-12-20
Call strike: $520.00
Call premium: $12.15
Put expiration: 2025-01-17
Put strike: $530.00
Put premium: $15.85
Upper breakeven: $548.022
Lower breakeven: $501.978
Breakeven difference: $46.043

Toast, Inc. (TOST): $43.54
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.394
Probability of Profit: 0.400
Expected Gain: -0.058
Escape ratio: 0.031
Cost of strangle: $186.50
Contract pairs tried: 1,924
Call expiration: 2024-12-06
Call strike: $43.00
Call premium: $1.24
Put expiration: 2024-12-06
Put strike: $43.00
Put premium: $0.62
Upper breakeven: $44.887
Lower breakeven: $41.113
Breakeven difference: $3.773

PDD Holdings Inc. (PDD): $96.38
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.408
Probability of Profit: 0.397
Expected Gain: -0.048
Escape ratio: 0.043
Cost of strangle: $471.50
Contract pairs tried: 5,184
Call expiration: 2024-12-06
Call strike: $96.00
Call premium: $2.44
Put expiration: 2024-12-06
Put strike: $97.00
Put premium: $2.28
Upper breakeven: $100.737
Lower breakeven: $92.263
Breakeven difference: $8.473

Rio Tinto plc (RIO): $62.84
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.236
Probability of Profit: 0.429
Expected Gain: 0.006
Escape ratio: 0.038
Cost of strangle: $272.50
Contract pairs tried: 60
Call expiration: 2024-12-20
Call strike: $62.50
Call premium: $1.68
Put expiration: 2024-12-20
Put strike: $62.50
Put premium: $1.05
Upper breakeven: $65.247
Lower breakeven: $59.753
Breakeven difference: $5.493

CAVA Group, Inc. (CAVA): $140.90
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.411
Probability of Profit: 0.399
Expected Gain: -0.054
Escape ratio: 0.040
Cost of strangle: $570.00
Contract pairs tried: 6,474
Call expiration: 2024-12-06
Call strike: $142.00
Call premium: $2.62
Put expiration: 2024-12-06
Put strike: $141.00
Put premium: $3.08
Upper breakeven: $147.722
Lower breakeven: $135.278
Breakeven difference: $12.443

The Gap, Inc. (GAP): $24.25
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.395
Probability of Profit: 0.381
Expected Gain: -0.095
Escape ratio: 0.044
Cost of strangle: $79.50
Contract pairs tried: 1,032
Call expiration: 2024-12-06
Call strike: $24.50
Call premium: $0.39
Put expiration: 2024-12-06
Put strike: $24.00
Put premium: $0.41
Upper breakeven: $25.317
Lower breakeven: $23.183
Breakeven difference: $2.133

WEC Energy Group, (WEC): $101.05
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.160
Probability of Profit: 0.332
Expected Gain: -0.123
Escape ratio: 0.020
Cost of strangle: $557.50
Contract pairs tried: 11
Call expiration: 2024-12-20
Call strike: $97.50
Call premium: $3.95
Put expiration: 2025-01-17
Put strike: $100.00
Put premium: $1.62
Upper breakeven: $103.097
Lower breakeven: $94.403
Breakeven difference: $8.693

Trane Technologies plc (TT): $416.22
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.224
Probability of Profit: 0.401
Expected Gain: -0.020
Escape ratio: 0.041
Cost of strangle: $2325.00
Contract pairs tried: 30
Call expiration: 2024-12-20
Call strike: $410.00
Call premium: $12.65
Put expiration: 2024-12-20
Put strike: $420.00
Put premium: $10.60
Upper breakeven: $433.272
Lower breakeven: $396.728
Breakeven difference: $36.543

iShares Expanded Tech-Software (IGV): $104.76
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.223
Probability of Profit: 0.398
Expected Gain: -0.027
Escape ratio: 0.037
Cost of strangle: $312.50
Contract pairs tried: 154
Call expiration: 2024-12-20
Call strike: $107.00
Call premium: $1.40
Put expiration: 2024-12-20
Put strike: $104.00
Put premium: $1.73
Upper breakeven: $110.147
Lower breakeven: $100.853
Breakeven difference: $9.293

GENERAC HOLDINGS INC (GNRC): $188.20
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.300
Probability of Profit: 0.246
Expected Gain: -0.262
Escape ratio: 0.041
Cost of strangle: $955.00
Contract pairs tried: 242
Call expiration: 2024-12-06
Call strike: $187.50
Call premium: $3.40
Put expiration: 2024-12-20
Put strike: $190.00
Put premium: $6.15
Upper breakeven: $197.072
Lower breakeven: $180.428
Breakeven difference: $16.643

Direxion Daily 7-10 (TYD): $25.60
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.219
Probability of Profit: 0.402
Expected Gain: -0.043
Escape ratio: 0.029
Cost of strangle: $112.50
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $26.00
Call premium: $0.40
Put expiration: 2024-12-20
Put strike: $26.00
Put premium: $0.72
Upper breakeven: $27.147
Lower breakeven: $24.853
Breakeven difference: $2.293

PPL Corporation (PPL): $34.93
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.165
Probability of Profit: 0.282
Expected Gain: -0.164
Escape ratio: 0.031
Cost of strangle: $200.00
Contract pairs tried: 7
Call expiration: 2024-12-20
Call strike: $34.00
Call premium: $1.12
Put expiration: 2025-01-17
Put strike: $35.00
Put premium: $0.88
Upper breakeven: $36.022
Lower breakeven: $32.978
Breakeven difference: $3.043

Expand Energy Corporation (EXE): $98.96
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.227
Probability of Profit: 0.409
Expected Gain: -0.029
Escape ratio: 0.034
Cost of strangle: $439.00
Contract pairs tried: 65
Call expiration: 2024-12-20
Call strike: $100.00
Call premium: $1.80
Put expiration: 2024-12-20
Put strike: $100.00
Put premium: $2.59
Upper breakeven: $104.412
Lower breakeven: $95.588
Breakeven difference: $8.823

United Airlines Holdings, (UAL): $96.83
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.415
Probability of Profit: 0.401
Expected Gain: -0.049
Escape ratio: 0.042
Cost of strangle: $426.00
Contract pairs tried: 6,695
Call expiration: 2024-12-06
Call strike: $97.00
Call premium: $2.10
Put expiration: 2024-12-06
Put strike: $97.00
Put premium: $2.16
Upper breakeven: $101.282
Lower breakeven: $92.718
Breakeven difference: $8.563

DexCom, Inc. (DXCM): $77.86
Normalized Breakeven Difference: 0.088
Implied Volatility: 0.415
Probability of Profit: 0.401
Expected Gain: -0.050
Escape ratio: 0.042
Cost of strangle: $342.50
Contract pairs tried: 1,856
Call expiration: 2024-12-06
Call strike: $78.00
Call premium: $1.73
Put expiration: 2024-12-06
Put strike: $78.00
Put premium: $1.70
Upper breakeven: $81.447
Lower breakeven: $74.553
Breakeven difference: $6.893

iShares MSCI Brazil (EWZ): $25.52
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.286
Probability of Profit: 0.273
Expected Gain: -0.275
Escape ratio: 0.026
Cost of strangle: $113.00
Contract pairs tried: 39
Call expiration: 2024-12-20
Call strike: $26.00
Call premium: $0.43
Put expiration: 2024-12-06
Put strike: $26.00
Put premium: $0.70
Upper breakeven: $27.152
Lower breakeven: $24.848
Breakeven difference: $2.303

Bath & Body (BBWI): $36.24
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.397
Probability of Profit: 0.379
Expected Gain: -0.085
Escape ratio: 0.038
Cost of strangle: $110.00
Contract pairs tried: 936
Call expiration: 2024-12-06
Call strike: $37.00
Call premium: $0.50
Put expiration: 2024-12-06
Put strike: $36.00
Put premium: $0.60
Upper breakeven: $38.122
Lower breakeven: $34.878
Breakeven difference: $3.243

The Estee Lauder (EL): $72.12
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.410
Probability of Profit: 0.394
Expected Gain: -0.065
Escape ratio: 0.039
Cost of strangle: $270.00
Contract pairs tried: 2,376
Call expiration: 2024-12-06
Call strike: $73.00
Call premium: $1.32
Put expiration: 2024-12-06
Put strike: $72.00
Put premium: $1.38
Upper breakeven: $75.722
Lower breakeven: $69.278
Breakeven difference: $6.443

BILL Holdings, Inc. (BILL): $90.22
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.410
Probability of Profit: 0.395
Expected Gain: -0.058
Escape ratio: 0.036
Cost of strangle: $402.50
Contract pairs tried: 1,265
Call expiration: 2024-12-06
Call strike: $91.00
Call premium: $1.68
Put expiration: 2024-12-06
Put strike: $91.00
Put premium: $2.35
Upper breakeven: $95.047
Lower breakeven: $86.953
Breakeven difference: $8.093

Keurig Dr Pepper (KDP): $32.71
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.219
Probability of Profit: 0.392
Expected Gain: -0.048
Escape ratio: 0.038
Cost of strangle: $92.50
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $33.00
Call premium: $0.57
Put expiration: 2024-12-20
Put strike: $32.00
Put premium: $0.35
Upper breakeven: $33.947
Lower breakeven: $31.053
Breakeven difference: $2.893

Clorox Company (CLX): $167.17
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.149
Probability of Profit: 0.245
Expected Gain: -0.074
Escape ratio: 0.028
Cost of strangle: $1255.00
Contract pairs tried: 7
Call expiration: 2024-12-20
Call strike: $165.00
Call premium: $4.05
Put expiration: 2025-01-17
Put strike: $175.00
Put premium: $8.50
Upper breakeven: $177.572
Lower breakeven: $162.428
Breakeven difference: $15.143

VeriSign Inc (VRSN): $187.17
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.226
Probability of Profit: 0.410
Expected Gain: -0.027
Escape ratio: 0.030
Cost of strangle: $845.00
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $190.00
Call premium: $3.30
Put expiration: 2024-12-20
Put strike: $190.00
Put premium: $5.15
Upper breakeven: $198.472
Lower breakeven: $181.528
Breakeven difference: $16.943

VALE S.A. (VALE): $9.86
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.270
Probability of Profit: 0.223
Expected Gain: -0.359
Escape ratio: 0.031
Cost of strangle: $42.50
Contract pairs tried: 60
Call expiration: 2024-12-20
Call strike: $10.00
Call premium: $0.21
Put expiration: 2024-12-06
Put strike: $10.00
Put premium: $0.21
Upper breakeven: $10.447
Lower breakeven: $9.553
Breakeven difference: $0.893

Alexandria Real Estate (ARE): $110.23
Normalized Breakeven Difference: 0.089
Implied Volatility: 0.239
Probability of Profit: 0.423
Expected Gain: -0.005
Escape ratio: 0.043
Cost of strangle: $490.00
Contract pairs tried: 35
Call expiration: 2024-12-20
Call strike: $110.00
Call premium: $2.75
Put expiration: 2024-12-20
Put strike: $110.00
Put premium: $2.15
Upper breakeven: $114.922
Lower breakeven: $105.078
Breakeven difference: $9.843

Albemarle Corporation (ALB): $107.70
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.415
Probability of Profit: 0.396
Expected Gain: -0.059
Escape ratio: 0.038
Cost of strangle: $434.00
Contract pairs tried: 2,666
Call expiration: 2024-12-06
Call strike: $109.00
Call premium: $1.84
Put expiration: 2024-12-06
Put strike: $108.00
Put premium: $2.50
Upper breakeven: $113.362
Lower breakeven: $103.638
Breakeven difference: $9.723

ProShares UltraPro Short (SQQQ): $32.55
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.418
Probability of Profit: 0.399
Expected Gain: -0.055
Escape ratio: 0.043
Cost of strangle: $143.50
Contract pairs tried: 1,419
Call expiration: 2024-12-06
Call strike: $32.50
Call premium: $0.78
Put expiration: 2024-12-06
Put strike: $32.50
Put premium: $0.66
Upper breakeven: $33.957
Lower breakeven: $31.043
Breakeven difference: $2.913

Invitation Homes Inc. (INVH): $34.25
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.167
Probability of Profit: 0.310
Expected Gain: -0.214
Escape ratio: 0.024
Cost of strangle: $155.00
Contract pairs tried: 28
Call expiration: 2025-01-17
Call strike: $35.00
Call premium: $0.57
Put expiration: 2024-12-20
Put strike: $35.00
Put premium: $0.97
Upper breakeven: $36.572
Lower breakeven: $33.428
Breakeven difference: $3.143

Discover Financial Services (DFS): $182.43
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.304
Probability of Profit: 0.247
Expected Gain: -0.259
Escape ratio: 0.038
Cost of strangle: $952.50
Contract pairs tried: 60
Call expiration: 2024-12-06
Call strike: $182.50
Call premium: $3.23
Put expiration: 2024-12-20
Put strike: $185.00
Put premium: $6.30
Upper breakeven: $192.047
Lower breakeven: $175.453
Breakeven difference: $16.593

American Water Works (AWK): $136.94
Normalized Breakeven Difference: 0.090
Implied Volatility: 0.185
Probability of Profit: 0.328
Expected Gain: -0.191
Escape ratio: 0.030
Cost of strangle: $607.50
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $135.00
Call premium: $3.65
Put expiration: 2025-01-17
Put strike: $135.00
Put premium: $2.42
Upper breakeven: $141.097
Lower breakeven: $128.903
Breakeven difference: $12.193

CenterPoint Energy, Inc. (CNP): $32.62
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.181
Probability of Profit: 0.286
Expected Gain: -0.317
Escape ratio: 0.041
Cost of strangle: $95.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $33.00
Call premium: $0.42
Put expiration: 2025-01-17
Put strike: $32.00
Put premium: $0.53
Upper breakeven: $33.972
Lower breakeven: $31.028
Breakeven difference: $2.943

Robert Half Inc. (RHI): $74.61
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.237
Probability of Profit: 0.412
Expected Gain: -0.026
Escape ratio: 0.040
Cost of strangle: $337.50
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $75.00
Call premium: $1.60
Put expiration: 2024-12-20
Put strike: $75.00
Put premium: $1.77
Upper breakeven: $78.397
Lower breakeven: $71.603
Breakeven difference: $6.793

Alcoa Corporation (AA): $46.43
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.412
Probability of Profit: 0.385
Expected Gain: -0.081
Escape ratio: 0.044
Cost of strangle: $159.00
Contract pairs tried: 2,109
Call expiration: 2024-12-06
Call strike: $47.00
Call premium: $0.81
Put expiration: 2024-12-06
Put strike: $46.00
Put premium: $0.78
Upper breakeven: $48.612
Lower breakeven: $44.388
Breakeven difference: $4.223

Align Technology Inc (ALGN): $232.42
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.405
Probability of Profit: 0.381
Expected Gain: -0.073
Escape ratio: 0.040
Cost of strangle: $675.00
Contract pairs tried: 357
Call expiration: 2024-12-06
Call strike: $235.00
Call premium: $4.00
Put expiration: 2024-12-06
Put strike: $227.50
Put premium: $2.75
Upper breakeven: $241.772
Lower breakeven: $220.728
Breakeven difference: $21.043

United Rentals, Inc. (URI): $866.00
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.296
Probability of Profit: 0.227
Expected Gain: -0.413
Escape ratio: 0.041
Cost of strangle: $2960.00
Contract pairs tried: 32
Call expiration: 2024-12-20
Call strike: $880.00
Call premium: $19.25
Put expiration: 2024-12-06
Put strike: $860.00
Put premium: $10.35
Upper breakeven: $909.622
Lower breakeven: $830.378
Breakeven difference: $79.243

The Campbell's Company (CPB): $46.96
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.419
Probability of Profit: 0.403
Expected Gain: -0.026
Escape ratio: 0.035
Cost of strangle: $260.00
Contract pairs tried: 224
Call expiration: 2024-12-06
Call strike: $46.00
Call premium: $1.15
Put expiration: 2024-12-06
Put strike: $47.00
Put premium: $1.45
Upper breakeven: $48.622
Lower breakeven: $44.378
Breakeven difference: $4.243

Paccar Inc (PCAR): $118.98
Normalized Breakeven Difference: 0.091
Implied Volatility: 0.225
Probability of Profit: 0.403
Expected Gain: 0.039
Escape ratio: 0.033
Cost of strangle: $285.00
Contract pairs tried: 21
Call expiration: 2024-12-20
Call strike: $120.00
Call premium: $1.30
Put expiration: 2024-12-20
Put strike: $115.00
Put premium: $1.55
Upper breakeven: $122.872
Lower breakeven: $112.128
Breakeven difference: $10.743

CDW Corporation (CDW): $174.02
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.252
Probability of Profit: 0.435
Expected Gain: 0.026
Escape ratio: 0.040
Cost of strangle: $800.00
Contract pairs tried: 42
Call expiration: 2024-12-20
Call strike: $175.00
Call premium: $4.70
Put expiration: 2024-12-20
Put strike: $175.00
Put premium: $3.30
Upper breakeven: $183.022
Lower breakeven: $166.978
Breakeven difference: $16.043

Simon Property Group, (SPG): $183.60
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.188
Probability of Profit: 0.303
Expected Gain: -0.147
Escape ratio: 0.040
Cost of strangle: $1085.00
Contract pairs tried: 72
Call expiration: 2025-01-17
Call strike: $180.00
Call premium: $6.20
Put expiration: 2024-12-20
Put strike: $185.00
Put premium: $4.65
Upper breakeven: $190.872
Lower breakeven: $174.128
Breakeven difference: $16.743

General Mills, Inc. (GIS): $66.26
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.227
Probability of Profit: 0.407
Expected Gain: -0.031
Escape ratio: 0.028
Cost of strangle: $307.50
Contract pairs tried: 156
Call expiration: 2024-12-20
Call strike: $67.50
Call premium: $1.00
Put expiration: 2024-12-20
Put strike: $67.50
Put premium: $2.08
Upper breakeven: $70.597
Lower breakeven: $64.403
Breakeven difference: $6.193

Unum Group (UNM): $76.90
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.171
Probability of Profit: 0.319
Expected Gain: -0.115
Escape ratio: 0.023
Cost of strangle: $485.00
Contract pairs tried: 48
Call expiration: 2024-12-20
Call strike: $77.50
Call premium: $1.20
Put expiration: 2025-01-17
Put strike: $80.00
Put premium: $3.65
Upper breakeven: $82.372
Lower breakeven: $75.128
Breakeven difference: $7.243

Tradeweb Markets Inc. (TW): $133.28
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.251
Probability of Profit: 0.437
Expected Gain: 0.032
Escape ratio: 0.034
Cost of strangle: $620.00
Contract pairs tried: 32
Call expiration: 2024-12-20
Call strike: $135.00
Call premium: $3.55
Put expiration: 2024-12-20
Put strike: $135.00
Put premium: $2.65
Upper breakeven: $141.222
Lower breakeven: $128.778
Breakeven difference: $12.443

Enbridge, Inc (ENB): $43.38
Normalized Breakeven Difference: 0.092
Implied Volatility: 0.153
Probability of Profit: 0.204
Expected Gain: -0.116
Escape ratio: 0.038
Cost of strangle: $325.00
Contract pairs tried: 20
Call expiration: 2024-12-20
Call strike: $42.50
Call premium: $1.40
Put expiration: 2025-01-17
Put strike: $45.00
Put premium: $1.85
Upper breakeven: $45.772
Lower breakeven: $41.728
Breakeven difference: $4.043

Roku, Inc. Class (ROKU): $69.00
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.436
Probability of Profit: 0.403
Expected Gain: -0.046
Escape ratio: 0.046
Cost of strangle: $317.00
Contract pairs tried: 3,038
Call expiration: 2024-12-06
Call strike: $69.00
Call premium: $1.60
Put expiration: 2024-12-06
Put strike: $69.00
Put premium: $1.57
Upper breakeven: $72.192
Lower breakeven: $65.808
Breakeven difference: $6.383

Expeditors International of (EXPD): $121.64
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.184
Probability of Profit: 0.309
Expected Gain: -0.222
Escape ratio: 0.032
Cost of strangle: $555.00
Contract pairs tried: 2
Call expiration: 2024-12-20
Call strike: $120.00
Call premium: $3.02
Put expiration: 2025-01-17
Put strike: $120.00
Put premium: $2.52
Upper breakeven: $125.572
Lower breakeven: $114.428
Breakeven difference: $11.143

Direxion Daily Financial (FAS): $182.00
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.440
Probability of Profit: 0.413
Expected Gain: -0.017
Escape ratio: 0.033
Cost of strangle: $905.00
Contract pairs tried: 1,541
Call expiration: 2024-12-06
Call strike: $184.00
Call premium: $2.90
Put expiration: 2024-12-06
Put strike: $185.00
Put premium: $6.15
Upper breakeven: $193.072
Lower breakeven: $175.928
Breakeven difference: $17.143

British American Tobacco (BTI): $37.94
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.231
Probability of Profit: 0.404
Expected Gain: -0.032
Escape ratio: 0.034
Cost of strangle: $122.50
Contract pairs tried: 133
Call expiration: 2024-12-20
Call strike: $38.00
Call premium: $0.70
Put expiration: 2024-12-20
Put strike: $37.00
Put premium: $0.53
Upper breakeven: $39.247
Lower breakeven: $35.753
Breakeven difference: $3.493

Diageo plc (DEO): $119.36
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.196
Probability of Profit: 0.308
Expected Gain: -0.217
Escape ratio: 0.042
Cost of strangle: $557.50
Contract pairs tried: 25
Call expiration: 2024-12-20
Call strike: $120.00
Call premium: $2.27
Put expiration: 2025-01-17
Put strike: $120.00
Put premium: $3.30
Upper breakeven: $125.597
Lower breakeven: $114.403
Breakeven difference: $11.193

Booz Allen Hamilton (BAH): $148.18
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.239
Probability of Profit: 0.409
Expected Gain: -0.028
Escape ratio: 0.035
Cost of strangle: $697.50
Contract pairs tried: 72
Call expiration: 2024-12-20
Call strike: $150.00
Call premium: $2.83
Put expiration: 2024-12-20
Put strike: $150.00
Put premium: $4.15
Upper breakeven: $156.997
Lower breakeven: $143.003
Breakeven difference: $13.993

Antero Midstream Corporation (AM): $15.97
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.188
Probability of Profit: 0.288
Expected Gain: -0.256
Escape ratio: 0.045
Cost of strangle: $72.50
Contract pairs tried: 10
Call expiration: 2024-12-20
Call strike: $16.00
Call premium: $0.28
Put expiration: 2025-01-17
Put strike: $16.00
Put premium: $0.45
Upper breakeven: $16.747
Lower breakeven: $15.253
Breakeven difference: $1.493

Bunge Global SA (BG): $89.74
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.235
Probability of Profit: 0.410
Expected Gain: -0.011
Escape ratio: 0.035
Cost of strangle: $287.50
Contract pairs tried: 112
Call expiration: 2024-12-20
Call strike: $90.00
Call premium: $1.93
Put expiration: 2024-12-20
Put strike: $87.50
Put premium: $0.95
Upper breakeven: $92.897
Lower breakeven: $84.603
Breakeven difference: $8.293

Ball Corporation (BALL): $62.16
Normalized Breakeven Difference: 0.093
Implied Volatility: 0.197
Probability of Profit: 0.309
Expected Gain: -0.215
Escape ratio: 0.042
Cost of strangle: $290.00
Contract pairs tried: 54
Call expiration: 2024-12-20
Call strike: $62.50
Call premium: $1.05
Put expiration: 2025-01-17
Put strike: $62.50
Put premium: $1.85
Upper breakeven: $65.422
Lower breakeven: $59.578
Breakeven difference: $5.843

VanEck Junior Gold (GDXJ): $47.68
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.343
Probability of Profit: 0.296
Expected Gain: -0.142
Escape ratio: 0.035
Cost of strangle: $298.50
Contract pairs tried: 400
Call expiration: 2024-12-06
Call strike: $47.50
Call premium: $0.99
Put expiration: 2024-12-13
Put strike: $49.00
Put premium: $1.99
Upper breakeven: $50.507
Lower breakeven: $45.993
Breakeven difference: $4.513

Vulcan Materials Company(Holding (VMC): $288.13
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.214
Probability of Profit: 0.389
Expected Gain: -0.019
Escape ratio: 0.024
Cost of strangle: $1880.00
Contract pairs tried: 5
Call expiration: 2024-12-20
Call strike: $290.00
Call premium: $5.60
Put expiration: 2024-12-20
Put strike: $300.00
Put premium: $13.20
Upper breakeven: $308.822
Lower breakeven: $281.178
Breakeven difference: $27.643

Omnicom Group Inc. (OMC): $104.82
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.193
Probability of Profit: 0.297
Expected Gain: -0.235
Escape ratio: 0.045
Cost of strangle: $490.00
Contract pairs tried: 36
Call expiration: 2025-01-17
Call strike: $105.00
Call premium: $3.00
Put expiration: 2024-12-20
Put strike: $105.00
Put premium: $1.90
Upper breakeven: $109.922
Lower breakeven: $100.078
Breakeven difference: $9.843

Eaton Corporation, plc (ETN): $375.42
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.245
Probability of Profit: 0.418
Expected Gain: -0.010
Escape ratio: 0.035
Cost of strangle: $1780.00
Contract pairs tried: 49
Call expiration: 2024-12-20
Call strike: $380.00
Call premium: $6.65
Put expiration: 2024-12-20
Put strike: $380.00
Put premium: $11.15
Upper breakeven: $397.822
Lower breakeven: $362.178
Breakeven difference: $35.643

Ferrari N.V. (RACE): $434.16
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.243
Probability of Profit: 0.404
Expected Gain: -0.018
Escape ratio: 0.045
Cost of strangle: $2550.00
Contract pairs tried: 35
Call expiration: 2024-12-20
Call strike: $430.00
Call premium: $13.10
Put expiration: 2024-12-20
Put strike: $440.00
Put premium: $12.40
Upper breakeven: $455.522
Lower breakeven: $414.478
Breakeven difference: $41.043

Avery Dennison Corp. (AVY): $205.95
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.177
Probability of Profit: 0.260
Expected Gain: -0.116
Escape ratio: 0.042
Cost of strangle: $1465.00
Contract pairs tried: 9
Call expiration: 2024-12-20
Call strike: $200.00
Call premium: $7.35
Put expiration: 2025-01-17
Put strike: $210.00
Put premium: $7.30
Upper breakeven: $214.672
Lower breakeven: $195.328
Breakeven difference: $19.343

Yum! Brands, Inc. (YUM): $138.94
Normalized Breakeven Difference: 0.094
Implied Volatility: 0.157
Probability of Profit: 0.337
Expected Gain: -0.189
Escape ratio: 0.018
Cost of strangle: $635.00
Contract pairs tried: 4
Call expiration: 2024-12-20
Call strike: $135.00
Call premium: $4.65
Put expiration: 2025-01-17
Put strike: $135.00
Put premium: $1.70
Upper breakeven: $141.372
Lower breakeven: $128.628
Breakeven difference: $12.743

The Hartford Financial (HIG): $123.31
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.187
Probability of Profit: 0.286
Expected Gain: -0.311
Escape ratio: 0.040
Cost of strangle: $327.50
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $125.00
Call premium: $1.40
Put expiration: 2025-01-17
Put strike: $120.00
Put premium: $1.88
Upper breakeven: $128.297
Lower breakeven: $116.703
Breakeven difference: $11.593

Cheniere Energy Inc (LNG): $224.01
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.223
Probability of Profit: 0.410
Expected Gain: -0.027
Escape ratio: 0.022
Cost of strangle: $1087.50
Contract pairs tried: 18
Call expiration: 2024-12-20
Call strike: $230.00
Call premium: $2.88
Put expiration: 2024-12-20
Put strike: $230.00
Put premium: $8.00
Upper breakeven: $240.897
Lower breakeven: $219.103
Breakeven difference: $21.793

Manulife Financial Corp. (MFC): $32.13
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.246
Probability of Profit: 0.444
Expected Gain: 0.051
Escape ratio: 0.027
Cost of strangle: $197.50
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $31.00
Call premium: $1.48
Put expiration: 2024-12-20
Put strike: $32.00
Put premium: $0.50
Upper breakeven: $32.997
Lower breakeven: $30.003
Breakeven difference: $2.993

Ecolab, Inc. (ECL): $248.77
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.150
Probability of Profit: 0.267
Expected Gain: -0.149
Escape ratio: 0.024
Cost of strangle: $1710.00
Contract pairs tried: 6
Call expiration: 2025-01-17
Call strike: $250.00
Call premium: $5.70
Put expiration: 2024-12-20
Put strike: $260.00
Put premium: $11.40
Upper breakeven: $267.122
Lower breakeven: $242.878
Breakeven difference: $24.243

Teva Pharmaceutical Industries (TEVA): $16.78
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.424
Probability of Profit: 0.378
Expected Gain: -0.048
Escape ratio: 0.046
Cost of strangle: $102.50
Contract pairs tried: 1,040
Call expiration: 2024-12-06
Call strike: $16.50
Call premium: $0.57
Put expiration: 2024-12-06
Put strike: $17.00
Put premium: $0.45
Upper breakeven: $17.547
Lower breakeven: $15.953
Breakeven difference: $1.593

Arm Holdings plc (ARM): $134.28
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.442
Probability of Profit: 0.396
Expected Gain: -0.043
Escape ratio: 0.042
Cost of strangle: $740.00
Contract pairs tried: 11,970
Call expiration: 2024-12-06
Call strike: $134.00
Call premium: $3.30
Put expiration: 2024-12-06
Put strike: $136.00
Put premium: $4.10
Upper breakeven: $141.422
Lower breakeven: $128.578
Breakeven difference: $12.843

Rockwell Automation, Inc. (ROK): $295.14
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.240
Probability of Profit: 0.407
Expected Gain: -0.031
Escape ratio: 0.032
Cost of strangle: $1425.00
Contract pairs tried: 36
Call expiration: 2024-12-20
Call strike: $300.00
Call premium: $5.45
Put expiration: 2024-12-20
Put strike: $300.00
Put premium: $8.80
Upper breakeven: $314.272
Lower breakeven: $285.728
Breakeven difference: $28.543

Infosys Limited American (INFY): $22.07
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.249
Probability of Profit: 0.415
Expected Gain: -0.022
Escape ratio: 0.044
Cost of strangle: $102.50
Contract pairs tried: 32
Call expiration: 2024-12-20
Call strike: $22.00
Call premium: $0.60
Put expiration: 2024-12-20
Put strike: $22.00
Put premium: $0.42
Upper breakeven: $23.047
Lower breakeven: $20.953
Breakeven difference: $2.093

Canadian Pacific Kansas (CP): $76.59
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.208
Probability of Profit: 0.391
Expected Gain: -0.024
Escape ratio: 0.021
Cost of strangle: $497.50
Contract pairs tried: 12
Call expiration: 2024-12-20
Call strike: $77.50
Call premium: $1.27
Put expiration: 2024-12-20
Put strike: $80.00
Put premium: $3.70
Upper breakeven: $82.497
Lower breakeven: $75.003
Breakeven difference: $7.493

Celestica, Inc. (CLS): $85.24
Normalized Breakeven Difference: 0.095
Implied Volatility: 0.400
Probability of Profit: 0.377
Expected Gain: -0.057
Escape ratio: 0.028
Cost of strangle: $512.50
Contract pairs tried: 525
Call expiration: 2024-12-06
Call strike: $86.00
Call premium: $1.70
Put expiration: 2024-12-06
Put strike: $88.00
Put premium: $3.42
Upper breakeven: $91.147
Lower breakeven: $82.853
Breakeven difference: $8.293

Cboe Global Markets, (CBOE): $215.85
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.233
Probability of Profit: 0.382
Expected Gain: -0.005
Escape ratio: 0.044
Cost of strangle: $1525.00
Contract pairs tried: 14
Call expiration: 2024-12-20
Call strike: $210.00
Call premium: $8.70
Put expiration: 2024-12-20
Put strike: $220.00
Put premium: $6.55
Upper breakeven: $225.272
Lower breakeven: $204.728
Breakeven difference: $20.543

Intel Corp (INTC): $23.97
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.445
Probability of Profit: 0.397
Expected Gain: -0.059
Escape ratio: 0.047
Cost of strangle: $112.50
Contract pairs tried: 4,371
Call expiration: 2024-12-06
Call strike: $24.00
Call premium: $0.58
Put expiration: 2024-12-06
Put strike: $24.00
Put premium: $0.54
Upper breakeven: $25.147
Lower breakeven: $22.853
Breakeven difference: $2.293

Copart Inc (CPRT): $63.25
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.193
Probability of Profit: 0.293
Expected Gain: -0.121
Escape ratio: 0.040
Cost of strangle: $427.50
Contract pairs tried: 32
Call expiration: 2024-12-20
Call strike: $62.50
Call premium: $1.75
Put expiration: 2025-01-17
Put strike: $65.00
Put premium: $2.52
Upper breakeven: $66.797
Lower breakeven: $60.703
Breakeven difference: $6.093

Paychex Inc (PAYX): $145.28
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.261
Probability of Profit: 0.433
Expected Gain: 0.017
Escape ratio: 0.046
Cost of strangle: $692.50
Contract pairs tried: 55
Call expiration: 2024-12-20
Call strike: $145.00
Call premium: $4.20
Put expiration: 2024-12-20
Put strike: $145.00
Put premium: $2.73
Upper breakeven: $151.947
Lower breakeven: $138.053
Breakeven difference: $13.893

Canadian National Railway (CNI): $111.69
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.188
Probability of Profit: 0.277
Expected Gain: -0.119
Escape ratio: 0.041
Cost of strangle: $787.50
Contract pairs tried: 15
Call expiration: 2024-12-20
Call strike: $110.00
Call premium: $3.12
Put expiration: 2025-01-17
Put strike: $115.00
Put premium: $4.75
Upper breakeven: $117.897
Lower breakeven: $107.103
Breakeven difference: $10.793

Regions Financial Corp. (RF): $27.26
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.243
Probability of Profit: 0.408
Expected Gain: -0.040
Escape ratio: 0.038
Cost of strangle: $127.50
Contract pairs tried: 55
Call expiration: 2024-12-20
Call strike: $27.00
Call premium: $0.65
Put expiration: 2024-12-20
Put strike: $27.00
Put premium: $0.62
Upper breakeven: $28.297
Lower breakeven: $25.703
Breakeven difference: $2.593

The Chemours Company (CC): $21.74
Normalized Breakeven Difference: 0.096
Implied Volatility: 0.402
Probability of Profit: 0.383
Expected Gain: -0.050
Escape ratio: 0.026
Cost of strangle: $130.00
Contract pairs tried: 140
Call expiration: 2024-12-06
Call strike: $22.00
Call premium: $0.35
Put expiration: 2024-12-06
Put strike: $22.50
Put premium: $0.95
Upper breakeven: $23.322
Lower breakeven: $21.178
Breakeven difference: $2.143

Sirius XM Holdings, (SIRI): $27.00
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.346
Probability of Profit: 0.321
Expected Gain: -0.104
Escape ratio: 0.029
Cost of strangle: $176.00
Contract pairs tried: 999
Call expiration: 2024-12-06
Call strike: $26.00
Call premium: $1.07
Put expiration: 2024-12-06
Put strike: $27.00
Put premium: $0.69
Upper breakeven: $27.782
Lower breakeven: $25.218
Breakeven difference: $2.563

SPDR S&P Capital (KCE): $148.06
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.166
Probability of Profit: 0.422
Expected Gain: -0.007
Escape ratio: 0.048
Cost of strangle: $715.00
Contract pairs tried: 2
Call expiration: 2025-01-17
Call strike: $148.00
Call premium: $3.90
Put expiration: 2025-01-17
Put strike: $148.00
Put premium: $3.25
Upper breakeven: $155.172
Lower breakeven: $140.828
Breakeven difference: $14.343

HDFC Bank Limited (HDB): $66.76
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.190
Probability of Profit: 0.284
Expected Gain: -0.010
Escape ratio: 0.038
Cost of strangle: $575.00
Contract pairs tried: 7
Call expiration: 2024-12-20
Call strike: $65.00
Call premium: $2.35
Put expiration: 2024-12-20
Put strike: $70.00
Put premium: $3.40
Upper breakeven: $70.772
Lower breakeven: $64.228
Breakeven difference: $6.543

CRH Public Limited (CRH): $102.27
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.285
Probability of Profit: 0.374
Expected Gain: -0.093
Escape ratio: 0.041
Cost of strangle: $540.00
Contract pairs tried: 98
Call expiration: 2024-12-13
Call strike: $101.00
Call premium: $3.15
Put expiration: 2024-12-20
Put strike: $102.00
Put premium: $2.25
Upper breakeven: $106.422
Lower breakeven: $96.578
Breakeven difference: $9.843

TE Connectivity plc (TEL): $151.12
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.198
Probability of Profit: 0.298
Expected Gain: -0.138
Escape ratio: 0.040
Cost of strangle: $990.00
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $150.00
Call premium: $4.05
Put expiration: 2025-01-17
Put strike: $155.00
Put premium: $5.85
Upper breakeven: $159.922
Lower breakeven: $145.078
Breakeven difference: $14.843

American Tower Corporation (AMT): $209.00
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.189
Probability of Profit: 0.350
Expected Gain: -0.046
Escape ratio: 0.021
Cost of strangle: $1545.00
Contract pairs tried: 18
Call expiration: 2024-12-20
Call strike: $210.00
Call premium: $4.10
Put expiration: 2024-12-20
Put strike: $220.00
Put premium: $11.35
Upper breakeven: $225.472
Lower breakeven: $204.528
Breakeven difference: $20.943

Hyatt Hotels Corporation (H): $157.94
Normalized Breakeven Difference: 0.097
Implied Volatility: 0.247
Probability of Profit: 0.401
Expected Gain: -0.013
Escape ratio: 0.046
Cost of strangle: $1015.00
Contract pairs tried: 6
Call expiration: 2024-12-20
Call strike: $155.00
Call premium: $5.70
Put expiration: 2024-12-20
Put strike: $160.00
Put premium: $4.45
Upper breakeven: $165.172
Lower breakeven: $149.828
Breakeven difference: $15.343

iPath Series B (VXX): $42.59
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.446
Probability of Profit: 0.392
Expected Gain: -0.065
Escape ratio: 0.039
Cost of strangle: $207.50
Contract pairs tried: 1,632
Call expiration: 2024-12-06
Call strike: $43.00
Call premium: $0.87
Put expiration: 2024-12-06
Put strike: $43.00
Put premium: $1.21
Upper breakeven: $45.097
Lower breakeven: $40.903
Breakeven difference: $4.193

Cameco Corporation (CCJ): $59.45
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.432
Probability of Profit: 0.376
Expected Gain: -0.041
Escape ratio: 0.040
Cost of strangle: $390.50
Contract pairs tried: 2,190
Call expiration: 2024-12-06
Call strike: $59.00
Call premium: $1.65
Put expiration: 2024-12-06
Put strike: $61.00
Put premium: $2.25
Upper breakeven: $62.927
Lower breakeven: $57.073
Breakeven difference: $5.853

Abercrombie & Fitch (ANF): $149.69
Normalized Breakeven Difference: 0.098
Implied Volatility: 0.413
Probability of Profit: 0.357
Expected Gain: -0.026
Escape ratio: 0.042
Cost of strangle: $1100.00
Contract pairs tried: 2,255
Call expiration: 2024-12-06
Call strike: $145.00
Call premium: $6.25
Put expiration: 2024-12-06
Put strike: $152.50
Put premium: $4.75
Upper breakeven: $156.022
Lower breakeven: $141.478
Breakeven difference: $14.543