Strategy Scanner
Searches every eligible strategy across strikes and widths, on every exchange, asset and expiry currently tracked, priced at what it would really cost to execute -- and ranks the best variant of each by probability of profit, defined-risk first.
| Market | Strategy | Direction | Expiry | IV | Delta | Credit/Debit | Max Profit? | Max Loss? | Execution Cost | Prob. of Profit? | Max Profit / Max Loss? | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bybit · ETH | Long Call Butterfly2900/3000/3200+2 same payoff · +56 strikes/widths | Neutral | 30 Oct 202628d | 48.9% | -0.0329 | -$0.3261 | $100.3261 | -$99.6739 | $3.4739 | 85% | 1.01× | Investigate |
| Bybit · BTC | Short Call Butterfly91000/95000/100000+3 same payoff · +56 strikes/widths | Neutral | 25 Dec 202684d | 36.9% | 0.0034 | -$15.4784 | $1015.4784 | -$3984.5216 | $137.0216 | 84% | 0.25× | Investigate |
| OKX · BTC | Call Ratio Backspread105000/120000+77 strikes/widths | Bullish | 26 Mar 2027175d | 38.7% | 0.0221 | -$141.1420 | Uncapped | -$14858.8580 | $145.5527 | 83% | — | Investigate |
| Bybit · BTC | Long Call Condor90000/91000/100000/105000+2 same payoff · +203 strikes/widths | Neutral | 25 Dec 202684d | 37.1% | -0.0476 | -$220.4784 | $1220.4784 | -$3779.5216 | $139.5216 | 83% | 0.32× | Investigate |
| OKX · ETH | Short Call Butterfly3000/3400/4000+2 same payoff · +26 strikes/widths | Neutral | 26 Mar 2027175d | 54.2% | 0.0086 | -$7.7718 | $207.7718 | -$392.2282 | $8.1881 | 81% | 0.53× | Investigate |
| OKX · BTC | Short Call Butterfly95000/105000/120000+2 same payoff · +27 strikes/widths | Neutral | 26 Mar 2027175d | 38.4% | -0.0024 | -$379.3191 | $5379.3191 | -$9620.6809 | $194.0702 | 79% | 0.56× | Investigate |
| OKX · BTC | Short Call Condor95000/100000/110000/120000+2 same payoff · +78 strikes/widths | Neutral | 26 Mar 2027175d | 38.3% | 0.0077 | -$114.6779 | $5114.6779 | -$4885.3221 | $194.0702 | 79% | 1.05× | Investigate |
| Bybit · BTC | Long Iron Condor85000/88000/91000/95000+2 same payoff · +201 strikes/widths | Neutral | 25 Dec 202684d | 36.8% | 0.0156 | $2949.5216 | $1050.4784 | -$2949.5216 | $157.0216 | 78% | 0.36× | Investigate |
| Bybit · BTC | Call Ratio Backspread92000/98000+83 strikes/widths | Bullish | 06 Nov 202635d | 35.9% | -0.0088 | -$232.1263 | Uncapped | -$5767.8737 | $95.3737 | 78% | — | Investigate |
| Bybit · ETH | Call Ratio Backspread3000/3500+77 strikes/widths | Bullish | 06 Nov 202635d | 51.6% | 0.0310 | -$3.1039 | Uncapped | -$496.8961 | $4.5461 | 78% | — | Investigate |
| Bybit · BTC | Short Call Butterfly87000/91000/96000+2 same payoff · +60 strikes/widths | Neutral | 27 Nov 202656d | 35.6% | 0.0079 | -$155.7343 | $1155.7343 | -$3844.2657 | $129.2657 | 78% | 0.30× | Investigate |
| OKX · BTC | Call Ratio Backspread95000/105000+161 strikes/widths | Bullish | 25 Dec 202684d | 37.3% | 0.0039 | -$400.4673 | Uncapped | -$9599.5327 | $143.6571 | 78% | — | Investigate |
| Bybit · ETH | Call Ratio Backspread2900/3100+95 strikes/widths | Bullish | 23 Oct 202621d | 47.5% | -0.0109 | -$7.4469 | Uncapped | -$192.5531 | $2.6031 | 78% | — | Investigate |
| OKX · ETH | Call Ratio Backspread3200/4000+74 strikes/widths | Bullish | 26 Mar 2027175d | 54.4% | 0.0240 | -$23.8705 | Uncapped | -$776.1295 | $5.2737 | 77% | — | Investigate |
| OKX · ETH | Put Ratio Spread (Front Spread)2400/2800+83 strikes/widths | Bearish | 26 Mar 2027175d | 53.8% | 0.1294 | -$25.2583 | $425.2583 | -$1974.7417 | $6.6615 | 77% | 0.22× | Investigate |
| Bybit · ETH | Call Ratio Backspread3000/3400+140 strikes/widths | Bullish | 27 Nov 202656d | 51.2% | -0.0169 | -$21.4357 | Uncapped | -$378.5643 | $2.8643 | 77% | — | Investigate |
| OKX · BTC | Long Iron Condor88000/90000/95000/98000+2 same payoff · +213 strikes/widths | Neutral | 27 Nov 202656d | 36.0% | 0.0031 | $1924.9962 | $1075.0038 | -$1924.9962 | $190.7654 | 77% | 0.56× | Investigate |
| Bybit · ETH | Call Ratio Backspread2850/3000+2 same payoff · +89 strikes/widths | Bullish | 16 Oct 202614d | 46.5% | 0.0022 | -$4.2492 | Uncapped | -$145.7508 | $2.6008 | 76% | — | Investigate |
| OKX · ETH | Long Iron Condor2600/2800/3200/3400+2 same payoff · +54 strikes/widths | Neutral | 26 Mar 2027175d | 53.6% | -0.0163 | $164.3179 | $35.6821 | -$164.3179 | $8.8820 | 76% | 0.22× | Investigate |
| OKX · BTC | Bear Call Spread100000/110000+1 same payoff · +27 strikes/widths | Bearish | 26 Mar 2027175d | 38.1% | -0.1209 | -$1931.8810 | $1931.8810 | -$8068.1190 | $97.0351 | 75% | 0.24× | Investigate |
Credit/debit, max profit and loss, probability and ratio are all priced at execution -- ask when buying, bid when selling, estimated fees included -- and structures that cannot profit after those costs are left out. Each row is the best variant of its strategy for that asset and expiry, searched across strikes and widths; the cheapest venue and leg combination for the same payoff is the one shown.
Probability of profit uses a single (ATM) volatility and ignores skew, so it is an approximation. A high Max Profit / Max Loss usually comes with a low probability of profit, and vice versa -- neither column alone says a trade is good. The default order ranks structures that risk more than 5x what they can make (below 0.20×) after the rest, and uncapped-loss structures last.