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 | 48.6% | -0.0341 | -$0.5135 | $100.5135 | -$99.4865 | $3.7365 | 84% | 1.01× | Investigate |
| OKX · BTC | Call Ratio Backspread105000/120000+77 strikes/widths | Bullish | 26 Mar 2027175d | 38.6% | 0.0207 | -$52.8822 | Uncapped | -$14947.1178 | $211.5290 | 83% | — | Investigate |
| Bybit · BTC | Long Call Condor90000/91000/100000/105000+2 same payoff · +203 strikes/widths | Neutral | 25 Dec 202684d | 36.9% | -0.0475 | -$160.5743 | $1160.5743 | -$3839.4257 | $191.9257 | 83% | 0.30× | Investigate |
| OKX · ETH | Short Call Butterfly3000/3400/4000+2 same payoff · +26 strikes/widths | Neutral | 26 Mar 2027175d | 54.1% | 0.0089 | -$9.1962 | $209.1962 | -$390.8038 | $6.8274 | 81% | 0.54× | Investigate |
| OKX · ETH | Call Ratio Backspread2900/3050+89 strikes/widths | Bullish | 16 Oct 202614d | 46.9% | -0.0056 | -$1.6388 | Uncapped | -$148.3612 | $4.5071 | 80% | — | Investigate |
| OKX · BTC | Short Call Butterfly95000/105000/120000+2 same payoff · +26 strikes/widths | Neutral | 26 Mar 2027175d | 38.2% | -0.0034 | -$334.9209 | $5334.9209 | -$9665.0791 | $282.0387 | 79% | 0.55× | Investigate |
| OKX · BTC | Short Call Condor95000/100000/110000/120000+2 same payoff · +78 strikes/widths | Neutral | 26 Mar 2027175d | 38.2% | 0.0069 | -$70.5097 | $5070.5097 | -$4929.4903 | $282.0387 | 79% | 1.03× | Investigate |
| Bybit · BTC | Call Ratio Backspread92000/98000+83 strikes/widths | Bullish | 06 Nov 202635d | 35.4% | -0.0164 | -$267.2269 | Uncapped | -$5732.7731 | $97.7731 | 79% | — | Investigate |
| Bybit · BTC | Short Call Condor91000/95000/100000/105000+1 same payoff · +202 strikes/widths | Neutral | 25 Dec 202684d | 36.9% | -0.0209 | -$365.5743 | $1365.5743 | -$3634.4257 | $189.4257 | 78% | 0.38× | Investigate |
| Bybit · ETH | Short Call Butterfly2900/3200/3600+5 same payoff · +33 strikes/widths | Neutral | 25 Dec 202684d | 51.8% | -0.0157 | -$20.0935 | $120.0935 | -$279.9065 | $5.9565 | 78% | 0.43× | Investigate |
| Bybit · BTC | Long Iron Butterfly87000/91000/96000+2 same payoff · +58 strikes/widths | Neutral | 27 Nov 202656d | 35.6% | 0.0069 | $3869.0417 | $1130.9583 | -$3869.0417 | $169.0417 | 78% | 0.29× | Investigate |
| OKX · BTC | Call Ratio Backspread95000/105000+161 strikes/widths | Bullish | 25 Dec 202684d | 37.0% | 0.0014 | -$313.0939 | Uncapped | -$9686.9061 | $143.5014 | 78% | — | Investigate |
| Bybit · ETH | Call Ratio Backspread3000/3500+77 strikes/widths | Bullish | 06 Nov 202635d | 51.4% | 0.0303 | -$4.7886 | Uncapped | -$495.2114 | $4.5114 | 78% | — | Investigate |
| OKX · ETH | Put Ratio Spread (Front Spread)2400/2800+83 strikes/widths | Bearish | 26 Mar 2027175d | 53.8% | 0.1264 | -$22.5692 | $422.5692 | -$1977.4308 | $8.0814 | 77% | 0.21× | Investigate |
| Bybit · ETH | Call Ratio Backspread2900/3100+1 same payoff · +83 strikes/widths | Bullish | 23 Oct 202621d | 47.5% | -0.0094 | -$8.1377 | Uncapped | -$191.8623 | $2.7123 | 77% | — | Investigate |
| OKX · ETH | Call Ratio Backspread3200/4000+74 strikes/widths | Bullish | 26 Mar 2027175d | 54.3% | 0.0253 | -$25.3572 | Uncapped | -$774.6428 | $4.5981 | 77% | — | Investigate |
| Bybit · ETH | Short Call Condor2900/3000/3400/3600+5 same payoff · +133 strikes/widths | Neutral | 25 Dec 202684d | 51.8% | 0.0038 | -$3.4935 | $103.4935 | -$96.5065 | $6.1565 | 77% | 1.07× | Investigate |
| Bybit · BTC | Call Ratio Backspread89000/92000+2 same payoff · +86 strikes/widths | Bullish | 16 Oct 202614d | 33.9% | 0.0250 | -$17.4633 | Uncapped | -$2982.5367 | $85.0367 | 77% | — | Investigate |
| OKX · BTC | Long Iron Condor88000/90000/95000/98000+2 same payoff · +209 strikes/widths | Neutral | 27 Nov 202656d | 35.6% | 0.0025 | $1966.3811 | $1033.6189 | -$1966.3811 | $212.2306 | 76% | 0.53× | Investigate |
| Bybit · ETH | Call Ratio Backspread3000/3400+140 strikes/widths | Bullish | 27 Nov 202656d | 51.2% | -0.0141 | -$20.3272 | Uncapped | -$379.6728 | $4.2728 | 76% | — | 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.