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Best Options Report results.

This recovered study reviews the May 15, 2023 through October 20, 2023 report cohort, assumptions, table outcomes, and proof trail behind the early Best Options Report.

Published Dec 6, 2023WordPress updated Dec 8, 202390 trading days22,680 analyzed outcomes

Page change log

DateChange
Dec. 6, 2023Original WordPress results study published from the May 15–Oct. 20, 2023 report cohort.
Dec. 10, 2023Original page modified in WordPress.
Sep. 1, 2026Recovered into the current IntraAlpha shell, fixed internal links, replaced screenshot-only result tables with styled HTML tables, and removed legacy inline WordPress presentation markup from the canonical page.
DatasetMay 15–Oct. 20, 2023

Expired contracts from a relatively flat S&P 500 period.

Report structure9 tables × 7 names

Every daily report generated multiple ranked option ideas.

AnalysisFour sides reviewed

Long call, short call, long put, and short put were analyzed for each setup.

Core finding7 of 9 tables

Seven report tables were profitable under the legacy suggested-strategy test.

What this page is measuring

The original study analyzed results from the daily Best Options Report. Every morning, the report reviewed more than 400 widely traded stocks with weekly options, compared historical volatility with implied volatility, then organized output by direction, efficiency, premium, and earnings context.

For every report idea, all four sides were reviewed: buying the call, selling the call, buying the put, and selling the put. The point was to see which tables had useful directional or volatility information after expiration.

Inputs and assumptions

  1. Every trade represented across all tables and all report days was included where possible.
  2. Each trade was analyzed as long call, short call, long put, and short put.
  3. Entry used the mid price at the minute the report was generated.
  4. Exit used the option value at 3:59 p.m. ET on expiration day.
  5. Commissions, slippage, borrowing costs, and cash interest were not included.
  6. All options were modeled as single-leg American-style contracts.
  7. The universe was roughly the most popular 400 optionable stocks with weekly expirations.
  8. Calls and puts were selected at an equal percentage distance from the underlying price; that means delta varied by beta and volatility.

Dataset

  • The period covers May 15, 2023 through October 20, 2023: 90 trading days.
  • Each report had 9 tables with 7 trades per table, or about 5,670 trade ideas before bugs/outliers.
  • Each trade had a call and put, with both long and short sides analyzed: 22,680 results.
  • The sample was selected because contracts had expired and the S&P 500 was relatively flat, moving from about 413 to 421.19.
  • Known bad suggestions caused by provider or software issues were dropped where possible.
  • Values below are quoted in option premium terms, matching the original page. The old nominal dollar translation is now treated as legacy context, not a current capital allocation claim.

All four sides, by report table

The old screenshot is now a real table. Green means positive premium result in the legacy calculation; red means negative.

Calculation typeCheap CallsExpensive CallsCheap PutsExpensive PutsMost EfficientHighest PremiumUpcoming EarningsMost BearishMost BullishTotal
Call Long PNL$218.05-$938.31$389.88-$194.63-$203.53-$681.35$712.78$225.71-$893.78-$1,365.18
Call Short PNL-$218.05$938.31-$389.88$194.63$203.53$681.35-$712.78-$225.71$893.78$1,365.18
Put Long PNL$142.11$57.63$139.14-$381.93-$1,623.88-$251.31-$492.13$732.87$810.47-$867.03
Put Short PNL-$142.11-$57.63-$139.14$381.93$1,623.88$251.31$492.13-$732.87-$810.47$867.03
Total$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Table-by-table findings

Cheap Calls

Long calls and long puts both worked; calls were the stronger side.

Expensive Calls

Short calls worked best; long puts also worked, so the table had bearish information.

Cheap Puts

Long calls and long puts both worked; calls were the stronger side.

Expensive Puts

Short puts and short calls worked, consistent with options being overpriced.

Most Efficient

Short puts dominated. Long puts were the biggest loser in the full table.

Highest Premium

Short calls and short puts worked; short calls were stronger.

Upcoming Earnings

Long calls and short puts worked in the tested period.

Most Bearish

Long puts worked; short calls did not. The table pointed to large movement more than clean direction.

Most Bullish

The indicator inverted in the test: short calls and long puts worked, while bullish exposure failed.

Ideal strategy by table, in hindsight

This is not a live rule. It is a hindsight cut showing which side of each report table worked best during this historical sample.

Calculation typeCheap CallsExpensive CallsCheap PutsExpensive PutsMost EfficientHighest PremiumUpcoming EarningsMost BearishMost BullishTotal
Call Long PNL$218.05$0.00$389.88$0.00$0.00$0.00$712.78$225.71$0.00$1,546.42
Call Short PNL$0.00$938.31$0.00$194.63$203.53$681.35$0.00$0.00$893.78$2,911.60
Put Long PNL$142.11$57.63$139.14$0.00$0.00$0.00$0.00$732.87$810.47$1,882.22
Put Short PNL$0.00$0.00$0.00$381.93$1,623.88$251.31$492.13$0.00$0.00$2,749.25
Total$360.16$995.94$529.02$576.56$1,827.41$932.66$1,204.91$958.58$1,704.25$9,089.49
SideTables selected in hindsight
Long CallsCheap Calls, Cheap Puts, Upcoming Earnings, Most Bearish
Short CallsExpensive Calls, Expensive Puts, Most Efficient, Highest Premium, Most Bullish
Long PutsCheap Calls, Expensive Calls, Cheap Puts, Most Bearish, Most Bullish
Short PutsExpensive Puts, Most Efficient, Highest Premium, Upcoming Earnings

Example daily report: May 15, 2023

The old individual-report screenshot is represented below as a real table.

Calculation typeCheap CallsExpensive CallsCheap PutsExpensive PutsMost EfficientHighest PremiumUpcoming EarningsMost BearishMost BullishTotal
Call Long PNL$26.64$0.00$41.78$0.00$0.00$0.00$30.20$35.14$0.00$133.76
Call Short PNL$0.00-$0.86$0.00-$2.18-$158.15-$4.48$0.00$0.00-$142.64-$308.31
Put Long PNL-$2.11$2.05-$1.73$0.00$0.00$0.00$0.00$5.88-$30.31-$26.22
Put Short PNL$0.00$0.00$0.00$4.74$21.38-$4.90$4.64$0.00$0.00$25.86
Total$24.53$1.19$40.05$2.56-$136.77-$9.38$34.84$41.02-$172.95-$174.91

Proof trail

The legacy results page linked each report date to the original report and each option strike to its detail view. Those old app links are not public in the current product, so this page preserves the structure of the proof trail without sending users back into broken legacy URLs.

LevelWhat was checked
Report dateEvery report date in the legacy app opened the exact daily report generated on that date.
Report tableEach report contained the same ranked sections used in the aggregate results.
Option detailEach call/put strike opened a detail view with entry and expiration/exit pricing.
External timestampReddit and X posts were used as timestamped public proof that reports were not repainted after the fact.

External timestamp references remain available at Reddit and X.

FAQ

How do we know the reports were not repainted?

Legacy public posts on Reddit and X corresponded to the report dates and times. The next pass should reconnect those external timestamps to the recovered raw report artifacts.

How were the signals generated?

The report used custom Python code to rank optionable stocks by volatility, direction, premium, efficiency, and earnings context.

How do I access the current report?

Create an IntraAlpha account or read the current Best Options Report page.

What was the capital requirement?

The original study did not compute buying-power usage, spread width, cash-secured put requirements, or covered-call collateral. That must be recalculated before promoting any current performance claim.