· wheel strategy
Philip Morris International Inc (PM) · wheel strategy $187.46
Day -0.4% · RSI 45 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year49
Year lowYear high
Implied vol 33%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$292B
Next earningsOct 20Last ex-dividendOct 2
Closest put · nothing clears the default rules today
PM 160P · Oct 23
18 days · Δ0.10 · $1.20 mid · 15.3% annualized · 90% probability of profit
Score41
Market expects ±6.3% on earnings Oct 20; your strike is 14.6% away.(from the Oct 23 straddle)
IV rank4914.7 pts
Return5413.4 pts
Liquidity00.0 pts
Safety7310.9 pts
Timing132.0 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day-0.4% today · lit at -2.0% or lower –
- OversoldRSI 45 · lit at 30 or under –
- Near support3% above support $181.01 · lit within 3% ◐
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules