I forgot to mention that this is to buy verticals.
7/24/2025 07:23am
Apologies for the oversight. If you're looking to buy verticals, we should focus on the following characteristics:
1. **Short Duration**
- 45 Days < Days to Expiration < 60 Days
2. **Affordable Premium**
- Option Premium <= $1
3. **Strike Price Proximity**
- Closing Price < Strike Price < Closing Price * 1.05
4. **High Implied Volatility**
- Implied Volatility > 50%
5. **American Style**
- Option with American Style
There are **2** options that meet the first four criteria. However, since you're looking for American-style options, you may need to adjust your strategy or wait for an opportunity that aligns with your requirements. In the meantime, you can explore the other options with similar characteristics to build a potentially profitable portfolio.