◆ OPTIONS GUIDE · v5.5

The options vertical

Options are high-leverage. Used correctly, they're the best capital-efficient expression of a directional view. Used wrong, they wipe accounts. Swing Deck v5.5 ships an options-first engine with the #1 missing feature in retail trading tools: paper mode on options while your equity strategy stays live.

Paper mode for options, live for equities

No other retail dashboard offers this: two verticals (equity + options), each independently paper or live. You can run your real swing-trading strategy on equities (`EQUITY_MODE=live`) while learning options on paper (`OPTIONS_MODE=paper`) — same dashboard, same engine, same audit.

ModeWhat happens
PAPER Opens simulated positions in a local ledger (`options_paper_ledger.json`). Starting cash: $25k (configurable). All engine features work — status lights, roll candidates, assignment alerts — just with fake money on the options side.
LIVE Orders route to your actual E*TRADE or Tradier account. Broker-guard firewall checks apply. Not recommended until you've paper-traded the strategy through multiple cycles.

How to set it: Dashboard → Settings → ⚙ Setup → Options. Pick from the dropdown. Restart server.

Why this matters: options mistakes are irreversible. An assigned CSP at the wrong strike, a long call that goes to zero, a naked short call that goes to the moon — all are recoverable in paper, catastrophic in live. The paper ledger lets you feel the full engine (including roll mechanics and assignment timing) without the risk.

The 4-level strategy taxonomy

Options strategies compose in predictable patterns. Swing Deck classifies every position into one of four levels, each with its own risk profile and appropriate market regime:

◆ LEVEL 1 — DIRECTIONAL SCALPEL

Strategy: Long DITM call or put (Δ > 0.70). Framework-required, never OTM lottos.

Use when: High-conviction directional view with a real catalyst (earnings, breakout, macro event). IV Rank should be ≤ 20 — premium must be cheap.

Risk: Capped at premium paid. But long options bleed theta daily and lose if thesis takes time.

◆ LEVEL 2 — INSTITUTIONAL ENTRY (CSP / COVERED CALL)

Strategy: Sell cash-secured puts at your target entry price (sell to enter), or sell covered calls for income against shares you own.

Use when: You want to own the stock anyway. IV Rank should be ≥ 50 — premium must be rich.

The wheel: Sell CSP → get assigned shares at a discount → sell covered calls on those shares → either called away at profit or keep premium and rinse.

Critical guardrail: if the CSP is assigned, the resulting position must not exceed the 15% per-asset cap. The pillar engine blocks CSPs that would.

◆ LEVEL 3 — RISK-DEFINED (VERTICAL SPREADS)

Strategy: Bull call spread, bear put spread, bull put credit, bear call credit.

Use when: You want directional exposure with capped risk. Capital-efficient — a $300 stock's upside can be captured for a $500 debit. Ideal in high-VIX regimes where outright options are expensive.

The firewall: when VIX > 25, the pillar engine pivots Level 1 recommendations into Level 3 spreads automatically.

◆ LEVEL 4 — VOLATILITY MASTER (STRADDLES / STRANGLES / IRON CONDORS)

Strategy: Long straddles or strangles ahead of binary events (earnings, FOMC, major geopolitical deadlines). Short strangles / iron condors when IV is rich and you expect contraction.

Use when: High-conviction view on volatility direction, not price direction.

Warning: most retail "binary event trades" lose to IV crush. The Swing Deck engine flags elevated IV rank + pending earnings as the primary sell-premium setup — buying straddles into elevated IV is usually the wrong side.

8 status-light states

Every open options position gets one color, one state, one action:

StateMeaningAction
HARVEST Short position captured ≥ 50% of max credit, OR long position up ≥ 100% Close or scale out. Don't give profit back.
ROLL Short near strike with ≤ 7 DTE Roll to next monthly for credit. Use the roll engine.
DEFEND Short near strike (≤3% away) with ≤ 21 DTE. Gamma climbing. Prepare to roll. Don't size up.
ASSIGN Deep ITM short with ≤ 3 DTE. Early assignment likely. Plan cash/shares for takedown, or roll out decisively.
EXPIRE_SAFE Far OTM short, low DTE — will expire worthless Nothing. Let decay finish.
OPEN_CANDIDATE Not owned. IV regime + filter + pillars all align. Open the position. Good setup.
HOLD Owned, healthy, no catalysts Nothing.
COLD Filter fails or IV regime mismatched Don't open.

11-point options pillars

Every options setup runs through mechanical guardrails before it can open:

PillarRule
P1 TrendOnly sell puts in an uptrend (score ≥ 6). Only buy puts in a downtrend.
P2 MomentumNever buy calls when RSI > 70 (avoids the Gap-Trap).
P3 VolatilityBuy options only when IVR ≤ 20. Sell options only when IVR ≥ 50.
P8 SizingTotal premium at risk ≤ 2.5% of portfolio.
P12 CashCSP collateral must not breach the hard-cash floor.
Firewall AIf a CSP is assigned, resulting position must not breach the 15% asset cap.
Firewall BBrent crude > $105 → reduce bullish options 50% (energy-tech inversion).
Firewall CVIX > 25 → pivot Level 1 outright buys into Level 3 spreads.

Dashboard UI shows violations inline. Hard violations (e.g., assignment breaches cap) block the open entirely. Soft violations (e.g., RSI oversold on a long put) warn but allow override.

The roll engine

When a short position moves to ROLL, the engine computes 3-5 candidate rolls from the next monthly chain, ranked by:

  1. Net credit — how much premium you collect rolling the position
  2. Delta reduction — how much safer the new strike is
  3. POP improvement — new probability of profit
  4. Recommendationstrongly_prefer / prefer / neutral / avoid

Rolls that require a net debit are marked avoid — paying to roll almost always compounds a losing trade.

Rolling VRT short $295 put (5 DTE, near-strike):

STRIKE   EXPIRY       NET_CREDIT   Δ_CHANGE   POP     REC
$290     2026-06-20   +$1.85       -0.15       75%    strongly_prefer
$285     2026-06-20   +$1.20       -0.25       82%    strongly_prefer
$295     2026-06-20   +$0.30       -0.05       70%    prefer
$300     2026-06-20   -$1.20       +0.10       60%    avoid

IV crush radar + assignment alerts

IV crush radar scans your watchlist for the highest-EV options setup of the year: elevated IV rank on a ticker with earnings in 1-3 days, plus a historical pattern of post-earnings IV collapse. Short a strangle or iron condor in front of the print, buy it back after the IV crush for rapid premium decay.

Assignment alerts scan your open short positions for imminent assignment risk. Low extrinsic value + near expiry + ITM = assignment likely. The alert fires before it happens, with specific remediation: "roll out for credit, or plan cash/shares for assignment takedown."

Dashboard sleeve

The Options Sleeve renders beneath the equity portfolio section with:

Full roll-candidate modal, assignment-alert feed, and IV-crush watchlist are callable via API today, and ship into the UI in v5.6.

Ready to learn options safely

Start paper-trading. The engine is the same one serious users run live.

Download v5.5 →