Liquid names with a same-day ATR-scale acceleration on top of an already-extended tape — the "short a pumped low-delta option into a blowoff" entry (reference: MSTR 170C 08-27, TSLA 405C 08-19). SELL CALLS NOW = 1-day move ≥ 1.25× ATR closing near the high, ≥ 1.5× ATR above the 10dma, 5d z ≥ 1; SELL PUTS NOW is the mirror washout. Rungs are Δ 0.05–0.15, 8–21 DTE, scored by expected 2-day P&L (delta reversion + theta) against the 2-ATR-continuation tail — not ROC/day carry. Signals compute LIVE intraday off the current session; premarket/morning the board carries yesterday's close triggers while the name is still extended.
DATA STALE — latest update is more than 10 minutes old during market hours.
What this board is: the 1–2 day short-delta mean-reversion entry dressed as premium selling. P&L attribution on the reference trades was ~70% delta / ~20% theta / ~10% (or adverse) vega, so the score is expected 2-day mark-to-market P&L — edge2d = |Δ|×0.75·ATR×0.7 + 2×|θ| — divided by the tail (Black-Scholes reprice of the contract after a further 2-ATR continuation, same IV). TailX is that tail in premiums: TailX 3 means a continuation day costs ~3× the credit — that IS the monster-drawdown scenario, size for it. Triggers are all in ATR units so they self-scale per name: accel = close-to-close ≥ 1.25× ATR14 closing in the top 40% of the range (bottom 40% for puts); ext = ≥ 1.5× ATR from the 10dma (the distance-above-10dma-as-ATR-function gate); z = 5-day log return ≥ 1.0 daily-vol sigmas. WATCH = extended + z-elevated with accel ≥ 60% of full — building, not triggered. Universe: ~500 names by 20d dollar-ADV (≥ $150M, price ≥ $10, megaCaps/watchlist always in), rebuilt daily from grouped bars, so whatever is hot enters on its own; sub-1.2%/day-vol grinders are excluded (no vol, no premium, no trade). LIVE tag = triggered off the current session intraday; prev-close = yesterday's close triggered and the name is still extended (rolls off once it has reverted — the trade is over). NEWS GAP (3+ ATR day) = earnings/news repricing, not exhaustion — a different bet. Rungs exclude recent splits, require bid ≥ 0.25 / mid ≥ 0.35 / spread ≤ max($0.10, 22% of mid) / OI ≥ 300; no rung listed usually means quotes are pulled (off-hours) or nothing in the band clears the guards. These are naked short options on accelerating names: short gamma, occasional catastrophic tails; rolling up-and-out defers a loss, it does not cap one. Knobs: FADE_ACCEL_ATR, FADE_EXT_ATR, FADE_ZMIN, FADE_DELTA_MIN/MAX, FADE_DTE_MIN/MAX, FADE_MIN_ADV, FADE_MIN_SIGMA_PCT.