Thesis: multi-month directional planning

Trade plan starts from today's setup. Thesis starts from you. You bring a view on a company, a direction, and a horizon measured in months, and it builds the vertical spread that expresses it. This one is worth watching closely, because I am going to drive it myself while I explain it.

Three inputs. The ticker and your direction. A horizon on a one to twelve month slider, with presets for one to three, three to six, and six to twelve. And a structure: debit, credit, or auto. Debit buys a spread and wants cheap volatility. Credit sells one and wants rich volatility. Auto samples volatility inside your window and picks for you, then shows you which it chose and why. Anything auto decides, you can override.

This takes about half a minute. It is fetching and scoring the full option chain across every expiration in your window, and I would rather show you the wait than pretend it is instant. While it works, one thing about what it is doing: debit and credit anchor on different legs. Debit anchors on the long leg's delta and places the short strike on a forecast level from the expected move. Credit anchors on the short leg's delta, which is a probability-of-profit target and carries no directional forecast at all.

Here is the candidate, and everything I am about to describe is on the screen beside me rather than in my head. The expiry and strikes the rules landed on. Premium against width. The breakeven, with an expected-move ruler and a probability of touch. IV rank, labeled so you know whether it came from the true store or a proxy. The skew edge, which is the short leg's implied volatility minus the long leg's. And any earnings events falling inside your holding window, marked confirmed or estimated. That last row is the one people skip and then regret.

The payoff chart shows the profit plateau against the expected-move bands, with today's price marked, and a plain sentence stating what the trade is worth if the stock does not move at all. Below it, alternatives at three anchors, and a strip showing how implied volatility varies across your window. If a nearby expiry is materially cheaper in volatility terms, that strip is where you see it.

One workflow worth adopting: whatever thesis proposes, check catalysts for the same name before you act, so you know what sits inside the window you are about to hold through. Everything I did here was read-only. I can open surfaces and run analyses, and I cannot place, approve, or change anything, by design. Options Scanner is operated by Avenix Solutions LLC. It is not a broker-dealer and not an investment adviser, and it never holds customer funds. Thanks for watching.