Every score, grade and verdict in Optionscanner is produced by deterministic arithmetic over market data, and each page below describes one component of that arithmetic: what goes in, how it is weighted, where the thresholds sit, and what the number cannot tell you. The thresholds are quoted as the code holds them in the release named on each page. When a threshold changes, the page changes with it.
These pages complement the research library, where the same engine was cross-referenced against roughly 340 published sources and the divergences were fixed in the open, and the data sources page, which names where every input comes from. The AI assistant reads the same numbers and explains them; it never produces one.
The 0-100 conviction score: a signal layer plus an options layer, minus an earnings penalty, graded A to F. Every component and its cap, from the code.
A signal and an implied-to-realized volatility regime map to one defined-risk structure through a fixed matrix; the VIX regime adds a lean, not a pick.
NVRP is implied minus realized volatility over realized, with the realized window matched to days to expiry and a z-score against the stock's own history.
POP is the log-normal chance price finishes beyond the breakeven, N(d2), with a smile-slope correction, a probability of touch, and a calibration check.
Every expiry is scored 0-100 on five 20-point dimensions: days to expiry, implied volatility level, term structure, gamma risk and theta-to-vega, by side.
Tape fit blends strike placement against the recent range (50%), triggered patterns against the trade (30%) and regime (20%), with a dealer-gamma cap.
The agent's confidence is a weighted blend of seven subscores plus blocking flags: below 50 rejected, 75 and above approve band, between is human review.
Every position verdict cites a rule the user adopted and the observed value: profit share, loss share, days to expiry, short-strike delta and roll credit.
Read the literature reviews of the same engine →
Where every input comes from →
How these pages were written: from the engine source as deployed in September 2026, with thresholds quoted as the code holds them. Thresholds change with releases and the changelog records each change. This is a description of arithmetic, not advice about what to trade.