Every option structure worth a look across the liquid universe, in one ranked list. Edge is what the position costs against what it is worth priced at the stock’s own realised volatility — positive means the market is paying you more than the recent past says it should. Win rate is measured from a decade of the underlying’s actual moves, not from a bell curve, and carries the number of observations behind it.

Prices are what you would pay, not mid. Every leg is bought at the ask and sold at the bid, because a structure priced at the midpoint looks better than anything you can actually trade. Legs quoting a spread wider than a third of their own mid are dropped for the same reason — a wide market manufactures edge that is not there. Theoretical is Black-Scholes at the stock’s realised volatility, blended across a month and a year and capped at 1.8× the market’s own implied vol: a realised estimate further from the market than that is a regime change rather than a mispricing, and without the cap one earnings gap put a 1,186% edge at the top of this board. Win rate settles each structure at expiry against a decade of the underlying’s own overlapping windows, re-centred so the average outcome is today’s price — option prices assume no drift, and a stock that has risen a hundredfold must not be allowed to assume it happens again. Model POP is the lognormal probability the same tools usually quote, kept for comparison. Every leg sits between 10 and 90 delta: further out than that, option value is so vol-sensitive that any model and the market disagree violently, and the disagreement is not a trade. None of this is advice, and none of it accounts for commissions, assignment or what the position does before expiry.