Welcome to the "Theta Capturer" Tool.
To use, please enter a ticker and your desired delta. The delta level is only used as a starting point.
Historical returns of price are used to create the return distributions. The delta is only used to compute the statistical information on the right.
Enter Ticker:


Enter Delta Threshold [e.g. 24]


Note: Please allow up to 30 seconds for analysis to complete as it is generated dynamically. Additionally, a delta too small may return no matches, and subsequently no images. This has been tested with a considerable amount of U.S. equities, however it is possible that some may not work. If you discover any, please contact us.