Trading_skills scanner-pmcc
Scan stocks for Poor Man's Covered Call (PMCC) suitability. Analyzes LEAPS and short call options for delta, liquidity, spread, IV, yield, trend direction, and earnings proximity. Use when user asks about PMCC candidates, diagonal spreads, or LEAPS strategies.
install
source · Clone the upstream repo
git clone https://github.com/staskh/trading_skills
Claude Code · Install into ~/.claude/skills/
T=$(mktemp -d) && git clone --depth=1 https://github.com/staskh/trading_skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/.claude/skills/scanner-pmcc" ~/.claude/skills/staskh-trading-skills-scanner-pmcc && rm -rf "$T"
manifest:
.claude/skills/scanner-pmcc/SKILL.mdsource content
PMCC Scanner
Finds optimal Poor Man's Covered Call setups by scoring symbols on option chain quality.
What is PMCC?
Buy deep ITM LEAPS call (delta ~0.80) + Sell short-term OTM call (delta ~0.20) against it. Cheaper alternative to covered calls.
Instructions
Note: If
is not installed oruvis not found, replacepyproject.tomlwithuv run pythonin all commands below.python
uv run python scripts/scan.py SYMBOLS [options]
Arguments
- Comma-separated tickers or path to JSON file from bullish scannerSYMBOLS
- Minimum LEAPS expiration in days (default: 270 = 9 months)--min-leaps-days
- Target LEAPS delta (default: 0.80)--leaps-delta
- Target short call delta (default: 0.20)--short-delta
- Save results to JSON file--output
Scoring System (max possible: 14, range: -4 to 14)
| Category | Condition | Points |
|---|---|---|
| Delta Accuracy | LEAPS within ±0.05 | +2 |
| LEAPS within ±0.10 | +1 | |
| Short within ±0.05 | +1 | |
| Short within ±0.10 | +0.5 | |
| Liquidity | LEAPS vol+OI > 100 | +1 |
| LEAPS vol+OI > 20 | +0.5 | |
| Short vol+OI > 500 | +1 | |
| Short vol+OI > 100 | +0.5 | |
| Spread | LEAPS spread < 5% | +1 |
| LEAPS spread < 10% | +0.5 | |
| Short spread < 10% | +1 | |
| Short spread < 20% | +0.5 | |
| IV Level | 25-50% (ideal) | +2 |
| 20-60% | +1 | |
| Yield | Annual > 50% | +2 |
| Annual > 30% | +1 | |
| Trend | Price > SMA50 | +1 / -1 |
| RSI > 50 | +0.5 / -0.5 | |
| MACD > signal | +0.5 / -0.5 | |
| Earnings | Next earnings > 45 days | +1.0 |
| Earnings within 45 days | -1.0 | |
| Earnings within short expiry | -2.0 |
Output
Returns JSON with:
- Scan parameters usedcriteria
- Array sorted by score:results
,symbol
,price
,iv_pct
,pmcc_score
(always 14)max_possible_score
- expiry, strike, delta, bid/ask, spread%, volume, OIleaps
- expiry, strike, delta, bid/ask, spread%, volume, OIshort
- net_debit, short_yield%, annual_yield%, capital_requiredmetrics
- every scoring component as ascore_breakdown
(float) +<name>_delta
(explanation string) pair:<name>- Base:
,leaps_delta
,short_delta
,leaps_liquidity
,short_liquidity
,leaps_spread
,short_spread
,ivyield - Trend:
,trend_delta
(per-indicator dict)trend - Earnings:
,earnings_deltaearnings - All
values sum to_deltapmcc_score
- Base:
- Symbols that failed (no options, insufficient data)errors
Examples
# Scan specific symbols uv run python scripts/scan.py AAPL,MSFT,GOOGL,NVDA # Use output from bullish scanner uv run python scripts/scan.py bullish_results.json # Custom delta targets uv run python scripts/scan.py AAPL,MSFT --leaps-delta 0.70 --short-delta 0.15 # Longer LEAPS (1 year minimum) uv run python scripts/scan.py AAPL,MSFT --min-leaps-days 365 # Save results uv run python scripts/scan.py AAPL,MSFT,GOOGL --output pmcc_results.json
Key Constraints
- Short strike must be above LEAPS strike
- Options with bid = 0 (illiquid) are skipped
- Moderate IV (25-50%) scores highest
Interpretation
- Score > 12: Excellent candidate (strong structure + bullish trend + clear earnings runway)
- Score 10-12: Good candidate
- Score 6-10: Acceptable with caveats
- Score < 6: Poor structure, bearish trend, or earnings risk
is always 14 — usemax_possible_score
to gauge how close a candidate is to perfectpmcc_score / max_possible_score
Dependencies
numpypandasscipyyfinance