How is a diagonal different from a vertical spread?

Verticals share an expiration and differ in strike; diagonals differ in both strike and expiration.

Are these long or short positions?

The scanner ranks both bull and bear diagonal structures. Each candidate is labeled with its directional bias.

Capital required is shown per candidate. Capital efficiency (premium per dollar of capital) is part of the ranking score.

No. Output is a ranked list of analytically attractive structures. Execution decisions remain user-directed.

Diagonal evaluation requires position-level Greeks, multi-leg liquidity checks, and cross-strategy context that differs from single-leg ranking.

Pro Scanner

Hybrid time-and-strike structures ranked on carry, capital efficiency, and directional exposure.

Quantitative research outputs — not trading instructions. Execution remains user-directed.

Rank	Symbol	Structure	Capital	Max Profit	Expected Return
1	XXX	Sample structure	$XX,XXX	$XXX	X.XX%
2	YYY	Sample structure	$XX,XXX	$XXX	X.XX%
3	ZZZ	Sample structure	$XX,XXX	$XXX	X.XX%

Pro

The full ranked output for this scanner is part of the Pro tier. Sign in to view sample coverage; upgrade to unlock the full ranking.

Quantitative research outputs — not trading instructions. Execution remains user-directed.

Both legs (different strikes, different expirations) screened for liquidity before scoring.
Net delta, vega, and theta computed at the position level — not the per-leg level.
Carry expressed as premium captured per unit of notional capital deployed.
Directional bias surfaced as a position-level delta band rather than hidden inside per-leg metrics.
Event windows (earnings, dividends) flagged when they fall inside the option's life.
Composite rank balances carry, capital efficiency, directional exposure, and event sensitivity.

Per-leg ranking misses the net Greeks that actually describe the position.
Capital efficiency is rarely normalized across diagonals with materially different notional sizes.
Directional bias is often left implicit, making cross-candidate comparison hard.
Liquidity on the long-dated leg is often ignored.

How is a diagonal different from a vertical spread?: Verticals share an expiration and differ in strike; diagonals differ in both strike and expiration.
Are these long or short positions?: The scanner ranks both bull and bear diagonal structures. Each candidate is labeled with its directional bias.
What capital should I expect to deploy?: Capital required is shown per candidate. Capital efficiency (premium per dollar of capital) is part of the ranking score.
Are these signals?: No. Output is a ranked list of analytically attractive structures. Execution decisions remain user-directed.
Why is this Pro-only?: Diagonal evaluation requires position-level Greeks, multi-leg liquidity checks, and cross-strategy context that differs from single-leg ranking.

Quantitative research outputs — not trading instructions. Execution remains user-directed.