Every position carries risk. Fischer makes the tradeoffs visible.
Before capital is committed, Fischer estimates the probability, breakeven level, income potential, and downside exposure implied by the option chain. The model does not eliminate risk or predict outcomes. It gives you a disciplined view of the setup so you can decide whether the trade belongs in your process.
Portfolio allocation tells one story. Position-level risk tells another.
Most portfolio construction stops at allocation — sectors, asset classes, “diversified exposure.” The actual positions are entered on conviction, exited on feel, and justified retroactively. Fischer brings model-derived probability, breakeven, and payoff analysis to each position before entry.
Fischer exists for investors who find that unacceptable.
You manage your own capital. You don’t need someone to hold a position for six months and hope the thesis plays out. You want short-dated income opportunities with defined review points and transparent settlement. What you’ve never had is a system that quantifies every trade before you commit — a model-derived probability range, the premium available at entry, and the breakeven price where the position turns unprofitable. Every metric computed from current market inputs. Every position resolved in days, not quarters.
The math is either in your favor or it isn’t.
Each morning, Fischer evaluates over 600 strike/expiry combinations across 19 liquid underlyings and surfaces the positions where the model-based probability and payoff profile meet the scan criteria. No narrative. No discretionary overrides. You see the numbers, you make the call.
Fischer identifies positions in both directions. Covered puts profit when the stock declines. Covered calls profit when it rises. Both collect theta income from short-dated options.
Short shares of the underlying and sell an OTM put below spot. Collect premium immediately. If the stock falls below the strike, the put is assigned and you keep the full premium plus directional profit. Max profit is capped and defined at entry.
Own shares of the underlying and sell an OTM call above spot. Collect premium immediately. If the stock rises to the strike, shares are called away and you keep the premium plus appreciation. Max profit is capped and defined at entry.
Both strategies collect time premium — value that erodes every day the option exists. Fischer computes the exact dollar amount of theta income at your position size, not per-share abstractions. You see what you stand to collect in real terms.
Theta decay accelerates as expiration approaches. Short-dated options deliver the highest daily income per day of risk. Fischer concentrates on this window — where the mathematics most favor the premium seller.
For a complete breakdown of how covered puts and covered calls work — including payoff diagrams, side-by-side comparison, and the theta advantage of short-dated options — see the Strategies page.
60 covered put and covered call positions across 19 liquid underlyings, ranked by extrinsic efficiency. Every metric in dollars at your position size. Six sections covering 0–14 DTE.
Dedicated scan of DIA, IWM, QQQ, SMH, SPY, TLT, XLE, and XLF — eight index and sector ETFs. Multiple results per expiry with full probability and theta analysis. Delivered alongside the daily scan.
Send a ticker and receive a complete strike-by-strike breakdown using live option chains — priced at the moment you ask, not hours ago. Full probability and theta analysis at your position size, delivered in minutes. Trade when you’re ready to trade.
Every position is tracked through expiry. Win or lose, P&L is computed from actual closing prices. The ledger is permanent, immutable, and transparent.
Pick what matches your trading rhythm. The engine is the same on every tier — the difference is how much of the universe you cover and whether you can pull analysis on demand.
Multi-seat access for RIAs, family offices, and funds is available by application.