OptionBench — options scanner suite (5 scanners), launching in June — looking for beta-testers

[Romuald]

 

Hi all,

I'm Romuald, an options trader and member of SO. Over the past several months I've been building a scanner suite called OptionBench, primarily to scratch my own itch — I wanted a tool that surfaces credit-spread and pre-earnings setups with transparent methodology, without hype and signal-service noise.

Then, in the future V2 version of the tool, there will be a powerful and fast options-strategies-backtester.

Public launch is targeted for June 2026. Before that, I'd like to (1) show the community what it does, (2) get critical feedback from people who actually trade options seriously, and (3) recruit a small group of beta-testers who'll get free access during the beta phase.

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What OptionBench does — V1

In the V1 there will be five scanners, a "Today" landing dashboard, and a two-week trade calendar. The UI is intentionally sober — no flashy graphics, no countdown timers, no upsell pop-ups.

"Today" dashboard

Single landing view with the day's top CPS / CCS picks (Top Score + Best POP/Risk for each side) and the upcoming earnings/events on your watchlist.

 

Weekly calendar (This Week / Next Week)

Buy-dates aggregated from all scanners across the current week and the next, filterable by win rate, cycles, years of history, and liquidity grade. Click any cell to jump straight to the underlying scanner row.

  

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The five scanners

1. IV Scanner

Scans ~100 tickers daily for IV Rank 12m, HV Rank 1y, IV/HV ratio, term structure (1M/3M), 25-delta put skew, and a directional bias signal. Useful for premium-selling candidate selection.

 

 

2. Pre-Earnings Scanner

For tickers with upcoming earnings, runs historical analogues across Long Straddle, Long Strangle ATM, Double Diagonals and Calendar Put strategies (TP +10% / +20%). Roughly 10 years of options history, win rate by buy-day (T-15 to T-1), Ret%, RV, IV Rank, liquidity grade.

 

 

3. Pre-Events ETF Scanner

Same idea but for ETFs around macro events: FOMC, CPI, NFP, ISM PMI. Backtest on every historical occurrence of each event. Shows upcoming dates with T-X countdowns and ranks setups by win rate, Ret%, and liquidity.

 

4. Credit Put Spreads ETF (CPS)

26 liquid ETFs (broad indices, sector SPDRs, international, commodities, bonds). Vectorised Monte Carlo (5,000 sims) for POP, Days-to-Close, and Touch probability.

 

5. Credit Call Spreads ETF (CCS)

Mirror of CPS for bearish setups. Same universe, same engine, same metrics.

 

Beta-tester recruitment

I'm looking for a small group (target ~10–20 people) of active options traders to use OptionBench during the beta phase, free of charge, in exchange for substantive feedback — what's broken, what's missing, what's misleading, what would make you stop using your current scanner, what would make you switch.

If you'd like in: send me a PM with your email address and a one-line note on what you currently trade (credit spreads, pre-earnings, premium selling, IV plays, etc.) so I can balance the cohort across use cases.

 

Not interested in the beta but want to be notified at launch? You can leave your email directly on the site: https://www.optionbench.com (waitlist form on the homepage — no spam, just a launch ping).

And — if you have feedback, objections, or features you'd want to see in V1, I'd genuinely rather hear it now than after launch. Reply here or PM, both work. Critical feedback especially welcome.

Thanks for reading.

— Romuald

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Past performance does not guarantee future results. OptionBench is not a financial advisor and does not recommend any specific trading strategy. Options trading involves substantial risk and may result in significant losses. This tool is for research and educational purposes only.

 

 

 

[Romuald]

Here is an interesting discussion with Srini M:

 

Romuald 889

Replied: 16 hours ago · IP 

  17 hours ago, Srini M said:

Hi - my 2 cents..

- How is this different from stockmarketguides.com/marketchameleon?

- you also have to have videos on how to use each tool in different ways. some sites have very good videos that we hardly have to spend time figuring out things. 

- most sites dump you with lots of info, mostly useless stuff, what i am looking for is - find the most profitable trades with the minimal amount of time. 

Regards

Srini

 

Hi Srini,

thanks for the honest feedback — those are exactly the right questions.

How is OptionBench different from MarketChameleon?

MC is a great general-purpose options data platform — they cover earnings 
strategies, IV scans, unusual options activity, and a lot more. We're going 
in a more focused direction:

- We only scan a curated universe (26 liquid ETFs for credit spreads, ~80 
  stocks for pre-earnings) instead of the whole market — the goal is depth 
  over breadth on the setups that actually work for retail credit-spread 
  traders
- Every metric shows its uncertainty: POP comes with a confidence band 
  (e.g., "93.32% ± 0.91"), not just a single number. Backtests show 
  sample size warnings (Low / Medium / High confidence based on number 
  of historical analogues)
- We Monte-Carlo every credit spread across 12 DTEs × 7 delta pairs × 
  5 take-profit levels (5,000 sims each) — the scanner doesn't pick 
  one "right" setup, it shows you the entire opportunity surface and 
  scores them
- Pricing target ~50% of MC, single tier, no upsell pressure
- We publish negative results too — when we backtest a strategy and it 
  doesn't have edge, it gets archived as "tested but not deployed", not 
  buried. Keeps us honest with ourselves and users.

Different positioning, not better — we're a focused tool for traders who 
already know credit spreads and want depth, not a one-stop shop.

On videos / quick learning

Fair point and I agree. For the beta, I'll have a Quick Start guide 
(5-min read) and 2-3 short walkthrough videos focused on the most-asked 
workflows: 
1) "I have 30 minutes, find me 3 credit spread candidates" 
2) "Pre-earnings setup walkthrough on a real ticker" 
3) "What do all these metrics mean and which ones matter most"
Tooltips on every metric in-app too.

On "minimal time to find profitable trades"

That's literally the design philosophy. The "Today" briefing on the 
homepage shows the 4 best CPS picks, 4 best CCS picks, this week's 
earnings tickers, and upcoming macro events — all curated, not raw 
data dumps. The full scanners are there if you want to dig deeper, 
but the homepage is built to answer "what's worth my time today".

Beta starts in a few weeks. If you want to test it and call out 
where we miss the mark, I'd genuinely value the feedback.

Romuald

Disclaimer: not financial advice, options trading involves substantial risk.