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I think it is specific to META, because there was some confusion in the code that it was trying to retrieve the stock price of FB instead of META sometimes and sometimes it was getting it from META. I think the RV calendar of META should be better now. I've added an override for GE, but just to be clear, it is the responsibility of each trader to confirm the earning date / time by looking at the official investor relations website. That is the only source of truth.

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. 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. 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 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.

I'm not sure if someone is still using that, I believe it was one of the strategies used on SO at one point. The long strangle strikes are the closest to ATM strike + or - the short straddle premium