I've tried to pick out the ones that (1) have > 70% implied rank; (2) offer greater than a 1.00 credit ($100) for the "classic" one standard deviation short strangle setup; (3) have fairly good liquidity with options prices; and (4) offer weeklies, but there are also a few >.50/<1.00 credit plays that I might nevertheless play (e.g., CREE , SBUX ), although I think I can afford to be picky here given the selection ... .
PLAYS TO PUT ON TUESDAY
CREE -- Tuesday, after market close. High implied vol rank/high implied vol, but <1.00 credit for a 1 standard deviation short strangle.
IBM -- Tuesday, after market close.
NFLX -- Tuesday, after market close.
GS -- Wednesday, before market open.
PLAYS TO PUT ON WEDNESDAY
SBUX -- Wednesday, after market close. High implied vol/but implied vol <50% and <1.00 credit.
PLAYS TO PUT ON THURSDAY
SLB -- Thursday, after market close. I don't think I've every played this underlying. It's a tech company that provides support to oil and gas, and I've got plenty of petro plays on.
Notes: There are also a couple of plays that might be interesting to play via other methods. One of these that comes to mind is KMI . It's got a high implied rank, high implied , and liquidity. The problem is that the price of the underlying is currently $13.00, so you just can't get enough premium out of it via short strangle or iron condor to bother with it using one of those strategies ... .