TastyFwdFactor: The Calendar Spread Forward Factor Screener

A minimalist Python GUI acting as a live forward factor calculator. It scans your watchlist for Tastytrade calendar spread setups and ranks them by forward implied volatility.

Get Started View Interface

Live Option Chain Scanning

Rank thousands of Tastytrade calendar spread setups by Forward Factor in real-time.

TastyFwdFactor Calendar Spread Screener Interface
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Interactive Forward Factor Calculator & P/L

Visualize your potential profit and loss exactly at the front-leg expiration. The interactive Matplotlib integration includes a dynamic slider to adjust the back-leg implied volatility, instantly recalculating breakevens, max profit, and curve structure.

Interactive Forward Factor Calculator and P/L Chart
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Tastytrade API Scan Settings and Filters
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Advanced Targeting & Filters

Define strict parameters for your scans. Target specific days-to-expiration (DTE) with flexible window tolerances, filter by minimum underlying price or market cap, and utilize the yfinance integration to automatically exclude tickers with upcoming earnings or ex-dividend dates to avoid event-driven volatility crush.

Quick Installation

# Clone the repository git clone https://github.com/alex-cartwright1/TastyFwdFactor.git cd TastyFwdFactor # Install the required dependencies pip install -r requirements.txt

1. Authenticate

Run python main.py and securely enter your Tastytrade production API Client Secret and Refresh Token. Credentials are automatically managed via your OS keyring.

2. Scan & Trade

Adjust your DTE parameters and hit run. Select any resulting trade to calculate net debit and visualize the P/L curve instantly.