Data-driven analysis of volatility, options strategies, and market structure. Every article includes real scanner data from 595 symbols.
Volatility measures price movement magnitude. Learn HV vs IV, the volatility risk premium, four regimes (VIX thresholds), and how to size positions.
VIX options are European-style, cash-settled, and priced off VIX futures (not spot VIX). This distinction causes most retail VIX options trades to fail. A VIX…
Intraday volatility follows a U-shaped pattern: highest in the first 30 minutes, lowest between 11:30 AM and 1:30 PM ET, then rising into the close.…
Low volatility environments (VIX below 15) occur roughly 40% of the time and require different strategies than high-vol markets. Premium selling collects thin credit but…
The volatility risk premium (VRP) is the persistent gap between implied volatility and realized volatility. IV exceeds RV approximately 85% of the time on SPX…
Implied volatility skew measures the difference in IV across strike prices at the same expiration. Put skew on SPX averages 5-8 points steeper than call…
Micro futures (MES at $5/point, MNQ at $2/point, MCL at $1/barrel) give small accounts access to the same volatility dynamics as full-size contracts at 1/10th…
Fixed-point stops ignore market conditions. A 10-point stop on ES makes sense at VIX 12 but is dangerously tight at VIX 30. Volatility-adjusted stops scale…
Gamma scalping is a delta-hedging strategy where a trader buys options (long gamma) and continuously adjusts the delta-neutral hedge by buying low and selling high…
VVIX measures the implied volatility of VIX options, representing the market's expectation of how much the VIX itself will move. Normal VVIX range is 80-100;…
Keltner Channels use ATR (smoothed volatility) while Bollinger Bands use standard deviation (reactive volatility). The ATR-based Keltner envelope changes gradually and excels at trend identification;…
Volatility regime detection classifies markets into distinct states (low, normal, elevated, crisis) so traders can adapt strategy, position sizing, and risk parameters. Simple threshold rules…
595 symbols. Updated every 2 minutes. Backtested methodology since 2008.
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