Data-driven analysis of volatility, options strategies, and market structure. Every article includes real scanner data from 595 symbols.
The opening range breakout (ORB) strategy trades the first directional move out of the high/low range established in the first 5, 15, or 30 minutes…
The TTM Squeeze fires when Bollinger Bands (20, 2.0) contract inside Keltner Channels (20, 1.5 ATR), signaling that volatility compression is about to resolve into…
A straddle buys ATM calls and puts at the same strike, while a strangle buys OTM options at different strikes. The straddle costs more ($8-$12…
NQ futures move 1.3-1.5x the percentage range of ES due to tech concentration (top 7 stocks = ~50% of Nasdaq-100), higher beta, and speculative flow.…
VIX calls cost 1-2% of portfolio annually and returned 300-500% during March 2020. SPY puts cost 2-3% but protect against slow declines. This guide covers…
VIX ETFs track VIX futures, not VIX spot, and the contango roll cost (~5% per month) drives 60-80% annual decay for long products like UVXY…
Average True Range measures the magnitude of price movement per bar, including gaps. True Range = max(H-L, |H-PrevClose|, |L-PrevClose|), then averaged over 14 periods. This…
The market cycles through four volatility regimes — Low (VIX < 15), Normal (VIX 15-20), Elevated (VIX 20-30), and Crisis (VIX > 30) — each…
The expected move is the options-implied price range derived from implied volatility, representing the 1-standard-deviation zone where a stock has a 68% probability of staying.…
Long volatility strategies profit from moves larger than the market expects, carrying positive vega and negative theta. This guide covers how to go long vol…
VIX futures trade in contango ~80% of the time, generating 3-7% monthly roll yield that destroys long-volatility ETFs and creates a systematic edge for short-vol…
Historical volatility measures actual past price movement from the standard deviation of log returns. Implied volatility is derived from option prices by reverse-solving Black-Scholes. IV…
595 symbols. Updated every 2 minutes. Backtested methodology since 2008.
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