Studies and trade write-ups from our own data, plus guides on trading volatility.
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…
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.…
646 symbols. Updated every 2 minutes. Backtested methodology since 2008.
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