Volatility Analysis to Trade Signal
From IV rank and volatility surface to a trade signal using fear score or Tepper signal.
Skills in this plugin
4- ▌ Alphagbm Iv Rank · alphagbmCalculates IV Rank and IV Percentile for any ticker to determine whether implied volatility is high or low relative to its 252-day history, and provides trading signals based on IV zones.
- ▌ Alphagbm Vol Surface · alphagbmBuilds a 3D volatility surface for any optionable ticker, mapping implied volatility across strike price and time to expiration to identify cheap, expensive, or anomalous options.
- ▌ Alphagbm Fear Score · alphagbmCalculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.
- ▌ Alphagbm Tepper Signal · alphagbmDetects whether current market conditions match David Tepper's historic panic-buy signal by combining VIX, FearScore, and a quality filter.