Results for “volatility-risk-premium”

Builds 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.

Analyzes the volatility smile and skew for a single options expiration, providing implied volatility curves, skew metrics, and shape classification to reveal market pricing of tail risk and directional fear.

Delivers a daily DeFi regime verdict (RISK-ON/NEUTRAL/RISK-OFF) from five named inputs, top TVL movers with causal reasoning, and a sustainable-vs-incentive yield split to distinguish real product-market fit from emissions-pumped APY.

Analyzes RAM memory dumps from compromised systems using the Volatility framework to identify malicious processes, injected code, network connections, loaded modules, and extracted credentials.

Calculates 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.

Analyze volatile memory dumps using Volatility 3 to extract running processes, network connections, loaded modules, and evidence of malicious activity.

Detects whether current market conditions match David Tepper's historic panic-buy signal by combining VIX, FearScore, and a quality filter.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

Screen S&P 500 stocks for Mark Minervini's Volatility Contraction Pattern (VCP) and detect historical VCPs in a single ticker's price path.