Results for “alpha-vantage”

Score and rank options contracts for any ticker using a multi-factor model covering liquidity, IV attractiveness, Greeks balance, and risk/reward. Returns scored option chains with the best contracts highlighted.

Recommends optimal multi-leg option strategies based on market view, with 15+ templates and full P&L profiles.

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

Compares 2-5 stocks or options across GBM Five Pillars scores, options metrics, technicals, and valuations, highlighting winners per category and providing an overall recommendation.

Scores any US stock ticker through Warren Buffett's four-lens framework (business simplicity, moat, management, valuation) and returns a weighted HOLDABLE/WATCHABLE/AVOID verdict.

Analyzes earnings-season implied volatility: historical IV crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade.

Maps the current VIX value to a 5-tier fear-thermometer classification with strategy hints for options sellers, including 1-year percentile and distribution data.

Provides a single 0-100 cycle score blending VIX, SPY IV Rank, Put/Call ratio, and valuation percentile to determine offense vs. defense posture, based on Howard Marks' market cycle framework.

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.

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

Set price, IV rank, unusual activity, earnings, and VRP alerts with contextual notifications and management commands.

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.

Backtests quantitative trading strategies across 9 engines and 25 data sources, analyzes trade journals, and runs multi-agent research teams.

Calculates 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.

Simulates profit and loss for option positions across underlying price, implied volatility, and time to expiration, generating diagrams, breakeven analysis, and probability distributions.