Results for “volatility”

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

Analyze and simulate options trading strategies using Black-Scholes pricing, Greeks calculation, and risk management guidance.

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.

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.

Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

Monitor a list of tickers for key changes in price, IV rank, unusual activity, earnings dates, and score changes. Supports custom watchlists and a default hot options list.

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.

Aggregates market-wide sentiment indicators including VIX, Put/Call ratio, Fear & Greed Index, market breadth, and sector rotation to classify the current regime as risk-on, risk-off, or neutral.

Develop quantitative trading strategies with the vn.py framework, covering CTA, spread, and options strategies with support for 20+ broker gateways.

Build a quarterly bookings forecast with commit, best-case, and pipe-only tiers, project cohort-level NRR/GRR to surface leaky cohorts, and score per-stage funnel confidence using coefficient-of-variation analysis.

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.

Quantifies whether a stock is suitable for long-term holding or requires tiered profit-taking using a novel 'rollercoaster rate' metric, running 15 exit strategies over ~10 years of daily history per ticker.

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.

用 Serenity 的供应链卡点逆向投资逻辑分析美股/AI 供应链标的,产出专业投研报告,包含逆向链显形、卡点判据、估值与证伪门。

Transforms Chan Theory technical analysis into an executable, reproducible research workflow with strict level, structure, and invalidation gates for A-shares, Hong Kong stocks, ETFs, indices, and futures. For research and study only; never issues stock tips or promises returns.

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

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.