Results for “wolfram-alpha”

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.

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.

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

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

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.

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