Daily Volatility Opportunities

Institutional-grade scanning of 1000+ liquid US equities

Last Updated: at 6:00 AM CST

Our Scanning Methodology

Every morning at 6 AM CST, we scan the top 1000 most liquid options in the US market using the same institutional volatility decomposition methods used by professional market makers at firms like DRW, Citadel, and SIG. This isn't your typical IV rank scanner - we're doing something completely different.

Our proprietary algorithm strips out event premium (earnings, FOMC, CPI, NFP) from current implied volatility to reveal the "clean" volatility - what the market is actually pricing for day-to-day movement. We then compare this clean IV to 90-day Parkinson realized volatility (using high/low ranges, not just closes) to identify true mispricings that retail traders can't see.

• Premium Sells: Clean IV trading significantly above realized vol means the market is overpricing options even after accounting for events - perfect for selling spreads or iron condors
• Discount Buys: Clean IV below realized vol indicates underpriced options - ideal for long volatility plays or directional trades
• Event Plays: Maximum disparity between market IV and clean IV shows where the biggest volatility crushes will occur post-event

This gives you the same edge institutional traders use - knowing exactly what volatility will collapse to after events pass. Try our interactive term structure analyzer to see the math behind this methodology →

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