The Volatility module analyzes the VIX term structure, compares implied vs realized volatility, and generates trading signals based on volatility anomalies.
Available Analyses
- VIX Term Structure: Contango vs backwardation in VIX futures, a key regime indicator
- Implied vs Realized: When implied volatility significantly exceeds realized volatility, there may be premium-selling opportunities
- Historical volatility: Advanced estimators (Parkinson, Garman-Klass, Yang-Zhang)
- Skew & Smile: Volatility smile analysis across strikes
Volatility Risk Premium: Historically, implied volatility (what the market expects) tends to be higher than realized volatility (what actually occurs). This premium is the foundation of many options strategies.
Trading Signals
The module generates signals based on the relationship between VIX and its historical average, the term structure slope, and the divergence between implied and realized volatility.
Analyze market volatility
View Volatility Strategies