Options & Volatility Terminal
Compare implied volatility across expiries and strikes, then put expected moves beside realized-volatility history. Available symbols and expiries depend on the options source and usable quotes.
IV term structure
ATM IV across expiries with the expected move per expiry from the straddle.
Skew & risk reversals
The 25-delta skew curve and a cross-sectional cheap-vs-expensive vol map.
Volatility-rank proxy
Current 30-day implied volatility is placed in the one-year range of rolling 20-day realized volatility. This proxy does not use a historical IV series.
Earnings IV screener
For a selected universe of liquid stocks, compare the implied move with the average absolute move following recent earnings.
Which symbols can I analyze?
Enter a supported optionable symbol to request its term structure, skew and expected moves. Quotes and history must be available; some symbols or expiries may have no usable data.
Does it cover earnings volatility?
Yes. A screener checks a selected universe of liquid stocks and compares the implied straddle move with average realized moves after recent earnings. It is not an all-market earnings database, and historical moves do not predict the next result.
Is the volatility-rank proxy the same as conventional IV rank?
No. Conventional IV rank compares current IV with its own historical range. This panel compares current IV with the historical range of realized volatility because its source does not supply an IV history.