⚠️ Insufficient IV history — IV Rank stuck at 50%. Bootstrap 1 year of realized data to calibrate the Rank.
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{bootstrapMsg && (
ℹ️ {bootstrapMsg}
)}
Options Lab
IV Rank · IV Percentile · Term Structure · Skew · Options Flow
{/* Légende */}
IV Rank > 80% — Sell vol
Credit spreads, iron condors, covered calls. Premium is high → seller has the edge.
IV Rank < 20% — Buy convexity
Long calls, long puts, straddles, strangles. Premium is cheap → good time to buy gamma.
Contango = short IV < long IV (calm market, good for selling short term) ·
Backwardation = short IV > long IV (stress, good for buying short protection) ·
Skew + = puts more expensive than calls (institutional bearish bias)
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No IV data available
US ETFs are required (SPY, QQQ, GLD...).
IV Rank requires history — data accumulates with each refresh.