Volatility User Guide

Volatility User Guide

  • User Guide
  • Video Tour
  • Get Started

›Market Screening

Getting Started

  • Overview
  • Creating Your Account

Options Backtesting

  • Starting Your Backtest
  • Customizing Your Strategy

    • Profit Targets and Stop Losses
    • Implied Volatility Conditions
    • Options Price Conditions
    • Timing and Date Range
    • Holding Periods
    • Technical Indicators
    • Execution and Liquidity Costs
    • Pair with Underlying Shares
    • Earnings Announcements
    • Delta Hedging

    Analyzing Your Results

    • Backtesting Statistics
    • Backtesting Charts
    • Scenario Risk Analysis
    • Strategy Optimization
  • Portfolio Backtesting
  • Backtest Specific Options

Market Screening

  • Volatility Dashboard
  • Macro and Equities Screens
  • Put Writing Screen
  • Covered Call Screen
  • Unusual Options Activity
  • Opportunities Search
  • Correlation Analysis

Options Charting

  • Implied Volatility Charting
  • Volatility Skew Charting
  • Volatility Surface Charting
  • Market Positioning Charting
  • Put/Call Volume Charting

Account Management

  • Settings
  • Transactions
  • Password

Miscellaneous

  • Start Bar

Opportunities Search

Volatility automatically backtests hundreds of thousands of options strategies every day and uses sophisticated algorithms to highlight opportunities that are particularly attractive for you. You can view these Statistical Opportunities on each market’s Opportunities page (Example: S&P 500 Opportunities).

Most identified opportunities include a link to further analysis on the platform. For example, if implied volatility is unusually low on a stock trading at expensive levels, Volatility may highlight put options as attractive hedging trades and link you directly to their backtesting results.

Statistical opportunities are calculated using a broad range of data types, and most opportunities are calculated using the last year of historical data. By default, Volatility will show you opportunities for options expiring in three months. You can change this to other option expiries that interest you by using the expiry dropdown menu.

Statistical Opportunities Screenshot

← Unusual Options ActivityCorrelation Analysis →
Products
BacktestingScreeningCharting
Resources
Backtesting ResearchBlogPricing
Follow @getvolatility
Use of this site constitutes acceptance of our Terms and Conditions and Privacy Policy.
Copyright © 2019 Volatility Analytics Inc. All rights reserved.