Three richness signals — used together they tell you whether the market is paying you
to sell vol that isn't being realized.
· IV Δ% — current ATM IV vs the symbol's recent 30-day baseline. ≥+30% = SPIKE (sudden jump).
· IV Rank — where current IV sits in its 1-year (min, max) range. ≥60 = expensive in its own history.
· IV/HV — current IV divided by 30-day realized vol. ≥1.2 = options pricing more vol than the stock is actually moving. This is the real edge — high IV alone just means a volatile name; high IV above HV means the market is overpaying.
The green EDGE badge fires when IV Rank ≥ 60 AND IV/HV ≥ 1.2 —
that's the combined "sell-premium-now" signal. Blue BIG MOVE = |today Δ| ≥ 3%.
Scanned
EDGE setups
Spikes
Biggest mover
Highest IV Δ
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