Options RV Scanner

This engine ingests option chains, builds a smooth SVI volatility surface and searches for signals and constructs market-neutral portfolios. Each expiry is fitted with an SVI parameterization and then adjusted to minimize butterfly/calendar violations. Note that market data might lag by the hour; signals and positions are most accurate after market close.

• Signals: The scanner allows one to query the skew, concavity, and richness of the Volatility Surface for a given ticker.

  Volatility Surface Signals

  Query volatility properties for a ticker.

  Ticker

  CategorySkewConcavityRichness

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• Portfolio: The engine computes positions that are delta neutral to spot moves while minimizing residual delta and drift. It also keeps track of residual delta and, Vega/Theta Exposure for risk management.

  Delta-Neutral Position Builder

  Retrieve a delta-neutral spread for a given stock.

  Ticker

  Expiry (Optional)

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