Covered Calls on KO: Premium vs Dividend
A covered call on KO collects a fraction of a percent per month. See the real premium, implied volatility and the ex dividend math behind assignment.
#implied volatility
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What Breaks an Options Backtest
What breaks an options backtest is the entry price and the contract list. Reprice every entry one volatility point and see how much modelled credit survives.
Covered Calls on AAPL: A Worked Example
Covered calls on AAPL, worked end to end with real option data: premium, static return, return if called, breakeven, and how often the call finished ITM.
Gold Miner Covered Call ETFs: Yield vs Upside
Gold miner covered call ETFs quote the biggest yields in the income aisle. Here is the measured GDX and GDXJ volatility behind them, and the upside they cap.
Why Would Anyone Sell a Put Option?
Why would anyone sell a put option? The premium is payment for a real obligation. Where a high win rate hides a deep tail, and when selling is a bad idea.
Implied Volatility Heatmap: How to Read It
An implied volatility heatmap puts moneyness on one axis and expiry on the other. Read a row for skew, a column for term structure, with live SQL.
What Determines an Option's Price?
What determines an option's price? Five inputs you can look up, plus volatility. We reprice one real AAPL call and rank each input by dollars. See the ranking.
ZM Implied Volatility: Zoom IV and Earnings
ZM implied volatility, measured from traded Zoom option contracts: the current 30 day at the money level, its percentile, earnings crush, and term structure.
Stocks With the Biggest IV-RV Gap
Which stocks have the biggest IV-RV gap? We rank 30-day implied volatility against the realized volatility that followed, with the full method shown.
Iron Condor Screener from the SQL API
How to build an iron condor screener in SQL from daily options greeks, ranked by IV percentile, with a check on how many candidates still clear a week later.
Do Stocks Move as Much as Options Predict?
Do stocks move as much as options predict? We scored the earnings implied move against the realized move, print by print, across sixteen household large caps.
How to Pick an Option Strike Price by Delta
How to pick an option strike price: what each delta band actually pays, and how often delta matched the realized share of contracts that finished ITM.
Stocks With the Highest Option Premiums
Which stocks have the highest option premiums? A dollar ranking is a share price ranking. Rank by percent of strike instead, with the liquidity filters.
Crypto Covered Call ETFs: Yield Explained
Crypto covered call ETFs advertise huge distribution rates. Here is what they hold, where the premium comes from, and what the capped upside costs you.
GLD Implied Volatility, Explained
What is a normal GLD implied volatility? A five year ATM IV series for the gold ETF, its percentile range, and how its 25 delta skew differs from SPY.
What Is the CME CVOL Index? CVOL vs VIX
The CME CVOL index measures 30-day implied volatility in futures options using simple variance and equal strike weights. Here is how it differs from VIX.
What Is an Implied Volatility Index? IV30 & VIX
An implied volatility index is a constant 30-day IV built from two expirations. See the IV30 formula worked on real AAPL options, and how the VIX family fits.
Implied Volatility vs Beta: What Each Tells You
Implied volatility vs beta: one is the option market's forward estimate of total movement, the other a backward slope against an index. Ten names, measured.
IV Term Structure: What the Curve Tells You
The IV term structure is implied volatility plotted by expiration. See what upward sloping and inverted curves mean, with real option data on the shape.
Expected Move From Implied Volatility
Expected move is price times IV times the square root of days over 365. See the formula, the straddle shortcut that matches it, and what realized moves did.
Highest IV Rank Stocks Right Now
The highest IV rank stocks right now, scored against each name's own 52-week implied volatility range, with IV percentile beside it and the method shown.
Highest Implied Volatility Stocks Right Now
The US stocks whose options carry the highest implied volatility right now, ranked from real closing prices, with SPY as the calm benchmark for scale.
TSLA Implied Volatility: IV Now & Its History
TSLA implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
SPY Implied Volatility: IV Now & Its History
SPY implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
QQQ Implied Volatility: IV Now & Its History
QQQ implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
NVDA Implied Volatility: IV Now & Its History
NVDA implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
MSTR Implied Volatility: IV Now & Its History
MSTR implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
MSFT Implied Volatility: IV Now & Its History
MSFT implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
META Implied Volatility: IV Now & Its History
META implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
COIN Implied Volatility: IV Now & Its History
COIN implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
AMZN Implied Volatility: IV Now & Its History
AMZN implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
AMD Implied Volatility: IV Now & Its History
AMD implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
AAPL Implied Volatility: IV Now & Its History
AAPL implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
What Is IV Crush? Measured on Real Earnings
IV crush is the overnight collapse of option implied volatility after an event. We scanned six weeks of the US options tape and measured every big one.
How Earnings Move Option Greeks
Pin one real Tesla call through its Q1 earnings 8-K and watch implied volatility, price and delta move as the result lands and the IV crush follows.
Why Some Options Cost So Much More
Two nearly identical options can carry wildly different prices. Implied volatility is why: the market's priced-in expected move, mapped across six names.
The Option Greeks Explained: Delta to Rho
Delta, gamma, theta, vega and rho, the five option greeks, demonstrated by tracing one real SPY call through its whole life against the stock.
What Is Option Vega? Volatility Sensitivity
Vega measures an option's sensitivity to implied volatility. Watch IV spike on a real SPY call, see vega grow with time, and drive the earnings vol crush.
What Is Implied Volatility? IV, Explained
Implied volatility is the future move an option's price implies. See IV across stocks, the term structure, the volatility skew, and a year of SPY's vol regime.