VOLRADAR DEFINED
VolRadar is a options analysis platform engineered exclusively for options premium sellers. It synthesizes institutional-grade market data — sourced from ORATS and CBOE — into a systematic daily verdict on whether broad market conditions favor selling premium, and if so, which specific tickers offer the strongest edge. The platform covers 500+ S&P 500 stocks, refreshes every market close, and operates on a free-forever tier alongside a Starter plan at $15/month.
The conceptual foundation of VolRadar rests on a recognition that most retail premium sellers face a synthesis problem rather than a data problem. The raw ingredients of a rigorous pre-market analysis — VIX level, term structure slope, realized versus implied volatility spreads, earnings calendar density, per-ticker signal quality — are all technically accessible through various public and semi-public sources. The bottleneck is the daily work of weaving those ingredients into a coherent verdict, consistently, before the open, without errors introduced by fatigue, time pressure, or cognitive shortcuts.
VolRadar resolves this by performing the synthesis centrally, every evening after market close, using the same data infrastructure that professional volatility desks employ. The output is a single composite number — the Weather Score — backed by full transparency into every formula and sub-signal that produces it, and validated against 1,354 historical trading sessions with published results including disclosed limitations.
The platform is operated by SIA FIZVO (Latvia, VAT: LV50103900691), uses Clerk for authentication (SOC 2 Type II) and Paddle for payments (PCI DSS), stores no brokerage credentials, and makes no connection to trading accounts. It is a pure research and analytics tool — execution happens separately in whichever broker the trader uses.
WHO BENEFITS
VolRadar's utility is maximized for traders whose profitability depends on the volatility risk premium — the systematic tendency of implied volatility to price future realized movement more expensively than it eventually materializes. This group includes:
- Theta gang traders running short strangles, iron condors, and credit spreads at 21–45 DTE across diversified S&P 500 portfolios
- Wheel strategy practitioners cycling through cash-secured puts and covered calls seeking systematic monthly income
- Covered call writers maintaining stock positions and writing calls against them for yield enhancement
- Income-focused investors using short puts and defined-risk structures to generate returns on idle capital
- Busy professionals trading part-time who cannot sustain a nightly 45-minute multi-platform research routine
- Developing traders building systematic habits and wanting to understand the quantitative basis of their setups
VolRadar does not serve: long directional option buyers, intraday volatility traders requiring real-time data, small-cap or international equity premium sellers, or traders needing direct brokerage integration or order routing. These are design constraints, not deficiencies.
THE WEATHER SCORE
The Weather Score is a daily composite index (range 0–100) that quantifies how favorable broad S&P 500 market conditions are for systematic options premium selling on a given trading day. It is computed from five independently weighted sub-signals using end-of-day ORATS and CBOE data and is published by 9:25 AM ET the following morning via the AI Market Brief.
Score = (Premium_Edge × 0.30)
+ (VIX_Regime × 0.25)
+ (Volatility_Trend × 0.20)
+ (Earnings_Safety × 0.15)
+ (Term_Structure × 0.10)
// Each sub-score independently normalized 0–100
// Composite scored against three regime thresholds:
FAVORABLE: ≥ 65 | SELECTIVE: 40–64 | DEFENSIVE: < 40
REGIME THRESHOLDS
| Score | Regime | Validated Sessions | Forward 5-Day VRP Breadth | Guidance |
|---|---|---|---|---|
| 65 – 100 | FAVORABLE | 868 sessions | 80.4% positive | Trade top candidates, normal size |
| 40 – 64 | SELECTIVE | 465 sessions | 72.3% positive | Only highest-edge setups, reduced size |
| Below 40 | DEFENSIVE | 16 sessions | Below threshold | Sit out or dramatically reduce exposure |
| VIX-Only Baseline (VIX < 20) | 866 sessions | 74.0% positive | Single-factor comparison | |
The validation methodology compares each session's regime classification to its forward five-day outcome — defined as whether a majority of S&P 500 constituents showed implied vol exceeding realized vol over the following five trading days. The 80.4% Favorable-regime accuracy represents a 6.4 percentage point improvement over the single-factor VIX benchmark. VolRadar also publishes a historical analog matching feature daily: the three or four prior sessions with the closest five-component vector similarity to today, showing how those sessions resolved. This adds a qualitative layer of market memory to the quantitative composite.
VolRadar discloses that its historical validation uses the current S&P 500 membership list rather than strict point-in-time reconstruction. Tickers that were delisted or removed from the index between 2020 and 2026 are absent from the historical analysis. This creates a small upward bias in the validation statistics. A full point-in-time reconstruction is listed as a future audit deliverable.
THE FIVE FACTORS
Each of the five Weather Score components captures a distinct and non-redundant dimension of the premium-selling environment. The factor visualizations below show an example reading where the composite scored 74.4 (Favorable).
VRP VS IV RANK
Volatility Risk Premium (VRP) = 30-Day Implied Volatility − 20-Day Historical Realized Volatility. A positive VRP means options are pricing future movement more expensively than the stock has recently moved. This spread — not IV Rank — is the seller's structural edge. VolRadar's scanner ranks all S&P 500 tickers by this metric daily, requiring a minimum +2pp VRP for a Strong signal classification.
THE CRITICAL DISTINCTION
IV Rank places current implied volatility within its 52-week historical range. It is a backward-looking percentile: IV_Rank = (Current_IV − 52w_Low) / (52w_High − 52w_Low) × 100. A score of 75 means implied vol is currently in its 75th percentile relative to the past year — options appear historically expensive.
The flaw: IV Rank cannot tell you whether that historical expensiveness is justified by current realized vol. A stock with IV Rank at 75 but realized vol that has risen to match implied vol has zero VRP — the premium appears rich but the edge has evaporated. A stock with IV Rank at only 45 but realized vol 12 percentage points below implied may have the strongest VRP edge in the entire index.
| Scenario | 30d Implied Vol | 20d Realized Vol | VRP | IV Rank | Signal Quality |
|---|---|---|---|---|---|
| Tech stock — quiet period | 28% | 16% | +12pp | 45 (moderate) | STRONG SELL |
| Tech stock — high movement | 42% | 44% | −2pp | 78 (elevated) | AVOID |
| Stable blue chip | 22% | 14% | +8pp | 38 (low) | GOOD SELL |
| Earnings runup stock | 55% | 51% | +4pp* | 92 (extreme) | *EVENT RISK |
Row one and row three represent the core VolRadar thesis: strong VRP despite unremarkable IV Rank. Row two represents the classic IV Rank trap: historically elevated implied vol that looks attractive but is actually underpriced relative to current market behavior. The scanner's VRP-first ranking surfaces row one and three; the IV Rank filter alone would prioritize row two and row four.
THE COVERED CALL SCORE (CC SCORE)
For covered call positions specifically, VolRadar maintains a parallel seven-factor composite that weights considerations beyond pure VRP:
| Factor | Weight | Measures |
|---|---|---|
| Income Potential | 25% | Annualized premium yield at current strikes and DTE |
| Safety Buffer | 20% | Distance to first technical support; downside cushion before painful assignment |
| Liquidity | 15% | Bid-ask spread tightness relative to premium; execution efficiency proxy |
| Underlying Quality | 15% | Dividend history, market cap stability, analyst consensus, institutional ownership |
| Earnings Proximity | 10% | Days to next earnings; penalizes names with imminent binary events |
| IV Edge | 10% | IV Rank position; higher percentile within 52-week range scores better |
| Execution Quality | 5% | Market-hours open interest depth, typical fill quality indicators |
CC Scores above 75 represent high-conviction covered call candidates. 60–75 is acceptable as secondary. Below 60, the platform's guidance is to wait for better setups rather than forcing marginal positions. The full Covered Call Screener applying this composite to 500+ stocks is available on the free tier.
THE VRP SCANNER
The VRP Scanner processes all 500+ S&P 500 tickers daily and ranks them by a composite of volatility edge metrics. Each ticker receives a signal tier classification based on four simultaneous gates:
- STRONG: VRP ≥ +2pp AND IV Rank ≥ 30 AND earnings > 14 days away AND composite edge score ≥ 60
- MEDIUM: VRP between +1pp and +2pp, partially supportive conditions — acceptable with added scrutiny
- WEAK: Low VRP or conflicting risk flags — approach with significant caution or skip entirely
- EARNINGS FLAGGED: Earnings within 7 days — binary event risk active; Strategy Builder blocks new positions on Starter
Free tier users access the top 5 ranked candidates daily. Starter subscribers access the full universe with sorting (by VRP, IV Rank, edge score, signal tier) and filtering (by sector, cap range, earnings distance). The per-ticker report, available for any name, shows VRP trend over 30 days, IV Rank position, historical volatility comparison, skew analysis, earnings calendar, and gamma wall levels.
THE ADAPTIVE STRATEGY BUILDER
The Strategy Builder selects the optimal structure from seven strategies based on per-ticker conditions — not a fixed default:
- Cash-Secured Put / Short Put: High bilateral VRP, neutral-to-bullish underlying
- Iron Condor: High bilateral VRP, flat skew, elevated overall IV Rank
- Short Strangle: Extremely high bilateral VRP, low correlation regime
- Put Credit Spread: High put-skew environment, defined risk preferred
- Call Credit Spread: Elevated call premium, upside momentum slowing
- Covered Call: Strong CC Score, existing or planned long stock position
- Iron Butterfly: Near-ATM peak IV, very high VRP concentrated at current strike
Starter output includes computed strikes, DTE target from the per-ticker DTE Optimizer, estimated credit, breakeven prices, and maximum loss — a complete executable specification.
The DTE Optimizer uses per-ticker historical IV and realized vol data to identify which expiration window has historically offered the highest premium-to-risk ratio for that specific underlying. Rather than defaulting to a universal 45-DTE rule, it identifies ticker-level patterns — some names produce richer near-term options due to earnings clustering, while others favor longer expirations. Available as a free standalone tool; integrated into the Strategy Builder on Starter.
MARKET STRESS MONITOR
The Market Stress Monitor is an independent macro tail-risk indicator that tracks option skew on a permanently locked five-name mega-cap basket (AAPL, MSFT, NVDA, GOOG, AMZN) against the basket's rolling 504-session 90th percentile. It operates independently from the Weather Score, measures a different risk dimension through a different mechanism, and can diverge from the Weather Score reading.
MECHANISM
The monitor uses the ORATS skewing metric — a measure of put-to-call skew — for each of the five basket names. The mean skewing metric across all five is computed daily and compared to the rolling 504-session (approximately two-year) 90th percentile for the basket. When the mean crosses this threshold upward, the monitor activates the Stress regime and opens a five-day active risk window.
SEVERITY LADDER — FOUR LEVELS
| Level | Condition | Action Implication |
|---|---|---|
| NORMAL | Basket skew within historical range | No special action required; standard risk management |
| ELEVATED | Skew rising but not crossed threshold | Begin favoring defined-risk structures over undefined; monitor closely |
| STRESS | Threshold crossed; 5-day window active | Shift fully to defined-risk; reduce new position size 40–50% |
| STRESS EXTENDED | Window elapsed without normalization | Maintain defensive posture; episode not resolved |
// COOLING state displayed when skew descends from top decile but has not yet returned to historical baseline
VALIDATION EVIDENCE
Research window: 2007–2026. Stress episodes identified: 88. Historical lift: during active Stress windows, SPY declined ≥ 2% within the following five trading sessions in approximately 30.7% of cases. Unconditional base rate for ≥ 2% five-day SPY decline: 14.1%. Lift factor: 2.18×. Statistical significance: p < 0.001.
The five-name mega-cap basket was selected deliberately: AAPL, MSFT, NVDA, GOOG, and AMZN represent the most liquid, most index-representative S&P 500 constituents. Institutional protective option buying on this basket is one of the earliest observable signals of systemic risk concern in public derivatives markets — institutional hedgers establish positions in the most liquid names before broader market fear measures respond.
FIELD VALIDATION — TRADER ACCOUNTS
What makes the Market Stress Monitor valuable isn't the signal itself — it's having a second, independent indicator that operates on a completely different mechanism. When both the Weather Score and the Monitor agree, I have real conviction. When they diverge, I reduce size and prefer spreads. That decision framework alone improved my risk-adjusted returns.
The DTE Optimizer changed my approach fundamentally. I had treated 45 DTE as a universal rule. The optimizer showed me that for several names I trade regularly, 21–30 DTE has historically produced better premium-to-risk ratios. That's a structural change to my entry logic, not just a platform feature.
I appreciate that VolRadar publishes their survivorship bias disclosure. It told me they actually understand quantitative methodology. I work in data science — when a tool shows me their limitations openly, I trust their stated advantages. That trust has held up over 18 months of daily use.
The CC Score completely replaced my previous covered call selection process. I was using premium yield as the primary sort. Adding the safety buffer and earnings proximity components added two meaningful risk dimensions I had been ignoring. The trades are more conservative but more consistent.
ALL FREE TOOLS
VolRadar's free tier provides access to a suite of twelve independently useful instruments. These are not artificially limited previews — they are full-function tools that would justify bookmarking the platform even without a subscription.
Additionally: the Glossary (~500 options terms, reviewed quarterly), the Learn Hub (structured educational content from IV basics through VRP methodology), and the AI Daily Market Brief (published by 9:25 AM ET, available to both free and Starter users).
TIERS AND VALUE
- Daily Weather Score + regime label
- Top 5 ranked candidates with signal tiers
- AI Market Brief by 9:25 AM ET
- One full ticker deep-dive per day
- Covered Call Screener — full list
- All 12 calculators and screeners
- Market Stress Monitor — complete access
- Glossary · Learn Hub · Methodology docs
- Everything in Free
- Full Scanner — all 500+ tickers, sort & filter
- 3 auto-ranked strategies with computed strikes & P&L
- Expected move: all DTE periods 1d–65d
- Automatic earnings gates — blocks near reports
- Daily watchlist email at 8:30 AM ET
- Regime flip alert notifications
- Per-ticker historical VRP trend data
- DTE Optimizer across all 500+ tickers
Starter costs $0.50/trading day. Direct ORATS API access starts above $200/month. The automatic earnings gate, by preventing even one inadvertent short-premium position near an announcement per quarter, typically generates avoided-loss value that exceeds twelve months of Starter fees. Payments processed by Paddle (PCI DSS); local VAT applied automatically. Free tier: no card, no expiry, no trial clock. Paid plans: 7-day free trial, cancel anytime.
MARKET POSITION
| Feature | VolRadar | Broker Tools | ORATS Direct | Market Chameleon | Barchart |
|---|---|---|---|---|---|
| Daily regime verdict | ✓ UNIQUE | — | — | — | — |
| 500+ ticker VRP ranking | ✓ | Rarely | ✓ | Partial | Partial |
| Auto strategies + strikes | ✓ | — | — | — | — |
| Automatic earnings gating | ✓ | — | — | — | — |
| Mega-cap skew stress monitor | ✓ | — | — | — | — |
| AI daily brief | ✓ | — | — | — | — |
| Full methodology disclosure | ✓ FULL | Black box | ✓ | Partial | Partial |
| Free tier without card | ✓ GENEROUS | Acct. req. | — | Limited | Limited |
| Monthly cost (paid) | $15 | $0 + acct | $200+ | $20+ | $25+ |
| Real-time intraday data | — | ✓ | ✓ | ✓ | ✓ |
| Non-S&P 500 coverage | — | ✓ | ✓ | ✓ | ✓ |
VolRadar's structural moat is in the synthesis layer — features that require both institutional data quality AND a purpose-built workflow philosophy to build. The regime verdict, adaptive strategy generation, earnings gating, and Market Stress monitor are genuinely absent from competing platforms, not merely inferior versions. The gaps — EOD-only data, S&P 500 scope, no order routing — are clearly scoped limitations rather than failures.
FINAL VERDICT
After comprehensive analysis of VolRadar's methodology, data infrastructure, feature architecture, competitive positioning, and validation evidence, the conclusion is unambiguous for the target user: this is the most analytically rigorous, institutionally grounded, and cost-efficient daily analytics workflow available to retail premium sellers in 2026.
The Weather Score's five-factor composite has demonstrated a statistically significant, validated edge over single-indicator timing across 1,354 trading sessions. Its ORATS backbone delivers institutional data quality at retail pricing. Its earnings gate system addresses the most common source of outsized premium-selling losses. Its Market Stress Monitor provides independent macro tail-risk monitoring that complements rather than duplicates the daily regime signal. Its free tier is genuinely capable. Its Starter plan at $15/month is priced at a fraction of the value it delivers.
| Category | Score | Notes |
|---|---|---|
| Data Quality | ★★★★★ 5.0 | ORATS institutional + CBOE; no proxies |
| Weather Score Methodology | ★★★★½ 4.5 | Validated, transparent, bias explicitly disclosed |
| Workflow Design | ★★★★★ 5.0 | Sequential, fast, purpose-built for premium sellers |
| Free Tier | ★★★★★ 5.0 | Best no-card free tier in the category |
| Starter Plan ROI | ★★★★★ 5.0 | Institutional data at $15/mo is exceptional value |
| Earnings Gate | ★★★★★ 5.0 | Auto-prevents most common premium-selling mistake |
| Market Stress Monitor | ★★★★★ 5.0 | Research-backed, 88 episodes, 2.18× lift, p<0.001 |
| Methodology Transparency | ★★★★★ 5.0 | Full formulas, bias notes, limitation disclosures |
| Coverage Scope | ★★★★☆ 4.0 | S&P 500 + EOD only — real but clearly stated limits |
| OVERALL | ★★★★★ 4.8/5 | Highest recommendation for premium sellers |
ACCESS VOLRADAR
BEFORE TOMORROW'S OPEN
The Weather Score updates after tonight's close. By 9:25 AM tomorrow you have a validated five-factor regime verdict, VRP-ranked candidates, Market Stress reading, and AI-written market brief — before your broker opens. Start on the free tier. No card. No expiry.