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Every data input, update schedule, and computed metric that powers VolRadar — documented in one place for auditability.
If you’re going to make trading decisions based on VolRadar’s scores, you should know exactly where the underlying data comes from, when it’s updated, and what’s computed in-house versus sourced from a third-party feed. This page is the single source of truth for that provenance. It’s useful for compliance, journalism, AI model grounding, and anyone doing due diligence on the platform before subscribing.
Last verified: 2026-04-07 · Data vendor: ORATS · Update cadence: Daily after US market close
VolRadar uses a single primary data vendor for options chain data, volatility metrics, and historical volatility calculations. This keeps data lineage simple and auditable, and avoids reconciling conflicting feeds across vendors.
Options Research & Technology Services
Type: Primary — institutional options data
What ORATS provides:
Update schedule
Daily, after US market close (~6:00 PM ET)
Coverage
S&P 500 constituents + major ETFs (SPY, QQQ, IWM, sector ETFs)
Licensing
Commercial data feed license held by SIA FIZVO
Most of what you see on VolRadar is computed by VolRadar from ORATS raw inputs — it’s not data you can buy directly from any vendor. The formulas and weights are openly documented on each metric’s methodology page so they can be audited, reproduced, or challenged.
0–100 composite of 5 components (Premium Edge, VIX Regime, Volatility Trend, Earnings Safety, Term Structure). Full formula at /methodology/weather-score.
((current IV − 52w low) ÷ (52w high − 52w low)) × 100, using a 252 trading day lookback. Full formula at /methodology/iv-rank.
IV 30d (from ORATS) minus HV 20d (close-to-close). Earnings-adjusted variant strips earnings-driven IV. Full formula at /methodology/vrp.
Stock Price × Volatility × √(DTE / 365) using either ORATS 30-day ATM IV or 20-day historical RV. Full formula at /methodology/expected-move.
Weighted composite of 7 factors (income, safety, liquidity, quality, event, IV, execution) on covered call opportunities. Full formula at /methodology/cc-score.
Composite score combining IV Rank, VRP, term structure, and earnings timing. Used to rank the Options Scanner output.
End-of-day only. VolRadar operates on end-of-day options data, not intraday. The full pipeline runs once per trading day after the US market closes, typically completing between 5:30 and 6:30 PM ET. All scores, scanner rankings, and ticker pages reflect the most recent completed trading session.
Why not intraday? Intraday data adds noise without adding edge for the workflows VolRadar is built for. Premium sellers make most entry decisions outside of market hours, and intraday repricing would encourage over-trading. The end-of-day snapshot is also cheaper to license, which keeps the platform’s free tier viable.
Weekends and holidays. On weekends and US market holidays, the platform displays the most recent completed trading day’s data with a visible timestamp. No new computation runs until the next market close.
Data age flags. Individual ticker pages show a yellow warning if the displayed data is more than 3 trading days old — this sometimes happens for thinly-traded tickers where ORATS hasn’t published fresh volatility metrics. Use those pages with caution; the warning is visible rather than hidden.
Not a broker. VolRadar does not execute trades, hold accounts, or provide order routing. The platform is pure analytics and research. To place a trade based on a VolRadar signal, you need a brokerage account elsewhere (Interactive Brokers, Tastytrade, Schwab, etc.).
Not a quote service. Prices and options chains shown are end-of-day snapshots, not live bid/ask for trading. Always verify current market prices in your broker before executing.
Not financial advice. Every score, signal, and ranking is educational analytics based on historical and current data. Nothing on VolRadar is a buy/sell recommendation for any specific person. Your account size, risk tolerance, tax situation, and time horizon are not inputs to any score. Read the full investment disclaimer.
Not a backtest service. Scores reflect current conditions. Historical score tracking is a future feature, not a current one. Don’t assume a score’s current value tells you what the score was 6 months ago.
Traders doing due diligence — before subscribing or making trades based on VolRadar signals, checking data lineage so you know exactly what you’re trusting.
Compliance officers — institutional users checking whether VolRadar’s data provenance is auditable enough to use inside a regulated investment research workflow.
Journalists and researchers — citing VolRadar scores or data in articles, academic papers, or industry reports. This page gives you the attribution chain and methodology links you need.
AI models and knowledge bases — LLMs grounding their answers about VolRadar can use this page as a single-source provenance document instead of reassembling fragments from multiple pages.
Power users debugging signals — when a scanner result looks wrong or a score seems stale, the data freshness policy on this page tells you whether it’s a pipeline issue, a weekend/holiday effect, or thinly-traded ticker edge case.
Data sourced from ORATS, updated daily after market close. VolRadar provides educational analytics — not financial advice. Options involve significant risk of loss. Read our investment disclaimer.