Loading...
Loading...
How much a stock actually moved over a past period, calculated from historical prices. Also labeled HV 20d on VolRadar. VolRadar displays Yang-Zhang RV on ticker pages (captures intraday + overnight movement) and uses ORATS close-to-close RV (HV 20d) for VRP calculations.
⚡ KEY TAKEAWAY: When RV is lower than IV, options are overpriced relative to actual movement — the core edge for sellers.
Implied Volatility (IV)
Higher IV = more premium to collect when selling options. But also more risk if the stock moves.
IV Rank
IV Rank > 50 = premiums elevated, good for selling. Below 30 = cheap, consider waiting.
IV Percentile
IV Percentile 80 = IV was lower than today 80% of the time. High percentile confirms elevated premiums.
Volatility Risk Premium (VRP)
VRP > +5pp = strong seller edge. VRP 2–5pp = moderate edge. VRP 0–2pp = marginal edge, be selective. VRP < 0 = avoid selling premium.