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Positive VRP stocks today — tickers where implied volatility exceeds realized volatility by more than 2 percentage points. Options are overpriced relative to actual stock movement, which is the statistical edge premium sellers look for.
278 tickers matching today · Updated daily after market close
Positive VRP stocks today are the tickers where the Volatility Risk Premium (VRP) is above 2 percentage points — meaning implied volatility exceeds realized volatility by a meaningful margin, and options are statistically overpriced relative to actual stock movement. VRP is the core edge behind premium selling: it measures the gap between what options markets expect (implied volatility) and what actually happened (realized volatility). When this gap is positive and wide enough, option sellers collect more premium than the underlying stock movement justifies. This page publishes the live list of S&P 500 tickers that meet the Positive VRP criterion, refreshed daily after the U.S. equity market close.
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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.
Source: ORATS institutional data · Methodology · Updated daily after market close (~6:00 PM ET)
Not financial advice · Disclaimer · Options involve significant risk of loss.