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Options-market benchmarks, trends and volatility research — built for traders, journalists and analysts.
Retail market share, 0DTE trends, short-dated behavior and trader-performance research — sourced from NYSE, MEMX, OCC and academic studies.
Sector-level IV Rank and volatility-risk-premium distributions across the S&P 500, updated each trading day.
Sector IV Rank · VRP distributions · methodology
Source: VolRadar analysis of ORATS data.
Explore the dataset →Sector-level Yang-Zhang RV (10d / 20d / 60d), market breadth, dispersion and regime context across the S&P 500.
Sector RV · breadth · dispersion · regime
Source: VolRadar-computed aggregates from underlying price data.
Explore the dataset →Total US volume, growth, product mix, and concentration — the broader options-market pillar that joins Retail / IV / RV in the cluster.
Volume growth · product mix · concentration
A small set of sourced, citation-ready options-market statistics pages: Retail Options Trading (citation pillar), Implied Volatility Statistics (sector IV Rank + VRP), Realized Volatility Statistics (Yang–Zhang sector RV) and the live Put/Call Ratio tool. Every figure carries a verified source and a review date; VolRadar-computed aggregates publish under written vendor permission.
The Retail Options Trading Statistics pillar shows the headline OCC volume series (annual + monthly through April 2026) alongside retail-share and 0DTE benchmarks from NYSE and MEMX. A dedicated Options Trading Statistics pillar with product-mix detail is on the roadmap; its 0DTE-as-market-volume framing differs from the Retail pillar's 0DTE-as-trader-behavior framing.
Open Implied Volatility Statistics for sector-level IV Rank and average volatility-risk-premium spreads across the S&P 500. The pillar is a reference-statistics surface; for per-ticker IV-Rank lookups use the existing scanner or the IV Rank Lookup tool.
Open Realized Volatility Statistics for sector-level Yang–Zhang RV, market breadth, dispersion and the cross-sectional regime tag. The pillar covers RV at 10-, 20- and 60-day windows on the S&P 500 universe.
The live Put/Call Ratio tool publishes the daily VolRadar Equity Put/Call Ratio across the tracked single-stock universe, plus a five-session average and the open-interest variant. SPY and index PCR variants are flagged as a V2 follow-up and not minted as separate URLs yet.
Data standards, source hierarchy and corrections policy: Statistics Lab data standards · Metric methodology