SHEET 21 — VOLATILITY LAB
IV rank and percentile, IV vs HV, implied move, skew, term structure, event vol and crush history — the full volatility workbench, per ticker and market-wide, so every strategy starts from whether options are cheap or expensive.
Educational research only. Not financial advice.
What's inside
IV Rank & Percentile
Where implied volatility sits inside its own 52-week range and distribution — the core cheap-or-expensive readout for any ticker.
IV vs HV Spread
Implied against realized volatility, so you can see when the market is paying you more than the stock actually moves.
Implied Move
The move the options market is pricing into the next expiration — sized in dollars and percent, per ticker.
Volatility Skew
Put/call skew across strikes reveals where the chain is charging for tail risk and which side of the trade is expensive.
Term Structure
IV across expirations — contango, backwardation or an event kink — tells you which month to sell and which to own.
Event Vol Isolation
Strips the earnings or event premium out of the front expiration so you can price the event itself.
IV Crush History
How much implied volatility collapsed after past events for this name — the base rate behind any pre-event trade.
Market Vol Regime
A market-wide snapshot of where volatility is rich or cheap across index products, rates and single names.
Market vol snapshot
SAMPLE SNAPSHOT — ILLUSTRATIVE DATA
IV RANK
WAITIV RANK
WAITIV RANK
SELL PREMIUMIV RANK
SELL PREMIUMIV RANK
BUY PREMIUMIV RANK
SELL PREMIUMChips summarize which side of volatility the numbers currently favor for study — they are research context, not trade instructions.
GiottoO TradeScript generates educational, copyable trade setup templates only. GiottoO does not place trades, route orders, connect to your broker, or provide financial advice. Review all details, risks, fees, liquidity, and broker requirements before using any copied trade setup.
What each plan unlocks
Questions this answers
The questions professional options traders actually ask — and where GiottoO answers them.
Volatility
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Full probability engine, Monte Carlo simulations, volatility edge, scenario lab, catalyst scoring, alerts and watchlists — everything the free tier holds back.
The snapshot above is a sample with illustrative data only. It does not reflect live market conditions and is not a trade recommendation.
GiottoO provides educational market research and probabilistic analysis only. Nothing on this page is financial advice. Options trading involves substantial risk of loss and is not suitable for all investors.