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The Edge Hunter—Volatility Buying/Selling Sheet (VBS)

Calculates expected moves using real time market IV data and historical reference data to generate optimum buying/selling opportunities based on current underlying movement. Any optionable name is available through the Livevol Pro Excel Plugin.

 

  • Instantly identify volatility buying/selling opportunities based on market conditions from one page
  • Implied Volatility and option price grid per term, 10 terms out
  • Average True Range (ATR) and realized volatility tests for Days to Expiration (DTE)
  • Option Fair Value and optimum edge values per term
  • Real Time IV data combined with historical data in multiple time frames
  • All Term option purchasing risk/reward profiles for Average True Range (ATR) and Historical Volatility (HV)
  • Historical context from standard deviation for reference in all terms

The Edge Hunter for Butterflies (BF)

Finds the optimum butterflies, for any market condition, using the IV of the 25 delta and ATM options to generate base volatility edge ATM for a current term. Any optionable name is available through the Livevol Pro Excel Plugin.

 

  • Highlighted Optimum Trades using real time IV data to compute the best butterfly for the risk reward ratio at any given time with fair value
  • Butterfly Grid per term to develop a slope profile (Skew Curve), daily & weekly terms going 2 weeks out
  • 1/2/1 and 1/3/2 optimum butterflies per term
  • Greek Profile and Risk Reward calculations per term in real time with self-adjusting capability
  • Pitchfork-Style skew calculations with historic ranges to identify “tops” & “bottoms” of skew slope
  • Cross-class comparisons & pitchfork calculations on multiple names make it easy to spot outliers for opportunity

Edge Hunter Volatility Predator (VP1)

Option Pit Exclusive for optimizing long volatility trades in a Contango VIX curve.

  • The VP1 sheet uses VIX, VXX or UVXY to calculate estimated intrinsic values OVER THE CYCLE
  • Net long options with positive decay outcomes are produced by the VP1
  • Optimized call spreads are shown across the term
  • Perfect complement for trades that want long volatility exposure for net positive theta

Edge Hunter Volatility Predator (VP1)

This sheet uses the concept of increasing volatility and Greek risk profiles to generate optimized time spreads for the SPX or any US Equity, ETF or Index.

  • TS SPX uses historical data to produce optimum time spreads
  • All term combinations within 30 days are highlighted with optimum trades highlighted
  • Forward Volatility and Weekend effect are discounted for optimum calendar buys
  • Fast decaying trades are highlighted relative to other spreads

This Edge Hunter excel is great! Saves a HUGE amount of time!