Daily options analytics for premium sellers
VolRadar scans the S&P 500 every trading night and ranks the best options for premium selling — iron condors, credit spreads, cash-secured puts, covered calls, the wheel.
Three numbers computed on every ticker:
Four free calculators, no signup: IV Rank lookup, Expected Move calculator (1SD/2SD), Options Profit Calculator with 14 preset strategies, and Wheel Strategy tracker with cost-basis through assignment. Explore the full calculators suite.
Paid tier adds the options scanner across 500+ tickers, pre-market brief at 8:30 AM ET with top 10 ranked setups and computed short strikes, covered call screener, safe-to-sell watchlist, sector heatmaps, and earnings-aware filters.
Free tier forever. Starter $15/mo with 7-day trial. Bootstrapped solo from Latvia by a retail options trader, for retail options traders — no brokerage account, works in a browser.
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Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
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16Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
Hey Fazier 👋 I built VolRadar because every trading morning I was burning 30–60 minutes checking IV Rank on 30 tickers, cross-referencing earnings, eyeballing VIX term structure, and then guessing where to place short strikes on the wheel and iron condors. The workflow was slow and inconsistent — on choppy weeks I'd talk myself into trades that didn't actually have edge. I wanted three things: — A single number telling me whether today is a good day to sell premium at all (that became the Weather Score). — A VRP-based ranking across S&P 500 so I'm not just chasing high IV (which can be a trap when realized catches up). — Pre-computed short strikes so the 1SD/2SD math isn't redone for 30 tickers every morning. Built the first version for myself through 2024, ran it through a full earnings season, then kept adding pieces that actually changed my trading — the scanner, the wheel tracker (cost basis through assignment matters more than most tools admit), the pre-market brief. Launched in April 2026 as a freemium product so the rest of the theta gang can use the same engine. Free tier forever. Starter $19/mo. Bootstrapped solo from Latvia. Feedback especially welcome from anyone running the wheel, iron condors, or credit spreads — what's missing from the daily workflow?
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But does it have degen mode for finding my next moonshot? Just kidding, this looks great. Congrats on the launch!
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Very cool product guys! Keep it up
Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
Thanks, George. Weather Score V2 and covered-call screener upgrades are next.
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The "Weather Score" single-number concept is exactly right for how traders actually make morning decisions — nobody wants to synthesize 10 data points before the open. What I'd love to know: how are you handling the earnings calendar overlap? That's where IV rank becomes genuinely misleading and I'd imagine it's the trickiest edge case to get right in the scanner.
Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
Earnings is where IV Rank falls apart. A stock at IV Rank 95 three days before an announcement isn't rich; it's priced for the event. The scanner handles this two ways. First, every ticker shows its days-to-earnings, and you can filter out the -7 to +2 window or keep them visible with a warning badge. Second, VRP ignores pre-earnings periods when measuring realized volatility. Yang-Zhang RV two days before an announcement gets polluted by anticipatory drift, so we sample only from post-announcement windows. Positive VRP means edge outside the earnings spike, not from it. For wheelers who sell into earnings on purpose (assignment risk is the trade), the Weather Score still works since it's market-regime, not ticker-specific. The premium-selling rank, though, penalizes pre-earnings IV because that edge usually evaporates after the announcement. Every ticker also has a dedicated earnings-crush page with historical IV collapse, win rate, and average crush magnitude — e.g. volradar.com/ticker/SPY/earnings-crush. Full methodology at volradar.com/methodology.
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This is a really cool and interesting tool and it could help give overall info when to look for a trade or not to trade What is the data / information of the prices being pulled from and how accurate is it ?
Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
All options data comes from ORATS (Options Research & Technology Services) — a single institutional vendor, licensed commercially. End-of-day options chains, 30-day at-the-money implied volatility, 20-day historical volatility (close-to-close), term structure, and earnings-adjusted volatility measures for S&P 500 constituents plus major ETFs (SPY, QQQ, IWM, sector ETFs). No mixed feeds, simpler lineage. Update cadence: daily after US market close, around 6:00 PM ET. The pre-market brief at 8:30 AM ET uses data roughly 14 hours old. Honest caveat: everything is end-of-day, not intraday. Fine for daily premium-selling workflow; not useful for scalping or 0DTE timing. Full provenance and every formula: volradar.com/data-sources and volradar.com/methodology
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The Weather Score concept is clever — having a single 0-100 signal that tells you whether to sell premium at all is exactly the kind of filter that prevents costly mistakes on low-edge days. The pre-market brief at 8:30 AM ET sounds very practical for busy traders. How does the VRP ranking handle earnings season when IV tends to spike artificially? Do you filter those tickers out automatically?
Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
Yes. ORATS provides earnings-adjusted volatility measures, and the VRP calculation uses that variant — it strips out the earnings-driven IV component, so pre-earnings spikes don't inflate the edge score. The scanner also shows days-to-earnings on every ticker; you can filter the -7 to +2 day window out, or keep it visible with a warning badge. Per-ticker earnings behavior lives on its own page. Example: volradar.com/ticker/SPY/earnings-crush shows historical IV collapse, win rate, and average crush magnitude after each announcement. Full formula for the VRP adjustment: volradar.com/methodology/vrp
The Weather Score sounds interesting — is the signal calibrated to current regime only, or does it account for volatility term structure (like VIX9D vs VIX)? Wondering how it handles transitions from low-vol to high-vol regimes where historical IVR lookbacks can mislead.
Founder of VolRadar — Options Analytics Platform Tracking 518+ Tickers
Term structure is one of the five Weather Score components (Premium Edge, VIX Regime, Volatility Trend, Earnings Safety, Term Structure) — so yes, it's in there. What we actually track is the front-month vs back-month IV spread from ORATS, not VIX9D vs VIX directly. Same idea, different instrument. When the curve inverts into backwardation, the Weather Score penalizes premium selling — realized vol is usually about to catch up with implied. Regime transitions are a real weakness of any IV Rank lookback, you're right. A 252-day IV Rank can sit at "high" for months after a vol crush, which misleads selling decisions. Two mitigations in the composite: 1. VIX Regime (current level) and Volatility Trend (direction) shift immediately, so IV Rank isn't carrying the whole signal. 2. VRP — 30-day IV minus 20-day realized — is a current-regime measure with effectively zero lag. In a low-to-high transition, VRP collapses before IV Rank moves, and the scanner surfaces those tickers. IV Rank still rots in long transitions. No clever lookback trick fixes that completely. The composite is the mitigation, not a full cure. Math is open: volradar.com/methodology
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really cool product, I'l try it in future
The VRP ranking using Yang-Zhang realized vol is a smart differentiator — most retail tools just show IV Rank and call it a day, but VRP is the actual edge signal for premium sellers. Weather Score as a regime gate is the right UX call too: it abstracts the multi-factor read into a single go/no-go so traders don't second-guess themselves in the morning rush. The pre-computed 1SD/2SD short strikes alone could save 20 minutes per session for active wheel runners. Would be curious whether you plan to add a journal/tracking layer to record which setups actually hit the profit target post-expiration — closing the feedback loop would make this a full workflow tool.