Options Strategy Analyzer

Override IV (optional):

IV Downside (OTM Puts): IV Upside (OTM Calls):

Min DTE: Max DTE:

Ratio Spreads Long Calendar Reverse Calendar Short Straddle/Strangle Short Ratio Straddle/Strangle Long Ratio Straddle/Strangle Long Straddle/Strangle

Skewness

0.64

Call Slope

1.01

Put Slope

1.12

Market Slope

1.03

Call Weighted IV

0.56

Put Weighted IV

0.88

Avg Covered Call YTM

83.86%

Put options have 1.56x higher IV than calls → Bearish sentiment

Call: Long-term calls have 1.5% higher IV (upward sloping)

Put: Long-term puts have 12.1% higher IV (upward sloping)

Long-term options have 2.9% higher IV → Market expects higher future volatility

Last update: 2026-07-24 15:26:30

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