Market intelligence

Options Strategy Analyzer

Scan selected underlyings, compare structures, and reject misleading pseudo-strategies.

Covered Calls

Analysis setup

Choose the market scope first, then configure volatility and strategy quality.

1. Underlyings to analyze

No selection = analyze all

2. Model inputs

Strategies

All-strategy quality

These checks apply to every strategy. Defaults reject tiny dummy legs and highly directional combinations. Net delta is recalculated using Override IV, then side-specific IV, then market IV, with HV only as fallback.

Skewness
1.23
Call slope
1.36
Put slope
1.41
Market slope
1.36
Call weighted IV
0.77
Put weighted IV
0.63
Avg covered-call YTM
174.25%
Call options have 1.23x higher IV than puts → Bullish sentiment
Call: Long-term calls have 35.9% higher IV (upward sloping)
Put: Long-term puts have 41.2% higher IV (upward sloping)
Long-term options have 36.2% higher IV → Market expects higher future volatility

Strategy results

Filters below work on the rendered result rows and support Persian/Arabic character variants.

Choose the underlyings and strategies above, then run the analysis.