Stocks w/ Overpriced Options (Pos: CIV Mean -HV45) - Scan that compares CIV Mean for an underlying symbol to the HV45, if CIV Mean is greater than the HV45 this indicates that option premium is overpriced and conducive for credit spreads or selling options.
Stocks w/ Underpriced Options (Neg: CIV Mean -HV45) - Scan that compares CIV Mean for an underlying symbol to the HV45, if CIV Mean is less than the HV45 this indicates that option premium is underpriced and conducive for debit spreads or buying options.
Volatility Skew Smile Call Front Month - Scan that identifies Volatility Skew Smile Patterns on Calls (low implied volatility at the money and high implied volatility out of the money) on stock symbols. These results may be candidates for Bull Call Debit Spreads if the stocks are in a bullish pattern.
Volatility Skew Smile Put Front Month - Scan that identifies Volatility Skew Smile Patterns on Puts (low implied volatility at the money and high implied volatility out of the money) on stock symbols. These results may be candidates for Bear Put Debit Spreads if the stocks are in a bearish pattern.
Volatility Skew Frown Call Front Month - Scan that identifies Volatility Skew Frown Patterns on Calls (high implied volatility at the money and low implied volatility out of the money) on stock symbols. The results may be candidates for various spreads such as Butterfly Spreads and Bull Call Spreads.
Volatility Skew Frown Put Front Month - Scan that identifies Volatility Skew Frown Patterns on Puts (high implied volatility at the money and low implied volatility out of the money) on stock symbols. The results may be candidates for various spreads such as Bull Put Spreads.