cuegis Posted August 31, 2016 Posted August 31, 2016 Does anyone know of either software, or a service ( ex. IVolatility.com) where one can scan for different relationships of Implied Volati lity on the same underlying. For example, scan for underlyings with a wide IV skew between expirations. We would expect to see a higher skew to the front expirations during pre- earnings periods.. So, you can find these just by knowing which earnings are upcoming. But , you may treat those times differently than if you were to find these conditions during non- earnings periods. Unless there is some other pending news item that is causing it, this would be an ideal condition for calendars. Then there are other IV relationships that would present favorable trades accordingly. This is nearly impossible to do manually with your own 2 eyes. So, I am looking for either software, or a subscription service that is flexible in the searches you can create. IB has a scanner but it just is not good enough for what I am looking for. Quote
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