volatilityhq.com Official Thread

[Djtux]

4 minutes ago, Yowster said:

Yup, that fixed it.   However, note that the two dates of March 31 and April 2 are both encompassed by the April3 expiration so no matter what date was used the RV charts should use the Apr3 expiration - neither of those 2 dates should have caused it to use Apr10

I don't have the option chain right now, but isn't April 3rd closed for good friday ?

[Yowster]

4 minutes ago, Djtux said:

I don't have the option chain right now, but isn't April 3rd closed for good friday ?

Yes, that's right.   Makes sense now as to why Apr10 was used.   Thanks for the override!

[Bhavan1986]

@DjtuxIntermittent issue today:

[krisbee]

1 minute ago, Bhavan1986 said:

@DjtuxIntermittent issue today:

Is it for NKE alone or for other symbols as well?

[Bhavan1986]

1 minute ago, krisbee said:

Is it for NKE alone or for other symbols as well?

Yup, BABA as well, where I observed 

[Yowster]

@Djtux NKE was working earlier this morning, the error message is recent.

[Djtux]

I think the problem is the code that handle the earning source override is not robust enough so it is causing issues you see and also the rv is missing a few days.

Sorry about that, i will plan a fix in the future to make that more robust, but it’s not a quick fix, sorry about that.

[Djtux]

I think I found a workaround. The calendar rv should be up to date.

[Bhavan1986]

@Djtux For Levi, the company has confirmed on April 7 AMC but the tool is using April 6 AMC. As you mentioned before, the tool is configured gives the hightest priority to Source 1 when confirmed vs Others. So, please make the appropriate override or as you see fit.


https://www.businesswire.com/news/home/20260324931741/en/Levi-Strauss-Co.-To-Webcast-First-Quarter-2026-Earnings-Conference-Call
https://investors.levistrauss.com/events-and-presentations/events-calendar/default.aspx

[Bhavan1986]

@DjtuxAlso, yesterday's values are not in yet for all tickers. Please take a look at that as well

[Djtux]

1 hour ago, Bhavan1986 said:

So, please make the appropriate override or as you see fit.

The earning date override doesn't work in this case, i'm not sure why for the moment.

 

1 hour ago, Bhavan1986 said:

@DjtuxAlso, yesterday's values are not in yet for all tickers. Please take a look at that as well

I am trying to rerun the calculations as the cache is stale.

[Bhavan1986]

@DjtuxCan you please which deltas are being used for this OTM long in Backtesting Test?

[Djtux]

9 minutes ago, Bhavan1986 said:

@DjtuxCan you please which deltas are being used for this OTM long in Backtesting Test?

I'm not sure if someone is still using that, I believe it was one of the strategies used on SO at one point. The long strangle strikes are the closest to ATM strike + or - the short straddle premium

[rasar]

@Djtux - New convert to VolHQ, so please excuse my ignorance.

The Calendar chart for META seems wonky. The scale is centered at 0%, causing the current cycle RV to show negative. Other tickers (AAPL, TSLA) seem OK.

What am I doing wrong ?

[Bhavan1986]

@Djtux GE reported today BMO
Please over-ride if possible so that nobody opens a play by mistake taking today as T-1

[Djtux]

On 4/20/2026 at 10:00 AM, rasar said:

@Djtux - New convert to VolHQ, so please excuse my ignorance.

The Calendar chart for META seems wonky. The scale is centered at 0%, causing the current cycle RV to show negative. Other tickers (AAPL, TSLA) seem OK.

What am I doing wrong ?

I think it is specific to META, because there was some confusion in the code that it was trying to retrieve the stock price of FB instead of META sometimes and sometimes it was getting it from META. I think the RV calendar of META should be better now.

 

2 hours ago, Bhavan1986 said:

GE reported today BMO
Please over-ride if possible so that nobody opens a play by mistake taking today as T-1

I've added an override for GE, but just to be clear, it is the responsibility of each trader to confirm the earning date / time by looking at the official investor relations website. That is the only source of truth.

[rasar]

42 minutes ago, Djtux said:

I think it is specific to META, because there was some confusion in the code that it was trying to retrieve the stock price of FB instead of META sometimes and sometimes it was getting it from META. I think the RV calendar of META should be better now.

Thanks. It looks better, but the values are off, at least for the current cycle.

Yesterday's (T-7) closing RV is showing as 0.55%, when it would have been around 0.67% (670 2-week Put Calendar @4.50)

T-8 is showing 0.195%, when it was actually around 0.66%.

Just passing along my observations. No rush at my end as I can work around the problem.

 

[yutyu2014]

Hello, I am looking at "What do you get with your subscription?" on https://www.volatilityhq.com/payments/subscribe/ and see that the subscription comes with the RV charts for straddle and calendar, and a scanner.

I was informed by Kim that the service can be used to identify suitable stocks for pre-earnings calendars/straddles. I understand that the RV charts can tell me whether a calendar/straddle of a particular stock is relatively cheap compared to previous cycles, but they do NOT tell whether that stock is suitable for a pre-earnings calendar/straddle trade. What information would the service provide to help me with the latter? 

Thanks.