Find mispriced volatility in seconds

Stock screeners filter on price, fundamentals and technicals. This one screens the options surface: variance risk premium, implied volatility against a name’s own history, term-structure shape, skew, and earnings premium — the numbers that decide whether an option is rich or cheap. None of them appear on a conventional screener.

Five: Variance Risk Premium, Earnings Risk Premium, Idiosyncratic Risk Premium, Calendar Plays, and Pre-Earnings Plays. Each encodes a setup the rest of the platform explains in depth — Calendar Plays runs the same forward-factor signal as the Term Structure tab, Idiosyncratic Risk Premium the same volatility-versus-market comparison as Relative Value. Four of the five look for premium worth selling; Pre-Earnings Plays is the one that looks for premium worth buying.

Yes, and you can see exactly what it is looking for first. Opening a screen loads its filters as labelled chips — the metric, the comparison and the cut-off — and every one of them is editable. Loosen a threshold to widen the list, tighten it to narrow it, drop a criterion you disagree with, then save the result to your account as your own screen. Nothing about a preset is hidden from the person using it.

Yes. Filter on any of 206 metrics, searching the catalogue by name or description, with one-click ranges for common setups. Filters combine with AND — each one narrows what the last one left — and you can put one filter on each metric. Sort on up to five criteria at once, and choose up to 20 of the 207 columns to show.

The filter set and the column selection are stored against your account under a name you choose, and saving again under the same name updates it rather than creating a duplicate. One thing worth knowing: the sort order is not part of what gets saved, so you will want to reapply it when you load a screen back.

The table returns up to 500 rows. The counter above it shows how many tickers actually match your filters, so if it reads higher than 500 you are looking at the first 500 of a larger set rather than the whole thing. In practice that only happens on very loose screens — the point of a screener is to get the list under 500 by a wide margin.

Every one of the 207 columns carries a written description, shown when you hover its header and again in the filter picker when you search for it. Cell shading is a heat map showing where a value sits in its own range — and it is deliberately switched off for the handful of signals where a low number is the good direction, because colouring those green or red would tell you the opposite of the truth.

Click the ticker to open the full analysis — term structure, skew, earnings history and trade simulation — before you commit any capital. On the Calendar Plays screen that link is sharper still: it drops you onto the term-structure view with the forward-factor comparison already in front of you. On desktop you can also star a name straight into your watchlist without leaving the table.

Not today. There is no CSV export, no download, and no alerting when a name enters or leaves a screen. The screener is a research surface you come back to rather than a notification service, and saved screens are how you return to a question rather than being told about it.

Roughly five hundred of the most liquid US stocks, plus major ETFs — the same universe the rest of the platform analyses, so anything you find here has a full volatility history behind it. The exact count drifts as index membership changes, which is why the number is never stated precisely.

No — deliberately end-of-day. Every volatility metric in the table is computed once the market closes. The results refreshing as you drag a filter is the interface being quick, not the data being live. The edges this screener targets are structural, measured in days and weeks, so you are making a decision about the next month rather than the next minute.