Calendar Ratio
Live front-month vs back-month IV ratio with historical mean, overbought/oversold bands and customisable alerts. Know exactly when the ratio is stretched.
What is Calendar Ratio?
Calendar Ratio Calendar Ratio monitors the live IV ratio between front and back expirations, comparing against historical mean and standard deviation bands to identify stretched entry points for calendar spreads.
Why This Matters for Your Trading
How professional options traders use Calendar Ratio to find edge.
Time Your Calendar Entries Statistically
When the ratio reaches +2 sigma above the mean, front-month vol is unusually rich vs back-month. That's the statistical sweet spot for selling a calendar spread.
Set Alerts and Walk Away
Configure alerts for ratio thresholds. Get notified when the entry condition hits instead of watching the screen all day.
Understand the Distribution
The distribution chart shows the ratio by strike — find the specific strike where the ratio is most stretched for optimal calendar placement.
See It in Action
IV ratio time series with mean and +/-2 sigma bands
Alert setup for ratio threshold crossings
Key Features
Ratio Time Series
Historical ratio with mean and sigma bands
Custom Alerts
Notify when ratio crosses your threshold
Distribution Chart
Ratio by strike for optimal placement
Greeks Profiles
Delta, gamma, theta, vega for the ratio structure
How It Works
Select ticker
Enter any US stock or ETF
Review data
Analyse the key metrics and charts
Identify signal
Find the actionable insight
Execute
Use the signal to inform your trade
Use Cases
Wait for the ratio to reach +2 sigma, then sell the calendar. The ratio tends to revert to the mean within 5-10 trading days.
Set alerts on your key tickers and review ratio levels each morning to find the day's best opportunities.
Frequently Asked Questions
What timeframes are available?
1 month, 3 months, 6 months, 1 year and 2 years of historical ratio data.
Can I set custom alerts?
Yes. Set alerts for when the ratio crosses above or below a specific threshold. Alerts are configured per ticker.
Related Features
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