pro tier · Terminal module

Volatility Arbitrage

Calendar arb, skew trades and relative value in one scanner. Identifies where implied vol diverges from statistical vol for mean-reversion trades.

Calendar ArbSkew TradesPairs Matching

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Exhibit 01 Volatility Arbitrage — real screen capture Click to enlarge
Volatility Arbitrage — ApexVol Terminal module

What is Volatility Arbitrage?

Volatility Arbitrage The Volatility Arbitrage scanner identifies mispricings across the vol surface — calendar spread opportunities from term structure divergence, skew trade signals and cross-ticker relative value.

Why this matters for your trading.

How professional options traders use Volatility Arbitrage to find edge.

Exploit Term Structure Mispricings

When front-month IV is unusually high relative to back-month, the calendar arb tab flags it. Sell front, buy back for a term-structure mean-reversion trade.

Trade Skew Directionally

The skew trades tab identifies when put skew is unusually steep or flat. Steep skew = sell put spreads. Flat skew = buy protective puts cheaply.

Pair Rich Against Cheap

The pairs scanner matches tickers with extremely high IV rank against those with extremely low — the building blocks for any relative value vol strategy.

What's inside.

Calendar Arb

Front vs back IV ratio with opportunity scoring

Skew Trades

Put/call skew signals for directional vol trades

Relative Value

Single ticker analysis, market scan and pairs matching

Signal Generation

Long/short recommendations with quality scoring

How it works.

Step 01

Select ticker

Enter any US stock or ETF

Step 02

Review data

Analyse the key metrics and charts

Step 03

Identify signal

Find the actionable insight

Step 04

Execute

Use the signal to inform your trade

When you'd reach for it.

Calendar Spread Selling

Find elevated front-month IV, sell a calendar spread and profit from term structure normalisation.

Pairs Vol Trade

Short vol on the rich ticker, long vol on the cheap ticker — market-neutral exposure to vol mean reversion.

Common questions, answered.

A calendar arbitrage opportunity exists when the IV ratio between two expirations diverges significantly from normal levels. Selling the relatively expensive expiration and buying the cheap one captures the mean reversion.
The scanner identifies tickers at IV rank extremes (one very high, one very low), filters for adequate correlation and liquidity, then ranks by spread width and mean reversion probability.

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