get_iv_radar
Assess whether options are cheap or expensive using IV rank and percentile. Determine volatility regime and risk-reversal direction for strategy selection.
Instructions
Retrieve implied-volatility (IV) metrics for a single stock.
Use this tool when:
You need to assess whether options are cheap or expensive relative to historical norms (IV rank / IV percentile).
You want the current volatility regime ("Low", "Normal", "Elevated", "Extreme") to frame risk sizing or strategy selection.
You are analyzing skew or risk-reversal direction (put-heavy vs call-heavy market).
Do NOT use this tool if you already called analyze_stock — the IV data is included in that response.
Parameters
symbol : str Exchange ticker in uppercase, e.g. "TSLA", "NVDA", "IWM".
Returns
dict with keys: symbol : str — normalized ticker atm_iv : float — at-the-money implied volatility (annualized %) iv_rank : float — 0–100; ≥80 = expensive, ≤20 = cheap iv_percentile : float — historical percentile (0–100) risk_reversal : float — 25-delta risk reversal (positive = call-skew) volatility_regime: str — "Low" | "Normal" | "Elevated" | "Extreme"
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Exchange ticker in uppercase, e.g. 'TSLA', 'NVDA', 'IWM'. Do NOT pass company names — use official tickers only. |