IV Opportunities
find_iv_opportunitiesIdentify when implied volatility deviates statistically from its mean and get strategy suggestions for selling or buying volatility to capture mean reversion.
Instructions
Find IV mean reversion trading opportunities.
Identifies when IV is statistically extreme (>2 std from mean) and suggests strategies to capture mean reversion.
Use this tool when the user asks about:
Mean reversion opportunities
Extreme IV levels
When to sell/buy volatility
IV statistical analysis
Args: ticker: Stock symbol z_score_threshold: Statistical threshold (default 2.0)
Returns: Opportunity assessment with strategy recommendations
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | ||
| z_score_threshold | No |