End of day · Options research
Know where volatility sits
before you trade it.
SlowTrades captures 30-day at-the-money implied volatility every trading day, keeps the history itself, and scans the market after the close. It reads market data and nothing else — it holds no credential that can place an order.
Invite only while it's being built.
| # | Symbol | Change | Rel vol | Range ÷ ATR | % of 52w | IV | IV Rank | Score |
|---|---|---|---|---|---|---|---|---|
| 1 | ANET | +11.11% | 8.0× | 2.4× | 98.0% | 0.42 | 72 | 6.84 |
| 2 | CRWD | +6.20% | 3.1× | 1.8× | 96.4% | 0.38 | 64 | 5.12 |
| 3 | XLE | +2.40% | 2.2× | 1.3× | 91.7% | 0.21 | 18 | 3.06 |
| 4 | MU | +1.85% | 1.7× | 1.1× | 88.2% | 0.45 | — | 2.44 |
Illustrative figures. A dash means the name has fewer than 60 days of captured IV, so no rank is claimed.
What it records
A volatility history that belongs to you
IV Rank is only as good as the series behind it. This one is measured from closes this tool recorded itself, every trading day, and stored where you can query it.
Before a rank is shown
Below that, rank and percentile are withheld rather than estimated. A thin series makes a confident-looking number that means nothing.
Tracked beyond your watchlist
The most liquid optionable names get the same daily capture, so a candidate can already have a real rank the first day you look at it.
Term structure and skew
7, 30, 60, 90-day ATM IV each evening, plus 25-delta put and call skew, so you can see whether the front is bid or the whole curve lifted.
Illustrative. The 30-day point is the one that feeds IV Rank.
Each evening
One pass, in order, after the close
If the machine was asleep at 4:30, it catches up when it wakes — but never records a later session's prices under today's date.
The close
Nothing runs before it. Capturing earlier would file an intraday value as the day's close.
Your watchlist
IV, term structure, skew and the raw option chain, recorded for every active symbol. This runs first, always: a trading day missed is missed permanently.
The IV universe
The same 30-day capture across the tracked liquid names, so their ranks stay current.
The scan
Every liquid name scored and stored — not just the winners — so whether the signals worked can be checked later. The top 25 reach the scanner page.
Watchdog
Checks every 30 minutes that the day was actually captured, and says so plainly if it wasn't.
Read this part
What it isn't
- Not advice and not a buy list. It points at names worth a look; the thinking stays yours.
- End of day, on delayed data. It finds names that moved today or are setting up, never intraday runners.
- A volume spike usually comes after the move. The scan's weights are starting points, not tuned values.
- Hard-to-borrow small caps aren't on the provider's list, so they never appear at all.
- It cannot trade. The market data client is blocked in code from any endpoint but market data, by GET only.
Want to try it?
Invite only while it's being built. If you already have an account, everything lives behind the dashboard.