Professional-grade volatility analysis with quality intelligence, confidence intervals, and arbitrage detection. This advanced system reveals not just volatility expectations, but the reliability and tradability of those signals through sophisticated data quality assessment and market structure analysis.
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Calculating reality vs fiction analysis...
Traditional implied volatility charts show what traders see on their screens, but not what they can actually execute. Our system reveals the gap between displayed quotes (fiction) and volume-weighted reality (what you can actually trade).
This dual-line visualization instantly shows market stress: when lines converge, execution is reliable. When they diverge, expect higher costs and wider spreads than displayed quotes suggest.
Key Insight: Use the gap between reality and fiction as your primary execution risk indicator. Larger gaps signal higher transaction costs and reduced strategy effectiveness.
Each data point includes quality intelligence that determines position sizing and strategy selection. Green points (institutional grade) support full position sizes, while red points (monitor only) suggest caution.
The system automatically adjusts confidence intervals based on data quality and market liquidity, providing natural stop-loss levels and risk management guidelines.
Practical Application: Scale position sizes by quality tier: 100% for institutional grade, 50% for professional grade, 25% for research grade, and avoid trading on monitor-only data.
Each data point includes quality intelligence for position sizing. Green points support full positions, red points suggest caution.
Application: Scale positions by quality: 100% institutional, 50% professional, 25% research grade.