"Every Question You
Have About
VolRadar,
Answered."

The simplest version: it answers the one question that drives every other decision in premium selling. Not "is IV Rank high on this stock?" or "where is VIX today?" Those are input questions. The question VolRadar answers is: given everything happening in the volatility market right now, is today a good day to be selling premium? And if so, on which names?

It does that through a composite score it calls the Weather Score — a zero to one hundred number computed every market close from five distinct institutional signals. You open the platform in the morning, you see the number and its regime label, and you have a vetted, data-driven verdict in ten seconds rather than in forty-five minutes of personal research. The scanner below the score shows you the ranked candidates for that day. The strategy builder translates your chosen candidate into a specific, executable trade specification. That's the whole workflow.

What makes it different from other platforms isn't the data — it's powered by ORATS and CBOE, institutional-grade sources — it's that the platform does the synthesis for you rather than handing you a dashboard and expecting you to figure it out yourself. That synthesis step is where most retail traders get into trouble.

It's operated by a company called SIA FIZVO, registered in Latvia. It's entirely web-based — you go to volradar.com, no app to download, no software to install. Works on any modern browser, desktop or mobile. The free tier asks only for an email address, no credit card ever required. Authentication runs through Clerk, which is SOC 2 compliant, and payments through Paddle, which is PCI-compliant. They make it very clear they don't connect to your broker and don't store any trading credentials. It's a pure analytics and research tool — you still execute your trades wherever you normally execute them.

Honestly, the thing that surprised me most wasn't a feature. It was a day the score told me to sit out when I had already mentally decided I was going to trade. I was expecting the platform to confirm what I was already planning to do. Instead it read 43 — Selective — with the VIX Regime factor showing a rate-of-change spike penalty I hadn't noticed.

I ignored it. I opened the positions. That week turned out to be exactly the kind of choppy, mixed regime the score was flagging. Nothing catastrophic, but the positions underperformed what I would have expected from the same setups in a clean Favorable environment. That experience stuck with me. I started respecting the score much more seriously after that.

The second thing that surprised me was the methodology page. I expected a marketing page with a couple of charts. What I found was full formulas, lookback window specifications, normalization logic, edge case handling decisions, and — this is the part that really got me — a disclosed survivorship bias in the validation dataset. The fact that they openly published a limitation in their own validation was more persuasive than any metric they could have shown me. It signaled that the people building this actually understood what rigor means.

The formula is: Score equals Premium Edge times 0.30, plus VIX Regime times 0.25, plus Volatility Trend times 0.20, plus Earnings Safety times 0.15, plus Term Structure times 0.10. Each of those five components is independently normalized to a zero-to-one-hundred scale, then weighted and combined into the composite. The result is recomputed every market close using end-of-day ORATS and CBOE data.

The output is placed into one of three regime bands. Sixty-five and above is Favorable — trade top-ranked candidates with planned sizing. Forty to sixty-four is Selective — only the strongest individual setups warrant attention, and sizing should be conservative. Below forty is Defensive — the platform explicitly tells you to sit out or cut exposure dramatically. That Defensive band has appeared on just sixteen sessions across the fourteen hundred they've validated. When you see it, it's meaningful.

The validation is published on the platform itself, which I find meaningful. Across 1,354 trading sessions from January 2020 through May 2026, when the score was in the Favorable band — sixty-five or higher — the forward five-day VRP breadth across the S&P 500 remained positive in 80.4% of cases. That's across 868 Favorable sessions.

The comparison point they use is a simple VIX-below-twenty timing rule — sell whenever VIX is below twenty, don't when it's above. That baseline approach produces a 74% forward positive rate across comparable sessions. The Weather Score's five-factor composite produces 80.4%. That's a 6.4 percentage point edge. Over a full year of consistent application across a systematic premium-selling portfolio, that difference in timing accuracy is not trivial.

They also disclose that the historical validation uses current S&P 500 membership rather than a strict point-in-time reconstruction — what statisticians call survivorship bias. The effect is that the validation numbers may be slightly inflated because companies that were delisted from the index between 2020 and now aren't represented in the historical universe. They publish this limitation openly, which, again, makes me trust the numbers they do publish more.

I'll go through them in order of weight, which is also roughly the order of importance for most systematic premium sellers.

The reason I look at the five component bars every morning — not just the aggregate — is that two identical composite scores can mean very different things depending on the driver. A 70 where all five factors are elevated across the board is a clean, robust Favorable environment. A 70 where VIX Regime is scoring 100 but Premium Edge is only at 52 is telling you the macro backdrop is supportive but the breadth of VRP-positive names has narrowed — you need to be more selective about which candidates you take, not just how many.

IV Rank tells you whether options are expensive relative to their own twelve-month history. VRP tells you whether options are expensive relative to what the underlying is actually doing right now. These are genuinely different questions, and they produce different answers during the situations that matter most.

Let me give you the specific scenario where IV Rank misleads you. Suppose a stock has moved aggressively for several weeks — realized volatility running at 44% annualized. Its thirty-day implied vol is 42%. IV Rank reads 78 because implied vol is elevated relative to its annual range. But VRP is negative two percentage points — options are actually cheap relative to what the stock is currently doing. A premium seller who keys off IV Rank sees a green light. A premium seller who keys off VRP sees a stop sign.

VolRadar's scanner ranks candidates by VRP. Its Strong signal classification requires VRP of at least two percentage points positive — not just elevated IV Rank. The Premium Edge factor in the Weather Score extends this across the full five-hundred-name universe, measuring how broadly that positive-VRP condition holds on any given day. It's a fundamentally more direct measure of the seller's structural edge than any percentile-within-history metric can be.

The scanner is the second stage of what I think of as a four-step morning process. Step one: Weather Score — what's the regime? Step two: Scanner — given that regime, which names have the strongest VRP edge right now? Step three: Ticker Report — for my chosen candidate, what does the full signal decomposition look like? Step four: Strategy Builder — given this ticker's current conditions, what's the optimal structure and where are the strikes?

On the Starter plan, the full scanner ranks all five-hundred-plus tickers by composite edge score. Each entry shows the VRP spread in percentage points, the signal tier — Strong, Medium, Weak, or Earnings Flagged — and any active risk warnings. On a Favorable day I focus exclusively on Strong-signal names with no earnings flag. On a Selective day I apply additional scrutiny: I look at the individual ticker's VRP trend over the past few weeks, not just today's reading, to confirm it's a consistent pattern rather than a one-day aberration.

The Strategy Builder is where the workflow gets genuinely useful. It doesn't output the same strategy for every ticker. It selects from seven structures — cash-secured put, iron condor, short strangle, put credit spread, call credit spread, covered call, and iron butterfly — based on the ticker's current skew profile, VRP magnitude, earnings distance, and term structure. High skew on a bearish-trending name might generate a put credit spread recommendation rather than a naked short put. The output for Starter subscribers includes specific strikes, a DTE target from the per-ticker optimizer, estimated credit, breakeven prices, and maximum loss. Everything needed to enter the trade, pre-calculated.

The Market Stress Monitor is a completely independent risk indicator that operates on different data and a different mechanism from the Weather Score. Where the Weather Score is asking "is the broad VRP environment favorable for selling premium today?", the Market Stress Monitor is asking "is the institutional options market showing unusual stress signals on the largest, most systemically important names?" These two questions can — and often do — diverge.

The monitor tracks option skew across a permanently locked five-name basket: Apple, Microsoft, Nvidia, Alphabet, and Amazon. It uses ORATS skewing data for each name and measures the basket's mean skew against its rolling 504-session 90th percentile. When the basket's aggregate skew crosses that threshold, the monitor enters a Stress classification and opens a five-day active risk window. The four-level severity ladder runs: Normal, Elevated, Stress, Stress Extended. There's also a transient Cooling state for when skew is descending from the top decile but hasn't normalized yet.

The research behind it covers 88 stress episodes from 2007 through this year. During those active windows, SPY fell by at least 2% within five sessions about 30.7% of the time. The unconditional base rate for that outcome is roughly 14%. The lift factor is 2.18 times, statistically significant at p below 0.001. That's a real signal, not decorative.

How I use it practically: when the Monitor is at Normal and the Weather Score is Favorable, I trade with full planned sizing and normal structure selection. When the Monitor is Elevated — approaching but not yet crossing the threshold — I remain active but start mentally shifting toward defined-risk structures over naked positions. When the Monitor hits Stress while the Weather Score is still Favorable — which happens — I shift fully to defined-risk structures, iron condors rather than strangles, spreads rather than naked puts, and I cut new position sizing to fifty or sixty percent of normal. The two indicators together give me more precise guidance than either one alone.

Genuinely useful. They are not crippled versions of paid features. The daily Weather Score itself is free — the most important single feature on the platform is available without paying anything. The AI Market Brief is free. The top five candidates are free. The Covered Call Screener is free. The Market Stress Monitor is fully accessible on the free tier. The free calculators are real, properly documented instruments — not toy versions.

I know traders who use only the free tier and run a complete systematic workflow from it. They check the Weather Score each morning, get the Market Brief, look at the top five candidates, use their one daily ticker report on the strongest-looking name, and run their strike selection through the Expected Move calculator. That's a coherent, data-driven daily process with zero cost involved.

The options analytics data comes from ORATS — Options Research and Technology Services. ORATS is an institutional provider. Their customers include volatility desks at hedge funds and quant shops. Direct access for individual subscribers starts above two hundred dollars a month. VolRadar is essentially routing that institutional-quality data through a consumer-accessible workflow at fifteen dollars a month for the full plan. That delta in price versus data quality is one of the platform's most underappreciated features.

For the macro volatility signals — VIX and VIX3M — the data comes from CBOE directly, the exchange that computes and publishes these indices. Nothing is proxied or estimated from secondary sources. All of it is end-of-day, updated after market close at roughly six o'clock Eastern Time each trading day. The AI Market Brief is published by 9:25 the following morning. Watchlist emails for Starter subscribers arrive at 8:30, half an hour before the US open.

On data reliability: I have used the platform through some significant market events — the April 2025 volatility spike, multiple earnings season clusters, a few Fed surprise sessions. The data has been consistent with what I've independently verified through my own ORATS research access and CBOE. I have not encountered data discrepancies that concerned me in twenty-six months of daily use.

The free tier is worth using regardless of whether you ever pay. It gives you the Weather Score, the Market Brief, the top five candidates, a ticker report a day, the Covered Call Screener, the Market Stress Monitor, and all the calculators. That's a meaningful daily research package at zero cost.

The Starter plan at fifteen dollars a month — fifty cents per trading day — adds the full five-hundred-plus ticker scanner with sorting and filtering, three ranked strategies per ticker with computed strikes and P&L estimates, expected move data across all DTE periods from one day to sixty-five days, automatic earnings gating, daily watchlist email, and historical VRP data per ticker. That's the complete workflow.

The value case that I find most compelling isn't the comparison to ORATS direct access at two hundred dollars, though that's accurate. It's the opportunity cost calculation. A premium seller who regularly opens positions on Selective or Defensive days — because they didn't have a systematic daily regime check — is paying a hidden tax on every such trade. The Weather Score, by providing a validated regime verdict that you can consistently apply, reduces the frequency of those wrong-regime entries. One avoided bad trade from an Earnings-flagged position in a given quarter typically covers a full year of Starter fees. The math is not complicated.

Each of those serves a different purpose. Broker platforms are optimized for execution and they give you data adjacent to that workflow. ORATS direct gives you the full institutional data depth but requires you to build your own analysis layer on top of it, and it costs substantially more. Barchart and Market Chameleon are broad-coverage screeners with general-purpose options tools.

What none of them do is synthesize the daily regime question into a single validated composite score. None of them generate an adaptive strategy recommendation with pre-computed strikes for the specific ticker under current conditions. None of them have a dedicated Market Stress monitor based on mega-cap option skew research. None of them automatically gate positions near earnings at the strategy-builder level. These are workflow-synthesis features that VolRadar provides and the others do not — not as a matter of different design priorities, but genuinely absent.

Where VolRadar loses the comparison: if you need real-time intraday data, you need a different tool. If your strategy focuses on small-caps, mid-caps, or international equities, VolRadar's S&P 500 scope leaves you underserved. If you need to connect analytics directly to order routing, you need a broker's native tools. These aren't criticisms — they're scope statements. The platform is very clear about what it covers.

Don't evaluate it by reading about it. Open the free account today and use it alongside your existing process for two weeks before forming any opinion. Check the Weather Score every morning. Don't change anything about how you trade initially — just observe. Notice how often the score disagrees with what you were already planning to do. Notice what happens on those days.

Premium selling is a strategy that succeeds through consistency of process over time, not through brilliance on any individual trade. The Weather Score is a tool for building that process consistency — for creating a systematic daily check that prevents you from drifting into wrong-regime entries out of habit, boredom, or the compulsion to be in the market. That kind of process anchor is worth far more than any single signal it generates.

Start free. No card required, no expiration. If after two weeks the score has changed how you think about even one trading day, the platform has already justified itself.