Find mispriced volatility
Options Edge Finder uses GARCH volatility forecasting to identify when implied volatility diverges from statistical reality — surfacing mispriced options as clear trade-or-pass decisions.
IV is the market's guess, not the truth
Options are priced on implied volatility — the market's consensus forecast. But consensus is often wrong. Without an independent volatility model, you're trading the crowd's opinion, not the math.
What you do today:
- Eyeballing IV percentile without a forecast to compare against
- Selling premium based on 'IV is high' without knowing if it's high enough
- Using free screeners that show IV rank but no independent model
- Manually comparing realized vs implied vol in spreadsheets
Independent volatility forecast meets market pricing
GARCH model produces a statistical volatility forecast. Compare it to the market's implied volatility. When they diverge, that's the edge.
GARCH Forecasting
Statistical volatility model trained on historical returns.
IV Comparison
Side-by-side: what the model says vs. what the market prices.
Mispricing Signal
When GARCH and IV diverge significantly, that's a trade candidate.
Trade/Pass Decision
Clear output: trade direction, magnitude of edge, and confidence.
Methodology
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