Contents
Introduction
This is a reference for every dashboard, chart, screener, and tool on the platform: what each metric is, how it is calculated where that is shown, and how to read the values you see on screen. It is meant to be searched and jumped around in, not read start to finish.
The guide follows the platform's own navigation: Core Concepts first, then Daily Outlook, Equities, Crypto, Futures, Cross-Asset, Tools, Calculators, and Data Sources.
This guide favors clarity over completeness of internal construction: standard metrics are shown in full, while proprietary composites are described by their inputs and interpretation so you know how to use them.
Core Concepts
How far a current value sits from its own recent average, measured in standard deviations. Used across the platform to flag extremes.
Where today sits inside its own history, from 0 to 100.
A 1 to 10 ranking bucket. Decile 10 is the top 10 percent, decile 1 the bottom 10 percent.
The gap between what options imply and what the underlying actually did.
Moving averages used to filter noise from a series before display.
Scaling a per-period rate to a yearly figure for comparison (e.g. perpetual funding shown as an annual percentage).
Home
The home page is a strategy playbook: one card for each core strategy, grouped into four themes. Every card lists the names that qualify today, a headline metric, a link to the matching lesson, and a "Show more" link into the full screener behind it. It has no formulas of its own; each card surfaces a read or list that is built and documented elsewhere in this guide. Account actions sit inline at the top right.
Premium selling
Liquid ETFs with the richest variance risk premium, the core premium-selling idea of selling implied volatility that sits above realized movement.
Earnings
Upcoming earnings ordered by date, for selling the overnight implied move through the report.
Names heading into a report with an implied-volatility expansion signal, for buying the vol ramp before earnings.
Recent earnings surprises that are still drifting, for trading the post-earnings drift.
Term structure
Names where near-term implied volatility is rich relative to forward volatility, the long-calendar setup.
Momentum and direction
Directional out-of-the-money option candidates from the convexity screener, the names with a skewed implied distribution.
Directional long and short candidates on liquid futures, ranked by the regime composite.
The same directional read for liquid perpetuals, limited to names above a set open-interest minimum.
Equities
SPX Dashboard
The broad-market dashboard for the S&P 500: index price, then a section each for volatility, credit, and breadth.
Index last price and percent change against the prior close.
The regime composite built specifically for the broad market, leading the page as price with the composite plotted as a histogram beneath it.
Whether near-term volatility is priced richer or cheaper than the medium term, read off the ratio of the VIX to the 3-month VIX.
How stretched the VIX/VIX3M ratio is against its own one-year history.
The current VIX9D, VIX, VIX3M, and VIX6M readings placed against their own historical range.
Corporate bond risk pricing, read off the gap between high-yield and investment-grade option-adjusted spreads.
How stretched the credit spread is against its own history, sign-flipped so a higher z-score reads as calmer conditions (tighter spreads).
The percentage gap between the current credit spread and its own 100-day average, a percentage price oscillator.
Market participation, read off a cumulative advance-decline line for listed stocks.
How stretched the advance-decline line is against its own history.
The percent of listed issues trading above their own 20-day average, smoothed over 5 days.
Options Analytics
The per-symbol options page, organized into Volatility, Skew, Dark Pool, and Forward Volatility. Stocks land on a tab labeled Volatility; ETFs, which carry no earnings, land on the same page under a tab labeled Analysis. Both are the same content.
Sector, price, 30-day implied vol with its one-year percentile rank, 20-day realized vol with its percentile rank, average volume, and the next earnings date with days-to-earnings.
Price plotted with 30-day implied vol and 20-day realized vol overlaid.
A toggle between IV and RV: today's one-year percentile of whichever is selected, plotted against the variance risk premium, with a regression line fit across history.
A scatter of the daily stock return against the daily change in implied vol, colored by how recently each point sits, with a regression line.
Current implied vol, including and excluding the earnings effect, and realized vol, plotted by tenor from 10 days out to 6 months.
Historical realized (or implied, toggle) vol range at each tenor: minimum, 25th percentile, median, 75th percentile, and maximum, with the current reading overlaid.
The gap between what options are pricing and what the stock has actually realized.
A model forecast of where implied vol, realized vol, and the variance risk premium are headed, at 10, 30, and 60-day horizons.
A scatter of past VRP readings against the return that actually followed, at a selectable horizon, with a regression line.
A simulated history of selling an at-the-money straddle and holding it to expiration, repeated across every expiration cycle in the symbol's history.
The implied vol spread between two tenors.
A histogram of open option interest by strike for a selectable expiration, with the current price marked.
How stretched the gap between call and put implied vol is against its own one-year history.
A scatter of past skew z-score readings against the return that followed, with a regression line.
Call implied vol minus put implied vol plotted across tenors, the shape of the smile.
A model projection of where skew should sit given current price and volatility conditions, compared against where it is actually trading.
Out-of-the-money call implied vol and out-of-the-money put implied vol plotted separately against the at-the-money level.
The share of off-exchange trading volume marked as short, z-scored against its own history.
A scatter of past short-volume-ratio z-score readings against the return that followed.
Total off-exchange trading volume, with the short-marked portion shown as a sub-stat.
How much richer the near-term option is priced than the volatility implied for the window between it and a further-out expiration.
The history of the forward factor for a selected tenor pair, rather than just today's reading.
A scatter of past forward factor readings against the return that followed.
Earnings Analytics
A dedicated tab for a symbol's earnings history and the options pricing around it. ETFs carry no earnings and redirect away from this tab.
A grid of headline earnings numbers: next earnings date, implied move, average historical move, average implied move, the ratio of implied to average move, and total straddle return.
The average percent drop from pre-earnings to post-earnings implied vol, across the symbol's earnings history.
A signal on whether the market is pricing this earnings event as bigger (Expansion) or smaller (Contraction) than the pattern in the stock's own history would suggest.
The implied move priced ahead of each past earnings report, next to what the stock actually did, event by event.
A simulated history of shorting the at-the-money straddle ahead of earnings and closing it after the report, repeated across every earnings cycle in the symbol's history.
Implied vol immediately before versus immediately after each earnings report.
Post-earnings moves grouped by fiscal quarter.
Implied vol by tenor against realized vol, viewed specifically in the window leading into the earnings date, alongside the implied move and days-to-earnings.
The vol points of pure earnings-event premium priced into each expiration.
How the front expiration's earnings premium has built up or decayed over time, into the print.
A score for whether the stock has historically kept moving in the direction of an earnings surprise over the following month, or reversed instead.
Fundamentals
A company-profile tab: identity, business description, standard fundamentals, and recent news, alongside the volatility and positioning reads documented elsewhere on the symbol's pages.
Company logo, name, sector and industry badges, current price, and percent change.
A company description, truncated to its first three sentences with a Read More expansion.
Market cap, P/E ratio with a forward P/E sub-value, 24-hour dollar volume with its average sub-value, volume percent change against the 20-day average, 52-week high, and 52-week low.
Two tabbed lists, up to 10 items each, of recent news articles and company press releases: headline, short teaser, author, and relative time.
Regime Tab
Each symbol's Regime tab applies the platform's shared cross-asset reads to that one symbol. The composite, the momentum indicator, the ranking metrics, and the two supplementary series are all documented once, under Cross-Asset, since the construction is shared across equities, crypto, and futures. This page notes what appears here and links out to each.
The per-symbol regime composite, plotted with price above and the composite histogram below.
A panel of ranking cards: cross-sectional momentum, time-series momentum, relative momentum, sector momentum, relative volume, and proximity to the 52-week high.
The momentum ensemble gauge, shown at the top of this tab as a stats-bar value and again further down as a full gauge.
Two supplementary series shown side by side, each paired with a scatter against forward return.
Screeners
Most screeners share a base column set: Symbol, Sector (where relevant), Price, IV 30-day with percentile, RV 20-day with percentile, Term Structure Slope, Average Volume, and VRP with percentile. Several also add a 30-day forecast column next to IV, RV, or VRP; those forecast columns are the same model documented under Options Analytics, Volatility Forecast, and its internals are not shown. The ranking or selection logic behind every screener below is disclosed in-app and repeated here; only a small number of proprietary model internals stay hidden, called out where they appear.
A Positive/Negative toggle across the full stock or ETF universe. Positive keeps names where cross-sectional momentum, time-series momentum, and relative momentum deciles are all 7 or higher (of 10) and the TradingRiot Indicator reads above +10. Negative is the mirror: deciles of 3 or lower and the indicator below -10. Names with a pending takeover are excluded either way. A Stocks/ETFs toggle switches the universe, Skew and Dark Pool filters narrow further to names also at an extreme on those reads, and a Top Plays toggle tightens to a confluence of signals agreeing.
A Call/Put toggle. Bullish keeps names with a skew z-score at or above +2; bearish keeps names at or below -2. Both require price above $10 and exclude a 7-day window either side of earnings. A Dark Pool confluence filter and a Top Plays toggle narrow further.
A Positive/Negative toggle. Positive keeps names with a short-volume-ratio z-score at or above +2, negative at or below -2; the platform's convention reads a high ratio as bullish (see Options Analytics, Short Volume Ratio). Price above $10, a Skew confluence filter, and a Top Plays toggle.
A single sortable list, no bullish/bearish split, defaulting to a sort by the regime composite. A Stocks/ETFs toggle, Skew and Dark Pool extreme-value filters, trend-phase filter chips, a sector multi-select, and a minimum-volume slider.
A Sell Vol / Buy Vol toggle on the sign of the ex-earnings variance risk premium: Sell Vol surfaces names where implied vol is priced rich against realized (VRP above zero), Buy Vol where it is priced cheap (VRP below zero). Both require price above $10 and exclude a 7-day window either side of earnings. A Top Plays toggle tightens further, to IV percentile 40 to 80, RV percentile 20 to 80, and VRP above 1 for Sell Vol, or IV percentile 20 to 60, RV percentile above 20, and VRP below 5 for Buy Vol.
Upcoming reports within a selectable window (3, 7, 14, or 30 days). Stocks only, minimum 10,000 average option volume, price above $10, implied move greater than the average historical move, and no pending takeovers.
A selectable tenor pair (20-30, 30-60, 60-90, or 90-180 day). Keeps names where the ex-earnings forward factor is above 20 percent for stocks or 16 percent for ETFs, excluding a 7-day window either side of earnings.
Buy-straddle Expansion candidates: earnings due in 7 to 21 days, ranked by the same Pre-Earnings Build-up score documented under Earnings Analytics, kept at a Signal of 2.5 or higher. The score compares the current implied move to the last implied move, the last realized move, and the historical average implied and realized moves; a current implied move running low against that history scores higher. The weights behind the score are proprietary and not shown.
Post-earnings-drift candidates: reported within the last 7 days, where the actual move outran the implied move (a genuine surprise), a PEAD score of 70 percent or higher, price above $10, and options volume of at least 5,000. Skew and Dark Pool confluence filter toggles narrow further.
A two-column Calls/Puts strike selector. It only surfaces markets already sitting in an actionable phase, initiation or trend continuation for a move already underway, climax or divergence for a fade, paired with the single best-priced 15 to 35 delta out-of-the-money option for that direction inside a 10 to 65 day expiration window. Selection is gated server-side on phase, on the regime still building rather than unwinding, on the past week not having run hard against that phase, on a cheapness threshold, and on a positive modeled edge, before the page's own Stocks/ETFs toggle and minimum-volume slider are applied.
Volatility Lens
One horizontal scatter row per symbol, grouped and colored by sector for stocks or by category for ETFs.
A radio toggle across four series, each individually toggleable: VRP, IV percentile, RV percentile, and Steepness (the term-structure-slope z-score).
A radio toggle across four series: Regime, Skew, Dark Pool, and Momentum.
Hovering a dot shows the current reading alongside where it stood 1, 7, and 30 days ago, where a history exists.
A toggle that filters every series down to only the dots at |z| >= 2.
Clicking any dot opens that symbol's Volatility (or Analysis) tab.
Global
Relative percent performance of the major S&P sector ETFs over a selectable window.
Relative percent performance of major country and regional ETFs over a selectable window.
Crypto
Perpetuals Analysis
The Analysis tab for a crypto perpetual opens with a stats bar of the core numbers, then a set of charts covering open interest, funding, liquidations, and order-book depth. Most pair a plain series with a rolling z-score and a scatter against forward return.
The header row at the top of a symbol's page: current price, open interest, and 24-hour trading volume, each shown with its 24-hour change.
The total dollar value of open perpetual futures positions across major exchanges, plotted as a plain time series with a brush to zoom into a date range.
The periodic payment exchanged between long and short perpetual positions, keeping the perpetual price anchored to spot.
Long liquidations minus short liquidations, in dollar terms, shown as a bar chart.
A rolling z-score of open interest against its own history.
The same rolling z-score construction as Open Interest Z-Score above, applied to the funding rate instead of open interest.
The same rolling z-score construction, applied to liquidation volume.
A scatter of historical open-interest z-score (30-day lookback, on log open interest) against the return that followed, at a selectable 10, 30, or 60-day horizon.
The same construction as Open Interest Z-Score vs Forward Return above, with the funding-rate z-score (30-day lookback) on the x-axis.
The same construction, with the liquidation z-score on the x-axis.
Bid depth minus ask depth within 10 percent of the spot price, shown as a bar chart. Only shown when spot order-book data is available for the symbol.
The same rolling z-score construction as Open Interest Z-Score above, applied to the order-book depth delta, with the last 30 days shown.
The same forward-return scatter construction as above, with the order-book depth z-score on the x-axis.
Options (BTC/ETH)
Options data is only available for BTC and ETH, the two crypto assets with a tracked options market. These charts render as extra sections on the same Analysis tab, grouped into volatility, skew, and forward volatility and open interest.
The underlying price plotted with 30-day implied volatility and 30-day realized volatility on a second axis.
A scatter of today's percentile rank (against its own one-year history) of either implied or realized volatility, toggle-selectable, against the variance risk premium on that same day.
A scatter of the daily spot return against the same day's change in implied volatility, colored by recency and fit with a regression line.
Current implied and realized volatility at four tenors: 7, 30, 90, and 180 days.
The historical range of realized or implied volatility (toggle-selectable) at each tenor: minimum, 25th percentile, median, 75th percentile, and maximum, with the current reading overlaid.
The gap between 30-day implied volatility and 14-day realized volatility for the option-tracked crypto assets, shown as a bar chart.
The same forward-return scatter construction described under Perpetuals Analysis above, with VRP (30-day IV minus 14-day RV) on the x-axis.
A forecast of implied volatility, realized volatility, and VRP at 10, 30, and 60-day horizons.
A simulation of selling an at-the-money straddle and holding it to expiry, repeated through the option's full history.
The spread between two implied-volatility tenors, selectable between the 7-30 day pair and the 30-90 day pair.
A rolling z-score (one-year lookback) of the 25-delta skew.
The same forward-return scatter construction as above, with the 25-delta skew on the x-axis.
The implied volatility the market is pricing for the period between two tenors, back-calculated from the two tenors' current implied volatility, shown as a bar chart across the available tenor pairs (7-30, 30-90, and 90-180 days).
The same forward factor described above, tracked as a time series for one selected tenor pair.
Options open interest by strike price for a selected expiry, shown as a histogram with the current underlying price marked.
Fundamentals
A dedicated tab with non-price context for the asset: a fundamentals summary and a recent news feed.
A summary card with the asset's logo, name, an expandable description (the first three sentences, with a Read more link), and a stat grid: market cap, fully diluted valuation, circulating supply (with total supply shown as a sub-value), 24-hour volume, all-time high, and all-time low.
A list of up to 10 recent news items for the asset: headline, author, and a relative time stamp.
Regime Tab
The Regime tab shows the platform's cross-asset regime and momentum reads for a crypto perpetual. Their construction is documented once, centrally, under Cross-Asset; this section points to that documentation and covers the handful of surfaces that are specific to crypto.
The stats bar at the top of the tab shows a Momentum value and a Regime label alongside price. Both come from the momentum indicator documented under Cross-Asset, Momentum Indicator, not from the regime composite below; the same indicator appears again further down the tab as a labeled bar. The chart headed Regime, further down, is the composite documented under Cross-Asset, Regime Indicator. For crypto it combines price trend, perpetual funding, momentum, basis carry, 25-delta skew, and order-book depth into one -100 to +100 read, plotted with price and a percentile.
A metrics panel between the stats bar and the regime chart shows a set of ranking cards, cross-sectional momentum, time-series momentum, relative momentum, relative volume, and proximity to the 52-week high, documented under Cross-Asset, Ranking Metrics, plus a strip of the regime composite's own component bars. Two more series sit below the regime chart, Directional Intensity and Volatility Regime, each paired with a forward-return scatter, documented under Cross-Asset, Supplementary Indicators.
A bearish, neutral, or bullish sentiment read for BTC and ETH, built from a 252-day z-score of the 25-delta skew documented under Options (BTC/ETH) above.
Two overlapping probability curves for BTC and ETH, shown only when both implied and realized volatility are available: an Implied Distribution built directly from options prices, and the platform's own distribution.
Dashboard & Global
The Global page aggregates every tracked perpetual into market-wide reads rather than a single symbol. Only perpetuals above a minimum dollar open-interest threshold are tracked at all, so every aggregate below reflects a liquid, actively-traded universe rather than every token that exists.
Four headline numbers at the top of the page: total open interest across all tracked perpetuals, its 24-hour change, a 30-day rolling z-score of that total, and BTC's share of total open interest (BTC dominance).
The altcoin share of total perpetual open interest, cleaned of outliers using a median and median-absolute-deviation approach, with a 1, 2, or 5-year toggle.
The aggregate long-minus-short liquidation delta across all tracked perpetuals, same construction as the per-symbol Liquidations Delta chart, with a 1, 2, or 5-year toggle.
Total dollar open interest across all tracked perpetuals as a line chart, with toggles to isolate BTC, ETH, everything else, or the full global total.
A rolling z-score of the aggregate open-interest series against its own history.
A multi-line returns chart for the top names in a selected category: total open interest, volume percent change, open-interest percent change, top gainers, or top losers.
A grid of symbol against date, colored by that day's funding rate, converted to an annualized percentage.
Screener & Lens
Two ranked views across every tracked perpetual, plus a compact visual strip.
A horizontal scatter, one row per symbol, sorted by open interest and limited to symbols with at least 50 million dollars of open interest.
A sortable table of every tracked perpetual, with a slider to filter by minimum open interest from 10 million to over 100 million dollars.
A table restricted to symbols the platform's cross-sectional ranking and momentum indicator currently agree on, with a Bullish and Bearish toggle.
Futures
Analysis
The per-contract Analysis tab opens on positioning, valuation, and seasonality built from the weekly COT report and the contract's own price and curve history.
A single inline row above the charts: last price and its one-day percent change, the Commercial and Large Speculator COT reads, Valuation against the contract's benchmark, and the 30-day seasonal bias.
Commitment of Traders positioning for a trader group, scaled 0 to 100 against its own trailing year, one line each for Commercial, Large Speculator, and Small Speculator (Small Speculator hidden by default).
The raw net position (long contracts minus short contracts) for each trader group, from the same weekly COT report, plotted directly rather than scaled to a 0 to 100 range.
This contract's price measured against a related benchmark instrument (the dollar index for currencies and gold, the 30-year bond for equity indices and the CME crypto contracts, gold for everything else), expressed as how far their price ratio sits from its own trailing year.
The average detrended, cumulative price path a contract has traced through the calendar year, averaged over the trailing 15 years.
The contract's average return by calendar month, and the share of those months that closed positive, both over a 15-year lookback.
The contract's price across delivery months, shown as of now alongside snapshots from one, three, and six months ago. Available only for a curated list of liquid roots across the major categories.
A rolling z-score of the futures curve's near-to-far slope against its own history.
Options
Options Analytics sits below the charts on the same Analysis tab: implied and realized volatility, variance risk premium, skew, and forward volatility for the contract's options.
Price plotted with 30-day implied volatility and 20-day realized volatility overlaid.
A scatter of today's one-year percentile of IV, or of RV, plotted against the variance risk premium, color-coded by how recently each point occurred.
A scatter of the contract's daily percent price change against its daily implied-volatility change, over roughly the last year of observations.
Current implied and realized volatility read at four tenors: 30, 60, and 90 days, and 6 months.
Historical percentile bands (minimum, 25th, median, 75th, and maximum) of realized or implied volatility at each tenor, with the current reading overlaid.
The gap between what the contract's options imply and what it actually realized.
A simulation of selling an at-the-money straddle and holding it to expiration, repeated through the contract's history.
The implied-volatility spread between two tenor points on the term structure, for a selectable pair.
25-delta skew (call implied volatility minus put implied volatility), z-scored against its own trailing one-year history. Selectable across 30, 60, or 90-day tenor.
A scatter of past 25-delta skew z-score readings against the return that actually followed, at a selectable 10, 30, or 60-day horizon.
The shape of the volatility smile: call implied volatility minus put implied volatility, plotted across five delta pillars, 10-delta put, 25-delta put, at-the-money, 25-delta call, and 10-delta call.
A projection of where the volatility smile is likely to sit 30 days forward, plotted alongside today's smile and the smile from one month ago.
Out-of-the-money call and put implied volatility plotted separately against at-the-money, plus a risk-reversal series (the call wing minus the put wing). Selectable 10 or 25-delta pillar and 30, 60, or 90-day tenor.
Forward-looking estimates of implied volatility, realized volatility, and variance risk premium at 10, 30, and 60 days ahead, with a probability-of-increase read alongside each.
The implied volatility for the window between two tenors, isolated from the two tenors' own implied volatilities.
The same forward-volatility factor as Forward Factors, plotted as a time series for a chosen tenor pair rather than a single current reading.
Fundamentals
A reference tab: contract specifications and a news feed, not computed indicators.
Contract reference data: the contract's name, category and exchange badges, current price, a short text description, and a specification grid.
The latest news items for the symbol: headline, source or author byline, and relative time since publication.
Regime Tab
The per-contract Momentum tab shares its regime and momentum machinery with equities, crypto, and SPX. Rather than repeat that documentation here, this section links to it and covers only what is specific to futures.
The regime composite, headlined at the top of the tab and repeated as a static gauge further down, is documented in Cross-Asset, Regime Indicator. For futures its inputs are price trend, options skew, curve carry (backwardation reads bullish), large-speculator COT positioning, and cross-sectional momentum, each shown as its own +/-100 bar alongside the composite; how they combine is not shown. The momentum reading shown in the same stats bar is documented in Cross-Asset, Momentum Indicator. The Momentum Metrics panel's ranking cards, cross-sectional momentum, time-series momentum, and proximity to a 52-week high, are documented in Cross-Asset, Ranking Metrics (relative and sector momentum are hidden for futures, since neither a benchmark nor a sector concept applies). Directional Intensity and Volatility Regime, and their scatters against forward return, are documented in Cross-Asset, Supplementary Indicators.
A plain sentiment read on the contract's options skew, banded to Bearish, Neutral, or Bullish.
Two overlaid bell curves for where the contract's price may land: an Implied Distribution built from options pricing alone, and a second distribution shifted and reshaped by the regime composite.
Dashboard & Global
The Global page is the cross-sectional view: every contract in the selected basket plotted against the others on the same axes, rather than one contract read on its own. A basket selector narrows the board, and the charts cover performance, sigma moves, the volatility surface, and positioning.
Cumulative percent return of each contract in the basket over the selected window, rebased to zero at the start.
Two scatters plotting the Commercial COT Index and Valuation against recent sigma moves, one contract per point. Valuation runs in standard deviations, with -2 and +2 marked.
Screener & Lens
The full contract list, grouped by the same categories as Global, with columns spanning positioning, valuation, seasonality, skew, momentum, and regime.
A Bullish/Bearish momentum screen built on the same cross-sectional rank and momentum reading documented under Cross-Asset.
One row per contract, roughly 37 symbols grouped and colored by category, each plotted on a shared z-score axis. Two toggleable groups of dots per row.
Cross-Asset
Regime Indicator
The Regime composite is the canonical directional and positioning read for each asset. It is the headline regime score on every asset Momentum tab and on the SPX dashboard, built from a different set of components per asset class and combined into one number.
A single directional read per asset. Positive means the components broadly agree that conditions favor the upside (risk-on); negative means the opposite (risk-off).
On the Volatility Lens pages, each ticker defaults to a single dot placed by its regime z-score, the current composite measured against its own trailing one-year history.
Momentum Indicator
The TradingRiot Indicator is a momentum ensemble shown on the per-symbol Momentum tab, on the momentum screener pages, and in the market quick-view modal.
A single momentum read built from three components: trend, breakout, and acceleration.
Ranking Metrics
The Momentum Metrics panel on the per-symbol Momentum tab shows a set of ranking cards. These are plain rankings and returns, not the proprietary indicator above.
A 1 to 10 decile ranking the symbol against its peers by trailing return.
The symbol trailing return over a selectable lookback (1M, 3M, or 6M).
The symbol return measured against a benchmark, SPY for equities and BTC for crypto.
The average trailing return of the symbol sector peers. Equities only, excluding ETFs.
Current volume against its own 20-day average (options volume for equities).
The current price as a percentage of the trailing one-year high.
Supplementary Indicators
Two more series sit alongside momentum on the per-symbol Momentum tab, describing how the recent tape has behaved. Both are structure-only reads; the underlying formulas are not shown.
A measure of how consistent and strong the price direction has been over a rolling window.
A read on whether volatility is expanding or contracting, comparing current short-term volatility against its own smoothed trend.
A scatter that plots each past reading of Directional Intensity, or of Volatility Regime, against the return that actually followed it, at a selectable 10, 30, or 60-day horizon.
Relative Value
Relative Value studies two instruments as a pair rather than on their own, looking for a spread that tends to revert. It opens on the pair analysis view; the pair screener surfaces candidates across stocks, ETFs, futures, and crypto.
Charts of a single pair once both legs are chosen: the price and implied-volatility spread over time, rolling correlation, and scatter plots of the two legs IV, realized vol, and variance risk premium against each other.
A row of reversion and cointegration stats computed for the selected pair, shown separately for the price spread and the IV spread.
A ranked table of candidate pairs across stocks, ETFs, futures, and crypto.
Tools
Position Builder
A multi-leg options strategy builder: assemble any combination of legs, or start from a preset, and see the combined position's P&L and Greeks update live. Building and viewing a structure is free for any signed-in user; saving it into Portfolio requires a premium plan.
The individual contracts that make up a structure. Each leg is a direction (long or short), a type (call, put, or the underlying itself), a strike, an expiration, and a quantity.
18 one-click starting points, each building a complete set of legs at the at-the-money strike: long and short call, long and short put, call spread, put spread, credit call spread, credit put spread, long and short straddle, long and short strangle, iron condor, iron butterfly, long and short calendar, ratio call spread, and ratio put spread.
The five standard option-price sensitivities, computed per leg from the same pricing model used across the platform, then summed into one row for the whole structure.
A chart, or table, of the structure's profit or loss across a range of underlying prices, at a chosen date between today and expiration.
Strike Selector
A premium strike screener that compares the option market's implied probability against the platform's own modeled probability, then ranks strikes by the resulting edge.
The controls that scope a scan: Direction (Bullish or Bearish, the only choice of which way the trade is betting), an Expiration to scan, and Mode (Single, a naked option, or Spread, which adds a short strike on the same side to cap risk and cost).
The average payoff of a strike, weighting the in-the-money outcome by its probability.
The ratio of potential profit to potential risk on a strike.
The Kelly criterion, sized from a strike's probability and payoff, expressed as a percent of capital.
The platform's own model of where the underlying is likely to land, shown next to the market-implied distribution built directly from option prices.
TR Prob is the TradingRiot Distribution's own probability that a strike finishes in the money. Delta is the option market's implied probability of the same outcome.
Every strike near the money by default (a toggle expands to the full chain), one row per strike.
A four-tier label summarizing whether a strike's edge is worth acting on.
Relative Value
The Relative Value entry under Tools opens the same pair-analysis and pair-screener pages documented under Cross-Asset, Relative Value; see that section for the pair statistics, charts, and screener columns.
Earnings Calendar
A horizontally scrolling row of the next 7 days that have at least one earnings report, out of a 14-day lookahead, each day split into Before Open, After Close, and Time TBD.
A sortable, paginated table (50 rows per page) of the same upcoming earnings.
Watchlist & Portfolio
Starred symbols saved from any screener or analysis page across the platform, kept in the browser rather than tied to precomputed data.
A manual log of the user's own trades in crypto, futures, and options, entered and tracked by hand. This only reflects what a user records; it is unrelated to any automated performance tracked elsewhere on the platform.
A summary tab built entirely from the trades logged under Positions: cash transactions, P&L totals, standard trading-performance metrics, an equity curve, and a P&L calendar.
Calculators
Five standalone calculators, each on its own page. All are textbook models: the formula shown is exactly what the calculator computes.
Sizes a position so a single trade's risk lines up with a target percent of capital. Two modes: Basic sizes a single directional position in equities, crypto, or futures; Put Spread sizes a defined-risk options structure.
Basic mode outputs the position size (shares, coins, or contracts), notional exposure, percent of portfolio (or, for futures, the position size expressed as a multiple of account equity), stop price, stop distance in dollars and percent, and expected loss in dollars and as a percent of capital. If a futures position rounds down to zero contracts, it instead shows the ideal fractional size and the minimum capital needed for one contract.
The Volatility stop type always labels its two inputs "20-Day RV" and "252-Day RV," but what actually fills them depends on asset class: equities use true 20-day and 252-day realized vol, crypto uses 30-day and 180-day, and futures uses 20-day and 60-day. The labels stay fixed even though the lookback windows behind them change.
Put Spread mode outputs contracts, total credit, and max loss in dollars and as a percent of equity. The Vol Target method also shows a "magic number," a shortcut such that contracts = magic number / (IV% x price), plus the per-trade volatility budget it is sizing to.
Compares the volatility priced into a near-term option expiration against the volatility implied for the window between that expiration and a later one, the forward volatility. Also prices the optimal debit for a calendar spread built from the two expirations.
Prices a short-premium options structure and analyzes it against the price the user says they were actually filled at. Four structures share one pricing engine: short straddle and short strangle (undefined risk unless hedged), and put credit spread and call credit spread (defined risk).
Shared inputs are an optional ticker search, the strike or strikes, current price, market IV, risk-free rate, days to expiry, and number of contracts. For the two hedgeable structures, an Advanced Parameters panel adds Transaction Cost and Risk Aversion.
Effective Fill IV shows the flat implied vol that reproduces the entered fill alongside the market IV, the gap between them, and the theoretical premium and net vega, so a fill can be judged rich or cheap against the market's own pricing.
For short straddle and short strangle, the hedge panel shows a BUY, SELL, or HOLD action with a share count: rehedge (sell) once position delta rises above the upper band +(H0 + H1), rehedge (buy) once it falls below the lower band -(H0 + H1), and do nothing (HOLD, stay inside the no-trade zone) otherwise. It also shows position delta, both bands, call and put delta, and a Calculation Details panel with the underlying constants. For the two credit spreads, a Defined-Risk Summary is shown instead: width, theoretical credit, max profit, and max loss.
The RV Scenario is priced off the fill credit that was actually collected, not the theoretical premium, so the P&L distribution reflects the trade as entered.
Pairwise correlation of daily returns across 2 to 10 symbols within a single asset class, over a chosen lookback window.
The standard option-pricing model. Given the underlying price, strike, time to expiry, volatility, dividend yield, and risk-free rate, it returns a theoretical option price and the Greeks that describe how that price moves.
Data Sources & Timing
A short reference for how current the platform's data is and where each asset class's numbers come from, so a reading can be weighed against how fresh it actually is.
All data on the platform refreshes once a day, after the US market close.
Perpetual futures data, open interest, funding, and liquidations, is aggregated across major exchanges rather than read off a single venue.
End-of-day options data covers more than 900 stocks and ETFs: implied volatility term structure, the Greeks, skew, and a full history of simulated straddle backtests.
Futures positioning comes from the weekly Commitment of Traders report, published once a week rather than daily.
The VIX family of indices, credit spreads, market breadth, and benchmark index prices are drawn from standard market data feeds.