Free Quantitative Utility
Volatility Risk Premium (VRP) Checker
Analyze the spread between 30-Day Implied Volatility ($IV$) and 30-Day Realized Historical Volatility ($HV$) to detect mispriced options premiums.
Quick Presets:
Mode: Interactive Model
1. Input Volatility Inputs
30-Day Implied Volatility (IV)
Forward-looking volatility priced into option premiums.
30-Day Historical Volatility (HV)
Actual realized 30-day trailing price movement.
Target Horizon (DTE)
2. Volatility Risk Premium Output
VRP Spread (IV - HV)
Volatility Premium
IV / HV Ratio
Overpricing Multiple
Option Premium Posture
Underpriced (IV < HV)
Fairly Priced
Overpriced (High VRP)
Recommended Strategy Skew:
Automated VRP Scanner Alert
The 30-day IV/HV spread is currently . Pro Flow's automated scanner tracks 3,500+ equities simultaneously to surface these exact volatility anomalies before the open.
Never scan manually again.
Access Live Scanner →