Alphagbm Iv Rank

AlphaGBM IV Rank

Prerequisites

• API Key: Set env ALPHAGBM_API_KEY (format agbm_xxxx...).
• Base URL: Default https://alphagbm.zeabur.app. Override with env ALPHAGBM_BASE_URL.

What This Skill Does

Calculates IV Rank and IV Percentile for any ticker, placing current implied volatility in historical context. Answers the key question: "Is IV high or low right now, and what should I do about it?"

Key Metrics

| Metric | Formula | What It Means | |--------|---------|---------------| | IV Rank | (Current IV - 52w Low) / (52w High - 52w Low) x 100 | Where IV sits in its annual range. 0 = at the low, 100 = at the high | | IV Percentile | % of days in past year where IV was lower than today | What % of the time IV was cheaper than now. 80 = IV was lower 80% of the time | | Current IV | 30-day ATM implied volatility | The market's current expectation of annualized movement | | IV 52w High | Highest 30-day IV in past 252 trading days | Peak IV -- usually during selloffs or events | | IV 52w Low | Lowest 30-day IV in past 252 trading days | Trough IV -- usually during calm, grinding markets | | HV/IV Ratio | Historical Volatility / Implied Volatility | >1 means realized vol exceeds implied (IV may be cheap) |

IV Zones and Trading Signals

| IV Rank | Zone | What It Means | Suggested Action | |---------|------|---------------|-----------------| | 80-100 | Very High | IV is near its annual peak -- options are expensive | Sell premium: short strangles, iron condors, credit spreads | | 60-80 | High | IV is elevated -- above-average option prices | Lean toward selling, but selective; good for covered calls | | 40-60 | Moderate | IV is in the middle -- neither cheap nor expensive | Strategy-neutral; use directional view to decide | | 20-40 | Low | IV is depressed -- options are cheap | Lean toward buying; good for debit spreads, long straddles | | 0-20 | Very Low | IV is near its annual trough -- options are very cheap | Buy premium: long straddles, debit spreads, calendars (sell back month) |

API Endpoint

IV Snapshot (instant, no quota cost)

GET /api/options/snapshot/

Returns: ATM IV, IV Rank, HV 30d, VRP, VRP level. This endpoint is free and does not count against your analysis quota.

Volatility Risk Premium (VRP)

VRP = Implied Vol - Historical Vol

VRP measures the gap between what the market expects (IV) and what actually happens (HV). It is a key signal for whether to sell or buy premium.

| VRP Level | Value | Seller | Buyer | |-----------|-------|--------|-------| | veryhigh | >=15% | Very favorable | Unfavorable | | high | 5-15% | Favorable | Slightly unfavorable | | normal | +/-5% | Neutral | Neutral | | low | -15% to -5% | Unfavorable | Favorable | | verylow | <-15% | Very unfavorable | Very favorable |

How to Use

Input

• Required: Ticker symbol
• Optional: Lookback period (default 252 days), IV measure (30-day ATM, 60-day, or custom)

Output Structure

{
  "ticker": "AAPL",
  "price": 218.45,
  "iv_current": 28.5,
  "iv_rank": 42,
  "iv_percentile": 55,
  "iv_52w_high": 48.2,
  "iv_52w_low": 18.8,
  "iv_52w_mean": 30.1,
  "hv_30d": 25.2,
  "hv_iv_ratio": 0.88,
  "zone": "moderate",
  "signal": "No strong IV edge. Use directional conviction to choose strategy.",
  "iv_history": {
    "dates": ["2025-04-01", "2025-04-02", "..."],
    "iv_values": [32.1, 31.8, "..."],
    "hv_values": [28.5, 28.3, "..."]
  },
  "notable_events": [
    {"date": "2026-01-28", "iv": 48.2, "event": "Earnings spike"},
    {"date": "2025-08-05", "iv": 44.1, "event": "Market selloff"}
  ]
}

Example Queries

| User Says | What Happens | |-----------|-------------| | "IV rank AAPL" | IV rank, percentile, zone, and trading signal | | "Is NVDA IV high?" | IV rank + zone classification + comparison to 52w range | | "IV percentile SPY" | Percentile with historical context | | "Historical IV TSLA" | Full 252-day IV history with HV overlay | | "Is volatility cheap for META?" | IV rank + HV/IV ratio + buy/sell recommendation | | "Should I sell premium on QQQ?" | IV rank-based answer with suggested strategies |

Mock Data

Demo tickers available without API key: AAPL, NVDA, SPY, TSLA, META. IV history uses realistic 252-day data from mock-data/.

Related Skills

• alphagbm-vol-surface -- Full 3D IV landscape across strikes and expirations
• alphagbm-vol-smile -- IV skew for a specific expiration
• alphagbm-options-strategy -- IV zone informs whether to buy or sell premium
• alphagbm-options-score -- IV attractiveness is a key scoring factor

---

Powered by AlphaGBM -- Real-data options & research intelligence for traders and AI agents. 10K+ users.

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: AlphaGBM
• Source: AlphaGBM/skills
• License: MIT
• Homepage: https://www.alphagbm.com/skills

Install and usage instructions live in the source repository linked above.