The Specialist takes the Probability Engine’s output and layers vol analysis on top. IV vs forward vol. Skew. Term structure. Structure selection. Kelly sizing. Full trade plans.
Probability surface generated — forward returns at 7 timeframes, win rates, indicator reset timing, VIX regime conditioning.
Current implied vol compared to engine's forward estimate. VRP quantified. Skew analyzed. Term structure mapped. Cheap or rich diagnosed.
Optimal structure selected from 7 types. Kelly sizing computed. Entry trigger from cascade. Targets and stops from probability distribution.
Example scorecard shape. The Specialist classifies vol as cheap, fair, or rich — then recommends the optimal expression.
| Ticker | Engine Says | Specialist Says | Best Trade |
|---|---|---|---|
Ticker A | Strong momentum, calls priced below forward vol | Buy vol: calls cheap across expiries | Long calls |
Ticker B | Calls cheap, moderate momentum after dip | Buy vol: entry on oscillator reset | Long calls |
Ticker C | Parabolic move, long-dated vol cheap | Buy vol on pullback only, LEAPs best risk/reward | Long-dated calls |
Ticker D | Neutral daily, bullish weekly setup | Near fair vol, directional trade not vol trade | Directional, not vol |
Ticker E | Calls near fair, puts rich | Sell vol: rich put skew, risk reversal structure | Risk reversal |
Ticker F | All options rich vs realized | Sell vol: premium collection setup | Short puts |
Ticker G | Both sides rich vs realized | Sell vol: short strangle or iron condor | Short strangle |
Direction + vol stance = structure. The Specialist maps every combination to the optimal options expression.
The Options Specialist ships inside Harbor’s Quant tier. One access ladder, one place for rates.
Enter a ticker in the Engine Console. Click “Trade Plan.” Full vol diagnosis, structure, and sizing.