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Harbor Options Volatility Specialist

Is the vol cheap?
What’s the trade?

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.

How It Works

Three steps from signal to trade plan

01

Engine runs

Probability surface generated — forward returns at 7 timeframes, win rates, indicator reset timing, VIX regime conditioning.

02

Vol compared

Current implied vol compared to engine's forward estimate. VRP quantified. Skew analyzed. Term structure mapped. Cheap or rich diagnosed.

03

Trade plan built

Optimal structure selected from 7 types. Kelly sizing computed. Entry trigger from cascade. Targets and stops from probability distribution.

Vol Scorecard

Universe-level screening

The engine scans every ticker. The Specialist classifies vol as cheap, fair, or rich — then recommends the optimal expression.

TickerEngine SaysSpecialist SaysBest Trade
MU
Strong momentum, calls 15pt below forward volBuy vol: calls systematically cheap across all expiriesJun $400-420C
CRWD
Calls 10pt cheap, moderate momentum after dipBuy vol: clean entry on StochRSI reset day 3May/Jun $400C
AAOI
Parabolic, StochRSI pegged, LEAPs 43pt cheapBuy vol on pullback only, Jan 27 LEAPs best risk/rewardJan '27 $140-170C
CRDO
Neutral RSI, bullish MACD, weekly RSI below 50Near fair vol, directional trade not vol tradeJan '27 $125C
HOOD
Calls near fair, puts 25-38pt richSell vol: rich put skew, risk reversal structureSell puts / reversal
NOW
All options 30-48pt rich vs realizedSell vol: premium sellers paradiseSell $85P
DDOG
Both sides 22-45pt richSell vol: short strangle or iron condorSell $95P/$130C
Structure Selection

The right structure for the setup

Direction + vol stance = structure. The Specialist maps every combination to the optimal options expression.

Long Call
Vol cheap + bullish
Risk: Premium paid
Reward: Unlimited
Short Put
Vol rich + bullish
Risk: Strike - premium
Reward: Premium
Bull Call Spread
Vol fair + bullish
Risk: Net debit
Reward: Width - debit
Long Put
Vol cheap + bearish
Risk: Premium paid
Reward: Strike - premium
Short Strangle
Vol rich + neutral
Risk: Unlimited
Reward: Premium
Long Straddle
Vol cheap + neutral
Risk: Premium paid
Reward: Unlimited
Iron Condor
Vol fair + neutral
Risk: Width - premium
Reward: Premium
Product Tiers

Three levels of vol intelligence

Vol Scanner
$50-100/mo
  • +VRP screening (IV vs engine forward HV)
  • +Cheap / fair / rich flag per ticker
  • +Buy vol / sell vol / pass stance
  • +Universe screening by sleeve
  • +Top 5 cheapest + richest vol daily
Vol Intelligence
$200-500/mo
  • +Everything in Vol Scanner
  • +Full probability surface from engine
  • +Option P&L mapping at 3d/5d/2wk/1mo/2mo
  • +IV sensitivity tables
  • +Entry trigger identification
  • +VRP scorecard with historical context
Vol Research
$1-2K/mo
  • +Everything in Vol Intelligence
  • +Regime-conditional Monte Carlo
  • +Conditional cascade analysis (Q1-Q8)
  • +Triple+ indicator confluence win rates
  • +Kelly sizing with half-Kelly recommendation
  • +Full trade plans: instrument, entry, targets, stops
  • +Forward vol forecasts (NN-powered, Phase 3)

Try the Specialist now.

Enter a ticker in the Engine Console. Click “Trade Plan.” Full vol diagnosis, structure, and sizing.