IV Anomaly Detection
Spot strikes where implied volatility has compressed below its 30-day average — a potential signal for cheap premium.
Commodity & Forex Options Scanner
FXFO scans deep out-of-the-money commodity and forex options for implied-volatility anomalies and compressed premiums across 20+ futures markets, using a 60–90 day rolling settlement window updated daily.
Professional-grade scanning across every major commodity futures options market.
Spot strikes where implied volatility has compressed below its 30-day average — a potential signal for cheap premium.
Compare current settlement prices against historical averages across a configurable 60–90 day window.
Filter for options 20%+ out of the money. See exactly how far each strike sits from the underlying.
Plus forex options on major currency pairs. Coverage expanding continuously.
Free tier includes all markets and a 30-day rolling window. No credit card required.