Volatility relationship scanner
Dispersion Analyzer looks for situations where index, basket, or single-name volatility relationships may be creating research opportunities.
Required access: Analyst
- Where does implied volatility look cheap or rich relative to related names?
- Which relationships may deserve pair, basket, or dispersion research?
- How are volatility and correlation signals changing across the universe?
- A focused dispersion workflow for comparing related volatility signals.
- Screening outputs built for research, not generic option chains.
- Context that helps identify where a volatility relationship deserves review.
Volatility-focused analysts who want to study relative-value setups across related securities.