Gamma Walls

Entry read is the column to steer on, and it is deliberately not the same as "which name has the richest vol". A high IV ÷ realised means the market expects the next month to be rougher than the last one was — and most of the time it expects that because it knows something: an earnings date, a Fed meeting. That premium is the price of the event, not an edge. So the read asks four things at once — is vol high for this name, is implied above realised, does anything on the calendar explain it, and is the chart somewhere you would want to be short puts — and PAID FOR means the premium is real but it has a name.

Click any column heading to sort, again to reverse; use Columns to hide what you do not want. IV rank comes from each instrument's own published vol index where one exists (VIX, VXN, GVZ, DVOL); where none does, Real. rank ranks realised vol against its own three years as the stated proxy. Click a row to open its gamma walls, or the star to pin it to your shortlist at the top.

Conditions are read back from the daily snapshot for each open date, so every trade gets them automatically — nothing to record at entry. If the high-IV-rank bucket does no better than the low one, the richness filter is not earning its place.