ANOMALY SCREENER
FREERun the Volatility Anomaly Screener directly in your browser. Analyze any stock for volatility patterns around ex-dividend dates and backtest iron condor strategies.
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A free account gives you full access to the Anomaly Screener. Below is a preview of the system's latest picks — full strike and credit details are available to members.
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| TICKER | STRATEGY | EX-DIV DATE | EXPIRY | STRIKES | CREDIT | STATUS |
|---|---|---|---|---|---|---|
| JPM | Iron Condor | — | ██/██/████ | ███/███/███/███ | $█.██ | CLOSED |
| AXP | Iron Condor | — | ██/██/████ | ███/███/███/███ | $█.██ | CLOSED |
| MO | Iron Condor | — | ██/██/████ | ███/███/███/███ | $█.██ | CLOSED |
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HOW THE SCREENER WORKS
Data Collection
Fetches historical price and dividend data for each ticker using market APIs. Calculates 20-day rolling historical volatility.
Anomaly Detection
Compares volatility on ex-dividend dates to baseline (10 days prior). Spikes above 50% are classified as anomalies.
Backtest & Classify
Simulates iron condor trades around each dividend date. Stocks with 75%+ anomaly frequency and 85%+ avg spike are classified as "Strong."