Volatility coil explosion

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short exemppt screen watch

Regler

/*
  Volatility Coil → Explosion
  
  Thesis: The options market is screaming that a big
  move is coming (high IV) but the stock is range-bound
  (low recent price change). Something has to give.
  
  When high IV meets high short interest:
  • Options dealers are hedged for a big move
  • Shorts are positioned for downside
  • Any upside catalyst triggers dual cascade:
    dealers delta-hedge UP + shorts cover UP
  
  This is the "coiled spring" pattern.
*/

// ── Universe ──
Country = US;
Price > 3;
Volume > 200K;
Exchange != OTC;

// ── Implied Volatility is Elevated ──
rankPercentile(OptionImpliedVolatility) > 80;  // Top 20% IV

// ── But Price is Range-Bound (the coil) ──
Price > Price{1m} * 0.92;             // Not down more than 8%
Price < Price{1m} * 1.08;             // Not up more than 8%

// ── Short Interest Creates Fuel ──
ShortInterestPercentFloat > 15;
DaysToCover > 2;

// ── Options Skew is Bullish ──
OptionPutCallRatio < 0.8;             // More calls than puts

// ── Not a Dying Company ──
MarketCap > 100M;
Revenue > 0;

// ── Display Columns ──
OptionImpliedVolatility;
OptionPutCallRatio;
ShortInterestPercentFloat;
DaysToCover;
ShortBorrowRate;
ShortSqueezeScore;
GammaSqueezeScore;
MarketCap;

order by OptionImpliedVolatility desc;
limit 50;

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