Price & Market BehaviorExtended setexperimental liveNew

cross-sectional options stress contrarian

Updated dailyData needs: highlong onlyshort onlylong short

In plain terms

Compare a stock's option fear gauge to every other optionable stock today, and buy the most fearful after a dip or fade the most complacent after a rally.

How it works

Ranks each name's risk-reversal, IV rank, and term slope cross-sectionally against the whole optionable universe that day (percent_rank in SQL) instead of against its own history, then gates the contrarian trade on recent price stress. Answers whether a name is unusually stressed or complacent versus its peers today.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.

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Data dependencies

Options surface daily
End-of-day OPRA option chains used by IV-skew family.
Options surface xs ranks
End-of-day OPRA option chains used by IV-skew family.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

A cross-sectional lens captures names that are extreme relative to today's universe, a different and additive signal to own-history option z-scores.

Related families

skew-panic reversalPrice & Market Behavior

When put options spike in price and fear is high right after a drop, buy the bounce; when calls are euphoric after a run-up, fade it.

Explore cross-sectional options stress contrarian on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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