SOPHIE
SOPHIE
SOPHIE AI Agent
Options Derivatives & Volatility

Options Education

Volatility Regime & VRP Research

Tier 4+

Today's premium-selling regime, precomputed from 26 years of SPX and VIX history, plus the decomposition research behind it β€” what the premium is actually worth once convexity is stripped out, whether its level predicts what you earn, and what it predicts instead.

Requires Senior Quant (Tier 4). You're currently Intern (Tier 1).

  • Daily volatility regime across 6,500+ sessions since 2000
  • Implied vs. realized volatility with a custom date range
  • VIX distribution against quoted and actually-earned premium
  • Non-overlapping harvest backtest with selectable holding periods
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Disclaimer: This application is a personal proof of concept created for study and research purposes only. All analysis, suggestions, and content are generated by AI models using publicly available data and tools, and should not be considered as financial advice. Past performance is not indicative of future results. Always conduct your own research and consult with qualified financial professionals before making investment decisions. The app's AI models may have limitations and may not account for all market factors or recent developments. Users are solely responsible for their investment decisions and should understand that all investments involve risk.