Strategy Scores
Per-strategy 0-100 scores combining VRP, skew, term structure, liquidity, and dealer flow into one number.
A family of 0-100 composite scores (short_strangle_score, iron_condor_score, calendar_spread_score, short_put_spread_score) quantifying the attractiveness of each short-premium strategy for a given symbol.
Each strategy weights the sub-signals differently — e.g. iron_condor_score prioritises range-bound vol, calendar_spread_score prioritises term-structure contango.
- ≥ 70: high-conviction setup. Full size.
- 40–70: reduce size or wait for confirmation.
- < 40: skip this strategy — try another score or another name.
API Reference
Why Strategy Scores Matters for Trading
Strategy scores rank attractiveness of common short-premium setups on a single symbol. Scan across tickers to pick the strongest candidate for each strategy.
- What it measures
- Four composite 0-100 scores, one per major short-premium strategy, blending the sub-signals that matter for each.
- What it signals
- Which strategy fits best on a given symbol today, and whether any of them is worth the capital.
- Why we measure it
- Manually cross-checking VRP, skew, term, liquidity, and flow across strategies for every ticker is slow. A single score per strategy collapses that into one comparable number.
- Who uses it
- Systematic options traders, premium-selling retail, strategy-rotation systems. Alpha tier.
How to read Strategy Scores
- Clear winner for this symbol
- Full-size entry in that strategy
- Best-case premium harvesting
- Use across universe to rank tickers
- No short-premium edge available
- Skip the ticker entirely
- Rotate to different name
- Typical in stressed regimes
- Mild edge only
- Reduce size
- Pick highest-scoring strategy
- Typical average-regime reading
Rules of thumb
- Cross-sectional scan beats single-ticker. Use scores to pick the best 1-3 tickers out of a universe, not to force trades on a single name.
- Scores are strategy-specific. A 70 iron_condor_score doesn't mean short_strangle is 70. Each is independent.
- Pair with VRP regime. Regime tells you which family to trade; scores tell you which strike within it.
- Low liquidity penalises scores. Even a rich-VRP ticker scores low if spreads are wide — as it should.
- Alpha tier. Composite scoring requires the full sub-signal bundle — only exposed on Alpha plans.
Related Concepts
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