VolPulse is the tool I'm building to trade options by my own rules — fundamentals, the vol surface, portfolio stress and the trade decision in one place. I'm sharing how it's being built and what I'm learning along the way, so you don't have to consolidate five websites to make one decision.
Not a signal service and not a trade feed. A thinking tool that puts every input a discretionary options trader needs on one screen, and makes the decision pass through rules you set before a ticket exists.
Liquidity, events, exposure caps, correlation caps and sizing are gates the trade must pass. Some are fixed — the ones experience says never to bend. The rest are settable, shipped with my values as a starting point for you to change.
Six independent lenses — fundamentals, factor rank against peers, comparables, a million-path DCF, the earnings-day record, and what drives the profit — each end in a price. The price picks the strike, not the delta alone.
Videos and posts on how I built it, the mistakes that produced each rule, and what I'd do differently. The goal is a place where traders compare experience, not a place to copy trades.
Illustrative panels — the videos walk through the live pages. Numbers here are examples, not positions.
| Lens | Fair value | vs spot |
|---|---|---|
| Fundamentals & forecasts | $124 | +11% |
| Factor rank (of 1,300) | #84 | top decile |
| Comparables | $118 | +6% |
| Monte Carlo DCF (P50) | $120 | +8% |
| Earnings-day record (8q) | ±7.9% avg | IV 9.4% |
| Profit-driver headroom | 3 of 5 | — |
| Committed value | $121 | strike tested |
Fundamentals. Every lens ends in a price, so disagreement between them is visible before you pick a strike.
| Metric | Value | Read |
|---|---|---|
| IV 75d ATM | 38.1% | |
| RV 75d (matched) | 29.6% | |
| VRP (75d) | +8.5 pts | rich |
| 16δ put skew (75d) | +6.2 vol | steep |
| Term 30/90 | 1.04 | flat |
Volatility. Implied against a realised of the same horizon — a lesson learned the hard way; a 30-day number says nothing about an 80-day wing.
| Gate | Rule | Status |
|---|---|---|
| Liquidity | spread ≤ 3% mid · OI ≥ 500 | pass |
| Events | no print inside 21d | pass |
| Name draw | ≤ 8% NLV at −30% | pass |
| Stress used | ≤ 60% to add | fail · 63.4% |
| Correlation | ≤ 3 names per cluster | fail · 4 mega-cap |
| Ticket | blocked — reduce before adding | |
Trade desk. The ticket doesn't exist until the gates pass. This is the page that stops the trade you want to make.
| Rule | Setting | Came from |
|---|---|---|
| Stress gauge · add limit | 60% NLV | margin call replay |
| Stress gauge · hard stop | 70% NLV | margin call replay |
| Per-name draw cap | 8% NLV | one name, one bad quarter |
| Event gate | no print inside 21d | IV crush on a "safe" put |
| VRP horizon | match the trade | 30d gauge, 80d wing |
| Deviation | written thesis before the trade, no exceptions | |
Rules. Each one names the mistake that produced it. Fixed rules stay fixed; the flexible ones start with my values and take yours.
One email when the beta opens and one when it launches. In between, the Substack — what I'm learning and how the tool is taking shape. Unsubscribe any time.
Opens Substack to confirm. No spam, no signals.