Tools — Value + Volatility Setup Score
Does this name set up well today?
Enter a single ticker. We’ll score it on two axes VOL cares about — is it cheap on its own valuation history, and is the premium paying for the volatility we’d actually be exposed to?
What the score means
Value bucket — cheap / fair / expensive based on P/E vs the name’s own 5-year median, FCF yield, and growth direction. We use the name’s own history as the comparator (not a fixed P/E threshold) so the read works across sectors with different normal multiples.
Volatility bucket — premium-rich / fair / discounted based on the gap between current ATM implied vol and the name’s trailing 1-year realized vol. When IV is paying meaningfully more than the stock has actually moved, premium sellers get paid for risk that may not show up.
We don’t use IV-rank percentiles because we don’t carry a 1-year IV history we’d trust. IV-vs-realized-vol is the cleaner read and matches what VOL itself uses when sizing premium-selling setups.
Not a recommendation. A “cheap + premium-rich” reading means the structural setup looks attractive on its face. Whether the underlying is actually a business worth owning at the assigned price is the analyst work the paid letter does every week.