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Affordable Historical IV Data & Composite Vol Scoring
A SaaS platform providing retail options traders with affordable multi-year historical implied volatility data alongside a composite premium richness score that incorporates advanced estimators like Yang-Zhang and GARCH, eliminating the blind spots of IV Rank and Percentile.
Why this matters
You are a retail options trader screening for premium selling opportunities, but your broker's tools only offer basic close-to-close volatility metrics that you know are inadequate. Because you cannot afford expensive institutional data feeds, you manually record implied volatility for a few months, resulting in a dataset too short to reliably calculate IV Rank or Percentile. A single earnings spike distorts your entire range, causing Rank and Percentile to disagree wildly on your top picks. You know advanced estimators like Yang-Zhang and GARCH models would give you a true edge, but building them from scratch requires quantitative expertise you may not have.
- · Built for Serious retail options premium sellers who are frustrated by the limitations of broker-level tools and cannot afford institutional data terminals..
- · Most likely monetization: SaaS subscription.
The Pain · Narrative
You are a retail options trader screening for premium selling opportunities, but your broker's tools only offer basic close-to-close volatility metrics that you know are inadequate. Because you cannot afford expensive institutional data feeds, you manually record implied volatility for a few months, resulting in a dataset too short to reliably calculate IV Rank or Percentile. A single earnings spike distorts your entire range, causing Rank and Percentile to disagree wildly on your top picks. You know advanced estimators like Yang-Zhang and GARCH models would give you a true edge, but building them from scratch requires quantitative expertise you may not have.
Score Breakdown
Market Signal
Go-to-Market
Active retail options traders selling premium who manually track volatility data or use inadequate broker tools
~50K serious retail premium sellers globally
Organic posts in options trading communities and financial newsletters
$49/month for data access and composite scoring
20 paying users within 30 days from organic community engagement
MVP Scope · 1–2 weeks
- Secure historical options chain data API partnership or licensing
- Build IV Rank and IV Percentile calculation engine with variable lookback windows
- Implement close-to-close realized volatility calculation
- Create basic web dashboard to display composite volatility score for input tickers
- Set up user authentication and subscription billing
- Implement Yang-Zhang and Parkinson volatility estimators
- Add GARCH model for short-term volatility forecasting
- Build a stock screener filtered by composite premium richness score
- Add term structure and put/call skew visualization
- Launch beta to 20 test users from options trading communities
Differentiation
Why This Might Fail
Self-rebuttal — the most important trust signal
- 1Data licensing costs for historical options chains may be too expensive to offer at a price point retail traders will accept.
- 2The quantitative complexity of GARCH models and multi-estimator scoring may be overkill for retail traders who simply want a buy or sell signal.
- 3Well-funded existing platforms like Tastytrade or ThinkorSwim could add these advanced features natively, eliminating the need for a standalone tool.
Evidence Summary
How AI synthesized this insight — no verbatim quotes
The original poster and multiple commenters expressed frustration with the lack of affordable historical IV data, with one user admitting they manually track 1-3 months of data. Several commenters highlighted that broker-level tools using close-to-close realized volatility are inadequate. Around five users recommended advanced estimators like Yang-Zhang, Parkinson, and GARCH models, indicating strong demand for more sophisticated volatility analytics. The core pain centers on unreliable metrics due to short data samples and lack of access to advanced modeling tools.
Action Plan
Validate this opportunity before writing code
Recommended Next Step
Build
Strong demand signals detected. Real pain, real willingness to pay — start building an MVP.
Landing Page Copy Kit
Ready-to-paste copy based on real Reddit community language — no editing required
Headline
Affordable Historical IV Data & Composite Vol Scoring
Sub-headline
A SaaS platform providing retail options traders with affordable multi-year historical implied volatility data alongside a composite premium richness score that incorporates advanced estimators like Yang-Zhang and GARCH, eliminating the blind spots of IV Rank and Percentile.
Who It's For
For Serious retail options premium sellers who are frustrated by the limitations of broker-level tools and cannot afford institutional data terminals.
Feature List
✓ Multi-year historical IV database accessible via web dashboard ✓ Composite premium richness score blending IV Rank, IV Percentile, and IV vs RV ✓ Advanced volatility estimators (Yang-Zhang, Parkinson, Garman-Klass) ✓ GARCH-based short-term volatility forecasting ✓ Customizable lookback windows and screening tools
Where to Validate
Share your landing page in r/r/options — that's exactly where these pain points were discovered.
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