How SIGMA Straddle works
How SIGMA forecasts options prices
SIGMA does not attempt to forecast the direction of the next market move. Its focus is the behavior of volatility in either direction and the resulting value of an at-the-money (ATM) options straddle.
Its models analyze historical prices of the underlying instruments, observed volatility patterns and, where relevant, corresponding volatility indices. Several quantitative forecasting and calibration methods contribute to the final price estimate.
The calculations use market data, not news headlines, economic announcements, political developments or discretionary predictions of market direction.
The resulting estimate is a quantitative reference to compare against a market straddle price. It is not an instruction to buy or sell; actual profitability also depends on the option premium, timing, volatility, transaction costs and risk management.
The service may be unavailable for public forecasts while live data and other safeguards are being verified. Estimates are not guaranteed prices or returns and are not personalized investment advice.
Options trading carries substantial risk, is not suitable for everyone and requires knowledge and experience. Forecasts are estimates, not guarantees or personalized investment advice. Option sellers should assess their own protection against unexpected price movements.
SIGMA provides quantitative short-horizon ATM straddle price estimates for selected U.S. options instruments, including SPX, QQQ, IWM and GLD. These are estimates, not trade instructions or promises of profit.
Users can compare their own market observations with the estimates and maintain a personal trade journal. Market prices, execution costs, liquidity, and the risk of unexpected moves remain the trader’s responsibility.
The service initially offers a free 60-day trial starting at registration. Subscription pricing, if introduced, will be disclosed in advance; no automatic charge is made during the trial.
Options trading requires knowledge, experience and skill, and is not suitable for everyone. Significant losses are possible. SIGMA forecasts are estimates, not guarantees or personalized investment advice. Option sellers should assess their own protection against unexpected price movements.