About Us

Volatility Timer is the educational advisory service of Steve Lentz.

Mr. Lentz started at OptionVue Systems in 1998 and left in 2018 to start Volatility Timer.  During those 20 years, he developed the DiscoverOptions mentoring curriculum, ran OptionVue Research's Swing 500 CTA program, co-authored a book, "Simple Steps to Options Trading Success", and spoke all over the world on the subject including Australia, Singapore and Prague.

Since 2013, Mr. Lentz has developed a new approach to signal verification called Edge Analysis.  Instead of using a conventional back testing approach with stops and equity curves, this method measures the price distribution of past occurrences of a market condition against the distribution of the full price history going back to January 2000.  This way, the risk of optimizing exit approaches to fit data is eliminated.

SPX Condor/Butterfly Timing Report

Designed for advanced options traders employing delta-neutral premium selling strategies, the Volatility Timer flagship service is called the SPX Condor/Butterfly Timing Report.   This report evaluates the current SPX market condition and determines if it is more or less likely to be a favorable time to employ positions such as condors or butterflies.  Quite often, option premium sellers will initiate positions seasonally or based on days-to-expiration with little or no regard for the market condition defined by recent price and implied volatility movements.  This service seeks to educate option premium sellers to the statistical edge, positive or negative, associated with the current market condition.

SPX Bull Put Spread Timing Report

Designed for advanced options traders employing bullish leaning option premium selling strategies, this Volatility Timer service is called the SPX Bull Put Spread Timing Report. This report evaluates the current market condition and determines if it is more or less likely to be a favorable time to sell out-of-the-money put premium in the SPX options. Quite often, put option premium sellers will initiate high-probability distant credit spread positions seasonally or based on days-to-expiration with little or no regard for the market condition defined by recent price and implied volatility movements. This service seeks to educate put option premium sellers to the statistical edge, positive or negative, associated with the current market condition.

SPX Market Probability Report

Designed for institutions, advanced SPX market traders and observers, the SPX Market Probability Report measures the market’s likelihood in terms of future direction and volatility.  Developed by Steve Lentz, the Edge Analysis methodology observes past occurrences of the current market condition and measures it against a broad historical baseline extending to January of 2000.  Likelihoods are expressed in terms of 5, 10 and 15 days.      

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