Volatility Arbitrage: Options Trading at 20% Discount to Fair Value

📊 Morning volatility scan complete (updated 6 AM CST).

Finding: Clean IV is trading 20% below 90-day realized volatility, suggesting these options are underpriced.

Method: Parkinson volatility (using high/low ranges) vs event-stripped implied volatility

🔗 See the full term structure charts and analysis: https://stratpilotai.com/tools/daily-opportunities

Updates daily at 6 AM CST. Not financial advice.