Alerts · Advanced
Free to readOption Window Alerts: When the Surface Reprices
You can't stare at every name's surface all day. Get told when one of them reprices hard — and where on the curve it happened.
The signal on the Option Window is a big move in some region of the curve: a broad lift or crush, a wing repricing, or a steepening left side. Each is a threshold the Nations alert engine can watch, so the surface tells you when it has something to say.
What you can be alerted on
The Window's per-point percent changes are computed on-site, close to close. That makes clean alert conditions: notify me when the whole curve moves beyond a threshold (a level repricing), when the wings move beyond a threshold (a tail repricing), or when the left side outruns the right by a set amount (skew widening).
The entire surface repriced richer beyond your threshold — a broad vol bid. Condition: average Window change > +X%.
The put wing repriced sharply versus the body — tail risk being marked. Condition: wing change − body change > X%.
When a region of the Window crosses your threshold — here the put wing pushing above the + line — the alert fires, flagging the repricing and where on the curve it happened.
How it's delivered
Window alerts ride the same Nations alert engine as the index alerts — polling on a schedule and dispatching by email or SMS when a condition is met. They're additive: new conditions on data already computed on-site.
A big one-day repricing is a heads-up, not a verdict on value. Pair the alert with a level read — the cone, the skew, VolDex® — to decide whether the new price is rich or cheap before acting.
Understanding the alerts is free. Setting them on your names rides the tier the underlying needs — ETFs with ETF Analytics, single stocks with ETF + Equities.
See plans →Educational content from Nations Indexes. Alert availability and delivery depend on plan and configuration. The Window shows change, not level. Nothing here is investment advice.