Alerts · Advanced
Free to readScreener Alerts: When a Name Tags RICH or CHEAP
You don't watch a screener all day. You get notified when a name in the 24-symbol universe crosses the thresholds that matter — VRP extremes, backwardation flips, and cross-sectional outliers.
The screener's signal is a ranking — a live sort of the universe by VRP, Term Slope, and RiskDex®. The alert engine's job is to watch that ranking for you and notify you when something crosses a meaningful threshold. Opening the screener every morning is useful; being told the moment a name vaults to the top of the VRP ranking is more useful. That is what the screener alert system provides.
What you can be alerted on
The screener supports alerts across three categories. VRP threshold alerts fire when a name's VRP — implied minus realized — crosses a level you define: for example, "notify me when NVDA VRP exceeds +10%" or "notify me when GLD VRP drops below −5%." These are the richest and cheapest signals quantified as thresholds rather than rankings.
Cross-sectional rank alerts fire when a specific name moves into the top or bottom tier of the universe ranking — for example, "notify me when any name ranks in the top 3 by VRP" or "notify me when IEF ranks in the bottom 2." Because the ranking updates live, these alerts watch relative position rather than absolute level, which is exactly the cross-sectional signal the screener is built to deliver.
Term Slope flip alerts fire when a name's Term Slope crosses from contango to backwardation — when the 7-day implied moves above the 30-day. This is almost always an event entering the near-term window: earnings, a known macro print, or unexpected news driving near-term fear. A backwardation flip on a name you follow is one of the fastest signals that something has entered the options market's immediate concern window.
NVDA's Variance Risk Premium crossed above the alert threshold. Implied vol is running materially above trailing 30-day realized. Check the calendar: is this earnings week? Condition: VRP > +12%.
IEF's Variance Risk Premium crossed below the alert threshold. Implied vol is running below trailing 30-day realized — protection underpriced. Condition: VRP < −4%.
TSLA's 7-day VolDex® has moved above the 30-day. A near-term event has entered the window. Condition: VolDex® 7d > VolDex® 30d.
When the VRP line crosses the RICH threshold (amber dashed), the alert fires. Same logic in reverse for the CHEAP threshold. The engine watches the crossing so you can act on the signal rather than waiting for it.
How screener alerts differ from single-name alerts
Single-name alerts — available across the Nations suite — watch one underlying at a time against a fixed condition. Screener alerts add a cross-sectional layer: they can watch a name's position relative to the rest of the universe, not just its absolute level. "Alert me when any name in the universe is the cheapest by VRP margin" is a screener-specific condition that no single-name alert can replicate. That cross-sectional intelligence is what makes the screener alert system unique.
A VRP threshold crossing is a prompt to look, not a signal to trade. Rich can get richer; cheap can stay cheap. Use the alert to open the screener, check the calendar, assess the context — and then size the trade. The engine does the watching; the judgment is yours.
How it's delivered
Screener alerts run on the same Nations alert engine that powers the index and cone alerts — polling live data on a schedule and dispatching by email or SMS when a condition is met. The screener thresholds are a new condition layer on top of the same infrastructure. Set the threshold, set the delivery, and let the engine monitor the universe.
Understanding alerts is free. Setting VRP threshold and cross-sectional rank alerts on the full universe requires the tier the underlying needs — ETFs with ETF Analytics, single names and commodity ETFs with ETF + Equities.
See plans →Educational content from Nations Indexes. VolDex® and RiskDex® are registered marks of Nations Indexes. Alert availability and delivery depend on plan and configuration. Nothing here is investment advice.