Built by traders. Backed by data. Traded with real capital.

Volli trades on a quantitative strategy that captures the gap between what the market expects and what actually happens around earnings events. Due to built-up uncertainty before an announcement, implied volatility tends to be systematically overpriced. Volli sells ATM straddle contracts before earnings and closes positions immediately after — capturing profit from the resulting volatility crush.

Volli adds a layer of intelligence by analyzing every earnings setup and assigning a “Conviction Tier” — a signal correlated to the likelihood of profit and expected return. We also place real trades with real capital, meaning we have skin in the game. Our market regime awareness and conviction engine are consistently recalibrated to maintain a reliable, alpha-generating edge.

The conviction tiers measure what we call the Volli Method — a proprietary blend of weights factoring statistically significant components including implied vs realized volatility, historical earnings behavior, market regime, and company characteristics. The result is a 5-tier scoring system (STRONG, HIGH, MEDIUM, LOW, NO_TRADE) that grades every upcoming earnings event.

Yes — scroll down to see a real trade walkthrough showing how Volli identified, scored, executed, and closed a short straddle on ESRT.

Edge Ratio: 22.4 — historical moves avg 22% of implied

IV Edge: +38.2 — current IV 62.4% vs projected 24.2%

Crush Consistency: 57% — majority of prior earnings saw IV contract

Conviction: STRONG