ConvexRadar helps swing traders review longer-dated contracts by combining volume/open-interest pressure, IV rank, premium value, side bias, and catalyst timing, then tracking saved contracts over the following days.
For a multi-day hold, DTE, IV rank, and premium cost matter as much as raw flow. ConvexRadar keeps those fields visible so a contract is reviewed for whether it can survive a swing window, not just a single session.
Earnings dates, filings, analyst target changes, and macro events can define when a swing setup resolves. ConvexRadar attaches that catalyst context to each contract so timing risk is visible before entry.
The saved-contract workflow is built to track how a selected option behaves over days, including follow-through, drawdown, IV change, and underlying movement. ConvexRadar is research software and does not promise swing outcomes.
Yes. ConvexRadar can surface longer-DTE rows and show their pressure, IV rank, premium cost, side bias, and catalyst context for multi-day review.
It attaches earnings, filings, analyst target changes, and macro timing to each contract, and the saved-contract workflow tracks behavior over the following days.
No. ConvexRadar is research software. Flow and context are inputs to review, and no contract is presented as a guaranteed swing outcome.
Trading options involves risk. ConvexRadar is research software and does not provide financial advice or guarantee trade outcomes.