Hi Option Omega team,

I'd like to request a new feature that allows users to set trade entry conditions based on the relationship between implied volatility (IV) and historical volatility (HV). Specifically, the ability to filter trades when IV exceeds HV (or vice versa) by a user-defined percentage, or when the IV/HV ratio is above a certain threshold. For example: "Only enter trades when IV is greater than HV by 20%" or "Only trade when IV/HV > 1.3". This would be an extremely valuable tool for volatility risk premium strategies (e.g., 0DTE iron condors), enabling users to systematically avoid trades where realized volatility is elevated relative to implied. Ideally, this feature would let users specify the IV tenor (e.g., IV30) and the HV lookback window (e.g., 5-day realized vol). It aligns with institutional vol-arbitrage logic and would make Option Omega significantly more powerful for advanced short-vol strategies. Thank you for considering it.