About Vyreon Labs

Vyreon Labs measures what is unusual about 64 US stocks and ETFs each trading day: implied volatility and its skew and term structure, open interest, the put/call ratio, realized volatility, relative volume and more. Every measurement is compared with that security's own history and explained in plain language.

Measurements, not forecasts. Vyreon describes what the market is doing now and how that compares with the past. It does not predict prices, issue buy or sell signals, or publish price targets.

What Vyreon Publishes

A free page for each security, updated weekly at launch. Every measurement with what it means, what it does not mean, and how today compares with that security's recent history ("higher than 94% of the last 126 sessions").
A paid weekly review. The most statistically unusual readings across all 64 securities that week, ranked, each with its statistic, and how many readings flagged compared with a typical week. It starts as a pilot; see early access.

Both are being prepared for launch. To get them when they start, join the email list.

How Vyreon Measures

Each security against itself. A put/call ratio of 1.2 means little in isolation; one that is higher than on 95% of recent days for that same security is worth a look.
Only what was known at the time. Every value uses data available on its date; nothing is revised with hindsight. Open interest, for example, is the count published after the previous session's close.
Missing is missing. When the data cannot support a measurement (a thin options market, a holiday, a provider gap), the page says so and why. Vyreon never fills a gap with an estimate or a zero.
Checked against real data. The system runs on licensed market data, and every published day is read back and verified before it goes live.

The Methodology explains each of these, and the Learn pages explain each measurement.

What Vyreon Does Not Do

Forecast prices or returns.
Tell anyone what to buy, sell or hold.
Present walls, max pain, the gamma flip or any other level as a target. Vyreon computes these conventional levels with their formula and assumptions and makes no claim that price will be drawn to them.
Treat folk rules as facts: a high put/call ratio is not automatically bearish, and open interest does not reveal anyone's intent.

Where Vyreon Came From

Vyreon started as a trading and forecasting system. Its last version, the SPY Financial Telemetry Report, estimated forward returns across several horizons. It detected changes in market structure well in backtests and then failed live: measuring when structure changes is not the same as predicting where price goes. That lesson is the whole product. The post-mortem is in Research, and the SPY archive keeps the old reports as a record.

Who Operates Vyreon Labs

Vyreon Labs is built and run by Sheldon Glowatski, a mechanical engineer (APEGA Engineer-in-Training) in Calgary, Alberta, Canada. His background is real-time downhole telemetry, field operations, signal processing, data validation and backend software.

That background shapes how Vyreon is engineered. It is not a securities, brokerage or investment-advisory credential. Vyreon's measurements must stand on their method, data lineage and stated limits.

Limits

Market data can be late, sparse or wrong, and a measurement can only be as good as its inputs. Thinly traded securities and far-dated options are measured less often. An unusual reading is unusual compared with the past; it does not say what happens next. Vyreon publishes general information for research and education; it is not investment advice. See the disclaimer.

Publisher: Vyreon Labs · Developer and editor: Sheldon Glowatski · Location: Calgary, Alberta, Canada · Last reviewed: October 2026