AAOI

$49.89NEUTRAL

spot: 2026/11/13 20:59:43 UTC

analytics: 2026/11/15 16:41:58 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.33

CHEAP

IV (ATM)

108.1%

RV

141.5%

IV Rank

32

1y rank 32

IV %ile 30d

28

Implied Move 30d

21.0%

IV 52w Low

82.1%

IV 52w High

162.9%

RV 52w Low

65.4%

RV 52w High

232.0%

Skew 25Δ

+1.8879

IV materially below RV — long-vol structures favored.

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Analytical time series

IV / IV-of-IV

— IV (L)— IV-of-IV (R)

Analytical time series

RV / SPY-corr-1m

— RV (L)— SPY-corr-21 (R)

20 sessions

Regime Quadrant

GoldilocksFragile CalmStock PickerSystemic Panic

Systemic Panic: high vol, high corr — broad de-risking

20-session overlay

IV-z vs RV-z

-2.10σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2— ATM-1— ATM ($50.00)— ATM+1 ($55.00)

Today's IV by strike — one curve per expiration date

Smile

— 2026-05-22— 2026-05-29— 2026-06-05— 2026-06-12

IV (fwd ~30d) vs RV (trailing 21d) — lag is the VRP

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

38th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.33 pts | compressing +0.02 pts