AAPL

$356.27NEUTRAL

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

analytics: 2026/11/15 16:41:34 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.05

NEUTRAL

IV (ATM)

21.9%

RV

26.9%

IV Rank

29

1y rank 29

IV %ile 30d

3

Implied Move 30d

4.2%

IV 52w Low

17.0%

IV 52w High

33.0%

RV 52w Low

9.5%

RV 52w High

39.9%

Skew 25Δ

-0.0685

IV ≈ RV — directional structures over vol bets.

Building 1-year history… (≤30s)

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

-2.89σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($352.50)— ATM-1 ($355.00)— ATM ($357.50)— ATM+1 ($360.00)

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

Smile

— 2026-10-16— 2026-10-19— 2026-10-21— 2026-10-23

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

12th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.05 pts | widening -0.00 pts