BABA

$94.38NEUTRAL

spot: 2026/11/15 05:14:08 UTC

analytics: 2026/11/15 16:41:20 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

+0.06

RICH

IV (ATM)

48.1%

RV

42.5%

IV Rank

73

1y rank 73

IV %ile 30d

92

Implied Move 30d

9.4%

IV 52w Low

32.4%

IV 52w High

53.4%

RV 52w Low

21.9%

RV 52w High

55.9%

Skew 25Δ

-0.7814

IV materially above RV — vol-selling structures favored.

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

Stock Picker: high vol, low corr — name-specific dispersion

20-session overlay

IV-z vs RV-z

-1.64σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($92.00)— ATM-1 ($93.00)— ATM ($94.00)— ATM+1 ($95.00)

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

Smile

— 2026-10-30— 2026-11-06— 2026-11-13— 2026-11-20

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

89th %ile

30-session bars + smoothed z-overlay

VRP Spread

+0.06 pts | compressing -0.01 pts