BKSY

$23.80NEUTRAL

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

analytics: 2026/11/15 16:41:43 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.10

CHEAP

IV (ATM)

83.4%

RV

93.6%

IV Rank

14

1y rank 14

IV %ile 30d

18

Implied Move 30d

16.3%

IV 52w Low

71.3%

IV 52w High

138.9%

RV 52w Low

56.5%

RV 52w High

157.0%

Skew 25Δ

-0.1606

IV materially below RV — long-vol 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

Goldilocks: low vol, low corr — calm, idiosyncratic

20-session overlay

IV-z vs RV-z

-1.52σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($20.00)— ATM-1 ($22.50)— ATM ($25.00)— ATM+1 ($30.00)

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

Smile

— 2026-10-16— 2026-11-20— 2026-12-18— 2027-01-15

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

14th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.10 pts | compressing +0.09 pts