CVX

$219.89NEUTRAL

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

analytics: 2026/11/15 16:41:30 UTC

Loading...

Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.01

NEUTRAL

IV (ATM)

26.2%

RV

27.2%

IV Rank

54

1y rank 54

IV %ile 30d

17

Implied Move 30d

5.1%

IV 52w Low

17.7%

IV 52w High

33.4%

RV 52w Low

16.3%

RV 52w High

31.1%

Skew 25Δ

+0.5942

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

-2.74σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($215.00)— ATM-1 ($217.50)— ATM ($220.00)— ATM+1 ($222.50)

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

Smile

— 2026-11-06— 2026-11-13— 2026-11-20— 2026-11-27

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

37th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.01 pts | widening -0.00 pts