GLD

$355.45NEUTRAL

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

analytics: 2026/11/15 16:41:22 UTC

Loading...

Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.04

NEUTRAL

IV (ATM)

23.6%

RV

27.4%

IV Rank

22

1y rank 22

IV %ile 30d

55

Implied Move 30d

4.6%

IV 52w Low

18.0%

IV 52w High

43.7%

RV 52w Low

8.8%

RV 52w High

58.4%

Skew 25Δ

-0.0062

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

-0.04σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($353.00)— ATM-1 ($354.00)— ATM ($355.00)— ATM+1 ($356.00)

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

Smile

— 2026-10-16— 2026-10-19— 2026-10-20— 2026-10-21

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

54th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.04 pts | compressing +0.01 pts