INFY

$12.29NEUTRAL

spot: 2026/11/14 03:45:23 UTC

analytics: 2026/11/15 16:41:51 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.07

CHEAP

IV (ATM)

36.8%

RV

44.3%

IV Rank

34

1y rank 34

IV %ile 30d

13

Implied Move 30d

7.2%

IV 52w Low

26.1%

IV 52w High

201.7%

RV 52w Low

20.3%

RV 52w High

62.8%

Skew 25Δ

+0.0071

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

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

20-session overlay

IV-z vs RV-z

-0.91σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($10.00)— ATM-1 ($11.00)— ATM ($12.00)— ATM+1 ($13.00)

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

Smile

— 2026-11-20— 2026-12-18— 2027-01-15— 2027-04-16

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

23th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.07 pts | compressing +0.02 pts