META

$641.69NEUTRAL

spot: 2026/11/15 05:12:46 UTC

analytics: 2026/11/15 16:41:19 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.03

NEUTRAL

IV (ATM)

39.3%

RV

42.0%

IV Rank

48

1y rank 48

IV %ile 30d

56

Implied Move 30d

7.6%

IV 52w Low

23.4%

IV 52w High

57.0%

RV 52w Low

17.6%

RV 52w High

60.4%

Skew 25Δ

+0.7103

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

Fragile Calm: low vol, high corr — quiet but tape-driven

20-session overlay

IV-z vs RV-z

-0.60σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($630.00)— ATM-1 ($635.00)— ATM ($640.00)— ATM+1 ($645.00)

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

Smile

— 2026-10-16— 2026-10-19— 2026-10-21— 2026-10-23

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

64th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.03 pts | widening -0.02 pts