NVDA

$162.85NEUTRAL

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

analytics: 2026/11/15 16:41:32 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

+0.07

RICH

IV (ATM)

59.5%

RV

52.6%

IV Rank

96

1y rank 96

IV %ile 30d

100

Implied Move 30d

11.6%

IV 52w Low

28.5%

IV 52w High

60.7%

RV 52w Low

21.7%

RV 52w High

52.7%

Skew 25Δ

-10.1692

IV materially above RV — vol-selling structures favored.

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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

-0.21σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($157.50)— ATM-1 ($160.00)— ATM ($162.50)— ATM+1 ($165.00)

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

Smile

— 2026-06-05— 2026-06-08— 2026-06-10— 2026-06-12

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

99th %ile

30-session bars + smoothed z-overlay

VRP Spread

+0.07 pts | compressing -0.01 pts