QQQ

$679.89NEUTRAL

spot: 2026/11/15 05:12:44 UTC

analytics: 2026/11/15 16:41:38 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.11

CHEAP

IV (ATM)

25.1%

RV

35.9%

IV Rank

54

1y rank 54

IV %ile 30d

80

Implied Move 30d

4.9%

IV 52w Low

14.6%

IV 52w High

33.9%

RV 52w Low

12.5%

RV 52w High

36.3%

Skew 25Δ

+0.0429

IV materially below RV — long-vol 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

-1.28σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($678.00)— ATM-1 ($679.00)— ATM ($680.00)— ATM+1 ($681.00)

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

Smile

— 2026-06-23— 2026-06-24— 2026-06-25— 2026-06-26

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

83th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.11 pts | compressing +0.00 pts