RGTI

$9.62NEUTRAL

spot: 2026/11/13 21:01:23 UTC

analytics: 2026/11/15 16:41:54 UTC

Loading...

Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.33

CHEAP

IV (ATM)

80.1%

RV

113.5%

IV Rank

32

1y rank 32

IV %ile 30d

32

Implied Move 30d

15.7%

IV 52w Low

61.6%

IV 52w High

128.6%

RV 52w Low

45.1%

RV 52w High

159.0%

Skew 25Δ

-8.9046

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

Systemic Panic: high vol, high corr — broad de-risking

20-session overlay

IV-z vs RV-z

-1.75σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($8.00)— ATM-1 ($9.00)— ATM ($10.00)— ATM+1 ($10.50)

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

Smile

— 2026-10-16— 2026-10-23— 2026-10-30— 2026-11-06

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

22th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.33 pts | compressing +0.03 pts