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SLV
$44.13
NEUTRAL
spot: 2026/11/15 05:12:46 UTC
analytics: 2026/11/15 16:41:24 UTC
Market Structure
Technicals
Volatility
Skew
Flow
Fundamentals
Trade Insights
Trade Plan
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Volatility Regime
Macro VCG
—
— · vcg = —
No dealer regime data yet.
VRP
-0.02
NEUTRAL
IV (ATM)
40.5%
RV
42.2%
IV Rank
10
1y rank 10
IV %ile 30d
22
Implied Move 30d
7.9%
IV 52w Low
32.3%
IV 52w High
111.0%
RV 52w Low
31.6%
RV 52w High
158.7%
Skew 25Δ
-0.4240
IV ≈ RV — directional structures over vol bets.
Building 1-year history… (≤30s)
Analytical time series
Analytical time series
IV / IV-of-IV
— IV (L)
— IV-of-IV (R)
32%
46%
15%
63%
2026-07-10
2026-11-13
Analytical time series
RV / SPY-corr-1m
— RV (L)
— SPY-corr-21 (R)
34%
50%
0.17
0.81
2026-07-10
2026-11-13
20 sessions
Regime Quadrant
corr cutoff = 0.37
Fragile Calm
Systemic Panic
Goldilocks
Stock Picker
0 RVOL %ile 100
Goldilocks
Fragile Calm
Stock Picker
Systemic Panic
Fragile Calm: low vol, high corr — quiet but tape-driven
20-session overlay
IV-z vs RV-z
+0.65σ
— IV-z
— RV-z
-1.1σ
2.8σ
2026-10-19
2026-11-13
Today's snapshot
IV by DTE
Term Structure
— ATM-2 ($43.00)
— ATM-1 ($43.50)
— ATM ($44.00)
— ATM+1 ($44.50)
36.7%
144.2%
-30d
319d
Today's IV by strike — one curve per expiration date
Smile
— 2026-10-16
— 2026-10-19
— 2026-10-21
— 2026-10-23
spot $44.13
23.8%
185.9%
$29
$60
IV (fwd ~30d) vs RV (trailing 21d) — lag is the VRP
HV / IV
— IV
— RV
31.6%
158.7%
2025-11-17
2026-11-13
Last 1y
IV %ile Distribution
20th %ile
32.3%
111.0%
30-session bars + smoothed z-overlay
VRP Spread
-0.02 pts | compressing +0.03 pts
+0.09
-0.09
2026-10-05
2026-11-13