SOXL

$58.32NEUTRAL

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

analytics: 2026/11/15 16:41:46 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-1.05

CHEAP

IV (ATM)

152.6%

RV

257.8%

IV Rank

65

1y rank 65

IV %ile 30d

71

Implied Move 30d

29.3%

IV 52w Low

78.1%

IV 52w High

198.0%

RV 52w Low

75.3%

RV 52w High

259.4%

Skew 25Δ

+0.7529

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

-0.66σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

Insufficient expiries (need ≥2)

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

Smile

No smile data

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

79th %ile

30-session bars + smoothed z-overlay

VRP Spread

-1.05 pts | compressing +0.05 pts