TLT

$79.38NEUTRAL

spot: 2026/11/13 21:01:24 UTC

analytics: 2026/11/15 16:41:25 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

+0.00

NEUTRAL

IV (ATM)

12.3%

RV

12.2%

IV Rank

47

1y rank 47

IV %ile 30d

71

Implied Move 30d

2.4%

IV 52w Low

8.5%

IV 52w High

16.6%

RV 52w Low

6.8%

RV 52w High

13.5%

Skew 25Δ

+0.2065

IV ≈ RV — directional structures over vol bets.

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

Stock Picker: high vol, low corr — name-specific dispersion

20-session overlay

IV-z vs RV-z

-1.95σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($78.50)— ATM-1 ($79.00)— ATM ($79.50)— ATM+1 ($80.00)

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

Smile

— 2026-10-16— 2026-10-19— 2026-10-21— 2026-10-23

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

77th %ile

30-session bars + smoothed z-overlay

VRP Spread

+0.00 pts | compressing +0.01 pts