TSLA

$390.22NEUTRAL

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

analytics: 2026/11/15 16:41:29 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.15

CHEAP

IV (ATM)

45.4%

RV

60.2%

IV Rank

39

1y rank 39

IV %ile 30d

58

Implied Move 30d

8.8%

IV 52w Low

36.8%

IV 52w High

58.3%

RV 52w Low

28.5%

RV 52w High

77.6%

Skew 25Δ

+0.9359

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

-1.04σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($385.00)— ATM-1 ($387.50)— ATM ($390.00)— ATM+1 ($392.50)

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

Smile

— 2026-05-13— 2026-05-15— 2026-05-18— 2026-05-20

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

53th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.15 pts | widening -0.01 pts