UBER

$69.69NEUTRAL

spot: 2026/11/13 21:01:07 UTC

analytics: 2026/11/15 16:41:32 UTC

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Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.00

NEUTRAL

IV (ATM)

31.3%

RV

31.8%

IV Rank

23

1y rank 23

IV %ile 30d

0

Implied Move 30d

6.1%

IV 52w Low

28.4%

IV 52w High

48.5%

RV 52w Low

19.9%

RV 52w High

48.6%

Skew 25Δ

+2.7305

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

Fragile Calm: low vol, high corr — quiet but tape-driven

20-session overlay

IV-z vs RV-z

-2.39σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($68.00)— ATM-1 ($69.00)— ATM ($70.00)— ATM+1 ($71.00)

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

Smile

— 2026-11-06— 2026-11-13— 2026-11-20— 2026-11-27

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

7th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.00 pts | compressing +0.00 pts