VST

$133.01NEUTRAL

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

analytics: 2026/11/15 16:41:19 UTC

Loading...

Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

-0.40

CHEAP

IV (ATM)

45.2%

RV

85.7%

IV Rank

28

1y rank 28

IV %ile 30d

19

Implied Move 30d

8.8%

IV 52w Low

39.7%

IV 52w High

63.7%

RV 52w Low

28.4%

RV 52w High

88.8%

Skew 25Δ

+2.9981

IV materially below RV — long-vol structures favored.

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

-3.06σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($131.00)— ATM-1 ($132.00)— ATM ($133.00)— ATM+1 ($134.00)

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

Smile

— 2026-10-16— 2026-10-23— 2026-10-30— 2026-11-06

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

HV / IV

— IV— RV

Last 1y

IV %ile Distribution

17th %ile

30-session bars + smoothed z-overlay

VRP Spread

-0.40 pts | widening -0.01 pts