WMT

$128.09NEUTRAL

spot: 2026/11/13 21:01:14 UTC

analytics: 2026/11/15 16:41:39 UTC

Loading...

Volatility Regime

Macro VCG—— · vcg = —

No dealer regime data yet.

VRP

+0.09

RICH

IV (ATM)

33.9%

RV

25.0%

IV Rank

78

1y rank 78

IV %ile 30d

97

Implied Move 30d

6.6%

IV 52w Low

18.4%

IV 52w High

36.9%

RV 52w Low

11.8%

RV 52w High

39.4%

Skew 25Δ

-2.1153

IV materially above RV — vol-selling 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

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

20-session overlay

IV-z vs RV-z

+0.25σ

— IV-z— RV-z

Today's snapshot

IV by DTE

Term Structure

— ATM-2 ($124.00)— ATM-1 ($125.00)— ATM ($130.00)— ATM+1 ($135.00)

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

95th %ile

30-session bars + smoothed z-overlay

VRP Spread

+0.09 pts | compressing -0.00 pts