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SPY
$741.70
Price
$741.70
IV (30d)
14.4%
IV (60d)
14.8%
Term Slope 30→60
+0.4 pts
Variance Risk Premium
30-day implied vol vs the realized vol actually delivered over the following 30 days. VRP = IV − RV; positive = options were richer than what materialized (seller's edge).IV 30d
14.0%
IV Rank (1y)
29
IV %ile (1y)
70
VRP (latest)
+2.2 pts
VRP (median)
+1.7 pts
VRP > 0
66%
RANGE
Implied vs realized (30d)
Variance risk premium (IV − RV)