CAPR

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). Earnings-day returns are excluded from realized vol for a cleaner "clean vol" read.

IV 30d (Non-Event)

148.1%

IV Rank (1y)

39

IV %ile (1y)

32

VRP (Non-Event, latest)

-212.5 pts

VRP (Non-Event, median)

+51.7 pts

VRP > 0

84%

RANGE

Implied vs realized (30d)

Variance risk premium (IV − RV)

Insights

The VRP for the most recent 30-day window is -212.5 pts.

The VRP has been positive in 84% of days over the last 6 years.

The current 30-day IV sits at the 32nd percentile of its trailing 1-year range.