TMC

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)

97.2%

IV Rank (1y)

20

IV %ile (1y)

9

VRP (Non-Event, latest)

-2.8 pts

VRP (Non-Event, median)

+32.0 pts

VRP > 0

76%

RANGE

Implied vs realized (30d)

Variance risk premium (IV − RV)

Insights

The VRP for the most recent 30-day window is -2.8 pts.

The VRP has been positive in 76% of days over the last 5 years.

The current 30-day IV sits at the 9th percentile of its trailing 1-year range.