Free preview.3 of 5 ticker views left today. Create a free account for unlimited tickers, watchlists, backtests and the full VRP scanner.
AAPL
$333.00
Price
$333.00
IV (30d)
29.7%
IV (60d)
28.3%
Term Slope 30→60
-1.4 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
29.0%
IV Rank (1y)
70
IV %ile (1y)
86
VRP (latest)
+0.1 pts
VRP (median)
+3.1 pts
VRP > 0
65%
RANGE
Implied vs realized (30d)
Variance risk premium (IV − RV)