Implied Volatility Tracker

This page helps you gauge whether volatility conditions for a ticker look elevated or depressed versus its own recent history. The dashboard displays a rolling implied volatility proxy computed from realized volatility (RV) using daily underlying returns.

What this tool is

The tracker estimates short-horizon annualized RV (for example ~1-month) and compares it to a longer baseline (for example ~3-month). It also reports where the current proxy sits versus its own history using a percentile. Use it to answer: “Is this ticker in a high-vol regime or a low-vol regime compared to the last few years?”

What “IV proxy” means

True implied volatility comes from option prices and depends on strike, expiry, rates, dividends, and supply and demand. This dashboard does not ingest or redistribute options quotes. Instead, it uses realized volatility of the underlying as a proxy. RV and IV often co-move, but they are not equal. The proxy can miss event-driven repricing and options-specific effects like skew and term structure.

How to interpret IV percentile

The “IV Percentile” shown is the percentile rank of the current proxy versus the proxy’s own historical values over the chosen lookback. A value of 90% means the current proxy is higher than roughly 90% of observations in the window. A value of 10% means it is lower than about 90% of history. This is an informational percentile, not a forecast.