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Market Expectation Engine

Implied Volatility Matrix

Predictive analytics mapping market fear and opportunity. High IV Rank indicates expensive options premiums relative to historical norms.

Avg IV Rank
Last Updated

Live Options Data

IV is the ATM implied volatility from the nearest option expiry ≥14 days out, averaged across the call and put. IV Rank / Percentile are computed from the 30-day rolling realized (historical) volatility over the past 52 weeks — a free-data proxy since historical IV data requires a paid options feed. Data is cached for 30 minutes.

v2.10.1