Local Volatility vs Implied Volatility
Local volatility vs implied volatility: one is a number per quoted option, the other a surface fitted to the whole chain. What each gets wrong, with data.
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The Rule of 72 (and Where It Breaks)
The Rule of 72 turns a return into a doubling time by simple division. Here is the exact formula behind it, and the volatility drag that makes it optimistic.
When Do VIX Futures Expire? 2026 Dates
VIX futures expire on the Wednesday 30 days before the next month's third-Friday SPX expiry. Every 2026 settlement date, plus the walk-back arithmetic.
What Is the TTM Squeeze? Formula and Limits
The TTM Squeeze fires when Bollinger bands contract inside the Keltner channel. Here is the exact formula, and the settings that make two charts disagree.
How VIX Settlement Works: the SOQ
VIX settlement uses the SOQ, a Special Opening Quotation built from SPX opening prices under a zero bid strike rule. How the print is made, and why it gaps.
What Is a High VIX? Levels and Extremes
What is a high VIX? A level ladder from under 15 to over 40, the daily S&P 500 move each implies, how rare each has been, and the record extremes by date.
IV Term Structure: What the Curve Tells You
The IV term structure is implied volatility plotted by expiration. See what upward sloping and inverted curves mean, with real option data on the shape.
Highest IV Rank Stocks Right Now
The highest IV rank stocks right now, scored against each name's own 52-week implied volatility range, with IV percentile beside it and the method shown.
TSLA Implied Volatility: IV Now & Its History
TSLA implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
SPY Implied Volatility: IV Now & Its History
SPY implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
QQQ Implied Volatility: IV Now & Its History
QQQ implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
NVDA Implied Volatility: IV Now & Its History
NVDA implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
MSTR Implied Volatility: IV Now & Its History
MSTR implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
MSFT Implied Volatility: IV Now & Its History
MSFT implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
META Implied Volatility: IV Now & Its History
META implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
COIN Implied Volatility: IV Now & Its History
COIN implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
AMZN Implied Volatility: IV Now & Its History
AMZN implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
AMD Implied Volatility: IV Now & Its History
AMD implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
AAPL Implied Volatility: IV Now & Its History
AAPL implied volatility from real option prices: every session of the last 90 days, the monthly history since 2022 vs SPY and QQQ, and the term structure.
What Is IV Crush? Measured on Real Earnings
IV crush is the overnight collapse of option implied volatility after an event. We scanned six weeks of the US options tape and measured every big one.
The Lowest-Volatility Stocks
The calmest large-cap stocks ranked by realized volatility. See which single names swing least over the past year and why the index still sits at the floor.
The Real Risk of One Stock
Concentration risk is the danger of your wealth in one stock. See a single name's annual volatility and drawdown measured against the calm S&P 500 index.
Why Some Options Cost So Much More
Two nearly identical options can carry wildly different prices. Implied volatility is why: the market's priced-in expected move, mapped across six names.
What Is Implied Volatility? IV, Explained
Implied volatility is the future move an option's price implies. See IV across stocks, the term structure, the volatility skew, and a year of SPY's vol regime.