Implied vs Realized Vol
What options price for future volatility against what the market actually delivers. The gap is the volatility risk premium.
IVRVCrypto options (BTC, ETH, SOL, HYPE) and US options, including SPX, SPY, QQQ and single stocks.
Typing it
IVRVSymbol>IVRVQQQ
Plots QQQ implied vol against realized vol with the premium between them.
How to read it
- IV above RV. Options are rich. Premium sellers are paid for waiting.
- IV below RV. Options are cheap. The market is moving more than options price.
- Sudden compression. IV falling to RV or below, often right after a vol event.
Also on the chart
The same data can sit on the price chart. Press / on the chart and search for: