iv_cm_90d
90-day constant-maturity implied volatility.
value
58.7%
1y percentile
61.8%
3y percentile
61.8%
all percentile
61.8%
robust z
0.31
rank 1y
33.8%
n
242
Rank and percentile disagree by 28 points. rank 34% sits far below percentile 62%, both over every reading on record, less than a year of them: one violent spike stretched the range, so this reading looks low against the high while being high against almost every other reading in it
2025-09-25242 obs2026-09-21
Every symbol at 2026-09-21
39 of 39 with a reading on or before 2026-09-21. Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.
| symbol | value | 1y pct ↓ | 3y pct | 1y rank | robust z | n |
|---|---|---|---|---|---|---|
| META | 45.1% | 95.2% | 95.2% | 82.8% | 2.77 | 242 |
| CRWD | 59.1% | 83.3% | 83.3% | 71.9% | 1.19 | 242 |
| PANW | 55.0% | 78.7% | 78.7% | 73.5% | 1.14 | 242 |
| XLE | 26.8% | 77.3% | 77.3% | 60.2% | 0.59 | 242 |
| INTC | 70.5% | 69.2% | 69.2% | 50.8% | 0.66 | 242 |
| DELL | 66.6% | 65.9% | 65.9% | 52.6% | 1.11 | 242 |
| MRVL | 69.2% | 62.6% | 62.6% | 31.1% | 0.49 | 242 |
| AMD | 58.7% | 61.8% | 61.8% | 33.8% | 0.31 | 242 |
| XOM | 29.4% | 61.8% | 61.8% | 69.0% | 0.19 | 242 |
| DE | 32.8% | 59.3% | 59.3% | 69.8% | 0.26 | 242 |
| SOXX | 40.3% | 55.6% | 55.6% | 34.7% | 0.12 | 242 |
| AMZN | 35.6% | 54.5% | 54.5% | 44.2% | 0.13 | 242 |
| XLI | 19.7% | 48.1% | 48.1% | 39.8% | -0.03 | 242 |
| CAT | 39.3% | 42.8% | 42.8% | 47.9% | -0.12 | 242 |
| ORCL | 56.4% | 42.8% | 42.8% | 33.9% | -0.17 | 242 |
| MSFT | 29.9% | 42.1% | 42.1% | 39.9% | -0.13 | 242 |
| GOOG | 34.0% | 38.0% | 38.0% | 28.6% | -0.40 | 242 |
| AAPL | 25.4% | 37.6% | 37.6% | 33.0% | -0.39 | 242 |
| SMH | 36.3% | 35.7% | 35.7% | 26.4% | -0.39 | 242 |
| XLV | 16.4% | 35.7% | 35.7% | 32.9% | -0.29 | 242 |
| STX | 70.0% | 34.5% | 34.5% | 40.9% | -0.45 | 242 |
| LMT | 27.9% | 34.3% | 34.3% | 46.6% | -0.38 | 242 |
| XLP | 15.3% | 33.1% | 33.1% | 43.8% | -0.51 | 242 |
| PLTR | 54.4% | 29.8% | 29.8% | 27.9% | -0.53 | 242 |
| DIA | 14.2% | 28.7% | 28.7% | 13.7% | -0.59 | 242 |
| QQQ | 20.6% | 28.3% | 28.3% | 25.5% | -0.52 | 242 |
| CRSR | 69.2% | 27.1% | 27.1% | 14.1% | -0.60 | 242 |
| XLK | 24.3% | 20.2% | 20.2% | 20.0% | -0.70 | 242 |
| WDC | 69.1% | 19.8% | 19.8% | 34.5% | -0.92 | 242 |
| XLF | 16.1% | 16.3% | 16.3% | 11.2% | -0.81 | 242 |
| XLY | 20.1% | 11.2% | 11.2% | 16.7% | -1.10 | 242 |
| MU | 59.7% | 7.2% | 7.2% | 20.0% | -1.28 | 242 |
| SPY | 14.2% | 5.2% | 5.2% | 4.7% | -1.35 | 242 |
| IWM | 18.9% | 4.8% | 4.8% | 5.8% | -1.58 | 242 |
| AVGO | 42.1% | 4.1% | 4.1% | 16.1% | -2.48 | 242 |
| SPCX | 53.1% | 3.7% | 3.7% | 1.0% | -1.28 | 67 |
| SNDK | 74.1% | 3.5% | 3.5% | 5.1% | -3.20 | 242 |
| XLU | 15.5% | 1.0% | 1.0% | 5.9% | -1.43 | 242 |
| NVDA | 36.0% | 0.6% | 0.6% | 1.6% | -2.93 | 242 |
Provenance
- Source
- core.iv_interpolated
- Cadence
- daily, XNYS sessions
- Read by
- the far leg of DESIGN.md:159's term-structure slope (CM30 - CM90), and its contango/backwardation state
- Point-in-time
- RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.