Simplify Analytics
← all metrics

iv_cm_90d

90-day constant-maturity implied volatility.

annualised_stdevRESTATEDcore.iv_interpolatedn_min 20CSV
value
45.1%
1y percentile
95.2%
3y percentile
95.2%
all percentile
95.2%
robust z
2.77
rank 1y
82.8%
n
242
45.1%2026-09-21

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.

symbolvalue1y pct3y pct1y rankrobust zn
META45.1%95.2%95.2%82.8%2.77242
CRWD59.1%83.3%83.3%71.9%1.19242
PANW55.0%78.7%78.7%73.5%1.14242
XLE26.8%77.3%77.3%60.2%0.59242
INTC70.5%69.2%69.2%50.8%0.66242
DELL66.6%65.9%65.9%52.6%1.11242
MRVL69.2%62.6%62.6%31.1%0.49242
AMD58.7%61.8%61.8%33.8%0.31242
XOM29.4%61.8%61.8%69.0%0.19242
DE32.8%59.3%59.3%69.8%0.26242
SOXX40.3%55.6%55.6%34.7%0.12242
AMZN35.6%54.5%54.5%44.2%0.13242
XLI19.7%48.1%48.1%39.8%-0.03242
CAT39.3%42.8%42.8%47.9%-0.12242
ORCL56.4%42.8%42.8%33.9%-0.17242
MSFT29.9%42.1%42.1%39.9%-0.13242
GOOG34.0%38.0%38.0%28.6%-0.40242
AAPL25.4%37.6%37.6%33.0%-0.39242
SMH36.3%35.7%35.7%26.4%-0.39242
XLV16.4%35.7%35.7%32.9%-0.29242
STX70.0%34.5%34.5%40.9%-0.45242
LMT27.9%34.3%34.3%46.6%-0.38242
XLP15.3%33.1%33.1%43.8%-0.51242
PLTR54.4%29.8%29.8%27.9%-0.53242
DIA14.2%28.7%28.7%13.7%-0.59242
QQQ20.6%28.3%28.3%25.5%-0.52242
CRSR69.2%27.1%27.1%14.1%-0.60242
XLK24.3%20.2%20.2%20.0%-0.70242
WDC69.1%19.8%19.8%34.5%-0.92242
XLF16.1%16.3%16.3%11.2%-0.81242
XLY20.1%11.2%11.2%16.7%-1.10242
MU59.7%7.2%7.2%20.0%-1.28242
SPY14.2%5.2%5.2%4.7%-1.35242
IWM18.9%4.8%4.8%5.8%-1.58242
AVGO42.1%4.1%4.1%16.1%-2.48242
SPCX53.1%3.7%3.7%1.0%-1.2867
SNDK74.1%3.5%3.5%5.1%-3.20242
XLU15.5%1.0%1.0%5.9%-1.43242
NVDA36.0%0.6%0.6%1.6%-2.93242
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.