vrp_30d

30-day implied minus the 21-session volatility subsequently realised. Positive means implied overpaid, which it did on 59% of measured rows. DATED BY WHEN IT BECAME KNOWABLE, not by the day it describes: the realised leg closes 28-33 sessions later, and a percentile over rows dated by their window start would read a month into its own future.

annualised_stdev_diffIMMUTABLEcore.variance_risk_premiumn_min 20CSV

value

+0.8 pts

1y percentile

26.1%

3y percentile

26.1%

all percentile

26.1%

robust z

-0.56

rank 1y

37.0%

236

+0.8 pts2026-09-18

2025-10-10236 obs2026-09-18

Every symbol at 2026-09-18

39 of 39 with a reading on or before 2026-09-18. 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
PANW	-21.2 pts	0.2%	0.2%	0.0%	-2.55	236
CRWD	-35.1 pts	10.8%	10.8%	35.8%	-2.07	236
NVDA	-4.2 pts	12.5%	12.5%	15.8%	-0.99	236
DE	-8.0 pts	16.7%	16.7%	25.1%	-1.40	236
XLF	+0.8 pts	26.1%	26.1%	37.0%	-0.56	236
CRSR	+1.3 pts	37.0%	37.0%	59.9%	-0.45	234
XLU	+1.1 pts	37.5%	37.5%	33.4%	-0.39	236
DIA	+1.2 pts	40.0%	40.0%	26.9%	-0.27	236
PLTR	-3.8 pts	46.0%	46.0%	60.1%	-0.22	236
XOM	+2.0 pts	46.8%	46.8%	55.5%	-0.04	236
DELL	-4.2 pts	47.2%	47.2%	63.3%	-0.12	236
AAPL	+2.5 pts	48.9%	48.9%	62.9%	-0.03	236
AMZN	+3.0 pts	52.8%	52.8%	60.5%	0.06	236
GOOG	+6.4 pts	54.4%	54.4%	59.3%	0.23	236
LMT	+2.9 pts	59.1%	59.1%	62.4%	0.20	236
INTC	+3.3 pts	61.7%	61.7%	62.9%	0.41	236
SMH	+4.1 pts	63.8%	63.8%	64.7%	0.33	236
MSFT	+4.7 pts	65.0%	65.0%	67.6%	0.27	236
SPY	+3.8 pts	67.6%	67.6%	53.2%	0.50	236
XLV	+2.2 pts	70.6%	70.6%	56.7%	0.47	236
MRVL	+9.5 pts	71.4%	71.4%	84.6%	0.63	236
STX	+13.5 pts	72.7%	72.7%	68.7%	0.60	236
XLP	+2.6 pts	72.7%	72.7%	68.8%	0.59	236
XLY	+4.4 pts	72.7%	72.7%	60.5%	0.65	236
SPCX	+18.3 pts	75.0%	75.0%	73.0%	0.57	46
SNDK	+11.4 pts	78.2%	78.2%	71.0%	0.68	236
IWM	+5.7 pts	79.0%	79.0%	49.6%	0.62	236
META	+6.2 pts	79.0%	79.0%	69.4%	0.61	236
XLI	+4.2 pts	79.9%	79.9%	61.1%	0.86	236
XLE	+5.4 pts	80.7%	80.7%	60.9%	0.94	236
AMD	+5.2 pts	81.1%	81.1%	73.4%	0.61	236
SOXX	+5.0 pts	82.4%	82.4%	64.9%	0.79	236
ORCL	+18.0 pts	84.5%	84.5%	74.7%	1.51	236
WDC	+22.6 pts	89.2%	89.2%	73.5%	1.32	236
XLK	+6.6 pts	89.2%	89.2%	78.7%	1.00	236
AVGO	+16.8 pts	90.0%	90.0%	79.8%	1.32	236
QQQ	+7.1 pts	90.0%	90.0%	84.9%	1.07	236
CAT	+9.6 pts	94.3%	94.3%	79.8%	1.46	236
MU	+13.2 pts	95.1%	95.1%	70.5%	1.52	236

Provenance

Source: core.variance_risk_premium
Cadence: daily, XNYS sessions
Read by: DESIGN.md:159's variance risk premium - the most decision-relevant volatility statistic available - as a percentile of its own history
Point-in-time: IMMUTABLE