Simplify Analyticsvrp_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.
value
+3.0 pts
1y percentile
52.8%
3y percentile
52.8%
all percentile
52.8%
robust z
0.06
rank 1y
60.5%
n
236
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 |
|---|---|---|---|---|---|---|
| MU | +13.2 pts | 95.1% | 95.1% | 70.5% | 1.52 | 236 |
| CAT | +9.6 pts | 94.3% | 94.3% | 79.8% | 1.46 | 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 |
| 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 |
| ORCL | +18.0 pts | 84.5% | 84.5% | 74.7% | 1.51 | 236 |
| SOXX | +5.0 pts | 82.4% | 82.4% | 64.9% | 0.79 | 236 |
| AMD | +5.2 pts | 81.1% | 81.1% | 73.4% | 0.61 | 236 |
| XLE | +5.4 pts | 80.7% | 80.7% | 60.9% | 0.94 | 236 |
| XLI | +4.2 pts | 79.9% | 79.9% | 61.1% | 0.86 | 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 |
| SNDK | +11.4 pts | 78.2% | 78.2% | 71.0% | 0.68 | 236 |
| SPCX | +18.3 pts | 75.0% | 75.0% | 73.0% | 0.57 | 46 |
| 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 |
| MRVL | +9.5 pts | 71.4% | 71.4% | 84.6% | 0.63 | 236 |
| XLV | +2.2 pts | 70.6% | 70.6% | 56.7% | 0.47 | 236 |
| SPY | +3.8 pts | 67.6% | 67.6% | 53.2% | 0.50 | 236 |
| MSFT | +4.7 pts | 65.0% | 65.0% | 67.6% | 0.27 | 236 |
| SMH | +4.1 pts | 63.8% | 63.8% | 64.7% | 0.33 | 236 |
| INTC | +3.3 pts | 61.7% | 61.7% | 62.9% | 0.41 | 236 |
| LMT | +2.9 pts | 59.1% | 59.1% | 62.4% | 0.20 | 236 |
| GOOG | +6.4 pts | 54.4% | 54.4% | 59.3% | 0.23 | 236 |
| AMZN | +3.0 pts | 52.8% | 52.8% | 60.5% | 0.06 | 236 |
| AAPL | +2.5 pts | 48.9% | 48.9% | 62.9% | -0.03 | 236 |
| DELL | -4.2 pts | 47.2% | 47.2% | 63.3% | -0.12 | 236 |
| XOM | +2.0 pts | 46.8% | 46.8% | 55.5% | -0.04 | 236 |
| PLTR | -3.8 pts | 46.0% | 46.0% | 60.1% | -0.22 | 236 |
| DIA | +1.2 pts | 40.0% | 40.0% | 26.9% | -0.27 | 236 |
| XLU | +1.1 pts | 37.5% | 37.5% | 33.4% | -0.39 | 236 |
| CRSR | +1.3 pts | 37.0% | 37.0% | 59.9% | -0.45 | 234 |
| XLF | +0.8 pts | 26.1% | 26.1% | 37.0% | -0.56 | 236 |
| DE | -8.0 pts | 16.7% | 16.7% | 25.1% | -1.40 | 236 |
| NVDA | -4.2 pts | 12.5% | 12.5% | 15.8% | -0.99 | 236 |
| CRWD | -35.1 pts | 10.8% | 10.8% | 35.8% | -2.07 | 236 |
| PANW | -21.2 pts | 0.2% | 0.2% | 0.0% | -2.55 | 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