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

+10.9 pts

1y percentile

69.4%

3y percentile

69.4%

all percentile

69.4%

robust z

0.47

rank 1y

64.8%

237

+10.9 pts2026-09-21

2025-10-10237 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
PANW	-16.4 pts	5.3%	5.3%	10.5%	-1.99	237
NVDA	-5.4 pts	8.2%	8.2%	12.1%	-1.17	237
CRWD	-33.0 pts	11.6%	11.6%	38.1%	-1.88	237
XLU	-0.5 pts	17.1%	17.1%	21.3%	-1.02	237
META	-10.1 pts	21.3%	21.3%	30.1%	-0.96	237
XLF	+1.1 pts	28.5%	28.5%	38.7%	-0.47	237
SMH	+0.3 pts	34.4%	34.4%	55.8%	-0.34	237
XOM	+0.2 pts	34.8%	34.8%	47.6%	-0.40	237
DIA	+1.1 pts	38.2%	38.2%	26.2%	-0.30	237
DE	-1.7 pts	39.5%	39.5%	46.4%	-0.39	237
INTC	-9.5 pts	40.3%	40.3%	48.8%	-0.22	237
CRSR	+7.8 pts	42.3%	42.3%	63.9%	-0.21	235
AMD	-4.6 pts	42.4%	42.4%	61.0%	-0.22	237
PLTR	-4.7 pts	42.4%	42.4%	58.8%	-0.29	237
DELL	-4.5 pts	46.2%	46.2%	63.0%	-0.13	237
AMZN	+2.2 pts	48.3%	48.3%	58.8%	-0.05	237
SPY	+2.3 pts	50.4%	50.4%	43.9%	0.03	237
SOXX	-0.4 pts	51.7%	51.7%	55.7%	0.04	237
AAPL	+3.0 pts	52.5%	52.5%	64.9%	0.04	237
GOOG	+5.7 pts	52.5%	52.5%	57.2%	0.14	237
MSFT	+3.5 pts	55.9%	55.9%	64.5%	0.12	237
QQQ	+3.5 pts	58.9%	58.9%	70.2%	0.18	237
LMT	+3.7 pts	61.0%	61.0%	65.3%	0.30	237
MRVL	+6.4 pts	61.0%	61.0%	81.4%	0.33	237
XLY	+3.2 pts	61.8%	61.8%	53.9%	0.34	237
XLK	+2.9 pts	62.2%	62.2%	66.4%	0.22	237
XLE	+3.6 pts	64.8%	64.8%	52.6%	0.32	237
XLP	+2.3 pts	66.5%	66.5%	66.8%	0.49	237
SPCX	+17.2 pts	67.0%	67.0%	70.7%	0.48	47
SNDK	+4.4 pts	68.6%	68.6%	63.2%	0.41	237
STX	+10.9 pts	69.4%	69.4%	64.8%	0.47	237
IWM	+5.3 pts	72.4%	72.4%	47.6%	0.53	237
XLV	+2.8 pts	76.2%	76.2%	60.0%	0.64	237
XLI	+4.4 pts	82.5%	82.5%	62.5%	0.93	237
ORCL	+18.6 pts	85.0%	85.0%	75.9%	1.55	237
WDC	+19.7 pts	86.7%	86.7%	70.1%	1.10	237
AVGO	+16.7 pts	89.7%	89.7%	79.5%	1.29	237
MU	+11.1 pts	90.1%	90.1%	67.9%	1.33	237
CAT	+10.3 pts	95.1%	95.1%	81.6%	1.53	237

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