Volatility Cone
Volatilité réalisée historique par horizon temporel
Current 30-day vol at 50-75th percentile — within normal range
IV discount — options relatively cheap
Median
25th–75th pct
Current Realized
Implied Vol
| Horizon | P10 | P25 | Median | P75 | P90 | Current | IV |
|---|---|---|---|---|---|---|---|
| 1w | 9.8% | 11.4% | 12.9% | 14.5% | 16% | 15% | 14.4% |
| 2w | 10.1% | 11.7% | 13.3% | 14.8% | 16.4% | 14.2% | 14.2% |
| 1m | 10.5% | 12.1% | 13.8% | 15.5% | 17.1% | 14.7% | 13.1% |
| 2m | 11% | 12.8% | 14.5% | 16.3% | 18% | 15.2% | 16.1% |
| 3m | 11.5% | 13.3% | 15.1% | 16.9% | 18.7% | 15% | 14.1% |
| 6m | 12.4% | 14.4% | 16.3% | 18.3% | 20.2% | 17.8% | 19% |
| 1y | 13.7% | 15.9% | 18.1% | 20.3% | 22.4% | 19.7% | 19.7% |