market · iv_proxy
Implied-volatility proxy
ATM straddle / spot price as a free IV proxy where options data is available.
Threshold (gte)
| watch | 0.5 |
| stress | 0.8 |
| critical | 1.2 |
Cohort distribution
0
10
1
0
2
0
3
0
Threshold history
- 2026-05-05 · 0.5 / 0.8 / 1.2