New Volatility Instrument

Check out our new Realized vs Implied Volatility Instrument, part of the Market Internals Page!

You can now easily monitor SPY realized volatility and implied volatility using our new instrument. The upper panel plots trends as lines, while the lower panel charts the difference between the two series as a histogram, highlighting 2 and -2 standard deviations. From the upper-right corner, you can select to hide either series in case the screen is too cluttered.