VRP
IV-RV价差(波动率风险溢价)
Sentiment & DerivativesP2OptionsApplies to: US stocks
Formula
IV − realized volatility RV (mostly positive over the long run)
How to read it
IV well above RV = options relatively expensive (favors sellers); inversion (RV > IV) often accompanies violent moves.
Outputvalue/series
Data source: CBOE/Deribit. Public knowledge, not investment advice.
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Reference metadata — public, well-known indicator definitions. Not investment advice.