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IV-RV价差(波动率风险溢价)VRP

VRPIV-RV价差(波动率风险溢价)

情绪指标Sentiment & DerivativesP2 Options适用:美股Applies to: US stocks

计算公式Formula

IV − realized volatility RV (mostly positive over the long run)

解读要点How to read it

IV well above RV = options relatively expensive (favors sellers); inversion (RV > IV) often accompanies violent moves.

输出Outputvalue/series
数据来源:CBOE/Deribit。Data source: CBOE/Deribit. 公开知识,不构成投资建议。Public knowledge, not investment advice.

在热门美股上查看IV-RV价差(波动率风险溢价)的实时计算值 →See VRP computed live on popular US stocks →

AAPLNVDATSLAMSFTAMZN全部美股 →All stocks →
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参考元数据 —— 公开、通用的指标定义。非投资建议。Reference metadata — public, well-known indicator definitions. Not investment advice.