OpenGamma · Volatility Intelligence
IV Regime
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Symbol
Regime
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ATM IV
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annualised
IV Percentile
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52w window
25Δ RR Percentile
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call − put skew
VRP
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IV ≤ realised
Regime Compass
IV %ile × 25Δ RR %ile · 0d window
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Term Structure
Per-DTE position and curve shape
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Overlays
Up to 5 comparisons
0/5 selected
Overlay Selector
Preset buttons follow the primary family. ES, NQ, and RTY single-stock names are all available below; select only the comparisons you want on the regime compass.
0/5 selected
ES preset family · benchmark SPY / SPX · current list: TOP_10_LIQUIDITY_CANDIDATES (manual high-options-liquidity proxy)
ES
Benchmark SPY / SPX
TOP_10_LIQUIDITY_CANDIDATES · manual high-options-liquidity proxy
NQ
Benchmark QQQ / NDX
TOP_10_LIQUIDITY_CANDIDATES · manual high-options-liquidity proxy
RTY
Benchmark IWM / RUT
TOP_10_LIQUIDITY_CANDIDATES · static seed proxy only
Intraday Session
Today only · 0DTE · 15-min snapshots
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