AAPL Volatility Dashboard | Analyze Apple Inc Options IV, VRP & Skew

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Volatility

AAPL

IV Percentile vs. VRP

Visualizes relationship between the VRP and the percentile rank of implied or realized volatility over last 4 years.

Backtest

Backtested returns of different strategies.

Variance Risk Premium

Time series of the variance risk premium showing where implied diverged from realized.

Volatility Cone

Historical volatility distribution over past 10 years across different expirations.

Skew Structure

Normalized option skew across multiple time frames. Left side represents puts (ITM calls = OTM puts), and the right side represents calls.

Term Structure

Term structure of implied and realized volatility across various timeframes.

Skew Timeseries

Evolution of option skew over time. More negative means steeper skew (call or put).

Term Structure Slope

Time series of the term structure slope. Negative is backwardation.

Option Volume

Total volume and the put/call open interest ratio.

Forward Factors

How near-term implied volatility compares to forward volatility over subsequent period.

Forward Factor Timeseries

How forward factors have evolved over time.

IVol Change vs. Spot Change

Relationship between spot price changes and changes in implied volatility.