Public delayed snapshot · educational
SPY Path Risk Meter (delayed)
Numbers are baked into this HTML for crawlers, then refreshed in-browser from /v1/public/spy-context — not the full paid Desk.
Risk Score38.40
LevelMODERATE
Spread %6.90
Tick Variance (bps)1.36
Drivertick_variance
Slippage (bps)69.00
OTM put wing fattening vs ATM — downside fear bid (confirm with rails/candle; not a trigger).
Updated 2026-09-18T15:58:16.144627-04:00
Path risk is execution quality at the rail — spread and tick variance turned into a slippage read. It does not say direction. High path risk means size down or skip, even if the grade is clean.
Not investment advice. Delayed public data only.