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 Score26.80
LevelLOW
Spread %2.90
Tick Variance (bps)1.90
Driverspread_tight
Slippage (bps)29.00
OTM put wing fattening vs ATM — downside fear bid (confirm with rails/candle; not a trigger).
Updated 2026-11-03T15:59:13.916337-05:00
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.