Public delayed snapshot · educational
SPY VRP Divergence Index (delayed)
Numbers are baked into this HTML for crawlers, then refreshed in-browser from /v1/public/spy-context — not the full paid Desk.
VRP Index1.07
RegimeFAIR_PREMIUM
SignalIV near realized — no strong vol edge
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
VRP (variance risk premium) is implied vol versus realized vol — whether the premium you would buy is rich or cheap. Sizing overlay, not a direction signal.
Not investment advice. Delayed public data only.