Volatility intelligence

Relative Volatility Lab

Realized and implied volatility, pairwise spreads, and stress diagnostics.
About This Tool Purpose, reading guide and primary inputs

Decomposes selectable realized-volatility ratios and compares them with implied volatility, acceleration, downside, semiconductor, and breadth diagnostics.

  1. Choose the numerator, denominator, and realized-volatility window.
  2. Compare each instrument's volatility before reading the ratio and its percentile.
  3. Use implied volatility and fixed stress diagnostics to confirm or challenge the ratio signal.

Missing observations remain unavailable rather than being filled with fabricated values.

Primary inputs: Yahoo Finance adjusted close history; implied-volatility indexes and ETF proxies where available.

Synthetic VIX is annualized close-to-close realized volatility. Implied-volatility inputs are optional.

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