Sector Ratios
Relative strength of each S&P sector against SPY, plus the volatility-and-dispersion picture underneath the index.
Sector / SPY Ratio
All 11 GICS sectors, ~6-month trend
Cap-weight: each sector ETF against SPY -- a sector's biggest names dominate the ratio, same as the index itself.
10-day moving average
Ratio above its 10-day MA
Ratio below its 10-day MA
Constituent Volatility
Avg. single-name IV vs. index IV
Constituent vs. index implied volatility
6-month trend, monthly
Avg constituent IV
Index (SPX) IV
SPX Volatility Term Structure
VIX3M/VIX: 1.22 (contango) · 3M–30D spread: +3.37 pts (contango)
VIX3M / VIX Ratio
Below 1.0 is backwardation (stress); above 1.2 is steep contango
Front month vs. back month implied vol — today vs. 1 month ago
Implied vol (%) by tenor, 9-day through 1-year
Today
1 month ago
Core 3M
3-month at-the-money implied volatility, SPX
Dispersion Index
Constituent vs. index vol spread, index units
Skew Structure
SPX options, by strike
Implied volatility by strike
Strike as % of spot
Today
1 month ago