ReflationCurrent RegimeDay 7as of 2026-04-17
Pricing: Apr 24 (eod)
HYG
$80.48IV30: 6.1%Rank: 21Regime: Reflation
Research & Monitoring
Squeeze:58LOADEDScan: 2026-04-24
F1 Net GEXNF2 Put WallPF5 Squeeze PressureNF6 Vol CompressionPF7 Positioning SkewNF8 Term BackwardationP
Whale Episodes
Stored episode summaries for this symbol
No whale episodes stored for HYG.
IV 30d
6.1%
IV 60d
5.9%
IV 90d
5.9%
HV 20d
5.6%
IV Rank
21
IV-HV Spread
0.5%
Term Slope
0.18
Structure
Contango
Skew (Slope)
8.85
RV Forecast
4.6%
IV Term Structure
7d
6.0%
30d
6.1%
60d
5.9%
90d
5.9%
180d
5.9%
365d
5.9%
Historical Volatility Cone
Percentile bands (5/25/50/75/95th) with current HV highlighted
IV & HV Time Series
MARKET CLOSED
IV 30d
IV 60d
HV 20d
HYG Price (right axis)
IV Rank
F1 Low (cheap)
Vol Surface
25d (OTM put)
40d
ATM
60d
75d (OTM call)
Cal Vol
Skew Profile
Current: 8.85Pctile: 96th25/75: 6.3 / 8.4
Strike Slope (skew)
Curvature (smile)
Mean
Positioning
Call OI: 1,455,803Put OI: 6,118,528P/C: 4.20Max GEX: $81
Open Interest by Strike
Call OI
Put OI
Spot
Gamma Exposure (GEX) by Strike
Positive GEX (support)
Negative GEX (resistance)
Flag Calibration
Does score 4+ precede significant moves?
| Metric | Score 4+ | Score 5+ | Baseline |
|---|---|---|---|
| Events | 346 | 59 | 238 |
| Hit rate (30d sig. move) | 34.1% | 55.9% | 16.4% |
| Lift vs baseline | 2.1x | 1.0x | |
| Avg fwd return (5d) | 0.10% | - | |
| Avg fwd return (20d) | 0.67% | -0.04% | |
| Avg fwd return (60d) | 0.93% | - | |
| Avg days to vol peak | 20d | 29% ≤10d |
“Significant move” = 5% price move, 50% HV spike, or 2σ daily return within 30 days. Baseline = every 20th trading day (non-flag). Days to vol peak = trading days from flag to max HV20d within 60-day horizon (lower = earlier signal).