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SPY IVR

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SPY IVR

What it is

SPY IVR — registry key spy_ivr.

Daily-signals column exposed for sparkline charts; raw value, no classification bands.

Source

Source module: market
Data source: live_only

Fetched directly from app/sources/market.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

SPY Implied Volatility Rank, 0–100: (current_iv − min_iv_52w) / (max_iv_52w − min_iv_52w) × 100. Derived from Schwab option-chain ATM IV.

Where it surfaces

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

See also