<?xml version="1.0" encoding="UTF-8"?><rss version="2.0"><channel><title>SharpeIQ Research</title><description>Options volatility research and IV signals from SharpeIQ.</description><link>https://sharpeiq.com/</link><item><title>Reading Implied Volatility: Is the Option Market Pricing Fear or Complacency?</title><link>https://sharpeiq.com/research/reading-implied-volatility/</link><guid isPermaLink="true">https://sharpeiq.com/research/reading-implied-volatility/</guid><description>A practical guide to IV rank, the IV–HV spread, and how to tell when options are genuinely cheap or expensive — with a live PLTR chart.</description><pubDate>Wed, 01 Jul 2026 00:00:00 GMT</pubDate></item><item><title>Risk Resolution and Volatility Compression: The SPCX Post-IPO Implied-Vol Collapse</title><link>https://sharpeiq.com/research/risk-resolution-and-volatility-compression-the-spcx-post-ipo-implied-vol-collapse/</link><guid isPermaLink="true">https://sharpeiq.com/research/risk-resolution-and-volatility-compression-the-spcx-post-ipo-implied-vol-collapse/</guid><description>Two weeks after its IPO, SPCX ATM implied vol fell from 132% to 71% — the full span of its post-listing range, IV Rank 0 — even as the equity dropped ~31%. A case study in event-driven vol compression around a $25bn bond issuance.</description><pubDate>Mon, 29 Jun 2026 00:00:00 GMT</pubDate></item></channel></rss>