Market risk premium against treasury rates and SPX
Recorded in cvforge on July 9, 2026 by ConvexValue · Published July 25, 2026
The U.S. equity risk premium plotted against 2Y, 10Y and 30Y treasury yields and the SPX price, with the current yield curve alongside.
Exact prompt
give me a visualization that compares: market risk premium treasury rates spx price
Data cadence
Live option snapshots for current pricing, with historical stock prices for the realised and correlation series.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
What the agent built
- U.S. market risk premium vs 2Y/10Y/30Y Treasury rates and $SPX price
- Current Treasury yield curve with MRP reference line
- Indexed SPX/rate comparison
- Latest premium spread table
- 3M / 6M / 1Y range controls and refresh
Fields used
implied_volatility, delta, strike_price, expiration_date, underlying_price
How to read it
Three series that are usually looked at in three different places. The premium is the compensation for holding equities over the risk-free rate, so it only means anything next to the rate it is being compared against — which is why the treasury curve sits on the same screen rather than a tab away.
The indexed comparison panel is the honest one. Absolute levels of a premium estimate depend heavily on the model that produced them; the direction of travel against rates is far more robust than the number itself.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Correlation is sensitive to the window and the timeframe you pick; a different lookback can reverse the conclusion.
- Comparing implied against realised volatility compares a forward-looking price to a backward-looking measurement.
Related demos
- Comparing two stocks statistically: MU against SNDK
- MU realised volatility against implied, upside versus downside
- Daily price correlation between SPY, QQQ and IWM
Search focus: market risk premium vs treasury rates chart. Related: equity risk premium dashboard, yield curve vs spx chart. Originally posted on X.