ARKK волатильность ARK Innovation ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.4%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.32.5%
HV6036.7%
Спред IV − HV20
+5.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
49
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 09:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 40.1% | +7.8pt | ±3.4% |
| Oct 30, 2026 | 10 | 40.2% | -1.2pt | ±5.6% |
| Nov 06, 2026 | 17 | 40.3% | +1.8pt | ±7.2% |
| Nov 13, 2026 | 24 | 39.9% | +2.3pt | ±8.4% |
| Nov 20, 2026 | 31 | 38.2% | +2.1pt | ±9.1% |
| Nov 27, 2026 | 38 | 38.1% | +2.5pt | ±9.9% |
| Dec 18, 2026 | 59 | 38.2% | +2.9pt | ±12.3% |
| Jan 15, 2027 | 87 | 37.8% | +2.7pt | ±14.7% |
| Mar 19, 2027 | 150 | 37.3% | +2.8pt | ±19.0% |
| Jun 17, 2027 | 240 | 38.8% | +3.3pt | ±24.7% |
| Jan 21, 2028 | 458 | 39.0% | +3.1pt | ±33.6% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20