BITO volatilità ProShares Bitcoin ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.37.2%
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.29.6%
HV6036.9%
Spread IV − HV20
+7.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 09:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 34.6% | +10.9pt | ±4.0% |
| Oct 30, 2026 | 11 | 36.1% | +3.0pt | ±5.7% |
| Nov 06, 2026 | 18 | 40.6% | +10.7pt | ±7.9% |
| Nov 13, 2026 | 25 | 38.5% | +4.7pt | ±8.6% |
| Nov 20, 2026 | 32 | 36.8% | +6.2pt | ±9.2% |
| Nov 27, 2026 | 39 | 50.5% | +6.5pt | ±13.7% |
| Dec 18, 2026 | 60 | 42.0% | +12.0pt | ±13.7% |
| Dec 31, 2026 | 73 | 32.2% | +9.2pt | ±11.9% |
| Jan 15, 2027 | 88 | 39.1% | +11.4pt | ±16.1% |
| Mar 19, 2027 | 151 | 50.4% | +14.8pt | ±25.8% |
| Mar 31, 2027 | 163 | 48.2% | +14.8pt | ±25.6% |
| Jun 17, 2027 | 241 | 49.2% | +2.3pt | ±31.2% |
| Jun 30, 2027 | 254 | 55.8% | +30.6pt | ±36.1% |
| Sep 30, 2027 | 346 | 45.7% | — | ±34.3% |
| Jan 21, 2028 | 459 | 46.4% | +19.7pt | ±39.3% |
Volatility smile — Oct 30, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20