BITO volatilidad 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.55.1%
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.41.0%
HV6035.9%
Diferencial IV − HV20
+14.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 12:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 37.5% | -2.6pt | ±2.3% |
| Sep 11, 2026 | 8 | 33.1% | -0.1pt | ±4.2% |
| Sep 18, 2026 | 15 | 33.5% | +4.9pt | ±5.6% |
| Sep 25, 2026 | 22 | 36.8% | +2.6pt | ±7.4% |
| Sep 30, 2026 | 27 | 37.3% | +8.3pt | ±8.7% |
| Oct 02, 2026 | 29 | 55.3% | -9.0pt | ±12.6% |
| Oct 09, 2026 | 36 | 54.2% | +2.3pt | ±13.7% |
| Oct 16, 2026 | 43 | 35.3% | +3.5pt | ±10.0% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 41.5% | -1.7pt | ±17.5% |
| Dec 31, 2026 | 119 | 39.5% | -1.2pt | ±17.6% |
| Jan 15, 2027 | 134 | 42.1% | -1.0pt | ±19.8% |
| Mar 19, 2027 | 197 | 44.1% | +0.7pt | ±24.8% |
| Mar 31, 2027 | 209 | 42.7% | -0.8pt | ±24.6% |
| Jun 30, 2027 | 300 | 58.7% | — | ±39.6% |
| Jan 21, 2028 | 505 | 55.5% | +14.7pt | ±47.1% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20