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.34.4%
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.18.9%
HV6036.8%
Spread IV − HV20
+15.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
40
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.
30/60 giorni registrati
Cboe delayed options data · aggiornato al 21:51 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 | 3 | 31.2% | +3.0pt | ±3.2% |
| Oct 30, 2026 | 10 | 33.0% | +17.2pt | ±5.2% |
| Nov 06, 2026 | 17 | 40.6% | +9.6pt | ±6.9% |
| Nov 13, 2026 | 24 | 34.0% | +10.8pt | ±6.9% |
| Nov 20, 2026 | 31 | 34.4% | +7.9pt | ±8.0% |
| Nov 27, 2026 | 38 | 56.7% | +1.5pt | ±14.4% |
| Dec 18, 2026 | 59 | 31.5% | +4.8pt | ±10.0% |
| Dec 31, 2026 | 72 | 46.5% | +13.4pt | ±16.3% |
| Jan 15, 2027 | 87 | 38.7% | +1.4pt | ±14.6% |
| Mar 19, 2027 | 150 | 51.6% | +19.9pt | ±25.7% |
| Mar 31, 2027 | 162 | 45.0% | +22.0pt | ±24.3% |
| Jun 17, 2027 | 240 | 63.7% | +20.0pt | ±39.3% |
| Jun 30, 2027 | 253 | 48.8% | +32.6pt | ±31.1% |
| Sep 30, 2027 | 345 | 57.3% | — | ±41.7% |
| Jan 21, 2028 | 458 | 55.8% | +21.3pt | ±40.9% |
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