EEM Volatilität iShares MSCI Emerging Markets ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.4%
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.21.0%
HV6022.4%
IV − HV20-Spread
+3.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.1% | +3.9pt | ±2.7% |
| Oct 30, 2026 | 11 | 25.0% | +3.9pt | ±4.0% |
| Nov 06, 2026 | 18 | 23.8% | +4.8pt | ±4.6% |
| Nov 13, 2026 | 25 | 24.2% | +2.7pt | ±5.4% |
| Nov 20, 2026 | 32 | 24.4% | +5.3pt | ±6.1% |
| Nov 27, 2026 | 39 | 23.7% | +4.5pt | ±6.5% |
| Dec 18, 2026 | 60 | 24.6% | +4.4pt | ±8.3% |
| Dec 31, 2026 | 73 | 28.0% | -7.3pt | ±10.3% |
| Jan 15, 2027 | 88 | 24.3% | +5.7pt | ±9.7% |
| Mar 19, 2027 | 151 | 24.2% | +3.7pt | ±12.5% |
| Mar 31, 2027 | 163 | 27.1% | +12.0pt | ±14.5% |
| Jun 17, 2027 | 241 | 24.9% | +4.2pt | ±16.2% |
| Jun 30, 2027 | 254 | 25.6% | +4.9pt | ±17.2% |
| Sep 17, 2027 | 333 | 24.2% | +0.7pt | ±18.5% |
| Sep 30, 2027 | 346 | 24.8% | +0.7pt | ±19.3% |
| Dec 17, 2027 | 424 | 25.8% | +1.6pt | ±22.1% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20