EEM volatilidad 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.24.2%
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.21.0%
HV6022.4%
Diferencial IV − HV20
+3.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
16
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.
28/60 días registrados
Cboe delayed options data · a fecha de 18:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 27.0% | +3.8pt | ±2.3% |
| Oct 30, 2026 | 11 | 24.9% | +3.6pt | ±3.5% |
| Nov 06, 2026 | 18 | 24.4% | +3.8pt | ±4.4% |
| Nov 13, 2026 | 25 | 23.8% | +4.1pt | ±5.0% |
| Nov 20, 2026 | 32 | 24.4% | +4.7pt | ±5.8% |
| Nov 27, 2026 | 39 | 23.8% | +4.3pt | ±6.3% |
| Dec 18, 2026 | 60 | 22.0% | +6.2pt | ±7.3% |
| Dec 31, 2026 | 73 | 23.4% | +3.9pt | ±8.4% |
| Jan 15, 2027 | 88 | 23.7% | +5.5pt | ±9.3% |
| Mar 19, 2027 | 151 | 23.5% | +3.0pt | ±12.1% |
| Mar 31, 2027 | 163 | 23.8% | +11.1pt | ±12.7% |
| Jun 17, 2027 | 241 | 25.7% | +4.2pt | ±16.6% |
| Jun 30, 2027 | 254 | 22.4% | +6.1pt | ±14.8% |
| Sep 17, 2027 | 333 | 24.9% | +4.9pt | ±18.9% |
| Sep 30, 2027 | 346 | 24.6% | +10.0pt | ±19.0% |
| Dec 17, 2027 | 424 | 23.4% | +4.3pt | ±20.0% |
Sonrisa de volatilidad — Nov 20, 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