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.19.8%
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.17.9%
HV6029.2%
Diferencial IV − HV20
+1.8pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
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 18:34 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 | 19.2% | +2.2pt | ±0.8% |
| Sep 09, 2026 | 6 | 14.0% | +1.4pt | ±1.6% |
| Sep 11, 2026 | 8 | 17.4% | +2.6pt | ±2.1% |
| Sep 14, 2026 | 11 | 15.4% | +1.5pt | ±2.2% |
| Sep 16, 2026 | 13 | 16.7% | +3.0pt | ±2.6% |
| Sep 18, 2026 | 15 | 19.2% | +3.2pt | ±3.1% |
| Sep 25, 2026 | 22 | 19.3% | +3.7pt | ±3.8% |
| Sep 30, 2026 | 27 | 18.7% | +2.6pt | ±4.1% |
| Oct 02, 2026 | 29 | 19.7% | +3.1pt | ±4.5% |
| Oct 09, 2026 | 36 | 20.1% | +3.0pt | ±5.1% |
| Oct 16, 2026 | 43 | 20.2% | +2.7pt | ±5.6% |
| Oct 23, 2026 | 50 | 20.5% | +3.3pt | ±6.1% |
| Nov 20, 2026 | 78 | 21.5% | +3.2pt | ±8.0% |
| Dec 18, 2026 | 106 | 21.9% | +4.0pt | ±9.6% |
| Dec 31, 2026 | 119 | 21.4% | +2.9pt | ±9.8% |
| Jan 15, 2027 | 134 | 21.8% | +3.7pt | ±10.6% |
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