EEM volatilité 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.20.4%
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.17.9%
HV6029.2%
Écart IV − HV20
+2.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
13
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 06:34 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 19.6% | +3.6pt | ±1.2% |
| Sep 09, 2026 | 6 | 16.0% | +1.0pt | ±1.8% |
| Sep 11, 2026 | 8 | 18.3% | +2.3pt | ±2.3% |
| Sep 14, 2026 | 11 | 17.0% | +1.4pt | ±2.5% |
| Sep 16, 2026 | 13 | 18.2% | +2.9pt | ±2.9% |
| Sep 18, 2026 | 15 | 19.8% | +2.6pt | ±3.3% |
| Sep 25, 2026 | 22 | 19.7% | +2.9pt | ±4.0% |
| Sep 30, 2026 | 27 | 19.8% | +3.4pt | ±4.4% |
| Oct 02, 2026 | 29 | 20.3% | +3.1pt | ±4.7% |
| Oct 09, 2026 | 36 | 20.6% | +4.7pt | ±5.3% |
| Oct 16, 2026 | 43 | 20.5% | +3.5pt | ±5.7% |
| Nov 20, 2026 | 78 | 22.1% | +3.3pt | ±8.2% |
| Dec 18, 2026 | 106 | 22.8% | +3.6pt | ±8.3% |
| Dec 31, 2026 | 119 | 22.1% | +4.9pt | ±10.2% |
| Jan 15, 2027 | 134 | 22.4% | +3.8pt | ±10.8% |
| Mar 19, 2027 | 197 | 22.8% | +3.7pt | ±13.3% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20