EEM volatilitas 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.20.1%
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%
Selisih IV − HV20
+2.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 12:34 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 20.2% | +3.4pt | ±1.5% |
| Sep 09, 2026 | 6 | 16.0% | +0.7pt | ±1.8% |
| Sep 11, 2026 | 8 | 18.9% | +2.2pt | ±2.5% |
| Sep 14, 2026 | 11 | 17.0% | +1.3pt | ±2.5% |
| Sep 16, 2026 | 13 | 18.3% | +2.5pt | ±2.9% |
| Sep 18, 2026 | 15 | 19.9% | +2.6pt | ±3.5% |
| Sep 25, 2026 | 22 | 20.4% | +2.9pt | ±4.2% |
| Sep 30, 2026 | 27 | 19.8% | +3.4pt | ±4.4% |
| Oct 02, 2026 | 29 | 19.9% | +3.1pt | ±4.7% |
| Oct 09, 2026 | 36 | 20.7% | +3.3pt | ±5.4% |
| Oct 16, 2026 | 43 | 21.0% | +3.5pt | ±6.0% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 22.2% | +3.3pt | ±8.4% |
| Dec 18, 2026 | 106 | 22.8% | +3.6pt | ±8.4% |
| Dec 31, 2026 | 119 | 22.1% | +4.8pt | ±10.2% |
| Jan 15, 2027 | 134 | 22.4% | +3.8pt | ±10.9% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20