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.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.18.3%
HV6022.1%
Selisih IV − HV20
+5.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
16
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 06:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 26.0% | +5.1pt | ±2.2% |
| Oct 30, 2026 | 10 | 25.0% | +3.6pt | ±3.5% |
| Nov 06, 2026 | 17 | 24.3% | +3.2pt | ±4.4% |
| Nov 13, 2026 | 24 | 23.8% | +4.5pt | ±5.0% |
| Nov 20, 2026 | 31 | 24.2% | +5.2pt | ±5.7% |
| Nov 27, 2026 | 38 | 23.7% | +5.7pt | ±6.3% |
| Dec 18, 2026 | 59 | 24.8% | +6.6pt | ±8.2% |
| Dec 31, 2026 | 72 | 24.3% | +3.5pt | ±8.8% |
| Jan 15, 2027 | 87 | 22.4% | +5.9pt | ±8.8% |
| Mar 19, 2027 | 150 | 23.6% | +3.1pt | ±12.0% |
| Mar 31, 2027 | 162 | 24.6% | +9.2pt | ±14.3% |
| Jun 17, 2027 | 240 | 25.4% | +4.5pt | ±16.4% |
| Jun 30, 2027 | 253 | 22.7% | +5.0pt | ±15.1% |
| Sep 17, 2027 | 332 | 25.0% | +5.3pt | ±18.9% |
| Sep 30, 2027 | 345 | 25.4% | +2.4pt | ±19.6% |
| Dec 17, 2027 | 423 | 25.3% | +4.7pt | ±21.6% |
Volatility smile — Nov 20, 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