EEM volatilità 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.24.4%
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.18.3%
HV6022.1%
Spread IV − HV20
+6.0pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
16
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 21:54 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 28.2% | +5.1pt | ±2.4% |
| Oct 30, 2026 | 11 | 25.7% | +3.6pt | ±3.6% |
| Nov 06, 2026 | 18 | 24.9% | +3.2pt | ±4.5% |
| Nov 13, 2026 | 25 | 23.5% | +4.5pt | ±5.0% |
| Nov 20, 2026 | 32 | 24.6% | +5.2pt | ±5.9% |
| Nov 27, 2026 | 39 | 22.4% | +5.7pt | ±5.9% |
| Dec 18, 2026 | 60 | 23.8% | +6.6pt | ±7.6% |
| Dec 31, 2026 | 73 | 24.3% | +3.5pt | ±8.8% |
| Jan 15, 2027 | 88 | 22.4% | +5.9pt | ±8.8% |
| Mar 19, 2027 | 151 | 23.6% | +3.1pt | ±12.0% |
| Mar 31, 2027 | 163 | 22.7% | +9.2pt | ±12.8% |
| Jun 17, 2027 | 241 | 25.4% | +4.5pt | ±16.5% |
| Jun 30, 2027 | 254 | 28.3% | +5.0pt | ±18.5% |
| Sep 17, 2027 | 333 | 25.0% | +5.3pt | ±18.9% |
| Sep 30, 2027 | 346 | 24.8% | +2.4pt | ±19.2% |
| Dec 17, 2027 | 424 | 25.3% | +4.7pt | ±21.6% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20