EEM volatilidade 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.23.9%
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.21.0%
HV6022.4%
Spread IV − HV20
+2.8pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
13
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dias registrados
Cboe delayed options data · em 12:35 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.0% | +3.9pt | ±2.8% |
| Oct 30, 2026 | 11 | 24.5% | +3.9pt | ±3.9% |
| Nov 06, 2026 | 18 | 23.5% | +4.8pt | ±4.6% |
| Nov 13, 2026 | 25 | 24.1% | +2.7pt | ±5.4% |
| Nov 20, 2026 | 32 | 23.8% | +5.3pt | ±5.9% |
| Nov 27, 2026 | 39 | 23.3% | +4.5pt | ±6.3% |
| Dec 18, 2026 | 60 | 23.6% | +4.4pt | ±8.0% |
| Dec 31, 2026 | 73 | 23.6% | -7.3pt | ±8.8% |
| Jan 15, 2027 | 88 | 24.0% | +5.7pt | ±9.7% |
| Mar 19, 2027 | 151 | 23.2% | +3.7pt | ±12.0% |
| Mar 31, 2027 | 163 | 23.6% | +12.0pt | ±12.6% |
| Jun 17, 2027 | 241 | 23.5% | +4.2pt | ±15.6% |
| Jun 30, 2027 | 254 | 24.9% | +4.9pt | ±16.4% |
| Sep 17, 2027 | 333 | 20.9% | +0.7pt | ±15.9% |
| Sep 30, 2027 | 346 | 24.1% | +0.7pt | ±18.6% |
| Dec 17, 2027 | 424 | 25.6% | +1.6pt | ±21.8% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20