EEM volatilite 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.23.6%
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.18.2%
HV6022.0%
IV − HV20 farkı
+5.5pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 kaydedilen gün
Cboe delayed options data · itibarıyla 21:53 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 26.0% | +1.5pt | ±2.0% |
| Oct 30, 2026 | 10 | 24.7% | +4.1pt | ±3.3% |
| Nov 06, 2026 | 17 | 23.7% | +3.5pt | ±4.1% |
| Nov 13, 2026 | 24 | 23.7% | +3.5pt | ±4.9% |
| Nov 20, 2026 | 31 | 23.6% | +3.9pt | ±5.5% |
| Nov 27, 2026 | 38 | 22.8% | +4.3pt | ±5.9% |
| Dec 18, 2026 | 59 | 23.3% | +4.3pt | ±7.7% |
| Dec 31, 2026 | 72 | 24.8% | +0.9pt | ±8.9% |
| Jan 15, 2027 | 87 | 22.7% | +4.3pt | ±9.2% |
| Mar 19, 2027 | 150 | 23.3% | +2.2pt | ±11.9% |
| Mar 31, 2027 | 162 | 23.3% | +5.6pt | ±12.3% |
| Jun 17, 2027 | 240 | 23.4% | +3.9pt | ±15.0% |
| Jun 30, 2027 | 253 | 24.3% | +6.9pt | ±17.0% |
| Sep 17, 2027 | 332 | 26.4% | +3.5pt | ±19.8% |
| Sep 30, 2027 | 345 | 23.8% | +11.1pt | ±18.3% |
| Dec 17, 2027 | 423 | 25.0% | +9.4pt | ±21.2% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20