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.19.5%
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.17.4%
HV6029.3%
IV − HV20 farkı
+2.1pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
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.
4/60 kaydedilen gün
Cboe delayed options data · itibarıyla 21:50 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 18.1% | +1.0pt | ±0.8% |
| Sep 09, 2026 | 6 | 14.5% | +1.4pt | ±1.6% |
| Sep 11, 2026 | 8 | 17.2% | +2.1pt | ±2.0% |
| Sep 14, 2026 | 11 | 15.5% | +6.4pt | ±2.2% |
| Sep 16, 2026 | 13 | 16.9% | +2.1pt | ±2.6% |
| Sep 18, 2026 | 15 | 19.3% | +2.4pt | ±3.1% |
| Sep 25, 2026 | 22 | 19.1% | +3.0pt | ±3.8% |
| Sep 30, 2026 | 27 | 18.7% | +1.6pt | ±4.1% |
| Oct 02, 2026 | 29 | 19.5% | +3.9pt | ±4.4% |
| Oct 09, 2026 | 36 | 19.7% | +2.9pt | ±5.0% |
| Oct 16, 2026 | 43 | 19.9% | +2.3pt | ±5.5% |
| Oct 23, 2026 | 50 | 20.4% | +3.3pt | ±6.1% |
| Nov 20, 2026 | 78 | 21.4% | +2.5pt | ±7.9% |
| Dec 18, 2026 | 106 | 22.0% | +3.6pt | ±9.6% |
| Dec 31, 2026 | 119 | 23.8% | +4.0pt | ±10.9% |
| Jan 15, 2027 | 134 | 22.0% | +4.1pt | ±10.7% |
Volatilite gülümsemesi — Sep 18, 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