EFA Volatilität iShares MSCI EAFE ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.16.5%
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.9.6%
HV6014.5%
IV − HV20-Spread
+6.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:50 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 52.2% | -75.5pt | ±2.3% |
| Sep 11, 2026 | 8 | 24.9% | +17.0pt | ±3.4% |
| Sep 18, 2026 | 15 | 20.7% | +1.7pt | ±3.5% |
| Sep 25, 2026 | 22 | 16.5% | -6.0pt | ±3.7% |
| Sep 30, 2026 | 27 | 16.8% | +6.1pt | ±3.9% |
| Oct 02, 2026 | 29 | 16.9% | +0.7pt | ±4.1% |
| Oct 09, 2026 | 36 | 14.6% | -0.4pt | ±4.1% |
| Oct 16, 2026 | 43 | 15.0% | +5.5pt | ±4.2% |
| Oct 23, 2026 | 50 | 14.1% | -4.6pt | ±4.3% |
| Oct 30, 2026 | 57 | 15.1% | +4.6pt | ±5.0% |
| Nov 20, 2026 | 78 | 15.2% | +5.2pt | ±5.6% |
| Nov 30, 2026 | 88 | 15.1% | +0.2pt | ±6.4% |
| Dec 18, 2026 | 106 | 14.4% | -1.3pt | ±6.5% |
| Dec 31, 2026 | 119 | 14.5% | -1.1pt | ±6.8% |
| Jan 15, 2027 | 134 | 16.0% | +7.0pt | ±8.2% |
| Mar 19, 2027 | 197 | 15.3% | +0.9pt | ±9.4% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20