EFA volatilitas 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.14.5%
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.11.7%
HV6012.3%
Selisih IV − HV20
+2.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 15.6% | +1.5pt | ±1.2% |
| Oct 30, 2026 | 10 | 14.5% | +2.0pt | ±2.0% |
| Nov 06, 2026 | 17 | 14.3% | +2.4pt | ±2.5% |
| Nov 13, 2026 | 24 | 14.5% | +4.5pt | ±3.0% |
| Nov 20, 2026 | 31 | 14.5% | +4.7pt | ±3.4% |
| Nov 27, 2026 | 38 | 14.1% | +8.0pt | ±3.7% |
| Nov 30, 2026 | 41 | 13.8% | +4.1pt | ±3.7% |
| Dec 18, 2026 | 59 | 14.1% | +4.6pt | ±4.8% |
| Dec 31, 2026 | 72 | 14.1% | +5.1pt | ±5.2% |
| Jan 15, 2027 | 87 | 14.4% | +3.9pt | ±5.7% |
| Feb 19, 2027 | 122 | 13.9% | +7.8pt | ±6.5% |
| Mar 19, 2027 | 150 | 15.5% | +6.4pt | ±8.1% |
| Mar 31, 2027 | 162 | 15.8% | +7.9pt | ±8.5% |
| Jun 17, 2027 | 240 | 16.1% | +8.1pt | ±10.8% |
| Jun 30, 2027 | 253 | 16.3% | +7.2pt | ±11.0% |
| Sep 17, 2027 | 332 | 16.8% | +7.4pt | ±12.8% |
Volatility smile — Oct 30, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20