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.22.1%
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.12.0%
HV6012.3%
Selisih IV − HV20
+10.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 hari yang direkam
Cboe delayed options data · per 21:53 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 | 69.6% | +0.4pt | ±5.0% |
| Oct 30, 2026 | 10 | 36.1% | +29.8pt | ±4.8% |
| Nov 06, 2026 | 17 | 29.4% | -5.7pt | ±5.1% |
| Nov 13, 2026 | 24 | 25.9% | -10.3pt | ±5.3% |
| Nov 20, 2026 | 31 | 21.6% | +8.8pt | ±5.0% |
| Nov 27, 2026 | 38 | 19.2% | +2.3pt | ±5.0% |
| Nov 30, 2026 | 41 | 20.6% | +9.4pt | ±5.6% |
| Dec 18, 2026 | 59 | 14.2% | +5.4pt | ±4.8% |
| Dec 31, 2026 | 72 | 14.7% | +2.0pt | ±5.4% |
| Jan 15, 2027 | 87 | 14.6% | +3.0pt | ±5.8% |
| Feb 19, 2027 | 122 | 15.5% | +2.4pt | ±7.2% |
| Mar 19, 2027 | 150 | 15.8% | +7.6pt | ±8.2% |
| Mar 31, 2027 | 162 | 16.0% | +4.8pt | ±8.7% |
| Jun 17, 2027 | 240 | 16.8% | +7.2pt | ±11.7% |
| Jun 30, 2027 | 253 | 17.8% | +4.9pt | ±12.0% |
| Sep 17, 2027 | 332 | 17.3% | +3.3pt | ±13.2% |
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