EFA volatilità 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.13.2%
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.8.8%
HV6014.3%
Spread IV − HV20
+4.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 41.6% | -23.8pt | ±2.5% |
| Sep 11, 2026 | 8 | 9.7% | +1.7pt | ±1.2% |
| Sep 18, 2026 | 15 | 12.7% | +9.2pt | ±2.2% |
| Sep 25, 2026 | 22 | 12.8% | +2.0pt | ±2.6% |
| Sep 30, 2026 | 27 | 13.4% | +8.3pt | ±3.0% |
| Oct 02, 2026 | 29 | 13.2% | +3.2pt | ±3.1% |
| Oct 09, 2026 | 36 | 13.0% | +2.6pt | ±3.4% |
| Oct 16, 2026 | 43 | 13.9% | +9.0pt | ±3.9% |
| Oct 30, 2026 | 57 | 15.1% | +3.2pt | ±4.9% |
| Nov 20, 2026 | 78 | 14.9% | +9.0pt | ±5.6% |
| Nov 30, 2026 | 88 | 15.1% | +4.4pt | ±6.1% |
| Dec 18, 2026 | 106 | 13.5% | +1.2pt | ±6.1% |
| Dec 31, 2026 | 119 | 14.2% | +0.1pt | ±6.7% |
| Jan 15, 2027 | 134 | 15.2% | +9.5pt | ±7.8% |
| Mar 19, 2027 | 197 | 15.4% | +3.0pt | ±9.3% |
| Mar 31, 2027 | 209 | 15.5% | +2.6pt | ±9.6% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20