EFA волатильность 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.16.1%
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.11.7%
HV6012.3%
Спред IV − HV20
+4.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 00:37 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 32.6% | +7.7pt | ±2.7% |
| Oct 30, 2026 | 11 | 11.1% | +4.5pt | ±1.5% |
| Nov 06, 2026 | 18 | 14.6% | +3.4pt | ±2.6% |
| Nov 13, 2026 | 25 | 14.3% | +6.0pt | ±3.1% |
| Nov 20, 2026 | 32 | 16.6% | +3.3pt | ±4.0% |
| Nov 27, 2026 | 39 | 14.6% | +4.9pt | ±3.9% |
| Nov 30, 2026 | 42 | 11.7% | +4.9pt | ±3.3% |
| Dec 18, 2026 | 60 | 20.4% | +2.8pt | ±6.9% |
| Dec 31, 2026 | 73 | 16.9% | -6.0pt | ±5.2% |
| Jan 15, 2027 | 88 | 12.0% | -2.2pt | ±4.9% |
| Feb 19, 2027 | 123 | 13.8% | -3.7pt | ±6.5% |
| Mar 19, 2027 | 151 | 15.7% | +6.3pt | ±8.3% |
| Mar 31, 2027 | 163 | 16.3% | +0.9pt | ±8.9% |
| Jun 17, 2027 | 241 | 16.4% | +6.6pt | ±11.0% |
| Jun 30, 2027 | 254 | 16.2% | +2.1pt | ±11.0% |
| Sep 17, 2027 | 333 | 17.5% | -5.3pt | ±13.4% |
Улыбка волатильности — Oct 30, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20