ET volatility Energy Transfer LP
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.20.6%
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.19.1%
HV6017.6%
IV − HV20 spread
+1.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 12:36 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 | 23.3% | -1.0pt | ±2.0% |
| Oct 30, 2026 | 10 | 21.7% | +3.1pt | ±2.6% |
| Nov 06, 2026 | 17 | 23.6% | +1.7pt | ±5.0% |
| Nov 13, 2026 | 24 | 22.9% | +4.1pt | ±5.3% |
| Nov 20, 2026 | 31 | 20.3% | +2.0pt | ±5.1% |
| Nov 27, 2026 | 38 | 21.2% | +2.4pt | ±5.8% |
| Dec 18, 2026 | 59 | 22.0% | +2.5pt | ±7.2% |
| Jan 15, 2027 | 87 | 20.3% | +3.1pt | ±8.0% |
| Mar 19, 2027 | 150 | 19.6% | +2.5pt | ±10.2% |
| Apr 16, 2027 | 178 | 19.8% | +2.0pt | ±11.1% |
| Jun 17, 2027 | 240 | 20.1% | +1.5pt | ±13.0% |
| Sep 17, 2027 | 332 | 21.1% | +2.4pt | ±15.8% |
| Jan 21, 2028 | 458 | 20.3% | +1.5pt | ±17.4% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20