ETN 波动率 Eaton Corporation plc
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.0%
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.31.4%
HV6049.4%
IV − HV20价差
+3.6pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 03:34 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 40.8% | +2.2pt | ±2.4% |
| Sep 11, 2026 | 9 | 35.4% | +1.3pt | ±4.5% |
| Sep 18, 2026 | 16 | 35.5% | -0.6pt | ±5.9% |
| Sep 25, 2026 | 23 | 35.7% | +1.1pt | ±7.2% |
| Oct 02, 2026 | 30 | 35.0% | +0.8pt | ±8.0% |
| Oct 09, 2026 | 37 | 36.1% | +0.5pt | ±9.2% |
| Oct 16, 2026 | 44 | 35.5% | +1.0pt | ±9.9% |
| Dec 18, 2026 | 107 | 38.5% | +1.9pt | ±16.6% |
| Jan 15, 2027 | 135 | 37.6% | +1.8pt | ±18.2% |
| Mar 19, 2027 | 198 | 37.6% | +1.8pt | ±21.9% |
| Apr 16, 2027 | 226 | 37.2% | +1.4pt | ±23.2% |
| Jun 17, 2027 | 288 | 38.0% | +0.0pt | ±26.6% |
| Sep 17, 2027 | 380 | 38.9% | +2.0pt | ±31.1% |
| Jan 21, 2028 | 506 | 39.7% | +1.6pt | ±36.4% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率,每日记录
IV30HV20