EWZ Volatilität iShares MSCI Brazil ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.59.4%
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.48.2%
HV6033.0%
IV − HV20-Spread
+11.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
79
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 43.8% | +9.9pt | ±4.9% |
| Oct 30, 2026 | 11 | 80.6% | +33.2pt | ±12.6% |
| Nov 06, 2026 | 18 | 69.5% | +29.7pt | ±13.3% |
| Nov 13, 2026 | 25 | 61.2% | +28.9pt | ±13.6% |
| Nov 20, 2026 | 32 | 58.8% | +22.5pt | ±14.5% |
| Nov 27, 2026 | 39 | 54.7% | +20.7pt | ±14.8% |
| Dec 18, 2026 | 60 | 48.5% | +15.8pt | ±16.4% |
| Dec 31, 2026 | 73 | 47.1% | +2.0pt | ±17.2% |
| Jan 15, 2027 | 88 | 43.8% | +16.2pt | ±17.5% |
| Mar 19, 2027 | 151 | 39.2% | -2.9pt | ±20.1% |
| Mar 31, 2027 | 163 | 39.3% | +4.6pt | ±20.9% |
| Jun 17, 2027 | 241 | 33.2% | -4.5pt | ±21.3% |
| Jun 30, 2027 | 254 | 36.4% | -5.7pt | ±23.9% |
| Jul 16, 2027 | 270 | 35.6% | -3.5pt | ±24.1% |
| Sep 30, 2027 | 346 | 33.0% | -3.8pt | ±25.1% |
| Dec 17, 2027 | 424 | 36.5% | -7.5pt | ±30.4% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20