EWZ volatilidad 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.61.7%
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.48.1%
HV6032.9%
Diferencial IV − HV20
+13.6pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 21:55 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 47.8% | +11.6pt | ±4.0% |
| Oct 30, 2026 | 11 | 84.8% | +37.1pt | ±11.7% |
| Nov 06, 2026 | 18 | 72.3% | +33.2pt | ±12.8% |
| Nov 13, 2026 | 25 | 63.5% | +25.2pt | ±13.2% |
| Nov 20, 2026 | 32 | 61.2% | +19.7pt | ±14.4% |
| Nov 27, 2026 | 39 | 64.1% | +27.6pt | ±16.6% |
| Dec 18, 2026 | 60 | 52.8% | +18.6pt | ±17.3% |
| Dec 31, 2026 | 73 | 55.2% | +14.3pt | ±19.6% |
| Jan 15, 2027 | 88 | 46.6% | +11.8pt | ±19.8% |
| Mar 19, 2027 | 151 | 45.9% | +9.3pt | ±23.9% |
| Mar 31, 2027 | 163 | 45.0% | +8.9pt | ±23.5% |
| Jun 17, 2027 | 241 | 41.5% | +1.3pt | ±26.2% |
| Jun 30, 2027 | 254 | 37.9% | +4.9pt | ±24.6% |
| Jul 16, 2027 | 270 | 36.5% | +4.1pt | ±24.2% |
| Sep 30, 2027 | 346 | 40.9% | +15.5pt | ±30.7% |
| Dec 17, 2027 | 424 | 42.2% | +11.3pt | ±34.6% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20