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.61.4%
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.48.1%
HV6032.9%
Diferencial IV − HV20
+13.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
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 06:37 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 | 3 | 47.8% | +11.7pt | ±4.0% |
| Oct 30, 2026 | 10 | 84.8% | +36.9pt | ±11.8% |
| Nov 06, 2026 | 17 | 72.2% | +33.2pt | ±12.9% |
| Nov 13, 2026 | 24 | 63.5% | +25.1pt | ±13.3% |
| Nov 20, 2026 | 31 | 61.2% | +19.8pt | ±14.5% |
| Nov 27, 2026 | 38 | 64.0% | +30.6pt | ±16.7% |
| Dec 18, 2026 | 59 | 52.8% | +18.6pt | ±17.4% |
| Dec 31, 2026 | 72 | 55.2% | +11.5pt | ±19.7% |
| Jan 15, 2027 | 87 | 46.5% | +12.0pt | ±19.9% |
| Mar 19, 2027 | 150 | 45.9% | +10.8pt | ±24.0% |
| Mar 31, 2027 | 162 | 45.0% | +9.2pt | ±23.6% |
| Jun 17, 2027 | 240 | 41.5% | +1.0pt | ±26.3% |
| Jun 30, 2027 | 253 | 38.0% | +5.3pt | ±24.8% |
| Jul 16, 2027 | 269 | 36.5% | +2.9pt | ±24.3% |
| Sep 30, 2027 | 345 | 40.9% | +15.2pt | ±30.8% |
| Dec 17, 2027 | 423 | 42.1% | +11.5pt | ±34.8% |
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