EWZ volatilité 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.32.9%
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.25.7%
HV6022.3%
Écart IV − HV20
+7.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 06:34 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 43.8% | +3.9pt | ±2.6% |
| Sep 11, 2026 | 8 | 32.5% | -3.5pt | ±4.1% |
| Sep 18, 2026 | 15 | 31.0% | +2.1pt | ±5.2% |
| Sep 25, 2026 | 22 | 31.6% | -0.1pt | ±6.4% |
| Sep 30, 2026 | 27 | 30.5% | +2.8pt | ±6.8% |
| Oct 02, 2026 | 29 | 30.9% | -1.4pt | ±7.1% |
| Oct 09, 2026 | 36 | 41.0% | +0.7pt | ±10.5% |
| Oct 16, 2026 | 43 | 39.7% | +0.6pt | ±11.0% |
| Nov 20, 2026 | 78 | 42.5% | +0.1pt | ±15.8% |
| Dec 18, 2026 | 106 | 41.2% | +0.4pt | ±18.0% |
| Dec 31, 2026 | 119 | 39.9% | +1.6pt | ±18.3% |
| Jan 15, 2027 | 134 | 38.2% | +0.2pt | ±18.4% |
| Mar 19, 2027 | 197 | 36.3% | +1.8pt | ±20.9% |
| Mar 31, 2027 | 209 | 35.6% | +3.0pt | ±21.1% |
| Jun 17, 2027 | 287 | 31.3% | +0.4pt | ±21.6% |
| Jun 30, 2027 | 300 | 34.5% | — | ±24.3% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20