EWZ volatilitas 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.60.7%
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.48.6%
HV6033.2%
Selisih IV − HV20
+12.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 hari yang direkam
Cboe delayed options data · per 21:53 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 46.2% | +9.6pt | ±3.3% |
| Oct 30, 2026 | 10 | 93.5% | +49.0pt | ±12.3% |
| Nov 06, 2026 | 17 | 75.5% | +39.9pt | ±13.0% |
| Nov 13, 2026 | 24 | 66.2% | +34.3pt | ±13.5% |
| Nov 20, 2026 | 31 | 60.0% | +28.4pt | ±13.9% |
| Nov 27, 2026 | 38 | 56.5% | +18.3pt | ±14.5% |
| Dec 18, 2026 | 59 | 49.8% | +18.2pt | ±16.2% |
| Dec 31, 2026 | 72 | 46.6% | +12.5pt | ±16.5% |
| Jan 15, 2027 | 87 | 44.4% | +13.2pt | ±17.2% |
| Mar 19, 2027 | 150 | 40.4% | +6.2pt | ±20.3% |
| Mar 31, 2027 | 162 | 38.9% | +6.2pt | ±20.3% |
| Jun 17, 2027 | 240 | 35.9% | +4.3pt | ±22.7% |
| Jun 30, 2027 | 253 | 34.6% | +9.0pt | ±22.4% |
| Jul 16, 2027 | 269 | 35.9% | +5.1pt | ±24.0% |
| Sep 30, 2027 | 345 | 34.8% | -1.8pt | ±26.2% |
| Dec 17, 2027 | 423 | 34.5% | +6.3pt | ±28.5% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20