EWZ volatilità 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.30.9%
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%
Spread IV − HV20
+5.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 43.8% | +3.9pt | ±2.6% |
| Sep 11, 2026 | 9 | 32.5% | -3.5pt | ±4.1% |
| Sep 18, 2026 | 16 | 31.0% | +2.1pt | ±5.2% |
| Sep 25, 2026 | 23 | 31.6% | -0.1pt | ±6.4% |
| Sep 30, 2026 | 28 | 30.5% | +2.8pt | ±6.8% |
| Oct 02, 2026 | 30 | 30.9% | -1.4pt | ±7.1% |
| Oct 09, 2026 | 37 | 41.0% | +0.7pt | ±10.5% |
| Oct 16, 2026 | 44 | 39.7% | +0.6pt | ±11.0% |
| Nov 20, 2026 | 79 | 42.5% | +0.1pt | ±15.8% |
| Dec 18, 2026 | 107 | 41.2% | +0.4pt | ±18.0% |
| Dec 31, 2026 | 120 | 39.9% | +1.6pt | ±18.3% |
| Jan 15, 2027 | 135 | 38.2% | +0.2pt | ±18.4% |
| Mar 19, 2027 | 198 | 36.3% | +1.8pt | ±20.9% |
| Mar 31, 2027 | 210 | 35.6% | +3.0pt | ±21.1% |
| Jun 17, 2027 | 288 | 31.3% | +0.4pt | ±21.6% |
| Jun 30, 2027 | 301 | 34.5% | — | ±24.3% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20