EWZ volatilidade 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.32.1%
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
+6.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
48
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 15:34 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 36.8% | +1.4pt | ±1.8% |
| Sep 11, 2026 | 8 | 28.5% | +0.7pt | ±3.5% |
| Sep 18, 2026 | 15 | 28.3% | +0.1pt | ±4.7% |
| Sep 25, 2026 | 22 | 28.1% | -1.5pt | ±5.6% |
| Sep 30, 2026 | 27 | 28.0% | +0.2pt | ±6.1% |
| Oct 02, 2026 | 29 | 30.2% | +0.2pt | ±6.9% |
| Oct 09, 2026 | 36 | 40.2% | -0.1pt | ±10.2% |
| Oct 16, 2026 | 43 | 37.5% | +0.0pt | ±10.3% |
| Oct 23, 2026 | 50 | 39.3% | -8.9pt | ±11.7% |
| Nov 20, 2026 | 78 | 41.1% | +0.4pt | ±15.2% |
| Dec 18, 2026 | 106 | 39.7% | +1.1pt | ±17.2% |
| Dec 31, 2026 | 119 | 37.9% | +6.0pt | ±17.3% |
| Jan 15, 2027 | 134 | 37.1% | +0.8pt | ±17.8% |
| Mar 19, 2027 | 197 | 33.7% | +1.1pt | ±19.4% |
| Mar 31, 2027 | 209 | 35.4% | -1.7pt | ±20.9% |
| Jun 17, 2027 | 287 | 32.4% | +1.8pt | ±22.3% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20