EWZ волатильность 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.34.2%
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.25.3%
HV6022.3%
Спред IV − HV20
+8.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 06:34 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 27.8% | -9.4pt | ±1.2% |
| Sep 11, 2026 | 7 | 29.3% | -6.2pt | ±3.5% |
| Sep 18, 2026 | 14 | 29.4% | +7.8pt | ±4.8% |
| Sep 25, 2026 | 21 | 26.7% | -0.9pt | ±5.3% |
| Sep 30, 2026 | 26 | 27.7% | +18.5pt | ±6.0% |
| Oct 02, 2026 | 28 | 31.9% | +12.3pt | ±7.2% |
| Oct 09, 2026 | 35 | 38.2% | -25.2pt | ±9.6% |
| Oct 16, 2026 | 42 | 37.1% | -2.2pt | ±10.2% |
| Oct 23, 2026 | 49 | 38.3% | -16.4pt | ±11.3% |
| Nov 20, 2026 | 77 | 40.9% | -0.5pt | ±15.1% |
| Dec 18, 2026 | 105 | 40.0% | +0.4pt | ±17.4% |
| Dec 31, 2026 | 118 | 38.4% | +4.1pt | ±17.5% |
| Jan 15, 2027 | 133 | 37.5% | +1.0pt | ±18.0% |
| Mar 19, 2027 | 196 | 36.1% | +1.4pt | ±20.8% |
| Mar 31, 2027 | 208 | 35.3% | -1.6pt | ±20.9% |
| Jun 17, 2027 | 286 | 32.1% | -2.6pt | ±22.1% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20