FXI volatilité iShares China Large-Cap ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.1%
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.19.1%
HV6017.1%
Écart IV − HV20
+1.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
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.
28/60 jours enregistrés
Cboe delayed options data · au 09:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 21.7% | +0.2pt | ±2.5% |
| Oct 30, 2026 | 11 | 33.1% | +0.8pt | ±5.4% |
| Nov 06, 2026 | 18 | 24.5% | +39.9pt | ±4.7% |
| Nov 13, 2026 | 25 | 19.2% | +4.0pt | ±4.3% |
| Nov 20, 2026 | 32 | 21.6% | +1.6pt | ±5.4% |
| Nov 27, 2026 | 39 | 19.8% | -8.9pt | ±5.4% |
| Dec 18, 2026 | 60 | 30.9% | +1.6pt | ±10.7% |
| Dec 31, 2026 | 73 | 43.2% | +1.7pt | ±15.9% |
| Jan 15, 2027 | 88 | 24.9% | -10.5pt | ±10.1% |
| Feb 19, 2027 | 123 | 32.7% | -22.4pt | ±15.4% |
| Mar 19, 2027 | 151 | 17.0% | -14.0pt | ±9.2% |
| Mar 31, 2027 | 163 | 28.9% | -22.9pt | ±15.6% |
| Apr 16, 2027 | 179 | 24.8% | -11.2pt | ±14.1% |
| May 21, 2027 | 214 | 23.6% | -7.7pt | ±14.7% |
| Jun 17, 2027 | 241 | 17.6% | -10.5pt | ±11.8% |
| Jun 30, 2027 | 254 | 22.3% | +5.4pt | ±15.0% |
Smile de volatilité — Nov 20, 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