FXI Volatilität 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.19.5%
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.18.2%
HV6017.2%
IV − HV20-Spread
+1.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:55 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 20.6% | -2.4pt | ±1.7% |
| Oct 30, 2026 | 11 | 19.3% | +2.3pt | ±2.7% |
| Nov 06, 2026 | 18 | 21.4% | +4.1pt | ±3.8% |
| Nov 13, 2026 | 25 | 19.0% | +5.8pt | ±4.0% |
| Nov 20, 2026 | 32 | 19.6% | +2.0pt | ±4.7% |
| Nov 27, 2026 | 39 | 19.5% | -1.8pt | ±5.2% |
| Dec 18, 2026 | 60 | 19.8% | +4.6pt | ±7.0% |
| Dec 31, 2026 | 73 | 20.1% | -0.6pt | ±7.6% |
| Jan 15, 2027 | 88 | 19.5% | +1.3pt | ±7.9% |
| Feb 19, 2027 | 123 | 25.7% | +4.3pt | ±12.1% |
| Mar 19, 2027 | 151 | 23.4% | +1.6pt | ±12.3% |
| Mar 31, 2027 | 163 | 22.7% | +3.1pt | ±12.4% |
| Apr 16, 2027 | 179 | 22.1% | +4.2pt | ±12.7% |
| May 21, 2027 | 214 | 21.8% | +3.2pt | ±13.7% |
| Jun 17, 2027 | 241 | 20.8% | +2.0pt | ±13.8% |
| Jun 30, 2027 | 254 | 22.7% | +1.9pt | ±15.3% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20