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.14.3%
HV6017.7%
IV − HV20-Spread
+5.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:34 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 17.7% | +6.4pt | ±1.1% |
| Sep 11, 2026 | 8 | 14.9% | +2.3pt | ±1.9% |
| Sep 18, 2026 | 15 | 18.7% | -0.1pt | ±3.2% |
| Sep 25, 2026 | 22 | 17.2% | +2.9pt | ±3.8% |
| Sep 30, 2026 | 27 | 17.9% | +5.4pt | ±4.1% |
| Oct 02, 2026 | 29 | 19.7% | -0.8pt | ±4.6% |
| Oct 09, 2026 | 36 | 18.3% | +3.2pt | ±4.7% |
| Oct 16, 2026 | 43 | 18.3% | +2.9pt | ±5.2% |
| Nov 20, 2026 | 78 | 19.9% | +1.3pt | ±7.5% |
| Dec 18, 2026 | 106 | 21.1% | +2.0pt | ±9.6% |
| Dec 31, 2026 | 119 | 21.0% | +1.4pt | ±9.9% |
| Jan 15, 2027 | 134 | 20.1% | +2.6pt | ±10.0% |
| Feb 19, 2027 | 169 | 21.6% | +2.0pt | ±11.9% |
| Mar 19, 2027 | 197 | 21.6% | +2.6pt | ±12.8% |
| Mar 31, 2027 | 209 | 22.1% | +3.4pt | ±13.5% |
| Apr 16, 2027 | 225 | 22.3% | +2.4pt | ±14.1% |
Volatility Smile — Sep 18, 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