FXI volatilitas 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.20.0%
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%
Selisih IV − HV20
+0.9pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 hari yang direkam
Cboe delayed options data · per 18:37 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 20.4% | +1.6pt | ±1.8% |
| Oct 30, 2026 | 11 | 19.6% | +1.8pt | ±2.8% |
| Nov 06, 2026 | 18 | 19.8% | +1.8pt | ±3.6% |
| Nov 13, 2026 | 25 | 20.1% | +1.7pt | ±4.3% |
| Nov 20, 2026 | 32 | 20.0% | +1.9pt | ±4.8% |
| Nov 27, 2026 | 39 | 19.7% | +3.2pt | ±5.2% |
| Dec 18, 2026 | 60 | 19.7% | +2.6pt | ±7.0% |
| Dec 31, 2026 | 73 | 19.2% | +0.6pt | ±7.2% |
| Jan 15, 2027 | 88 | 20.0% | +3.1pt | ±8.1% |
| Feb 19, 2027 | 123 | 20.6% | +1.9pt | ±9.8% |
| Mar 19, 2027 | 151 | 21.0% | +1.8pt | ±11.1% |
| Mar 31, 2027 | 163 | 22.1% | +2.8pt | ±12.1% |
| Apr 16, 2027 | 179 | 21.2% | +3.9pt | ±12.2% |
| May 21, 2027 | 214 | 21.3% | +2.8pt | ±13.4% |
| Jun 17, 2027 | 241 | 21.8% | +2.6pt | ±14.4% |
| Jun 30, 2027 | 254 | 22.1% | +3.0pt | ±14.9% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20