FXI volatilità 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.41.0%
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.18.2%
HV6017.2%
Spread IV − HV20
+22.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 09:37 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 101.3% | +14.2pt | ±8.4% |
| Oct 30, 2026 | 10 | 63.5% | +65.8pt | ±9.0% |
| Nov 06, 2026 | 17 | 15.4% | +16.4pt | ±3.0% |
| Nov 13, 2026 | 24 | 27.5% | +5.2pt | ±6.0% |
| Nov 20, 2026 | 31 | 42.4% | -0.8pt | ±10.2% |
| Nov 27, 2026 | 38 | 26.6% | +38.8pt | ±6.9% |
| Dec 18, 2026 | 59 | 31.5% | +7.1pt | ±11.5% |
| Dec 31, 2026 | 72 | 41.2% | +22.2pt | ±15.0% |
| Jan 15, 2027 | 87 | 24.1% | +32.7pt | ±9.8% |
| Feb 19, 2027 | 122 | 31.2% | +16.7pt | ±14.6% |
| Mar 19, 2027 | 150 | 25.8% | +12.4pt | ±13.6% |
| Mar 31, 2027 | 162 | 35.8% | +14.7pt | ±19.2% |
| Apr 16, 2027 | 178 | 23.6% | +1.7pt | ±13.5% |
| May 21, 2027 | 213 | 23.5% | +4.3pt | ±14.9% |
| Jun 17, 2027 | 240 | 17.2% | +10.1pt | ±11.6% |
| Jun 30, 2027 | 253 | 17.3% | +10.8pt | ±11.9% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20