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.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.18.2%
HV6017.2%
Spread IV − HV20
+1.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
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 15:37 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 | 20.6% | +0.6pt | ±1.6% |
| Oct 30, 2026 | 10 | 19.5% | +0.9pt | ±2.6% |
| Nov 06, 2026 | 17 | 19.8% | +1.2pt | ±3.5% |
| Nov 13, 2026 | 24 | 19.9% | +1.4pt | ±4.1% |
| Nov 20, 2026 | 31 | 20.0% | +1.1pt | ±4.7% |
| Nov 27, 2026 | 38 | 19.7% | +1.8pt | ±5.1% |
| Dec 18, 2026 | 59 | 20.3% | +1.7pt | ±7.1% |
| Dec 31, 2026 | 72 | 20.0% | +3.5pt | ±7.5% |
| Jan 15, 2027 | 87 | 19.8% | +1.1pt | ±8.0% |
| Feb 19, 2027 | 122 | 20.6% | +1.7pt | ±9.7% |
| Mar 19, 2027 | 150 | 20.9% | +1.7pt | ±10.9% |
| Mar 31, 2027 | 162 | 21.9% | +3.1pt | ±11.8% |
| Apr 16, 2027 | 178 | 22.1% | +2.9pt | ±12.5% |
| May 21, 2027 | 213 | 22.1% | +2.9pt | ±13.7% |
| Jun 17, 2027 | 240 | 21.8% | +3.2pt | ±14.3% |
| Jun 30, 2027 | 253 | 22.1% | +3.8pt | ±14.7% |
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