FXI volatilidade 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
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 12:37 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 101.3% | +14.2pt | ±8.5% |
| 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 | ±10.3% |
| Nov 27, 2026 | 38 | 26.6% | +38.8pt | ±6.9% |
| Dec 18, 2026 | 59 | 25.0% | +7.1pt | ±8.6% |
| Dec 31, 2026 | 72 | 36.5% | +22.2pt | ±13.5% |
| Jan 15, 2027 | 87 | 25.3% | +32.7pt | ±9.7% |
| Feb 19, 2027 | 122 | 20.5% | +16.7pt | ±14.1% |
| Mar 19, 2027 | 150 | 27.5% | +12.4pt | ±14.5% |
| Mar 31, 2027 | 162 | 26.7% | +14.7pt | ±14.7% |
| Apr 16, 2027 | 178 | 25.9% | +1.7pt | ±15.0% |
| May 21, 2027 | 213 | 23.8% | +4.3pt | ±15.2% |
| Jun 17, 2027 | 240 | 27.3% | +10.1pt | ±18.1% |
| Jun 30, 2027 | 253 | 23.5% | +10.8pt | ±16.1% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20