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.19.1%
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%
HV6017.8%
Spread IV − HV20
+4.8pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
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.
4/60 dias registrados
Cboe delayed options data · em 21:50 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 26.7% | +10.0pt | ±1.2% |
| Sep 11, 2026 | 8 | 17.1% | -0.1pt | ±2.1% |
| Sep 18, 2026 | 15 | 15.5% | -0.1pt | ±2.5% |
| Sep 25, 2026 | 22 | 19.2% | +1.2pt | ±3.8% |
| Sep 30, 2026 | 27 | 18.5% | +5.3pt | ±4.1% |
| Oct 02, 2026 | 29 | 19.2% | -1.0pt | ±4.4% |
| Oct 09, 2026 | 36 | 18.5% | +4.0pt | ±4.7% |
| Oct 16, 2026 | 43 | 18.8% | +1.7pt | ±5.2% |
| Oct 23, 2026 | 50 | 19.0% | -1.3pt | ±5.6% |
| Nov 20, 2026 | 78 | 20.6% | +1.3pt | ±7.4% |
| Dec 18, 2026 | 106 | 22.5% | +1.4pt | ±10.0% |
| Dec 31, 2026 | 119 | 21.0% | +2.1pt | ±9.8% |
| Jan 15, 2027 | 134 | 21.4% | +0.8pt | ±10.5% |
| Feb 19, 2027 | 169 | 21.6% | -3.4pt | ±11.7% |
| Mar 19, 2027 | 197 | 22.3% | +1.2pt | ±12.9% |
| Mar 31, 2027 | 209 | 22.6% | +3.8pt | ±13.5% |
Sorriso de volatilidade — Sep 18, 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