FXI волатильность 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.19.7%
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%
HV6017.7%
Спред IV − HV20
+5.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 00:34 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 17.7% | +6.4pt | ±1.1% |
| Sep 11, 2026 | 9 | 14.9% | +2.3pt | ±1.9% |
| Sep 18, 2026 | 16 | 18.7% | -0.1pt | ±3.2% |
| Sep 25, 2026 | 23 | 17.2% | +2.9pt | ±3.8% |
| Sep 30, 2026 | 28 | 17.9% | +5.4pt | ±4.1% |
| Oct 02, 2026 | 30 | 19.7% | -0.8pt | ±4.6% |
| Oct 09, 2026 | 37 | 18.3% | +3.2pt | ±4.7% |
| Oct 16, 2026 | 44 | 18.3% | +2.9pt | ±5.2% |
| Nov 20, 2026 | 79 | 19.9% | +1.3pt | ±7.5% |
| Dec 18, 2026 | 107 | 21.1% | +2.0pt | ±9.6% |
| Dec 31, 2026 | 120 | 21.0% | +1.4pt | ±9.9% |
| Jan 15, 2027 | 135 | 20.1% | +2.6pt | ±10.0% |
| Feb 19, 2027 | 170 | 21.6% | +2.0pt | ±11.9% |
| Mar 19, 2027 | 198 | 21.6% | +2.6pt | ±12.8% |
| Mar 31, 2027 | 210 | 22.1% | +3.4pt | ±13.5% |
| Apr 16, 2027 | 226 | 22.3% | +2.4pt | ±14.1% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20