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.20.2%
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%
Спред IV − HV20
+2.0pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 18:37 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 20.2% | +1.9pt | ±1.5% |
| Oct 30, 2026 | 10 | 19.4% | +2.2pt | ±2.6% |
| Nov 06, 2026 | 17 | 19.8% | +1.8pt | ±3.5% |
| Nov 13, 2026 | 24 | 20.1% | +2.1pt | ±4.2% |
| Nov 20, 2026 | 31 | 20.2% | +1.9pt | ±4.8% |
| Nov 27, 2026 | 38 | 20.0% | +1.7pt | ±5.2% |
| Dec 18, 2026 | 59 | 19.8% | +2.2pt | ±7.0% |
| Dec 31, 2026 | 72 | 20.0% | +3.1pt | ±7.5% |
| Jan 15, 2027 | 87 | 20.5% | +1.5pt | ±8.3% |
| Feb 19, 2027 | 122 | 20.8% | +2.0pt | ±9.8% |
| Mar 19, 2027 | 150 | 20.9% | +2.2pt | ±10.9% |
| Mar 31, 2027 | 162 | 21.9% | +3.5pt | ±11.8% |
| Apr 16, 2027 | 178 | 21.9% | +2.7pt | ±12.3% |
| May 21, 2027 | 213 | 21.9% | +2.6pt | ±13.5% |
| Jun 17, 2027 | 240 | 21.8% | +2.8pt | ±14.2% |
| Jun 30, 2027 | 253 | 21.7% | +3.7pt | ±14.5% |
Улыбка волатильности — Nov 20, 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