GDX Volatilität VanEck Gold Miners ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.3%
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.42.0%
HV6047.2%
IV − HV20-Spread
-1.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 41.0% | +2.0pt | ±1.8% |
| Oct 23, 2026 | 3 | 43.0% | +0.4pt | ±3.2% |
| Oct 26, 2026 | 6 | 37.1% | +0.2pt | ±3.8% |
| Oct 28, 2026 | 8 | 40.7% | +2.0pt | ±4.8% |
| Oct 30, 2026 | 10 | 42.6% | -0.8pt | ±5.7% |
| Nov 02, 2026 | 13 | 40.4% | +0.2pt | ±6.1% |
| Nov 04, 2026 | 15 | 40.8% | -4.6pt | ±6.6% |
| Nov 06, 2026 | 17 | 42.4% | +0.7pt | ±7.4% |
| Nov 13, 2026 | 24 | 41.1% | -0.2pt | ±8.5% |
| Nov 20, 2026 | 31 | 40.2% | +0.5pt | ±9.4% |
| Nov 27, 2026 | 38 | 39.6% | +0.3pt | ±10.2% |
| Dec 18, 2026 | 59 | 40.0% | -0.3pt | ±12.9% |
| Jan 15, 2027 | 87 | 40.3% | -0.4pt | ±15.7% |
| Mar 19, 2027 | 150 | 40.7% | -0.6pt | ±20.7% |
| Jun 17, 2027 | 240 | 40.9% | -1.8pt | ±26.3% |
| Sep 17, 2027 | 332 | 40.7% | -2.1pt | ±30.6% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20