GDX volatilitas 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.44.5%
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.53.7%
HV6051.1%
Selisih IV − HV20
-9.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:34 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 47.3% | +2.9pt | ±2.2% |
| Sep 11, 2026 | 8 | 42.4% | +2.8pt | ±5.1% |
| Sep 18, 2026 | 15 | 44.7% | +1.9pt | ±7.3% |
| Sep 25, 2026 | 22 | 44.7% | +1.0pt | ±8.8% |
| Oct 02, 2026 | 29 | 44.5% | +0.5pt | ±10.0% |
| Oct 09, 2026 | 36 | 44.5% | +0.2pt | ±11.2% |
| Oct 16, 2026 | 43 | 45.0% | -0.5pt | ±12.3% |
| Oct 23, 2026 | 50 | 44.7% | — | ±13.2% |
| Nov 20, 2026 | 78 | 45.2% | -1.0pt | ±16.7% |
| Dec 18, 2026 | 106 | 45.0% | -1.3pt | ±19.4% |
| Jan 15, 2027 | 134 | 44.9% | -1.4pt | ±21.6% |
| Mar 19, 2027 | 197 | 44.6% | -1.7pt | ±25.9% |
| Jun 17, 2027 | 287 | 44.2% | -2.7pt | ±31.0% |
| Sep 17, 2027 | 379 | 44.0% | — | ±35.2% |
| Dec 17, 2027 | 470 | 43.9% | -2.0pt | ±39.1% |
| Jan 21, 2028 | 505 | 44.7% | -2.4pt | ±40.9% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20