GDXJ volatilitas VanEck Junior 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.45.2%
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.47.8%
HV6051.9%
Selisih IV − HV20
-2.6pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 18:38 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 46.8% | +0.9pt | ±3.4% |
| Oct 30, 2026 | 10 | 46.2% | +2.4pt | ±6.1% |
| Nov 06, 2026 | 17 | 46.6% | +0.1pt | ±8.1% |
| Nov 13, 2026 | 24 | 46.9% | -0.5pt | ±9.6% |
| Nov 20, 2026 | 31 | 44.9% | +1.1pt | ±10.5% |
| Nov 27, 2026 | 38 | 44.5% | +0.5pt | ±11.5% |
| Dec 18, 2026 | 59 | 45.3% | +1.7pt | ±14.6% |
| Jan 15, 2027 | 87 | 45.3% | +0.3pt | ±17.6% |
| Feb 19, 2027 | 122 | 44.1% | -0.1pt | ±20.2% |
| Mar 19, 2027 | 150 | 46.2% | -0.8pt | ±23.4% |
| May 21, 2027 | 213 | 47.3% | -0.7pt | ±28.5% |
| Jan 21, 2028 | 458 | 46.6% | -1.2pt | ±40.8% |
Volatility smile — Nov 20, 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