GDXJ volatilité 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.49.2%
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.57.0%
HV6056.9%
Écart IV − HV20
-7.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
79
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 00:34 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 53.7% | +1.7pt | ±3.3% |
| Sep 11, 2026 | 9 | 47.1% | +2.0pt | ±6.0% |
| Sep 18, 2026 | 16 | 49.4% | -2.3pt | ±8.3% |
| Sep 25, 2026 | 23 | 49.3% | -0.3pt | ±10.0% |
| Oct 02, 2026 | 30 | 49.2% | +0.4pt | ±11.4% |
| Oct 09, 2026 | 37 | 49.0% | -0.6pt | ±12.6% |
| Oct 16, 2026 | 44 | 50.1% | -0.9pt | ±14.0% |
| Nov 20, 2026 | 79 | 50.4% | -0.7pt | ±18.9% |
| Dec 18, 2026 | 107 | 51.0% | -0.4pt | ±22.2% |
| Jan 15, 2027 | 135 | 49.6% | -0.6pt | ±23.9% |
| Feb 19, 2027 | 170 | 49.4% | -1.3pt | ±26.8% |
| Jan 21, 2028 | 506 | 49.4% | — | ±45.5% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20