GDXJ волатильность 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.46.0%
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%
Спред IV − HV20
-1.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
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 21:37 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 | 46.1% | -3.9pt | ±3.5% |
| Oct 30, 2026 | 10 | 47.8% | -3.0pt | ±6.2% |
| Nov 06, 2026 | 17 | 44.3% | -1.6pt | ±7.7% |
| Nov 13, 2026 | 24 | 48.4% | -2.1pt | ±10.0% |
| Nov 20, 2026 | 31 | 45.7% | +0.1pt | ±10.7% |
| Nov 27, 2026 | 38 | 43.6% | +2.2pt | ±11.3% |
| Dec 18, 2026 | 59 | 44.8% | +2.3pt | ±14.5% |
| Jan 15, 2027 | 87 | 45.2% | -2.3pt | ±17.6% |
| Feb 19, 2027 | 122 | 44.9% | -3.5pt | ±20.7% |
| Mar 19, 2027 | 150 | 45.6% | -1.2pt | ±23.3% |
| May 21, 2027 | 213 | 46.3% | -1.3pt | ±28.1% |
| Jan 21, 2028 | 458 | 45.9% | -2.6pt | ±40.3% |
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