GDXJ 波动率 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.45.8%
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%
IV − HV20价差
-2.0pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 06:37 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 47.0% | -1.9pt | ±4.0% |
| Oct 30, 2026 | 10 | 48.4% | -4.2pt | ±6.7% |
| Nov 06, 2026 | 17 | 45.6% | -0.8pt | ±8.1% |
| Nov 13, 2026 | 24 | 44.5% | -0.6pt | ±9.3% |
| Nov 20, 2026 | 31 | 46.0% | -2.0pt | ±10.9% |
| Nov 27, 2026 | 38 | 44.4% | -2.7pt | ±11.6% |
| Dec 18, 2026 | 59 | 45.0% | -2.9pt | ±14.6% |
| Jan 15, 2027 | 87 | 44.7% | -2.4pt | ±17.4% |
| Feb 19, 2027 | 122 | 46.3% | -1.4pt | ±21.3% |
| Mar 19, 2027 | 150 | 46.2% | -0.1pt | ±23.5% |
| May 21, 2027 | 213 | 46.0% | -1.4pt | ±27.8% |
| Jan 21, 2028 | 458 | 47.9% | -1.2pt | ±42.0% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率,每日记录
IV30HV20