GLD ボラティリティ SPDR Gold Shares
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.4%
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.27.9%
HV6027.2%
IV − HV20スプレッド
-3.5pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
26
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時： 03:35 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキュー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. | インプライドムーブ |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 27.0% | -4.9pt | ±0.1% |
| Sep 04, 2026 | 1 | 33.1% | +0.7pt | ±1.4% |
| Sep 08, 2026 | 5 | 21.0% | -0.3pt | ±2.0% |
| Sep 09, 2026 | 6 | 21.8% | -0.4pt | ±2.2% |
| Sep 10, 2026 | 7 | 22.8% | -0.7pt | ±2.5% |
| Sep 11, 2026 | 8 | 24.3% | -0.7pt | ±2.9% |
| Sep 14, 2026 | 11 | 22.7% | -0.8pt | ±3.1% |
| Sep 15, 2026 | 12 | 23.3% | — | ±3.4% |
| Sep 16, 2026 | 13 | 24.5% | — | ±3.7% |
| Sep 17, 2026 | 14 | 24.2% | — | ±3.8% |
| Sep 18, 2026 | 15 | 25.2% | -1.1pt | ±4.1% |
| Sep 25, 2026 | 22 | 24.6% | -1.3pt | ±4.8% |
| Sep 30, 2026 | 27 | 24.1% | -1.4pt | ±5.3% |
| Oct 02, 2026 | 29 | 24.4% | -1.6pt | ±5.5% |
| Oct 09, 2026 | 36 | 24.4% | -1.7pt | ±6.1% |
| Oct 16, 2026 | 43 | 24.5% | -1.6pt | ±6.7% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20