GLD волатильность 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.27.3%
HV6027.2%
Спред IV − HV20
-2.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
23
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 17:03 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 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 19.4% | -3.1pt | ±0.3% |
| Sep 04, 2026 | 1 | 28.1% | -0.8pt | ±1.3% |
| Sep 08, 2026 | 5 | 19.9% | -0.7pt | ±1.9% |
| Sep 09, 2026 | 6 | 21.1% | -0.8pt | ±2.2% |
| Sep 10, 2026 | 7 | 22.2% | -1.0pt | ±2.5% |
| Sep 11, 2026 | 8 | 23.8% | -1.0pt | ±2.9% |
| Sep 14, 2026 | 11 | 22.3% | -1.0pt | ±3.1% |
| Sep 15, 2026 | 12 | 23.0% | — | ±3.4% |
| Sep 16, 2026 | 13 | 24.3% | — | ±3.7% |
| Sep 17, 2026 | 14 | 24.2% | — | ±3.8% |
| Sep 18, 2026 | 15 | 25.0% | -1.2pt | ±4.1% |
| Sep 25, 2026 | 22 | 24.5% | -1.4pt | ±4.8% |
| Sep 30, 2026 | 27 | 24.1% | -1.4pt | ±5.3% |
| Oct 02, 2026 | 29 | 24.5% | -1.5pt | ±5.5% |
| Oct 09, 2026 | 36 | 24.4% | -1.7pt | ±6.2% |
| Oct 16, 2026 | 43 | 24.6% | -1.7pt | ±6.8% |
Улыбка волатильности — Sep 18, 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