HYG Volatilität iShares iBoxx $ High Yield Corporate Bond ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.4.4%
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.3.9%
HV603.5%
IV − HV20-Spread
+0.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
0
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:35 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 6.0% | +4.5pt | ±0.4% |
| Sep 11, 2026 | 9 | 5.6% | +1.6pt | ±0.6% |
| Sep 18, 2026 | 16 | 5.3% | +2.1pt | ±0.9% |
| Sep 25, 2026 | 23 | 4.5% | +0.6pt | ±1.0% |
| Oct 02, 2026 | 30 | 4.4% | +2.1pt | ±1.3% |
| Oct 09, 2026 | 37 | 4.5% | +2.1pt | ±1.3% |
| Oct 16, 2026 | 44 | 4.1% | +1.8pt | ±1.3% |
| Nov 20, 2026 | 79 | 4.5% | +3.2pt | ±1.9% |
| Dec 18, 2026 | 107 | 4.2% | +3.2pt | ±2.3% |
| Jan 15, 2027 | 135 | 4.4% | +3.4pt | ±2.5% |
| Feb 19, 2027 | 170 | 4.5% | +4.2pt | ±2.8% |
| Mar 19, 2027 | 198 | 7.1% | +3.5pt | ±4.4% |
| Apr 16, 2027 | 226 | 4.7% | +7.5pt | ±3.4% |
| May 21, 2027 | 261 | 6.6% | +2.2pt | ±4.8% |
| Jun 17, 2027 | 288 | 6.5% | +4.0pt | ±5.0% |
| Jul 16, 2027 | 317 | 8.2% | +9.7pt | ±6.3% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20