HYG volatilidad 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.3.8%
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.3.9%
HV603.5%
Diferencial IV − HV20
-0.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
0
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 18:03 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 7.0% | — | ±0.4% |
| Sep 11, 2026 | 8 | 4.4% | +1.5pt | ±0.6% |
| Sep 18, 2026 | 15 | 5.0% | +2.0pt | ±0.9% |
| Sep 25, 2026 | 22 | 4.6% | +1.9pt | ±1.0% |
| Oct 02, 2026 | 29 | 3.7% | +1.6pt | ±1.1% |
| Oct 09, 2026 | 36 | 4.1% | +2.2pt | ±1.2% |
| Oct 16, 2026 | 43 | 4.2% | +2.2pt | ±1.3% |
| Oct 23, 2026 | 50 | 4.4% | +2.5pt | ±1.4% |
| Nov 20, 2026 | 78 | 4.4% | +3.0pt | ±1.8% |
| Dec 18, 2026 | 106 | 3.8% | +3.3pt | ±2.2% |
| Jan 15, 2027 | 134 | 4.3% | +3.6pt | ±2.4% |
| Feb 19, 2027 | 169 | 4.5% | +3.1pt | ±2.8% |
| Mar 19, 2027 | 197 | 4.7% | +3.1pt | ±3.2% |
| Apr 16, 2027 | 225 | 4.5% | +3.7pt | ±3.3% |
| May 21, 2027 | 260 | 4.9% | +4.3pt | ±3.8% |
| Jun 17, 2027 | 287 | 5.0% | +4.1pt | ±4.1% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20