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.5.9%
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.4.5%
HV603.9%
Diferencial IV − HV20
+1.4pt
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.
28/60 días registrados
Cboe delayed options data · a fecha de 09:37 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 5.5% | +4.8pt | ±0.6% |
| Oct 30, 2026 | 11 | 7.4% | +1.9pt | ±1.2% |
| Nov 06, 2026 | 18 | 4.9% | +4.2pt | ±1.2% |
| Nov 13, 2026 | 25 | 6.4% | +3.4pt | ±1.6% |
| Nov 20, 2026 | 32 | 5.7% | +3.2pt | ±1.5% |
| Nov 27, 2026 | 39 | 5.8% | +3.0pt | ±1.7% |
| Dec 18, 2026 | 60 | 5.1% | +1.5pt | ±2.2% |
| Jan 15, 2027 | 88 | 5.1% | +3.4pt | ±2.4% |
| Feb 19, 2027 | 123 | 5.8% | +3.3pt | ±3.0% |
| Mar 19, 2027 | 151 | 6.2% | +3.7pt | ±3.6% |
| Apr 16, 2027 | 179 | 6.7% | +3.9pt | ±4.1% |
| May 21, 2027 | 214 | 7.7% | +3.2pt | ±5.1% |
| Jun 17, 2027 | 241 | 6.0% | +4.1pt | ±4.4% |
| Jul 16, 2027 | 270 | 10.2% | +3.9pt | ±7.2% |
| Aug 20, 2027 | 305 | 8.5% | +3.5pt | ±6.5% |
| Sep 17, 2027 | 333 | 9.1% | +4.0pt | ±7.2% |
Sonrisa de volatilidad — Nov 20, 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