HYG volatilitas 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.3.6%
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%
Selisih IV − HV20
-0.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
0
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
5/60 hari yang direkam
Cboe delayed options data · per Sep 04, 21:51 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 31.6% | — | ±0.2% |
| Sep 11, 2026 | 7 | 3.5% | — | ±0.4% |
| Sep 18, 2026 | 14 | 4.4% | +2.0pt | ±0.8% |
| Sep 25, 2026 | 21 | 3.9% | +1.5pt | ±0.8% |
| Oct 02, 2026 | 28 | 3.6% | +2.4pt | ±1.1% |
| Oct 09, 2026 | 35 | 3.6% | +1.8pt | ±1.1% |
| Oct 16, 2026 | 42 | 3.5% | +1.3pt | ±1.1% |
| Oct 23, 2026 | 49 | 3.8% | +2.1pt | ±1.3% |
| Nov 20, 2026 | 77 | 4.2% | +1.4pt | ±1.8% |
| Dec 18, 2026 | 105 | 3.2% | +3.5pt | ±2.0% |
| Jan 15, 2027 | 133 | 4.3% | +3.4pt | ±2.4% |
| Feb 19, 2027 | 168 | 4.9% | +3.1pt | ±3.0% |
| Mar 19, 2027 | 196 | 5.7% | +3.0pt | ±3.7% |
| Apr 16, 2027 | 224 | 5.1% | +8.7pt | ±3.6% |
| May 21, 2027 | 259 | 6.7% | +3.4pt | ±4.9% |
| Jun 17, 2027 | 286 | 6.8% | +3.3pt | ±5.2% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20