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.8.2%
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.4.3%
HV603.9%
Selisih IV − HV20
+3.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 09:38 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 2.9% | +2.4pt | ±0.3% |
| Oct 30, 2026 | 10 | 4.7% | +26.5pt | ±0.6% |
| Nov 06, 2026 | 17 | 24.0% | +27.4pt | ±4.4% |
| Nov 13, 2026 | 24 | 17.2% | +0.0pt | ±3.8% |
| Nov 20, 2026 | 31 | 6.1% | +21.0pt | ±1.6% |
| Nov 27, 2026 | 38 | 24.4% | +14.8pt | ±6.4% |
| Dec 18, 2026 | 59 | 3.5% | -9.6pt | ±1.9% |
| Jan 15, 2027 | 87 | 8.8% | +18.8pt | ±5.3% |
| Feb 19, 2027 | 122 | 13.7% | +2.7pt | ±6.4% |
| Mar 19, 2027 | 150 | 15.3% | +7.3pt | ±7.9% |
| Apr 16, 2027 | 178 | 11.1% | +3.3pt | ±6.4% |
| May 21, 2027 | 213 | 7.7% | +10.2pt | ±5.0% |
| Jun 17, 2027 | 240 | 9.4% | +12.0pt | ±6.4% |
| Jul 16, 2027 | 269 | 9.3% | +4.4pt | ±6.7% |
| Aug 20, 2027 | 304 | 9.5% | +7.5pt | ±7.2% |
| Sep 17, 2027 | 332 | 11.6% | +15.1pt | ±9.1% |
Volatility smile — Nov 20, 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