HYG volatilità 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.9.9%
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%
Spread IV − HV20
+5.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 21:04 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 2.9% | +2.4pt | ±0.3% |
| Oct 30, 2026 | 11 | 4.7% | +26.5pt | ±0.6% |
| Nov 06, 2026 | 18 | 24.0% | +27.4pt | ±4.4% |
| Nov 13, 2026 | 25 | 17.2% | +0.0pt | ±3.8% |
| Nov 20, 2026 | 32 | 6.1% | +21.0pt | ±1.6% |
| Nov 27, 2026 | 39 | 24.4% | +14.8pt | ±6.4% |
| Dec 18, 2026 | 60 | 3.5% | -9.6pt | ±1.9% |
| Jan 15, 2027 | 88 | 8.8% | +18.8pt | ±5.3% |
| Feb 19, 2027 | 123 | 13.7% | +2.7pt | ±6.4% |
| Mar 19, 2027 | 151 | 15.3% | +7.3pt | ±7.9% |
| Apr 16, 2027 | 179 | 11.1% | +3.3pt | ±6.4% |
| May 21, 2027 | 214 | 7.7% | +10.2pt | ±5.0% |
| Jun 17, 2027 | 241 | 9.4% | +12.0pt | ±6.4% |
| Jul 16, 2027 | 270 | 9.3% | +4.4pt | ±6.7% |
| Aug 20, 2027 | 305 | 9.5% | +7.5pt | ±7.2% |
| Sep 17, 2027 | 333 | 11.6% | +15.1pt | ±9.1% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20