HYG 波动率 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.4.4%
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%
IV − HV20价差
+0.5pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
0
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 09:35 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 6.0% | +4.5pt | ±0.4% |
| Sep 11, 2026 | 8 | 5.6% | +1.6pt | ±0.6% |
| Sep 18, 2026 | 15 | 5.3% | +2.1pt | ±0.9% |
| Sep 25, 2026 | 22 | 4.5% | +0.6pt | ±1.0% |
| Oct 02, 2026 | 29 | 4.4% | +2.1pt | ±1.3% |
| Oct 09, 2026 | 36 | 4.5% | +2.1pt | ±1.3% |
| Oct 16, 2026 | 43 | 4.1% | +1.8pt | ±1.3% |
| Nov 20, 2026 | 78 | 4.5% | +3.2pt | ±1.9% |
| Dec 18, 2026 | 106 | 4.2% | +3.2pt | ±2.3% |
| Jan 15, 2027 | 134 | 4.4% | +3.4pt | ±2.5% |
| Feb 19, 2027 | 169 | 4.5% | +4.2pt | ±2.8% |
| Mar 19, 2027 | 197 | 7.1% | +3.5pt | ±4.4% |
| Apr 16, 2027 | 225 | 4.7% | +7.5pt | ±3.4% |
| May 21, 2027 | 260 | 6.6% | +2.2pt | ±4.8% |
| Jun 17, 2027 | 287 | 6.5% | +4.0pt | ±5.0% |
| Jul 16, 2027 | 316 | 8.2% | +9.7pt | ±6.3% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率,每日记录
IV30HV20