IBIT Volatilität iShares Bitcoin Trust ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.6%
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.18.5%
HV6036.8%
IV − HV20-Spread
+18.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | 34.4% | +1.5pt | ±1.5% |
| Oct 21, 2026 | 1 | 34.0% | +2.5pt | ±2.0% |
| Oct 22, 2026 | 2 | 33.4% | +2.8pt | ±2.4% |
| Oct 23, 2026 | 3 | 33.6% | +3.0pt | ±2.8% |
| Oct 26, 2026 | 6 | 31.2% | +2.3pt | ±3.5% |
| Oct 27, 2026 | 7 | 31.8% | +2.7pt | ±3.8% |
| Oct 28, 2026 | 8 | 32.9% | +3.3pt | ±4.1% |
| Oct 29, 2026 | 9 | 33.4% | +3.5pt | ±4.4% |
| Oct 30, 2026 | 10 | 34.3% | +3.4pt | ±4.8% |
| Nov 02, 2026 | 13 | 34.5% | +3.2pt | ±5.5% |
| Nov 06, 2026 | 17 | 36.9% | +3.5pt | ±6.6% |
| Nov 13, 2026 | 24 | 36.5% | +3.0pt | ±7.7% |
| Nov 20, 2026 | 31 | 36.6% | +3.1pt | ±8.7% |
| Nov 27, 2026 | 38 | 36.5% | +2.8pt | ±9.5% |
| Nov 30, 2026 | 41 | 36.2% | +2.5pt | ±9.8% |
| Dec 18, 2026 | 59 | 37.5% | +2.8pt | ±12.2% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20