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.39.0%
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.40.6%
HV6036.5%
IV − HV20-Spread
-1.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 45.9% | -6.3pt | ±2.2% |
| Sep 09, 2026 | 6 | 35.2% | -4.4pt | ±3.7% |
| Sep 11, 2026 | 8 | 36.9% | -4.1pt | ±4.5% |
| Sep 14, 2026 | 11 | 35.9% | -3.4pt | ±5.1% |
| Sep 16, 2026 | 13 | 37.9% | -3.2pt | ±5.8% |
| Sep 18, 2026 | 15 | 38.3% | -3.1pt | ±6.3% |
| Sep 25, 2026 | 22 | 38.4% | -3.0pt | ±7.6% |
| Oct 02, 2026 | 29 | 38.9% | -2.8pt | ±8.8% |
| Oct 09, 2026 | 36 | 39.5% | -2.5pt | ±9.9% |
| Oct 16, 2026 | 43 | 39.8% | -2.0pt | ±11.0% |
| Oct 23, 2026 | 50 | 40.1% | — | ±11.9% |
| Nov 20, 2026 | 78 | 41.4% | -0.9pt | ±15.3% |
| Nov 30, 2026 | 88 | 41.2% | -0.8pt | ±16.2% |
| Dec 18, 2026 | 106 | 41.9% | -0.2pt | ±18.1% |
| Jan 15, 2027 | 134 | 42.0% | -0.3pt | ±20.4% |
| Feb 19, 2027 | 169 | 42.5% | -0.4pt | ±23.1% |
Volatility Smile — Sep 18, 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