IBIT volatilità 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.36.0%
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%
Spread IV − HV20
-4.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:35 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 |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 60.1% | — | ±0.5% |
| Sep 04, 2026 | 2 | 34.5% | -0.6pt | ±2.1% |
| Sep 09, 2026 | 7 | 30.5% | +0.3pt | ±3.4% |
| Sep 11, 2026 | 9 | 32.3% | +0.8pt | ±4.1% |
| Sep 14, 2026 | 12 | 32.4% | +0.8pt | ±4.7% |
| Sep 16, 2026 | 14 | 34.0% | +0.4pt | ±5.3% |
| Sep 18, 2026 | 16 | 35.3% | +0.7pt | ±5.9% |
| Sep 25, 2026 | 23 | 35.4% | +0.4pt | ±7.1% |
| Oct 02, 2026 | 30 | 36.0% | +0.2pt | ±8.3% |
| Oct 09, 2026 | 37 | 36.5% | +0.2pt | ±9.3% |
| Oct 16, 2026 | 44 | 36.9% | +0.4pt | ±10.3% |
| Nov 20, 2026 | 79 | 38.8% | +1.0pt | ±14.4% |
| Nov 30, 2026 | 89 | 38.7% | +0.9pt | ±15.3% |
| Dec 18, 2026 | 107 | 39.5% | +1.2pt | ±17.1% |
| Jan 15, 2027 | 135 | 40.0% | +1.0pt | ±19.5% |
| Feb 19, 2027 | 170 | 40.8% | +0.5pt | ±22.2% |
Volatility smile — Sep 18, 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