IEF 波动率 iShares 7-10 Year Treasury 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.7.4%
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.6.1%
HV605.5%
IV − HV20价差
+1.3pt
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.
29/60 已记录天数
Cboe delayed options data · 截至 00:39 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 16.5% | — | ±0.1% |
| Oct 21, 2026 | 2 | 6.9% | — | ±0.4% |
| Oct 23, 2026 | 4 | 7.1% | +0.0pt | ±0.6% |
| Oct 26, 2026 | 7 | 6.2% | +0.0pt | ±0.7% |
| Oct 28, 2026 | 9 | 6.9% | +0.2pt | ±0.9% |
| Oct 30, 2026 | 11 | 7.3% | +0.1pt | ±1.0% |
| Nov 02, 2026 | 14 | 6.2% | +0.0pt | ±1.2% |
| Nov 06, 2026 | 18 | 7.4% | +0.2pt | ±1.4% |
| Nov 13, 2026 | 25 | 7.4% | +0.1pt | ±1.6% |
| Nov 20, 2026 | 32 | 7.4% | +0.2pt | ±1.8% |
| Nov 27, 2026 | 39 | 7.2% | +0.2pt | ±1.9% |
| Dec 18, 2026 | 60 | 7.3% | +0.2pt | ±2.5% |
| Jan 15, 2027 | 88 | 7.2% | +0.4pt | ±2.9% |
| Mar 19, 2027 | 151 | 7.4% | +0.5pt | ±3.8% |
| Apr 16, 2027 | 179 | 7.4% | +0.5pt | ±4.2% |
| Jun 17, 2027 | 241 | 7.5% | +0.6pt | ±4.9% |
波动率微笑 — Nov 20, 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