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.5.4%
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.5.3%
HV605.1%
IV − HV20价差
+0.1pt
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).
1
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 | 6.2% | +0.0pt | ±0.4% |
| Sep 11, 2026 | 8 | 5.3% | +0.2pt | ±0.7% |
| Sep 18, 2026 | 15 | 5.4% | +0.3pt | ±1.0% |
| Sep 25, 2026 | 22 | 5.3% | +0.3pt | ±1.2% |
| Oct 02, 2026 | 29 | 5.4% | +0.5pt | ±1.4% |
| Oct 09, 2026 | 36 | 5.4% | +0.4pt | ±1.5% |
| Oct 16, 2026 | 43 | 5.5% | +0.5pt | ±1.6% |
| Nov 20, 2026 | 78 | 5.8% | +0.6pt | ±2.2% |
| Dec 18, 2026 | 106 | 5.7% | +0.5pt | ±2.7% |
| Jan 15, 2027 | 134 | 5.8% | +0.5pt | ±2.9% |
| Mar 19, 2027 | 197 | 5.9% | +0.5pt | ±3.6% |
| Apr 16, 2027 | 225 | 6.4% | +0.4pt | ±4.6% |
| Jan 21, 2028 | 505 | 6.7% | +0.5pt | ±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