ITB volatilitas iShares U.S. Home Construction ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.30.4%
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.29.1%
HV6034.0%
Selisih IV − HV20
+1.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 00:35 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 31.4% | -1.6pt | ±5.5% |
| Oct 16, 2026 | 44 | 30.0% | +4.0pt | ±8.8% |
| Jan 15, 2027 | 135 | 30.2% | +3.0pt | ±14.8% |
| Apr 16, 2027 | 226 | 29.7% | +4.2pt | ±18.6% |
| Jun 17, 2027 | 288 | 30.6% | +1.3pt | ±21.8% |
| Jan 21, 2028 | 506 | 31.7% | +4.2pt | ±29.6% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20