ITB Volatilität 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.32.9%
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.27.8%
HV6028.3%
IV − HV20-Spread
+5.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
35
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand Oct 19, 21:57 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 32.9% | +4.3pt | ±8.2% |
| Dec 18, 2026 | 60 | 32.9% | +0.7pt | ±10.9% |
| Jan 15, 2027 | 88 | 28.2% | +1.7pt | ±11.2% |
| Apr 16, 2027 | 179 | 33.4% | +0.6pt | ±18.7% |
| Jun 17, 2027 | 241 | 33.3% | +0.7pt | ±21.8% |
| Jan 21, 2028 | 459 | 32.3% | +1.3pt | ±28.5% |
Volatility Smile — Nov 20, 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