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.29.5%
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.28.5%
HV6033.0%
IV − HV20-Spread
+1.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
42
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:51 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 |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 27.3% | -6.1pt | ±4.6% |
| Oct 16, 2026 | 43 | 30.1% | +0.6pt | ±8.6% |
| Jan 15, 2027 | 134 | 29.8% | +2.3pt | ±14.5% |
| Apr 16, 2027 | 225 | 28.5% | +0.9pt | ±17.9% |
| Jun 17, 2027 | 287 | 29.3% | +2.0pt | ±20.8% |
| Jan 21, 2028 | 505 | 30.9% | +3.5pt | ±28.8% |
Volatility Smile — Sep 18, 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