IWM volatilitas iShares Russell 2000 ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.19.1%
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.14.6%
HV6014.1%
Selisih IV − HV20
+4.5pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 17:04 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 |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | 19.1% | +2.8pt | ±0.3% |
| Oct 21, 2026 | 1 | 19.4% | +1.8pt | ±0.9% |
| Oct 22, 2026 | 2 | 19.0% | +2.5pt | ±1.2% |
| Oct 23, 2026 | 3 | 19.3% | +2.9pt | ±1.4% |
| Oct 26, 2026 | 6 | 16.2% | +2.6pt | ±1.7% |
| Oct 27, 2026 | 7 | 16.6% | +2.8pt | ±1.9% |
| Oct 28, 2026 | 8 | 19.0% | +3.4pt | ±2.3% |
| Oct 29, 2026 | 9 | 19.5% | +3.6pt | ±2.5% |
| Oct 30, 2026 | 10 | 19.6% | +3.8pt | ±2.6% |
| Nov 02, 2026 | 13 | 18.2% | +3.6pt | ±2.8% |
| Nov 03, 2026 | 14 | 18.4% | +3.5pt | ±2.9% |
| Nov 06, 2026 | 17 | 19.5% | +4.0pt | ±3.4% |
| Nov 13, 2026 | 24 | 19.3% | +4.1pt | ±4.0% |
| Nov 20, 2026 | 31 | 19.1% | +4.1pt | ±4.5% |
| Nov 27, 2026 | 38 | 18.7% | +4.1pt | ±4.8% |
| Dec 18, 2026 | 59 | 19.2% | +4.2pt | ±6.3% |
Volatility smile — Nov 20, 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