IWM volatilità 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.19.8%
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%
Spread IV − HV20
+5.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 21:57 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 15.3% | — | ±0.1% |
| Oct 20, 2026 | 1 | 18.9% | +2.3pt | ±0.8% |
| Oct 21, 2026 | 2 | 19.1% | +3.1pt | ±1.1% |
| Oct 22, 2026 | 3 | 19.4% | +3.6pt | ±1.4% |
| Oct 23, 2026 | 4 | 19.9% | +4.1pt | ±1.7% |
| Oct 26, 2026 | 7 | 17.2% | +3.7pt | ±1.9% |
| Oct 27, 2026 | 8 | 17.6% | +4.0pt | ±2.1% |
| Oct 28, 2026 | 9 | 19.6% | +4.4pt | ±2.5% |
| Oct 29, 2026 | 10 | 20.0% | +4.5pt | ±2.7% |
| Oct 30, 2026 | 11 | 20.3% | +4.7pt | ±2.8% |
| Nov 02, 2026 | 14 | 18.9% | +4.3pt | ±3.0% |
| Nov 06, 2026 | 18 | 20.1% | +4.8pt | ±3.6% |
| Nov 13, 2026 | 25 | 19.9% | +4.7pt | ±4.2% |
| Nov 20, 2026 | 32 | 19.7% | +4.7pt | ±4.7% |
| Nov 27, 2026 | 39 | 19.3% | +4.4pt | ±5.1% |
| Dec 18, 2026 | 60 | 19.6% | +4.4pt | ±6.5% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20