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.17.4%
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.12.8%
HV6015.0%
Spread IV − HV20
+4.6pt
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:35 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 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 16.0% | +2.4pt | ±0.7% |
| Sep 04, 2026 | 1 | 18.1% | +2.8pt | ±1.1% |
| Sep 08, 2026 | 5 | 13.4% | +2.7pt | ±1.4% |
| Sep 09, 2026 | 6 | 13.9% | +3.0pt | ±1.6% |
| Sep 10, 2026 | 7 | 14.6% | +3.3pt | ±1.7% |
| Sep 11, 2026 | 8 | 16.0% | +3.7pt | ±2.0% |
| Sep 14, 2026 | 11 | 15.0% | +3.8pt | ±2.2% |
| Sep 15, 2026 | 12 | 14.9% | +3.6pt | ±2.4% |
| Sep 16, 2026 | 13 | 16.2% | +4.2pt | ±2.6% |
| Sep 18, 2026 | 15 | 17.0% | +4.6pt | ±2.9% |
| Sep 25, 2026 | 22 | 17.1% | +4.6pt | ±3.5% |
| Sep 30, 2026 | 27 | 16.7% | +4.7pt | ±3.7% |
| Oct 02, 2026 | 29 | 17.4% | +4.6pt | ±4.0% |
| Oct 09, 2026 | 36 | 17.3% | +4.5pt | ±4.4% |
| Oct 16, 2026 | 43 | 17.5% | +4.5pt | ±4.9% |
| Nov 20, 2026 | 78 | 18.4% | +4.7pt | ±6.9% |
Volatility smile — Sep 18, 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