IWM volatilidade 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.19.9%
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.14.6%
HV6014.1%
Spread IV − HV20
+5.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 13:04 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | 27.9% | +4.1pt | ±0.7% |
| Oct 21, 2026 | 1 | 21.9% | +3.5pt | ±1.1% |
| Oct 22, 2026 | 2 | 21.3% | +3.9pt | ±1.4% |
| Oct 23, 2026 | 3 | 21.2% | +4.3pt | ±1.6% |
| Oct 26, 2026 | 6 | 17.7% | +3.8pt | ±1.9% |
| Oct 27, 2026 | 7 | 18.0% | +4.2pt | ±2.0% |
| Oct 28, 2026 | 8 | 20.1% | +4.5pt | ±2.4% |
| Oct 29, 2026 | 9 | 20.6% | +4.7pt | ±2.6% |
| Oct 30, 2026 | 10 | 20.7% | +4.8pt | ±2.8% |
| Nov 02, 2026 | 13 | 19.1% | +4.6pt | ±3.0% |
| Nov 03, 2026 | 14 | 19.4% | +2.8pt | ±3.1% |
| Nov 06, 2026 | 17 | 20.2% | +4.8pt | ±3.6% |
| Nov 13, 2026 | 24 | 20.2% | +4.7pt | ±4.2% |
| Nov 20, 2026 | 31 | 19.8% | +4.7pt | ±4.7% |
| Nov 27, 2026 | 38 | 19.4% | +4.4pt | ±5.1% |
| Dec 18, 2026 | 59 | 19.6% | +4.5pt | ±6.4% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20