KRE Volatilität State Street SPDR S&P Regional Banking ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.1%
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.15.3%
HV6017.4%
IV − HV20-Spread
+5.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:41 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 04, 2026 | 2 | 44.0% | +9.9pt | ±2.6% |
| Sep 11, 2026 | 9 | 33.2% | +2.3pt | ±4.8% |
| Sep 18, 2026 | 16 | 23.4% | +2.5pt | ±3.9% |
| Sep 25, 2026 | 23 | 25.1% | -6.7pt | ±5.1% |
| Sep 30, 2026 | 28 | 22.7% | +11.0pt | ±5.1% |
| Oct 02, 2026 | 30 | 21.1% | -15.9pt | ±4.9% |
| Oct 09, 2026 | 37 | 25.5% | -4.0pt | ±6.5% |
| Oct 16, 2026 | 44 | 25.7% | +3.8pt | ±7.1% |
| Nov 20, 2026 | 79 | 25.7% | +1.0pt | ±9.5% |
| Dec 18, 2026 | 107 | 23.1% | +5.4pt | ±10.0% |
| Dec 31, 2026 | 120 | 22.2% | -7.3pt | ±10.2% |
| Jan 15, 2027 | 135 | 26.3% | +6.0pt | ±12.7% |
| Mar 19, 2027 | 198 | 27.0% | +3.9pt | ±15.7% |
| Mar 31, 2027 | 210 | 25.7% | +1.7pt | ±15.5% |
| Jun 17, 2027 | 288 | 25.5% | -2.0pt | ±17.9% |
| Jun 30, 2027 | 301 | 26.6% | +1.6pt | ±19.0% |
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