KRE volatilité 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.21.9%
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.15.3%
HV6017.4%
Écart IV − HV20
+6.6pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
17
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 09:41 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.0% | +9.9pt | ±2.6% |
| Sep 11, 2026 | 8 | 33.2% | +2.3pt | ±4.8% |
| Sep 18, 2026 | 15 | 23.4% | +2.5pt | ±3.9% |
| Sep 25, 2026 | 22 | 25.1% | -6.7pt | ±5.1% |
| Sep 30, 2026 | 27 | 22.7% | +11.0pt | ±5.1% |
| Oct 02, 2026 | 29 | 21.1% | -15.9pt | ±4.9% |
| Oct 09, 2026 | 36 | 25.5% | -4.0pt | ±6.5% |
| Oct 16, 2026 | 43 | 25.7% | +3.8pt | ±7.1% |
| Nov 20, 2026 | 78 | 25.7% | +1.0pt | ±9.5% |
| Dec 18, 2026 | 106 | 23.1% | +5.4pt | ±10.0% |
| Dec 31, 2026 | 119 | 22.2% | -7.3pt | ±10.2% |
| Jan 15, 2027 | 134 | 26.3% | +6.0pt | ±12.7% |
| Mar 19, 2027 | 197 | 27.0% | +3.9pt | ±15.7% |
| Mar 31, 2027 | 209 | 25.7% | +1.7pt | ±15.5% |
| Jun 17, 2027 | 287 | 25.5% | -2.0pt | ±17.9% |
| Jun 30, 2027 | 300 | 26.6% | +1.6pt | ±19.0% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20