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.23.6%
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.15.9%
HV6014.9%
Écart IV − HV20
+7.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
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.
29/60 jours enregistrés
Cboe delayed options data · au 00:40 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 20.8% | +2.3pt | ±1.9% |
| Oct 30, 2026 | 11 | 26.2% | -1.3pt | ±3.6% |
| Nov 06, 2026 | 18 | 35.5% | -21.4pt | ±6.5% |
| Nov 13, 2026 | 25 | 27.0% | -7.5pt | ±5.8% |
| Nov 20, 2026 | 32 | 22.4% | +2.8pt | ±5.5% |
| Nov 27, 2026 | 39 | 21.1% | +3.6pt | ±5.6% |
| Dec 18, 2026 | 60 | 25.8% | +7.8pt | ±8.5% |
| Dec 31, 2026 | 73 | 18.2% | +4.9pt | ±7.3% |
| Jan 15, 2027 | 88 | 20.8% | -4.4pt | ±8.4% |
| Mar 19, 2027 | 151 | 29.3% | -2.2pt | ±15.1% |
| Mar 31, 2027 | 163 | 26.3% | -0.2pt | ±14.1% |
| May 21, 2027 | 214 | 24.9% | +0.3pt | ±15.3% |
| Jun 17, 2027 | 241 | 26.0% | +4.2pt | ±16.3% |
| Jun 30, 2027 | 254 | 23.0% | -0.5pt | ±15.2% |
| Sep 17, 2027 | 333 | 26.1% | -0.6pt | ±19.8% |
| Sep 30, 2027 | 346 | 27.0% | -0.3pt | ±20.6% |
Smile de volatilité — Nov 20, 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