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.24.9%
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.15.9%
HV6014.9%
Écart IV − HV20
+9.1pt
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.
29/60 jours enregistrés
Cboe delayed options data · au 15:38 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 | 3 | 28.2% | -0.1pt | ±2.1% |
| Oct 30, 2026 | 10 | 25.0% | +1.7pt | ±3.4% |
| Nov 06, 2026 | 17 | 25.0% | +2.6pt | ±4.4% |
| Nov 13, 2026 | 24 | 24.2% | +2.3pt | ±5.0% |
| Nov 20, 2026 | 31 | 25.0% | +3.0pt | ±5.9% |
| Nov 27, 2026 | 38 | 25.9% | +11.7pt | ±6.7% |
| Dec 18, 2026 | 59 | 23.7% | +2.8pt | ±7.6% |
| Dec 31, 2026 | 72 | 23.0% | +3.7pt | ±8.3% |
| Jan 15, 2027 | 87 | 23.3% | +3.8pt | ±9.2% |
| Mar 19, 2027 | 150 | 24.1% | +3.5pt | ±12.4% |
| Mar 31, 2027 | 162 | 24.3% | +3.6pt | ±12.9% |
| May 21, 2027 | 213 | 25.1% | +3.6pt | ±15.1% |
| Jun 17, 2027 | 240 | 24.8% | +3.7pt | ±16.0% |
| Jun 30, 2027 | 253 | 24.9% | +4.1pt | ±16.4% |
| Sep 17, 2027 | 332 | 25.1% | +3.4pt | ±18.8% |
| Sep 30, 2027 | 345 | 25.2% | +3.4pt | ±19.1% |
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