KRE volatilità 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.25.4%
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.17.2%
HV6015.5%
Spread IV − HV20
+8.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 giorni registrati
Cboe delayed options data · aggiornato al 21:56 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.6% | +31.2pt | ±4.0% |
| Oct 30, 2026 | 10 | 37.3% | +16.9pt | ±4.9% |
| Nov 06, 2026 | 17 | 29.5% | +3.1pt | ±5.1% |
| Nov 13, 2026 | 24 | 27.0% | +5.9pt | ±5.5% |
| Nov 20, 2026 | 31 | 25.2% | -0.3pt | ±5.9% |
| Nov 27, 2026 | 38 | 22.8% | +9.9pt | ±5.9% |
| Dec 18, 2026 | 59 | 24.3% | +2.9pt | ±7.8% |
| Dec 31, 2026 | 72 | 23.1% | -3.3pt | ±8.3% |
| Jan 15, 2027 | 87 | 21.3% | +1.3pt | ±8.4% |
| Mar 19, 2027 | 150 | 22.1% | +1.5pt | ±11.3% |
| Mar 31, 2027 | 162 | 26.8% | +0.6pt | ±14.2% |
| May 21, 2027 | 213 | 24.6% | -1.1pt | ±14.9% |
| Jun 17, 2027 | 240 | 24.7% | +3.6pt | ±15.9% |
| Jun 30, 2027 | 253 | 24.7% | -0.5pt | ±16.3% |
| Sep 17, 2027 | 332 | 25.4% | +4.8pt | ±19.1% |
| Sep 30, 2027 | 345 | 25.0% | +2.0pt | ±19.1% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20