KRE volatilite 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.23.0%
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%
IV − HV20 farkı
+7.1pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
13
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
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Cboe delayed options data · itibarıyla 06:39 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 20.8% | +2.3pt | ±1.9% |
| Oct 30, 2026 | 10 | 26.2% | -1.3pt | ±3.6% |
| Nov 06, 2026 | 17 | 35.5% | -21.4pt | ±6.5% |
| Nov 13, 2026 | 24 | 27.0% | -7.5pt | ±5.8% |
| Nov 20, 2026 | 31 | 22.4% | +2.8pt | ±5.5% |
| Nov 27, 2026 | 38 | 21.1% | +3.6pt | ±5.6% |
| Dec 18, 2026 | 59 | 25.8% | +7.8pt | ±8.5% |
| Dec 31, 2026 | 72 | 18.2% | +4.9pt | ±7.3% |
| Jan 15, 2027 | 87 | 20.8% | -4.4pt | ±8.4% |
| Mar 19, 2027 | 150 | 29.3% | -2.2pt | ±15.1% |
| Mar 31, 2027 | 162 | 26.3% | -0.2pt | ±14.1% |
| May 21, 2027 | 213 | 24.9% | +0.3pt | ±15.3% |
| Jun 17, 2027 | 240 | 26.0% | +4.2pt | ±16.3% |
| Jun 30, 2027 | 253 | 23.0% | -0.5pt | ±15.2% |
| Sep 17, 2027 | 332 | 26.1% | -0.6pt | ±19.8% |
| Sep 30, 2027 | 345 | 27.0% | -0.3pt | ±20.6% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20