LQD volatilité iShares iBoxx $ Investment Grade Corporate Bond ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.14.2%
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.6.8%
HV606.3%
Écart IV − HV20
+7.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
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 21:58 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 19, 2026 | 0 | 446.6% | — | ±3.7% |
| Oct 21, 2026 | 2 | 59.0% | -14.5pt | ±3.6% |
| Oct 23, 2026 | 4 | 39.4% | -6.8pt | ±3.6% |
| Oct 26, 2026 | 7 | 8.3% | +42.5pt | ±2.9% |
| Oct 28, 2026 | 9 | 31.2% | +1.8pt | ±4.8% |
| Oct 30, 2026 | 11 | 8.1% | +27.9pt | ±1.6% |
| Nov 02, 2026 | 14 | 29.4% | +0.8pt | ±4.9% |
| Nov 06, 2026 | 18 | 26.4% | +14.2pt | ±4.8% |
| Nov 13, 2026 | 25 | 22.2% | +0.8pt | ±4.8% |
| Nov 20, 2026 | 32 | 10.6% | +14.3pt | ±4.9% |
| Nov 27, 2026 | 39 | 18.8% | +1.4pt | ±4.9% |
| Dec 18, 2026 | 60 | 14.1% | +8.4pt | ±4.9% |
| Jan 15, 2027 | 88 | 7.1% | +2.1pt | ±4.9% |
| Feb 19, 2027 | 123 | 10.8% | -0.8pt | ±5.1% |
| Mar 19, 2027 | 151 | 9.4% | +1.1pt | ±4.9% |
| Apr 16, 2027 | 179 | 9.1% | +0.8pt | ±5.2% |
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