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.5.6%
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.6.4%
HV605.7%
Écart IV − HV20
-0.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
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.
3/60 jours enregistrés
Cboe delayed options data · au 18:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 7.4% | +0.6pt | ±0.3% |
| Sep 11, 2026 | 8 | 5.5% | +0.5pt | ±0.7% |
| Sep 18, 2026 | 15 | 5.7% | +0.8pt | ±1.0% |
| Sep 25, 2026 | 22 | 5.4% | +0.8pt | ±1.1% |
| Oct 02, 2026 | 29 | 5.5% | +1.5pt | ±1.4% |
| Oct 09, 2026 | 36 | 5.7% | +1.3pt | ±1.5% |
| Oct 16, 2026 | 43 | 5.7% | +1.4pt | ±1.7% |
| Oct 23, 2026 | 50 | 6.1% | +1.6pt | ±1.9% |
| Nov 20, 2026 | 78 | 6.3% | +1.7pt | ±2.4% |
| Dec 18, 2026 | 106 | 6.4% | +1.8pt | ±3.0% |
| Jan 15, 2027 | 134 | 6.5% | +1.7pt | ±3.3% |
| Feb 19, 2027 | 169 | 6.6% | +1.8pt | ±3.7% |
| Mar 19, 2027 | 197 | 6.6% | +2.1pt | ±4.0% |
| Apr 16, 2027 | 225 | 6.7% | +1.8pt | ±4.3% |
| May 21, 2027 | 260 | 6.7% | +1.9pt | ±4.6% |
| Jun 17, 2027 | 287 | 6.8% | +2.0pt | ±4.9% |
Smile de volatilité — Sep 18, 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