LQD volatilitas 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.8.3%
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%
Selisih IV − HV20
+1.5pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 8.9% | -0.1pt | ±0.5% |
| Oct 23, 2026 | 3 | 7.7% | +0.4pt | ±0.6% |
| Oct 26, 2026 | 6 | 7.1% | +0.7pt | ±0.8% |
| Oct 28, 2026 | 8 | 7.9% | +0.7pt | ±1.0% |
| Oct 30, 2026 | 10 | 7.9% | +1.0pt | ±1.1% |
| Nov 02, 2026 | 13 | 7.6% | +0.9pt | ±1.3% |
| Nov 04, 2026 | 15 | 8.1% | +1.2pt | ±1.5% |
| Nov 06, 2026 | 17 | 8.1% | +1.2pt | ±1.6% |
| Nov 13, 2026 | 24 | 8.3% | +1.0pt | ±1.8% |
| Nov 20, 2026 | 31 | 8.3% | +1.2pt | ±2.0% |
| Nov 27, 2026 | 38 | 8.2% | +1.2pt | ±2.2% |
| Dec 18, 2026 | 59 | 8.3% | +1.3pt | ±2.9% |
| Jan 15, 2027 | 87 | 8.4% | +1.4pt | ±3.4% |
| Feb 19, 2027 | 122 | 8.4% | +1.5pt | ±3.9% |
| Mar 19, 2027 | 150 | 8.5% | +1.6pt | ±4.4% |
| Apr 16, 2027 | 178 | 8.5% | +1.6pt | ±4.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20