LQD volatilità 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.8.4%
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.6.8%
HV606.2%
Spread IV − HV20
+1.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
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.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 12:38 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 19, 2026 | 0 | 6.9% | +0.4pt | ±0.6% |
| Oct 21, 2026 | 2 | 50.7% | +27.3pt | ±4.7% |
| Oct 23, 2026 | 4 | 30.3% | -28.8pt | ±3.4% |
| Oct 26, 2026 | 7 | 3.9% | +0.6pt | ±0.6% |
| Oct 28, 2026 | 9 | 7.7% | +3.5pt | ±1.2% |
| Oct 30, 2026 | 11 | 19.1% | +17.7pt | ±3.0% |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | 15.5% | +1.8pt | ±3.1% |
| Nov 13, 2026 | 25 | 6.7% | +15.6pt | ±1.6% |
| Nov 20, 2026 | 32 | 8.9% | +20.1pt | ±2.2% |
| Nov 27, 2026 | 39 | 17.5% | -7.1pt | ±4.7% |
| Dec 18, 2026 | 60 | 8.2% | +2.3pt | ±3.0% |
| Jan 15, 2027 | 88 | 6.8% | +1.2pt | ±2.8% |
| Feb 19, 2027 | 123 | 9.5% | +1.6pt | ±4.5% |
| Mar 19, 2027 | 151 | 8.5% | +0.6pt | ±4.4% |
| Apr 16, 2027 | 179 | 9.1% | +1.8pt | ±5.1% |
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