NDX ボラティリティ Nasdaq-100 Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.22.0%
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.18.6%
HV6018.4%
IV − HV20スプレッド
+3.4pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 日分記録済み
Cboe delayed options data · 基準日時： 13:04 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 19.3% | +7.7pt | ±1.4% |
| Oct 20, 2026 | 1 | 21.6% | +7.9pt | ±1.8% |
| Oct 21, 2026 | 2 | 22.6% | +8.0pt | ±2.1% |
| Oct 22, 2026 | 3 | 23.5% | +7.9pt | ±2.4% |
| Oct 23, 2026 | 4 | 23.7% | +7.8pt | ±2.6% |
| Oct 26, 2026 | 7 | 21.7% | +7.2pt | ±2.9% |
| Oct 27, 2026 | 8 | 22.1% | +7.4pt | ±3.0% |
| Oct 28, 2026 | 9 | 22.9% | +7.5pt | ±3.3% |
| Oct 29, 2026 | 10 | 23.7% | +7.8pt | ±3.6% |
| Oct 30, 2026 | 11 | 24.1% | +7.9pt | ±3.8% |
| Nov 02, 2026 | 14 | 22.7% | +7.8pt | ±3.9% |
| Nov 03, 2026 | 15 | 22.8% | +7.9pt | ±4.0% |
| Nov 04, 2026 | 16 | 23.1% | +8.2pt | ±4.2% |
| Nov 05, 2026 | 17 | 23.2% | +8.3pt | ±4.3% |
| Nov 06, 2026 | 18 | 23.5% | +8.6pt | ±4.5% |
| Nov 09, 2026 | 21 | 22.6% | +8.3pt | ±4.6% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20