NDX 변동성 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.21.3%
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.16.0%
HV6018.4%
IV − HV20 스프레드
+5.3pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
10
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 일 기록됨
Cboe delayed options data · 기준일 18:04 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | 18.0% | +1.5pt | ±0.2% |
| Oct 21, 2026 | 1 | 21.4% | +2.9pt | ±0.9% |
| Oct 22, 2026 | 2 | 23.0% | +3.9pt | ±1.4% |
| Oct 23, 2026 | 3 | 23.0% | +4.3pt | ±1.7% |
| Oct 26, 2026 | 6 | 19.4% | +3.9pt | ±2.0% |
| Oct 27, 2026 | 7 | 20.0% | +4.3pt | ±2.2% |
| Oct 28, 2026 | 8 | 21.4% | +4.7pt | ±2.5% |
| Oct 29, 2026 | 9 | 22.6% | +5.1pt | ±2.8% |
| Oct 30, 2026 | 10 | 23.2% | +5.3pt | ±3.1% |
| Nov 02, 2026 | 13 | 21.4% | +5.0pt | ±3.2% |
| Nov 03, 2026 | 14 | 21.6% | +5.2pt | ±3.4% |
| Nov 04, 2026 | 15 | 22.0% | +5.4pt | ±3.6% |
| Nov 05, 2026 | 16 | 22.1% | +5.5pt | ±3.7% |
| Nov 06, 2026 | 17 | 22.4% | +5.7pt | ±3.9% |
| Nov 09, 2026 | 20 | 21.8% | +5.8pt | ±4.1% |
| Nov 10, 2026 | 21 | 21.8% | +5.8pt | ±4.2% |
변동성 스마일 — Nov 20, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20