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.17.5%
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.13.0%
HV6023.8%
IV − HV20 스프레드
+4.5pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 15:03 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 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 18.5% | +1.9pt | ±0.4% |
| Sep 04, 2026 | 1 | 18.2% | +2.6pt | ±0.8% |
| Sep 08, 2026 | 5 | 12.3% | +2.1pt | ±1.2% |
| Sep 09, 2026 | 6 | 13.3% | +2.6pt | ±1.4% |
| Sep 10, 2026 | 7 | 14.1% | +2.9pt | ±1.6% |
| Sep 11, 2026 | 8 | 15.3% | +3.2pt | ±1.8% |
| Sep 14, 2026 | 11 | 14.5% | +3.1pt | ±2.0% |
| Sep 15, 2026 | 12 | 14.9% | +3.4pt | ±2.2% |
| Sep 16, 2026 | 13 | 16.1% | +3.7pt | ±2.4% |
| Sep 17, 2026 | 14 | 16.6% | +4.0pt | ±2.6% |
| Sep 18, 2026 | 15 | 17.0% | +4.1pt | ±2.8% |
| Sep 21, 2026 | 18 | 16.4% | +4.1pt | ±2.9% |
| Sep 22, 2026 | 19 | 16.6% | +4.2pt | ±3.0% |
| Sep 23, 2026 | 20 | 16.7% | +4.3pt | ±3.1% |
| Sep 24, 2026 | 21 | 16.9% | +4.4pt | ±3.3% |
| Sep 25, 2026 | 22 | 17.2% | +4.5pt | ±3.4% |
변동성 스마일 — Oct 16, 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