NDX 波动率 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.17.9%
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价差
+4.8pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
8
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 13:03 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜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. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 17.5% | +2.0pt | ±0.7% |
| Sep 04, 2026 | 1 | 17.5% | +2.9pt | ±1.0% |
| Sep 08, 2026 | 5 | 14.0% | +2.7pt | ±1.4% |
| Sep 09, 2026 | 6 | 14.3% | +3.0pt | ±1.6% |
| Sep 10, 2026 | 7 | 14.9% | +3.4pt | ±1.8% |
| Sep 11, 2026 | 8 | 16.0% | +3.9pt | ±2.0% |
| Sep 14, 2026 | 11 | 15.1% | +3.7pt | ±2.2% |
| Sep 15, 2026 | 12 | 15.6% | +4.0pt | ±2.4% |
| Sep 16, 2026 | 13 | 16.7% | +4.4pt | ±2.6% |
| Sep 17, 2026 | 14 | 17.1% | +4.6pt | ±2.8% |
| Sep 18, 2026 | 15 | 17.6% | +4.8pt | ±2.9% |
| Sep 21, 2026 | 18 | 16.8% | +4.7pt | ±3.1% |
| Sep 22, 2026 | 19 | 17.1% | +4.9pt | ±3.2% |
| Sep 23, 2026 | 20 | 17.2% | +5.3pt | ±3.3% |
| Sep 24, 2026 | 21 | 17.5% | +5.2pt | ±3.4% |
| Sep 25, 2026 | 22 | 17.7% | +5.2pt | ±3.5% |
波动率微笑 — Oct 16, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20