QQQ volatilité Invesco QQQ Trust, Series 1
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.6%
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.15.9%
HV6018.3%
Écart IV − HV20
+5.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
10
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 22:01 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 16.1% | +0.9pt | ±0.1% |
| Oct 20, 2026 | 1 | 21.9% | +4.7pt | ±0.9% |
| Oct 21, 2026 | 2 | 23.1% | +5.3pt | ±1.4% |
| Oct 22, 2026 | 3 | 23.6% | +6.0pt | ±1.7% |
| Oct 23, 2026 | 4 | 23.6% | +6.1pt | ±2.0% |
| Oct 26, 2026 | 7 | 20.4% | +5.5pt | ±2.3% |
| Oct 27, 2026 | 8 | 20.8% | +5.8pt | ±2.5% |
| Oct 28, 2026 | 9 | 22.1% | +6.1pt | ±2.8% |
| Oct 29, 2026 | 10 | 23.0% | +6.4pt | ±3.0% |
| Oct 30, 2026 | 11 | 23.4% | +6.7pt | ±3.3% |
| Nov 02, 2026 | 14 | 21.7% | +6.3pt | ±3.4% |
| Nov 06, 2026 | 18 | 22.8% | +6.9pt | ±4.1% |
| Nov 13, 2026 | 25 | 21.9% | +7.0pt | ±4.6% |
| Nov 20, 2026 | 32 | 21.5% | +7.1pt | ±5.1% |
| Nov 27, 2026 | 39 | 21.1% | +6.8pt | ±5.5% |
| Nov 30, 2026 | 42 | 20.7% | +6.7pt | ±5.6% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20