QQQ volatilitas 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.17.2%
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.13.5%
HV6024.1%
Selisih IV − HV20
+3.6pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 hari yang direkam
Cboe delayed options data · per 21:53 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 8.1% | — | ±0.1% |
| Sep 04, 2026 | 1 | 16.2% | +2.1pt | ±0.7% |
| Sep 08, 2026 | 5 | 11.2% | +2.0pt | ±1.1% |
| Sep 09, 2026 | 6 | 12.2% | +2.3pt | ±1.3% |
| Sep 10, 2026 | 7 | 13.1% | +2.6pt | ±1.5% |
| Sep 11, 2026 | 8 | 14.5% | +2.8pt | ±1.7% |
| Sep 14, 2026 | 11 | 14.0% | +2.7pt | ±2.0% |
| Sep 15, 2026 | 12 | 14.4% | +2.9pt | ±2.1% |
| Sep 16, 2026 | 13 | 15.6% | +3.1pt | ±2.4% |
| Sep 17, 2026 | 14 | 16.1% | +3.2pt | ±2.5% |
| Sep 18, 2026 | 15 | 16.2% | +3.4pt | ±2.6% |
| Sep 25, 2026 | 22 | 16.6% | +3.9pt | ±3.3% |
| Sep 30, 2026 | 27 | 16.6% | +4.1pt | ±3.6% |
| Oct 02, 2026 | 29 | 17.1% | +4.2pt | ±3.9% |
| Oct 09, 2026 | 36 | 17.4% | +4.4pt | ±4.4% |
| Oct 16, 2026 | 43 | 17.8% | +4.7pt | ±4.9% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20