QQQ ボラティリティ 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.21.1%
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.18.3%
HV6018.3%
IV − HV20スプレッド
+2.8pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
8
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 日分記録済み
Cboe delayed options data · 基準日時: 12:40 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキュー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. | インプライドムーブ |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 29.1% | +6.6pt | ±0.7% |
| Oct 20, 2026 | 1 | 24.2% | +6.4pt | ±1.2% |
| Oct 21, 2026 | 2 | 23.6% | +6.4pt | ±1.5% |
| Oct 22, 2026 | 3 | 23.4% | +7.1pt | ±1.8% |
| Oct 23, 2026 | 4 | 23.2% | +6.7pt | ±2.0% |
| Oct 26, 2026 | 7 | 20.2% | +6.0pt | ±2.3% |
| Oct 27, 2026 | 8 | 20.6% | +6.2pt | ±2.5% |
| Oct 28, 2026 | 9 | 22.0% | +6.4pt | ±2.8% |
| Oct 29, 2026 | 10 | 22.8% | +6.7pt | ±3.1% |
| Oct 30, 2026 | 11 | 23.1% | +7.0pt | ±3.3% |
| Nov 02, 2026 | 14 | 21.6% | +5.2pt | ±3.4% |
| Nov 06, 2026 | 18 | 22.5% | +7.4pt | ±4.0% |
| Nov 13, 2026 | 25 | 21.6% | +7.6pt | ±4.6% |
| Nov 20, 2026 | 32 | 21.0% | +7.9pt | ±5.0% |
| Nov 27, 2026 | 39 | 20.8% | +7.5pt | ±5.5% |
| Nov 30, 2026 | 42 | 20.3% | +7.0pt | ±5.5% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20