RUT volatilidad Russell 2000 Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.19.8%
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.14.4%
HV6014.0%
Diferencial IV − HV20
+5.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 días registrados
Cboe delayed options data · a fecha de 09:41 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 14.3% | +3.0pt | ±1.0% |
| Oct 20, 2026 | 1 | 16.2% | +3.8pt | ±1.4% |
| Oct 21, 2026 | 2 | 17.1% | +4.4pt | ±1.6% |
| Oct 22, 2026 | 3 | 17.9% | +4.6pt | ±1.8% |
| Oct 23, 2026 | 4 | 18.5% | +5.0pt | ±2.1% |
| Oct 26, 2026 | 7 | 17.1% | +4.8pt | ±2.3% |
| Oct 27, 2026 | 8 | 17.5% | +4.9pt | ±2.4% |
| Oct 28, 2026 | 9 | 19.1% | +5.3pt | ±2.8% |
| Oct 29, 2026 | 10 | 19.6% | +5.7pt | ±3.0% |
| Oct 30, 2026 | 11 | 19.7% | +5.7pt | ±3.1% |
| Nov 02, 2026 | 14 | 18.8% | +5.3pt | ±3.2% |
| Nov 06, 2026 | 18 | 20.1% | +5.7pt | ±3.8% |
| Nov 13, 2026 | 25 | 20.0% | +5.5pt | ±4.4% |
| Nov 20, 2026 | 32 | 19.7% | +5.5pt | ±4.9% |
| Nov 27, 2026 | 39 | 19.3% | +5.3pt | ±5.2% |
| Nov 30, 2026 | 42 | 19.0% | +5.2pt | ±5.3% |
Sonrisa de volatilidad — Oct 30, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20