RUT volatilité 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.19.6%
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.14.3%
HV6014.0%
Écart IV − HV20
+5.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
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 22:02 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 | — | — | — |
| Oct 20, 2026 | 1 | 18.3% | +2.3pt | ±0.8% |
| Oct 21, 2026 | 2 | 18.7% | +3.0pt | ±1.1% |
| Oct 22, 2026 | 3 | 19.1% | +3.5pt | ±1.4% |
| Oct 23, 2026 | 4 | 19.6% | +3.8pt | ±1.6% |
| Oct 26, 2026 | 7 | 16.9% | +3.5pt | ±1.9% |
| Oct 27, 2026 | 8 | 17.3% | +3.8pt | ±2.0% |
| Oct 28, 2026 | 9 | 19.4% | +4.2pt | ±2.4% |
| Oct 29, 2026 | 10 | 19.8% | +4.3pt | ±2.6% |
| Oct 30, 2026 | 11 | 19.9% | +4.5pt | ±2.8% |
| Nov 02, 2026 | 14 | 18.6% | +4.2pt | ±2.9% |
| Nov 03, 2026 | 15 | 18.8% | +4.3pt | ±3.0% |
| Nov 06, 2026 | 18 | 20.0% | +4.7pt | ±3.5% |
| Nov 13, 2026 | 25 | 19.8% | +4.5pt | ±4.1% |
| Nov 20, 2026 | 32 | 19.5% | +4.6pt | ±4.6% |
| Nov 27, 2026 | 39 | 19.1% | +4.3pt | ±5.0% |
Smile de volatilité — Oct 30, 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