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.17.5%
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.13.1%
HV6015.1%
Écart IV − HV20
+4.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
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.
3/60 jours enregistrés
Cboe delayed options data · au 03:38 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 |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | — | — | ±0.1% |
| Sep 03, 2026 | 1 | 17.6% | +3.0pt | ±0.6% |
| Sep 04, 2026 | 2 | 19.0% | +3.1pt | ±1.0% |
| Sep 08, 2026 | 6 | 13.5% | +2.8pt | ±1.3% |
| Sep 09, 2026 | 7 | 14.0% | +3.1pt | ±1.5% |
| Sep 10, 2026 | 8 | 14.6% | +3.3pt | ±1.7% |
| Sep 11, 2026 | 9 | 16.1% | +3.8pt | ±2.0% |
| Sep 14, 2026 | 12 | 15.0% | +3.7pt | ±2.1% |
| Sep 15, 2026 | 13 | 15.2% | +3.8pt | ±2.3% |
| Sep 16, 2026 | 14 | 16.9% | +4.2pt | ±2.6% |
| Sep 17, 2026 | 15 | 17.3% | +4.3pt | ±2.8% |
| Sep 18, 2026 | 16 | 17.6% | +4.5pt | ±2.9% |
| Sep 21, 2026 | 19 | 16.8% | +4.4pt | ±3.0% |
| Sep 25, 2026 | 23 | 17.4% | +4.6pt | ±3.5% |
| Sep 30, 2026 | 28 | 17.2% | +4.6pt | ±3.8% |
| Oct 02, 2026 | 30 | 17.5% | +4.6pt | ±4.0% |
Smile de volatilité — Sep 11, 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