RUT volatiliteit 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.19.1%
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.15.6%
HV6014.4%
IV − HV20 spreiding
+3.5pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 dagen vastgelegd
Cboe delayed options data · per 22:01 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | — | — | — |
| Oct 21, 2026 | 1 | 17.7% | +0.9pt | ±0.7% |
| Oct 22, 2026 | 2 | 18.4% | +1.7pt | ±1.1% |
| Oct 23, 2026 | 3 | 19.0% | +2.4pt | ±1.4% |
| Oct 26, 2026 | 6 | 16.0% | +2.3pt | ±1.6% |
| Oct 27, 2026 | 7 | 16.5% | +2.5pt | ±1.8% |
| Oct 28, 2026 | 8 | 18.9% | +3.1pt | ±2.2% |
| Oct 29, 2026 | 9 | 19.5% | +3.3pt | ±2.4% |
| Oct 30, 2026 | 10 | 19.6% | +3.4pt | ±2.6% |
| Nov 02, 2026 | 13 | 18.2% | +3.3pt | ±2.8% |
| Nov 03, 2026 | 14 | 18.3% | +3.4pt | ±2.9% |
| Nov 04, 2026 | 15 | 19.0% | +3.5pt | ±3.1% |
| Nov 06, 2026 | 17 | 19.5% | +3.7pt | ±3.4% |
| Nov 13, 2026 | 24 | 19.2% | +3.8pt | ±3.9% |
| Nov 20, 2026 | 31 | 19.0% | +3.9pt | ±4.4% |
| Nov 27, 2026 | 38 | 18.6% | +3.8pt | ±4.8% |
Volatiliteitsglimlach — Oct 30, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20