SLV волатильность iShares Silver Trust
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.33.2%
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.39.5%
HV6039.0%
Спред IV − HV20
-6.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
37
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 записано дней
Cboe delayed options data · по состоянию на 22:02 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 33.9% | +2.8pt | ±1.5% |
| Oct 23, 2026 | 3 | 33.4% | +2.8pt | ±2.5% |
| Oct 26, 2026 | 6 | 27.7% | +2.8pt | ±2.9% |
| Oct 28, 2026 | 8 | 31.6% | +2.4pt | ±3.7% |
| Oct 30, 2026 | 10 | 33.0% | +2.9pt | ±4.4% |
| Nov 02, 2026 | 13 | 30.8% | +2.4pt | ±4.7% |
| Nov 04, 2026 | 15 | 32.5% | +2.2pt | ±5.3% |
| Nov 06, 2026 | 17 | 33.3% | +1.6pt | ±5.7% |
| Nov 13, 2026 | 24 | 33.4% | +1.2pt | ±6.8% |
| Nov 20, 2026 | 31 | 33.2% | +0.5pt | ±7.7% |
| Nov 27, 2026 | 38 | 32.7% | +0.3pt | ±8.4% |
| Dec 18, 2026 | 59 | 33.3% | -0.6pt | ±10.7% |
| Dec 31, 2026 | 72 | 32.9% | -0.8pt | ±11.6% |
| Jan 15, 2027 | 87 | 33.5% | -1.2pt | ±13.0% |
| Mar 19, 2027 | 150 | 34.5% | -2.8pt | ±17.5% |
| Mar 31, 2027 | 162 | 34.3% | -2.7pt | ±18.1% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20