SMH Volatilität VanEck Semiconductor ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.37.4%
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.27.8%
HV6036.9%
IV − HV20-Spread
+9.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:43 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 46.0% | +7.6pt | ±4.1% |
| Oct 26, 2026 | 6 | 38.5% | +5.8pt | ±4.5% |
| Oct 28, 2026 | 8 | 41.0% | +6.4pt | ±5.3% |
| Oct 30, 2026 | 10 | 41.3% | +6.7pt | ±6.0% |
| Nov 02, 2026 | 13 | 39.6% | +5.6pt | ±6.4% |
| Nov 04, 2026 | 15 | — | — | — |
| Nov 06, 2026 | 17 | 39.9% | +5.6pt | ±7.2% |
| Nov 13, 2026 | 24 | 38.0% | +5.7pt | ±8.2% |
| Nov 20, 2026 | 31 | 37.4% | +5.3pt | ±9.1% |
| Nov 27, 2026 | 38 | 36.5% | +5.7pt | ±9.8% |
| Dec 18, 2026 | 59 | 36.8% | +5.3pt | ±12.2% |
| Jan 15, 2027 | 87 | 35.6% | +4.7pt | ±14.1% |
| Feb 19, 2027 | 122 | 35.9% | +4.4pt | ±16.8% |
| Mar 19, 2027 | 150 | 36.2% | +4.3pt | ±18.8% |
| May 21, 2027 | 213 | 36.4% | +4.4pt | ±22.5% |
| Jun 17, 2027 | 240 | 36.5% | +4.5pt | ±23.9% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20