SMH volatilidad 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.31.0%
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.30.7%
HV6050.0%
Diferencial IV − HV20
+0.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:53 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 59.2% | — | ±0.2% |
| Sep 04, 2026 | 1 | 34.0% | +3.1pt | ±1.4% |
| Sep 08, 2026 | 5 | 23.0% | +1.9pt | ±2.2% |
| Sep 09, 2026 | 6 | 24.3% | +2.4pt | ±2.5% |
| Sep 10, 2026 | 7 | 25.4% | +3.6pt | ±2.8% |
| Sep 11, 2026 | 8 | 28.4% | +2.5pt | ±3.4% |
| Sep 14, 2026 | 11 | 25.9% | +2.2pt | ±3.6% |
| Sep 15, 2026 | 12 | 26.0% | +3.3pt | ±3.8% |
| Sep 16, 2026 | 13 | 27.6% | +4.0pt | ±4.2% |
| Sep 17, 2026 | 14 | 28.8% | +3.3pt | ±4.5% |
| Sep 18, 2026 | 15 | 29.1% | +2.7pt | ±4.7% |
| Sep 25, 2026 | 22 | 30.1% | +3.4pt | ±5.9% |
| Oct 02, 2026 | 29 | 31.0% | +3.3pt | ±7.0% |
| Oct 09, 2026 | 36 | 31.2% | +3.6pt | ±7.8% |
| Oct 16, 2026 | 43 | 31.8% | +3.1pt | ±8.7% |
| Oct 23, 2026 | 50 | 32.1% | — | ±9.5% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20