SMH volatilité 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.31.1%
HV6037.3%
Écart IV − HV20
+6.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
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.
28/60 jours enregistrés
Cboe delayed options data · au 12:41 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 26.9% | +4.0pt | ±3.4% |
| Oct 23, 2026 | 4 | 37.5% | +8.8pt | ±4.8% |
| Oct 26, 2026 | 7 | 35.3% | +5.5pt | ±5.2% |
| Oct 28, 2026 | 9 | 37.9% | +4.2pt | ±6.0% |
| Oct 30, 2026 | 11 | 38.7% | +5.9pt | ±6.5% |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | 38.3% | +6.2pt | ±7.6% |
| Nov 13, 2026 | 25 | 37.5% | +5.8pt | ±8.5% |
| Nov 20, 2026 | 32 | 37.3% | +5.9pt | ±9.3% |
| Nov 27, 2026 | 39 | 35.8% | +4.8pt | ±9.8% |
| Dec 18, 2026 | 60 | 36.0% | +4.9pt | ±11.9% |
| Jan 15, 2027 | 88 | 35.7% | +4.4pt | ±14.1% |
| Feb 19, 2027 | 123 | 35.7% | +4.5pt | ±16.5% |
| Mar 19, 2027 | 151 | 35.9% | +4.4pt | ±18.3% |
| May 21, 2027 | 214 | 36.4% | +4.5pt | ±21.9% |
| Jun 17, 2027 | 241 | 36.4% | +4.2pt | ±23.2% |
Smile de volatilité — Nov 20, 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