SMH volatilitas 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.36.9%
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%
Selisih IV − HV20
+9.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 18:44 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 43.2% | +7.3pt | ±3.2% |
| Oct 26, 2026 | 6 | 36.1% | +5.7pt | ±3.7% |
| Oct 28, 2026 | 8 | 38.2% | +5.9pt | ±4.5% |
| Oct 30, 2026 | 10 | 40.6% | +6.2pt | ±5.4% |
| Nov 02, 2026 | 13 | 38.2% | +5.0pt | ±5.8% |
| Nov 04, 2026 | 15 | 39.4% | +6.0pt | ±6.4% |
| Nov 06, 2026 | 17 | 38.9% | +5.8pt | ±6.7% |
| Nov 13, 2026 | 24 | 37.1% | +6.1pt | ±7.6% |
| Nov 20, 2026 | 31 | 36.9% | +5.6pt | ±8.6% |
| Nov 27, 2026 | 38 | 35.2% | +5.4pt | ±9.1% |
| Dec 18, 2026 | 59 | 36.0% | +5.4pt | ±11.6% |
| Jan 15, 2027 | 87 | 35.5% | +4.8pt | ±13.8% |
| Feb 19, 2027 | 122 | 35.6% | +4.7pt | ±16.4% |
| Mar 19, 2027 | 150 | 35.9% | +4.7pt | ±18.3% |
| May 21, 2027 | 213 | 36.4% | +4.7pt | ±22.1% |
| Jun 17, 2027 | 240 | 36.3% | +4.8pt | ±23.4% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20