SMH volatilità 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.36.5%
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%
Spread IV − HV20
+8.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 22:02 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 72.5% | +13.0pt | ±0.5% |
| Oct 23, 2026 | 4 | 43.0% | +7.6pt | ±3.6% |
| Oct 26, 2026 | 7 | 36.4% | +5.8pt | ±3.9% |
| Oct 28, 2026 | 9 | 38.6% | +6.5pt | ±4.8% |
| Oct 30, 2026 | 11 | 40.9% | +6.8pt | ±5.7% |
| Nov 02, 2026 | 14 | 38.0% | +5.7pt | ±5.9% |
| Nov 06, 2026 | 18 | 38.9% | +5.6pt | ±6.8% |
| Nov 13, 2026 | 25 | 36.8% | +5.7pt | ±7.7% |
| Nov 20, 2026 | 32 | 36.4% | +5.3pt | ±8.7% |
| Nov 27, 2026 | 39 | 35.3% | +5.7pt | ±9.2% |
| Dec 18, 2026 | 60 | 35.5% | +5.2pt | ±11.5% |
| Jan 15, 2027 | 88 | 35.2% | +4.7pt | ±13.8% |
| Feb 19, 2027 | 123 | 35.5% | +4.5pt | ±16.4% |
| Mar 19, 2027 | 151 | 35.8% | +4.3pt | ±18.4% |
| May 21, 2027 | 214 | 36.1% | +4.4pt | ±21.9% |
| Jun 17, 2027 | 241 | 36.2% | +4.5pt | ±23.4% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20