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.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%
Spread IV − HV20
+0.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 15:38 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 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 32.3% | +2.4pt | ±0.7% |
| Sep 04, 2026 | 1 | 32.9% | +3.6pt | ±1.5% |
| Sep 08, 2026 | 5 | 22.6% | +3.2pt | ±2.2% |
| Sep 09, 2026 | 6 | 24.7% | +4.5pt | ±2.6% |
| Sep 10, 2026 | 7 | 26.1% | +3.2pt | ±2.9% |
| Sep 11, 2026 | 8 | 27.9% | +3.2pt | ±3.4% |
| Sep 14, 2026 | 11 | 26.3% | +3.2pt | ±3.7% |
| Sep 15, 2026 | 12 | 26.5% | +3.9pt | ±3.9% |
| Sep 16, 2026 | 13 | 28.7% | +3.9pt | ±4.4% |
| Sep 17, 2026 | 14 | 28.9% | +5.7pt | ±4.6% |
| Sep 18, 2026 | 15 | 29.9% | +3.7pt | ±4.9% |
| Sep 25, 2026 | 22 | 30.5% | +3.8pt | ±6.0% |
| Oct 02, 2026 | 29 | 30.9% | +3.8pt | ±7.0% |
| Oct 09, 2026 | 36 | 31.2% | +4.2pt | ±7.9% |
| Oct 16, 2026 | 43 | 31.6% | +3.7pt | ±8.7% |
| Oct 23, 2026 | 50 | 32.4% | — | ±9.6% |
Volatility smile — Sep 18, 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