SMH volatiliteit 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.31.9%
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.30.7%
HV6050.0%
IV − HV20 spreiding
+1.2pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
48
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 06:38 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 36.9% | +4.4pt | ±1.6% |
| Sep 04, 2026 | 1 | 35.2% | +1.8pt | ±2.1% |
| Sep 08, 2026 | 5 | 26.9% | +2.5pt | ±2.6% |
| Sep 09, 2026 | 6 | 27.3% | +2.0pt | ±3.0% |
| Sep 10, 2026 | 7 | 28.2% | +1.5pt | ±3.4% |
| Sep 11, 2026 | 8 | 30.0% | +1.5pt | ±3.8% |
| Sep 14, 2026 | 11 | 28.1% | +2.3pt | ±4.1% |
| Sep 15, 2026 | 12 | 28.4% | +2.0pt | ±4.2% |
| Sep 16, 2026 | 13 | 29.5% | +2.8pt | ±4.6% |
| Sep 18, 2026 | 15 | 30.8% | +2.8pt | ±5.2% |
| Sep 25, 2026 | 22 | 31.2% | +3.1pt | ±6.3% |
| Oct 02, 2026 | 29 | 31.8% | +3.2pt | ±7.3% |
| Oct 09, 2026 | 36 | 32.1% | +3.5pt | ±8.3% |
| Oct 16, 2026 | 43 | 32.1% | +3.5pt | ±9.0% |
| Nov 20, 2026 | 78 | 34.4% | +3.9pt | ±12.8% |
| Dec 18, 2026 | 106 | 34.8% | +3.7pt | ±15.2% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20