SMH volatilidade 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.36.7%
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
+8.9pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 09:43 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 43.3% | +7.6pt | ±3.6% |
| Oct 26, 2026 | 6 | 36.3% | +5.8pt | ±4.0% |
| Oct 28, 2026 | 8 | 39.0% | +6.4pt | ±4.8% |
| Oct 30, 2026 | 10 | 41.0% | +6.7pt | ±5.7% |
| Nov 02, 2026 | 13 | 38.0% | +5.6pt | ±5.9% |
| Nov 06, 2026 | 17 | 38.5% | +5.6pt | ±6.8% |
| Nov 13, 2026 | 24 | 37.5% | +5.7pt | ±7.8% |
| Nov 20, 2026 | 31 | 36.6% | +5.3pt | ±8.7% |
| Nov 27, 2026 | 38 | 35.7% | +5.7pt | ±9.3% |
| Dec 18, 2026 | 59 | 35.5% | +5.3pt | ±11.5% |
| Jan 15, 2027 | 87 | 35.2% | +4.7pt | ±13.8% |
| Feb 19, 2027 | 122 | 35.5% | +4.4pt | ±16.4% |
| Mar 19, 2027 | 150 | 35.8% | +4.3pt | ±18.4% |
| May 21, 2027 | 213 | 36.1% | +4.4pt | ±22.0% |
| Jun 17, 2027 | 240 | 36.2% | +4.5pt | ±23.4% |
| Sep 17, 2027 | 332 | 36.8% | +4.6pt | ±27.9% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20