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.37.2%
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
+9.4pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
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 15:43 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 | 45.6% | +8.1pt | ±3.4% |
| Oct 26, 2026 | 6 | 37.7% | +5.3pt | ±3.9% |
| Oct 28, 2026 | 8 | 39.9% | +5.7pt | ±4.8% |
| Oct 30, 2026 | 10 | 41.7% | +6.7pt | ±5.6% |
| Nov 02, 2026 | 13 | 39.0% | +4.3pt | ±5.9% |
| Nov 04, 2026 | 15 | 39.5% | +4.7pt | ±6.4% |
| Nov 06, 2026 | 17 | 39.2% | +5.7pt | ±6.8% |
| Nov 13, 2026 | 24 | 38.1% | +5.2pt | ±7.8% |
| Nov 20, 2026 | 31 | 37.1% | +5.3pt | ±8.7% |
| Nov 27, 2026 | 38 | 36.0% | +5.1pt | ±9.3% |
| Dec 18, 2026 | 59 | 36.1% | +5.1pt | ±11.6% |
| Jan 15, 2027 | 87 | 35.4% | +4.5pt | ±13.8% |
| Feb 19, 2027 | 122 | 35.7% | +4.4pt | ±16.4% |
| Mar 19, 2027 | 150 | 35.9% | +4.3pt | ±18.3% |
| May 21, 2027 | 213 | 36.3% | +4.3pt | ±22.1% |
| Jun 17, 2027 | 240 | 36.3% | +4.3pt | ±23.4% |
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