SMH волатильность 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.31.3%
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%
Спред IV − HV20
+0.6pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 15:38 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 34.0% | +3.9pt | ±0.6% |
| Sep 08, 2026 | 4 | 19.5% | +1.1pt | ±1.7% |
| Sep 09, 2026 | 5 | 22.7% | +0.5pt | ±2.2% |
| Sep 10, 2026 | 6 | 25.4% | +1.1pt | ±2.6% |
| Sep 11, 2026 | 7 | 27.1% | +1.4pt | ±3.0% |
| Sep 14, 2026 | 10 | 26.3% | +0.9pt | ±3.5% |
| Sep 15, 2026 | 11 | 27.3% | +2.4pt | ±3.8% |
| Sep 16, 2026 | 12 | 28.9% | +1.3pt | ±4.2% |
| Sep 17, 2026 | 13 | 29.3% | +0.7pt | ±4.5% |
| Sep 18, 2026 | 14 | 30.0% | +1.8pt | ±4.7% |
| Sep 25, 2026 | 21 | 30.7% | +1.7pt | ±5.9% |
| Oct 02, 2026 | 28 | 31.2% | +2.8pt | ±7.0% |
| Oct 09, 2026 | 35 | 31.4% | +2.1pt | ±7.8% |
| Oct 16, 2026 | 42 | 32.0% | +1.7pt | ±8.7% |
| Oct 23, 2026 | 49 | 32.5% | +2.5pt | ±9.5% |
| Nov 20, 2026 | 77 | 34.3% | +2.9pt | ±12.6% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20