SMH 波动率 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%
IV − HV20价差
+0.2pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 15:38 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| 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% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20