SPX volatilità S&P 500 Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.11.6%
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.8.5%
HV6012.8%
Spread IV − HV20
+3.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 06:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 13.3% | +1.5pt | ±0.5% |
| Sep 08, 2026 | 4 | 7.6% | +1.2pt | ±0.7% |
| Sep 09, 2026 | 5 | 8.3% | +1.4pt | ±0.8% |
| Sep 10, 2026 | 6 | 8.9% | +1.6pt | ±1.0% |
| Sep 11, 2026 | 7 | 10.0% | +1.8pt | ±1.2% |
| Sep 14, 2026 | 10 | 9.3% | +1.8pt | ±1.3% |
| Sep 15, 2026 | 11 | 9.6% | +2.0pt | ±1.4% |
| Sep 16, 2026 | 12 | 10.4% | +2.1pt | ±1.6% |
| Sep 17, 2026 | 13 | 10.8% | +2.3pt | ±1.7% |
| Sep 18, 2026 | 14 | 11.1% | +2.4pt | ±1.8% |
| Sep 21, 2026 | 17 | 10.7% | +2.5pt | ±1.9% |
| Sep 22, 2026 | 18 | 10.8% | +2.6pt | ±2.0% |
| Sep 23, 2026 | 19 | 11.0% | +2.7pt | ±2.0% |
| Sep 24, 2026 | 20 | 11.1% | +2.8pt | ±2.1% |
| Sep 25, 2026 | 21 | 11.3% | +2.9pt | ±2.2% |
| Sep 28, 2026 | 24 | 11.1% | +3.0pt | ±2.3% |
Volatility smile — Sep 30, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20