SPX ボラティリティ 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.13.6%
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.10.5%
HV6011.0%
IV − HV20スプレッド
+3.1pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 日分記録済み
Cboe delayed options data · 基準日時： 15:04 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキュー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. | インプライドムーブ |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 17.1% | +2.3pt | ±0.3% |
| Oct 20, 2026 | 1 | 14.0% | +3.5pt | ±0.6% |
| Oct 21, 2026 | 2 | 13.8% | +3.8pt | ±0.9% |
| Oct 22, 2026 | 3 | 14.0% | +4.0pt | ±1.0% |
| Oct 23, 2026 | 4 | 14.0% | +4.2pt | ±1.2% |
| Oct 26, 2026 | 7 | 11.9% | +3.8pt | ±1.3% |
| Oct 27, 2026 | 8 | 12.1% | +3.9pt | ±1.4% |
| Oct 28, 2026 | 9 | 12.9% | +4.1pt | ±1.6% |
| Oct 29, 2026 | 10 | 13.5% | +4.2pt | ±1.8% |
| Oct 30, 2026 | 11 | 13.7% | +4.4pt | ±1.9% |
| Nov 02, 2026 | 14 | 12.9% | +4.2pt | ±2.0% |
| Nov 03, 2026 | 15 | 13.0% | +4.4pt | ±2.1% |
| Nov 04, 2026 | 16 | 13.5% | +4.6pt | ±2.3% |
| Nov 05, 2026 | 17 | 13.5% | +4.7pt | ±2.3% |
| Nov 06, 2026 | 18 | 13.8% | +4.9pt | ±2.5% |
| Nov 09, 2026 | 21 | 13.3% | +4.8pt | ±2.6% |
ボラティリティスマイル — Oct 30, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20